# EDGAR Filing Document

**Accession Number:** 0000313212
**File Stem:** 0001099263-26-002518
**Filing Date:** 2026-2
**Character Count:** 250042
**Document Hash:** 3e82b9b94f71fd0f991f8f000aad038f
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001099263-26-002518.hdr.sgml**: 20260226

**ACCESSION NUMBER**: 0001099263-26-002518

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260226

**DATE AS OF CHANGE**: 20260226

**PERIOD START**: 20251231

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-02958
- **FILM NUMBER:** 26686453

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

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

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

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Baltimore

  - **State:** MD

  - **Foreign country:** US

  - **Zip / Postal Code:** 21231

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

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

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

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

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

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $7454523181.05

**Total Liabilities:** $149886071.01

**Net Assets:** $7304637110.04

**Cash Not Reported:** $419374.56

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -2679.488648 | **1-Year:** -106898.435696 | **5-Year:** -407315.204814 | **10-Year:** -150168.924773 | **30-Year:** -18337.131193

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

- **3-Month:** -2015.040345 | **1-Year:** -25100.227995 | **5-Year:** -61313.031349 | **10-Year:** -26014.327602 | **30-Year:** -1889.830582

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000191032 | 0.86%                | -0.23%               | -0.04%               |
| Class ID C000191033 | 0.96%                | -0.24%               | -0.06%               |
| Class ID C000191034 | 1.00%                | -0.21%               | -0.02%               |
| Class ID C000218089 | 0.93%                | -0.17%               | 0.14%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-1316594.00             | $-72034907.10                              |
| Month 2  | $13127469.31             | $-11362123.26                              |
| Month 3  | $-157570.29              | $35724710.55                               |

**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: ZM3218728<br>LEI: 5493004JXXFB454B6L79 | Long             | DBT              | CORP              | NL        |       4445000 | PA      | $5305754.17   | 0.07%             | 2031-01-16      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ABB FINANCE BV                        | ABB FINANCE BV                                                               | CUSIP: ZM3218702<br>LEI: 5493004JXXFB454B6L79 | Long             | DBT              | CORP              | NL        |       2400000 | PA      | $2844003.52   | 0.04%             | 2027-01-16      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                            | ABBVIE INC                                                                   | CUSIP: 00287YDP1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |       5967000 | PA      | $7007366.67   | 0.10%             | 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      | $3016431.24   | 0.04%             | 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      | $9223261.74   | 0.13%             | 2031-01-18      | Fixed         | 1.48%                 | No            |                  2 | On Loan: No      |
| AEGIS LUX 144A                        | AEGIS LUX 1A SARL                                                            | CUSIP: YJ4150837<br>LEI: 529900WB6L9XYCR8YT98 | Long             | DBT              | CORP              | LU        |        985000 | PA      | $1172041.65   | 0.02%             | 2031-10-29      | Fixed         | 5.62%                 | No            |                  2 | On Loan: —       |
| AEROPORTI DI ROMA SPA                 | AEROPORTI DI ROMA SPA                                                        | CUSIP: AN7387276<br>LEI: 8156007259ABDEA3F444 | Long             | DBT              | CORP              | IT        |       2575000 | PA      | $2987583.82   | 0.04%             | 2027-06-08      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| AES ANDES SA                          | AES ANDES SA                                                                 | CUSIP: YQ3058100<br>LEI: 549300IF4IFG0FS0RM26 | Long             | DBT              | CORP              | CL        |       2902000 | PA      | $3020008.15   | 0.04%             | 2032-03-14      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AIB GROUP PLC                         | AIB GROUP PLC                                                                | CUSIP: YQ3908478<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |       5900000 | PA      | $7022949.62   | 0.10%             | 2033-03-20      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| AIB GROUP PLC                         | AIB GROUP PLC                                                                | CUSIP: YX0681750<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |       2656000 | PA      | $3242029.48   | 0.04%             | 2035-05-20      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| ALBANIA                               | ALBANIA GOVERNMENT INTERNATIONAL BOND                                        | CUSIP: ZK8858837<br>LEI: 254900EDM43U3SGRND29 | Long             | DBT              | NUSS              | AL        |       8040000 | PA      | $10018935.22  | 0.14%             | 2028-06-09      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| ALBANIA 144A                          | ALBANIA GOVERNMENT INTERNATIONAL BOND                                        | CUSIP: ZK8858829<br>LEI: 254900EDM43U3SGRND29 | Long             | DBT              | NUSS              | AL        |      15580000 | PA      | $19414802.34  | 0.27%             | 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      | $7503515.98   | 0.10%             | 2030-05-21      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ALDAR PROPERTIES PJSC                 | ALDAR PROPERTIES PJSC                                                        | CUSIP: YS4097384<br>LEI: 98450048CD8AEF13B480 | Long             | DBT              | CORP              | AE        |      10130000 | PA      | $10607235.08  | 0.15%             | 2055-04-15      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL                      | ALLIED UNIVERSAL HOLDCO LLC/ALLIED UNIVERSAL FINANCE CORP/ATLAS LUXCO 4 SARL | CUSIP: BP3255414<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       4610000 | PA      | $5359208.77   | 0.07%             | 2028-06-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                          | ALPHABET INC                                                                 | CUSIP: 02079KBD8<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |      13665000 | PA      | $15677225.94  | 0.21%             | 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      | $18420391.36  | 0.25%             | 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        |        172502 | PA      | $191180.25    | 0.00%             | 2030-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| ALTICE FRANCE SA 144A                 | ALTICE FRANCE SA                                                             | CUSIP: YK2667375<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |        504416 | PA      | $588516.08    | 0.01%             | 2029-11-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| AMERICA MOVIL SAB DE CV               | AMERICA MOVIL SAB DE CV                                                      | CUSIP: EI2982383<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |       6670000 | PA      | $9395916.40   | 0.13%             | 2030-06-28      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                | AMERICAN HONDA FINANCE CORP                                                  | CUSIP: BM6819999<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |       4097000 | PA      | $5370692.30   | 0.07%             | 2026-11-25      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL                | ANGLO AMERICAN CAPITAL PLC                                                   | CUSIP: AX5433773<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |       5340000 | PA      | $6980014.22   | 0.10%             | 2029-03-11      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV SA/              | ANHEUSER-BUSCH INBEV SA/NV                                                   | CUSIP: AX8902105<br>LEI: 5493008H3828EMEXB082 | Long             | DBT              | CORP              | BE        |       1465000 | PA      | $1605662.33   | 0.02%             | 2031-03-28      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV SA/              | ANHEUSER-BUSCH INBEV SA/NV                                                   | CUSIP: AQ6887428<br>LEI: 5493008H3828EMEXB082 | Long             | DBT              | CORP              | BE        |       2600000 | PA      | $3017027.83   | 0.04%             | 2027-01-22      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| APT PIPELINES LTD                     | APA INFRASTRUCTURE LTD                                                       | CUSIP: EK8055387<br>LEI: 261700SS8OEHDOCOUJ33 | Long             | DBT              | CORP              | AU        |       2580000 | PA      | $3012180.29   | 0.04%             | 2027-03-22      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| APT PIPELINES LTD                     | APA INFRASTRUCTURE LTD                                                       | CUSIP: BJ0850237<br>LEI: 261700SS8OEHDOCOUJ33 | Long             | DBT              | CORP              | AU        |       6600000 | PA      | $7374147.78   | 0.10%             | 2030-07-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| APA INFRASTRUCTURE LTD                | APA INFRASTRUCTURE LTD                                                       | CUSIP: EK8055262<br>LEI: 261700SS8OEHDOCOUJ33 | Long             | DBT              | CORP              | AU        |       5500000 | PA      | $7069884.77   | 0.10%             | 2030-03-22      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ASIAN INFRASTRUCTURE INV              | ASIAN INFRASTRUCTURE INVESTMENT BANK/THE                                     | CUSIP: ZD2723355<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | CORP              | N/A       |     514700000 | PA      | $5768036.72   | 0.08%             | 2029-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC               | ASTRAZENECA FINANCE LLC                                                      | CUSIP: YW7306486<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |       6000000 | PA      | $7112609.87   | 0.10%             | 2030-08-05      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| AT&T INC                              | AT&T INC                                                                     | CUSIP: 00206RMR0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      13150000 | PA      | $15963330.45  | 0.22%             | 2031-04-30      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                 | ATHENE GLOBAL FUNDING                                                        | CUSIP: BT3337438<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |       6150000 | PA      | $7101246.89   | 0.10%             | 2027-01-08      | Fixed         | 0.83%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC          | AUD/USD FWD 20260123 MSLNGB2X                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | AU        |             1 | NC      | $-2165969.03  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| AUSNET SERVICES HOLDINGS              | AUSNET SERVICES HOLDINGS PTY LTD                                             | CUSIP: EK7552160<br>LEI: TTMIG9TE1S0X3ZPDHD61 | Long             | DBT              | CORP              | AU        |       2615000 | PA      | $3039224.70   | 0.04%             | 2027-02-26      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| XMH6 AUST 10Y BOND FUT MAR26          | AUST 10Y BOND FUT MAR26                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | AU        |           582 | NC      | $170034.46    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| YMH6 AUST 3YR BOND FUT MAR26          | AUST 3YR BOND FUT MAR26                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | AU        |           549 | NC      | $88649.47     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AUSTRALIA                             | AUSTRALIA GOVERNMENT BOND                                                    | CUSIP: EJ9437272<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |     118353000 | PA      | $78833500.32  | 1.08%             | 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      | $2853540.92   | 0.04%             | 2028-03-15      | Fixed         | 4.25%                 | 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      | $7154599.91   | 0.10%             | 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      | $3084694.15   | 0.04%             | 2028-01-25      | Fixed         | 1.62%                 | 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      | $6308961.15   | 0.09%             | 2030-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AVINOR AS                             | AVINOR AS                                                                    | CUSIP: ZO6396162<br>LEI: 5967007LIEEXZX8ZW078 | Long             | DBT              | CORP              | NO        |       7202000 | PA      | $7616074.19   | 0.10%             | 2030-10-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| AXIAN TELE HOLD 144A                  | AXIAN TELECOM HOLDING & MANAGEMENT PLC                                       | CUSIP: 05465QAA7<br>LEI: 984500B7DCD97EB04857 | Long             | DBT              | CORP              | AE        |       6640000 | PA      | $6722823.78   | 0.09%             | 2030-07-11      | Fixed         | 7.25%                 | 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      | $10746206.55  | 0.15%             | 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      | $3367982.50   | 0.05%             | 2033-09-15      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG              | BANCO BILBAO VIZCAYA ARGENTARIA SA                                           | CUSIP: BY9992805<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |       7900000 | PA      | $9418047.86   | 0.13%             | 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      | $4071287.28   | 0.06%             | 2028-04-07      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| BANCO COMERC PORTUGUES                | BANCO COMERCIAL PORTUGUES SA                                                 | CUSIP: BN9424753<br>LEI: JU1U6S0DG9YLT7N8ZV32 | Long             | DBT              | CORP              | PT        |       5800000 | PA      | $6804941.29   | 0.09%             | 2027-02-12      | Variable      | 1.12%                 | No            |                  2 | On Loan: No      |
| BANCO DE SABADELL SA                  | BANCO DE SABADELL SA                                                         | CUSIP: BS3554588<br>LEI: SI5RG2M0WQQLZCXKRM20 | Long             | DBT              | CORP              | ES        |       4600000 | PA      | $5465176.44   | 0.07%             | N/A             | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| BANCO DE SABADELL SA                  | BANCO DE SABADELL SA                                                         | CUSIP: ZN1277963<br>LEI: SI5RG2M0WQQLZCXKRM20 | Long             | DBT              | CORP              | ES        |       5100000 | PA      | $6254801.76   | 0.09%             | 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      | $7570038.52   | 0.10%             | 2028-06-16      | Variable      | 0.88%                 | No            |                  2 | On Loan: No      |
| BANCO DE SABADELL SA                  | BANCO DE SABADELL SA                                                         | CUSIP: ZK8294942<br>LEI: SI5RG2M0WQQLZCXKRM20 | Long             | DBT              | CORP              | ES        |       2300000 | PA      | $2840181.64   | 0.04%             | 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      | $7175188.42   | 0.10%             | 2034-09-25      | Variable      | 3.73%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                  | BANK OF AMERICA CORP                                                         | CUSIP: AS2798773<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       2610000 | PA      | $3032685.69   | 0.04%             | 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      | $17358925.72  | 0.24%             | 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      | $3531908.61   | 0.05%             | 2028-07-16      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                | BANQUE FEDERATIVE DU CREDIT MUTUEL SA                                        | CUSIP: AN6296759<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |       3000000 | PA      | $3467309.91   | 0.05%             | 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      | $2857542.91   | 0.04%             | 2027-01-21      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                          | BARCLAYS PLC                                                                 | CUSIP: ZM2318578<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |       4650000 | PA      | $6631163.28   | 0.09%             | 2031-01-31      | Variable      | 6.37%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                          | BARCLAYS PLC                                                                 | CUSIP: BQ8368673<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |       5175000 | PA      | $5731248.21   | 0.08%             | 2029-08-09      | Variable      | 0.58%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                          | BARCLAYS PLC                                                                 | CUSIP: BT3324469<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |       2695000 | PA      | $3111484.16   | 0.04%             | 2028-01-28      | Variable      | 0.88%                 | 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      | $8506755.09   | 0.12%             | 2033-01-18      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON & CO                 | BECTON DICKINSON & CO                                                        | CUSIP: ZF8249137<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |       3520000 | PA      | $4193740.36   | 0.06%             | 2031-02-08      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON EURO                 | BECTON DICKINSON EURO FINANCE SARL                                           | CUSIP: BN9906858<br>LEI: 549300W40NLZ25XUTH09 | Long             | DBT              | CORP              | LU        |       1874000 | PA      | $1713078.92   | 0.02%             | 2036-02-12      | Fixed         | 1.21%                 | No            |                  2 | On Loan: No      |
| BELRON UK FINANCE PLC                 | BELRON UK FINANCE PLC                                                        | CUSIP: YU1826921<br>LEI: 9845006BC9D1A77B8178 | Long             | DBT              | CORP              | GB        |       6196000 | PA      | $7488207.69   | 0.10%             | 2029-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BENIN INTL GOV BOND                   | BENIN GOVERNMENT INTERNATIONAL BOND                                          | CUSIP: BQ5680211<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |       6856000 | PA      | $7492426.20   | 0.10%             | 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      | $5726434.04   | 0.08%             | 2030-03-18      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BIMBO BAKERIES USA INC 144A           | BIMBO BAKERIES USA INC                                                       | CUSIP: 09031WAC7<br>LEI: 549300HOXXHHT7926W92 | Long             | DBT              | CORP              | US        |       6635000 | PA      | $6937497.22   | 0.09%             | 2029-01-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PP EUR HOLD                | BLACKSTONE PROPERTY PARTNERS EUROPE HOLDINGS SARL                            | CUSIP: BR8971862<br>LEI: 213800Y3B5GQFBGVHP79 | Long             | DBT              | CORP              | LU        |       6700000 | PA      | $7283839.75   | 0.10%             | 2030-04-20      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PP EUR HOLD                | BLACKSTONE PROPERTY PARTNERS EUROPE HOLDINGS SARL                            | CUSIP: ZR4791987<br>LEI: 213800Y3B5GQFBGVHP79 | Long             | DBT              | CORP              | LU        |       9970000 | PA      | $11207623.44  | 0.15%             | 2029-03-12      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                           | BNP PARIBAS SA                                                               | CUSIP: AW7468688<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |       9300000 | PA      | $10919671.78  | 0.15%             | 2027-01-23      | Variable      | 2.12%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                           | BNP PARIBAS SA                                                               | CUSIP: ZM1980592<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |       4000000 | PA      | $4834170.24   | 0.07%             | 2031-01-10      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| BONOS TESORERIA PESOS 144A            | BONOS DE LA TESORERIA DE LA REPUBLICA EN PESOS                               | CUSIP: ZH7377901<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   40215000000 | PA      | $46092611.26  | 0.63%             | 2034-10-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| BPCE SA                               | BPCE SA                                                                      | CUSIP: BN3350699<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |       7100000 | PA      | $7201523.08   | 0.10%             | 2031-01-14      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| BPCE SA                               | BPCE SA                                                                      | CUSIP: ZM4787788<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |       5500000 | PA      | $6578665.64   | 0.09%             | 2028-01-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BRAMBLES FINANCE PLC                  | BRAMBLES FINANCE PLC                                                         | CUSIP: ZL5103201<br>LEI: 213800MBRRUVQIONAN53 | Long             | DBT              | CORP              | GB        |       7660000 | PA      | $9439554.55   | 0.13%             | 2031-03-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL              | BRAZIL NOTAS DO TESOURO NACIONAL SERIE F                                     | CUSIP: ZP2084801<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     310010000 | PA      | $49866206.74  | 0.68%             | 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        |     196353000 | PA      | $29477778.32  | 0.40%             | 2035-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| BULGARIA                              | BULGARIA GOVERNMENT INTERNATIONAL BOND                                       | CUSIP: ZO4964201<br>LEI: 529900PG0XCL4LICL838 | Long             | DBT              | NUSS              | BG        |       2565000 | PA      | $2692837.73   | 0.04%             | 2030-09-23      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| BULGARIA                              | BULGARIA GOVERNMENT INTERNATIONAL BOND                                       | CUSIP: YO0398108<br>LEI: 529900PG0XCL4LICL838 | Long             | DBT              | NUSS              | BG        |      34870000 | PA      | $41243736.22  | 0.56%             | 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        |      23316000 | PA      | $26940380.57  | 0.37%             | 2035-07-18      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CA AUTOBANK SPA IE                    | CA AUTO BANK SPA/IRELAND                                                     | CUSIP: ZH5500348<br>LEI: 635400TMJSFWVKAJSI97 | Long             | DBT              | CORP              | IE        |       2395000 | PA      | $2874118.65   | 0.04%             | 2027-01-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE    | CAD/USD FWD 20260126 CIBCCATT                                                | CUSIP: 000000000<br>LEI: 2IGI19DL77OX0HC3ZE78 | N/A              | DFE              | CORP              | CA        |             1 | NC      | $-122776.75   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N A                          | CAD/USD FWD 20260126 CITIGB2L                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | CA        |             1 | NC      | $1138780.69   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                    | CAD/USD FWD 20260126 GSILGB2X                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | CA        |             1 | NC      | $904690.52    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CAIXABANK SA                          | CAIXABANK SA                                                                 | CUSIP: ZN4073278<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |       2600000 | PA      | $3227664.42   | 0.04%             | 2033-02-23      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                          | CAIXABANK SA                                                                 | CUSIP: BY7751344<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |       9300000 | PA      | $11268852.45  | 0.15%             | 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      | $5083871.07   | 0.07%             | 2032-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CNH6 CAN 10YR BOND FUT MAR26          | CAN 10YR BOND FUT MAR26                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | CA        |         -1058 | NC      | $1193204.58   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CANADA                                | CANADIAN GOVERNMENT BOND                                                     | CUSIP: 135087D35<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      24750000 | PA      | $15151378.66  | 0.21%             | 2048-12-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CANADIAN GOVERNMENT                   | CANADIAN GOVERNMENT BOND                                                     | CUSIP: 135087S70<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      16602000 | PA      | $11331809.88  | 0.16%             | 2057-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CANADA                                | CANADIAN GOVERNMENT BOND                                                     | CUSIP: 135087Q98<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     151216000 | PA      | $114227565.84 | 1.56%             | 2029-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CANADA INFL INDX                      | CANADIAN GOVERNMENT REAL RETURN BOND                                         | CUSIP: 135087WV2<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     172191095 | PA      | $145146069.22 | 1.99%             | 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      | $12593129.71  | 0.17%             | 2029-06-12      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| CARLSBERG BREWERIES A/S               | CARLSBERG BREWERIES A/S                                                      | CUSIP: AZ1871062<br>LEI: 5493008YL42784DMWN61 | Long             | DBT              | CORP              | DK        |       3773000 | PA      | $4145905.50   | 0.06%             | 2029-07-01      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                   | CARRIER GLOBAL CORP                                                          | CUSIP: 14448CBF0<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |       2420000 | PA      | $2928506.45   | 0.04%             | 2028-05-29      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CELLNEX TELECOM SA                    | CELLNEX TELECOM SA                                                           | CUSIP: ZO9508185<br>LEI: 5493008T4YG3AQUI7P67 | Long             | DBT              | CORP              | ES        |      19600000 | PA      | $21453547.61  | 0.29%             | 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      | $5518617.42   | 0.08%             | 2031-07-03      | Variable      | 4.57%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP           | CHF/USD FWD 20260123 BNPAFRPP                                                | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | CH        |             1 | NC      | $-335667.10   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                  | CHF/USD FWD 20260123 CHASGB2L                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | CH        |             1 | NC      | $-20222.30    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHILE                                 | CHILE GOVERNMENT INTERNATIONAL BOND                                          | CUSIP: ZJ3624492<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |       4620000 | PA      | $5603724.36   | 0.08%             | 2034-07-05      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                 | CHINA GOVERNMENT BOND                                                        | CUSIP: YL3550065<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     399000000 | PA      | $55671122.56  | 0.76%             | 2055-08-25      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| CHINA                                 | CHINA GOVERNMENT BOND                                                        | CUSIP: AZ1695297<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |      64000000 | PA      | $13076706.32  | 0.18%             | 2069-06-24      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CHINA                                 | CHINA GOVERNMENT BOND                                                        | CUSIP: YX6039409<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |      38700000 | PA      | $5754833.87   | 0.08%             | 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        |     388430000 | PA      | $55496997.56  | 0.76%             | 2035-08-25      | Fixed         | 1.83%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                 | CHINA GOVERNMENT BOND                                                        | CUSIP: YW4797141<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     390430000 | PA      | $57362729.50  | 0.79%             | 2054-07-25      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| CHINA                                 | CHINA GOVERNMENT BOND                                                        | CUSIP: BR8945304<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |      10000000 | PA      | $1756990.17   | 0.02%             | 2051-10-18      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| CHINA                                 | CHINA GOVERNMENT BOND                                                        | CUSIP: YL9297455<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     531700000 | PA      | $76340699.16  | 1.05%             | 2032-09-15      | Fixed         | 1.78%                 | No            |                  2 | On Loan: No      |
| CHORUS LTD                            | CHORUS LTD                                                                   | CUSIP: BY6622025<br>LEI: R7NJHU48LTCIOB9BVU57 | Long             | DBT              | CORP              | NZ        |       8130000 | PA      | $9733670.85   | 0.13%             | 2029-09-07      | Fixed         | 3.62%                 | No            |                  2 | On Loan: —       |
| CIRSA FINANCE INTER 144A              | CIRSA FINANCE INTERNATIONAL SARL                                             | CUSIP: YJ0765216<br>LEI: 254900KUJN6DHWH2K029 | Long             | DBT              | CORP              | LU        |       2500000 | PA      | $3011726.39   | 0.04%             | 2031-10-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CIRSA FINANCE INTER                   | CIRSA FINANCE INTERNATIONAL SARL                                             | CUSIP: YJ0765232<br>LEI: 254900KUJN6DHWH2K029 | Long             | DBT              | CORP              | LU        |       5000000 | PA      | $6023452.78   | 0.08%             | 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      | $15664867.02  | 0.21%             | 2036-07-23      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| TORONTO DOMINION SECURITIES           | CLP/USD FWD 20260206 TDOMCATT                                                | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | N/A              | DFE              | CORP              | CL        |             1 | NC      | $1566567.42   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO SECURITIES, LLC.          | CLP/USD FWD 20260206 WFBIUS6W                                                | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | N/A              | DFE              | CORP              | CL        |             1 | NC      | $-628556.52   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                   | CME - CLP IRS 4/11/35 PAY FIX_C                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |             1 | NC      | $-35609.44    | -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      | $-139370.61   | -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      | $-1913342.05  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                  | CNH/USD FWD 20260313 CHASGB2L                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | CN        |             1 | NC      | $-5362474.60  | -0.07%            |  |  |  | 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      | $5947330.01   | 0.08%             | 2052-01-25      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                  | COLOMBIAN TES                                                                | CUSIP: YM8536158<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   74800000000 | PA      | $18443144.69  | 0.25%             | 2035-01-24      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| COLOMBIA                              | COLOMBIAN TES                                                                | CUSIP: ZM3975335<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  157780000000 | PA      | $42336881.22  | 0.58%             | 2033-02-09      | Fixed         | 13.25%                | No            |                  2 | On Loan: No      |
| COLOMBIA                              | COLOMBIAN TES                                                                | CUSIP: EJ5096460<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   79667000000 | PA      | $18445676.28  | 0.25%             | 2028-04-28      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| COLOMBIA BROWN                        | COLOMBIAN TES                                                                | CUSIP: BQ2333632<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   23388800000 | PA      | $4826092.52   | 0.07%             | 2031-03-26      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| COLOMBIA                              | COLOMBIAN TES                                                                | CUSIP: BN5058530<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  177045500000 | PA      | $29941207.33  | 0.41%             | 2036-07-09      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                          | COMCAST CORP                                                                 | CUSIP: ZP9018109<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |       7200000 | PA      | $7249370.22   | 0.10%             | 2032-02-20      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                          | COMCAST CORP                                                                 | CUSIP: 20030NDX6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |       3000000 | PA      | $3469588.17   | 0.05%             | 2026-09-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PR COMWLTH PUB IMPT CVI-SUBSER CW NT  | COMMONWEALTH OF PUERTO RICO                                                  | CUSIP: 74514L3T2<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | PR        |      21185127 | PA      | $13558480.98  | 0.19%             | 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      | $134722.33    | 0.00%             | 2029-05-23      | Fixed         | 4.62%                 | 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      | $5632961.17   | 0.08%             | 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      | $18376712.14  | 0.25%             | 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      | $6980703.56   | 0.10%             | 2048-01-29      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                    | CREDIT AGRICOLE SA                                                           | CUSIP: ZP3171193<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |       1000000 | PA      | $1014543.89   | 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      | $7317082.22   | 0.10%             | 2031-07-11      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CYPRUS                                | CYPRUS GOVERNMENT INTERNATIONAL BOND                                         | CUSIP: BT4945783<br>LEI: 213800IOEYYAHPDLUL60 | Long             | DBT              | NUSS              | CY        |      13071000 | PA      | $13755178.05  | 0.19%             | 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        |    1874710000 | PA      | $84349769.41  | 1.15%             | 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        |    3230480000 | PA      | $103541016.40 | 1.42%             | 2040-04-24      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                        | CZECH REPUBLIC GOVERNMENT BOND                                               | CUSIP: ZK1433224<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |     420830000 | PA      | $21097113.89  | 0.29%             | 2034-04-14      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CZECHOSLOVAK GROUP 144A               | CZECHOSLOVAK GROUP AS                                                        | CUSIP: YN6473220<br>LEI: 315700SWFD7G70AVG768 | Long             | DBT              | CORP              | CZ        |       3160000 | PA      | $3256052.93   | 0.04%             | 2031-01-10      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCK INTL                    | DAIMLER TRUCK INTERNATIONAL FINANCE BV                                       | CUSIP: BV5718945<br>LEI: 724500G15MVL6UCWXF95 | Long             | DBT              | CORP              | NL        |       2600000 | PA      | $3025207.76   | 0.04%             | 2027-04-06      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| DANA FINANCING LUX SARL 144A          | DANA FINANCING LUXEMBOURG SARL                                               | CUSIP: ZK4725667<br>LEI: 222100DKCE3D036DQU13 | Long             | DBT              | CORP              | LU        |       2623000 | PA      | $3299082.84   | 0.05%             | 2031-07-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                       | DANSKE BANK A/S                                                              | CUSIP: BP8975669<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |       8420000 | PA      | $9422114.35   | 0.13%             | 2029-06-09      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                       | DANSKE BANK A/S                                                              | CUSIP: ZH9043782<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |       2410000 | PA      | $2924920.62   | 0.04%             | 2028-11-09      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                       | DANSKE BANK A/S                                                              | CUSIP: BU4373462<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |       2440000 | PA      | $2863645.99   | 0.04%             | 2027-02-17      | Variable      | 1.38%                 | No            |                  2 | On Loan: No      |
| GERMANY INFL INDX                     | DEUTSCHE BUNDESREPUBLIK INFLATION LINKED BOND                                | CUSIP: EK1581793<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     124473389 | PA      | $144581488.38 | 1.98%             | 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      | $18311884.50  | 0.25%             | 2029-12-24      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DS SMITH PLC                          | DS SMITH PLC                                                                 | CUSIP: ZJ8795719<br>LEI: 39RSBE4RCI4M15BLWH36 | Long             | DBT              | CORP              | GB        |       3640000 | PA      | $4481335.19   | 0.06%             | 2030-07-27      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DSV FINANCE BV                        | DSV FINANCE BV                                                               | CUSIP: YU7464842<br>LEI: 529900RTQQ0IIS4B3E03 | Long             | DBT              | CORP              | NL        |       6000000 | PA      | $7103083.22   | 0.10%             | 2030-11-06      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| E.ON INTL FINANCE BV                  | E.ON INTERNATIONAL FINANCE BV                                                | CUSIP: EC5568042<br>LEI: 549300TG53AWJ719M814 | Long             | DBT              | CORP              | NL        |      11400000 | PA      | $16419150.34  | 0.22%             | 2030-06-03      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| EDP SERVICIOS SAU                     | EDP SERVICIOS FINANCIEROS ESPANA SA                                          | CUSIP: ZH1579890<br>LEI: 5299003GHAFB78O1NU77 | Long             | DBT              | CORP              | ES        |      14193000 | PA      | $17591722.01  | 0.24%             | 2032-04-04      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CITIBANK N A                          | EGP/USD FWD 20260211 CITIGB2L                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | EG        |             1 | NC      | $459699.99    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| EGYPT                                 | EGYPT GOVERNMENT INTERNATIONAL BOND                                          | CUSIP: ZS0534033<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      20608000 | PA      | $24922925.84  | 0.34%             | 2031-04-11      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| EGYPT T BILL                          | EGYPT TREASURY BILLS                                                         | CUSIP: YQ3569791<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     593000000 | PA      | $11838732.55  | 0.16%             | 2026-03-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| EGYPT T BILL                          | EGYPT TREASURY BILLS                                                         | CUSIP: YK0420884<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     656400000 | PA      | $11726110.79  | 0.16%             | 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        |     628400000 | PA      | $11783233.73  | 0.16%             | 2026-06-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA              | ELECTRICITE DE FRANCE SA                                                     | CUSIP: EH8406124<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |       7200000 | PA      | $10088237.16  | 0.14%             | 2034-06-02      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ENGIE ENERGIA CHILE SA                | ENGIE ENERGIA CHILE SA                                                       | CUSIP: ZB3580162<br>LEI: 5493000FIKCC3ZDWTO77 | Long             | DBT              | CORP              | CL        |       4000000 | PA      | $4272798.20   | 0.06%             | 2034-04-17      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ENGIE SA                              | ENGIE SA                                                                     | CUSIP: ZI6606001<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |       6000000 | PA      | $7275050.44   | 0.10%             | 2031-01-06      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| EQUINIX EU 2 FINANCING C              | EQUINIX EUROPE 2 FINANCING CORP LLC                                          | CUSIP: YV4275165<br>LEI: 254900FSZR46BPMCKI50 | Long             | DBT              | CORP              | US        |       9575000 | PA      | $11076681.16  | 0.15%             | 2033-09-03      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| EQUITABLE FINANCIAL LIFE              | EQUITABLE FINANCIAL LIFE GLOBAL FUNDING                                      | CUSIP: BP9634109<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |       2805000 | PA      | $3124529.60   | 0.04%             | 2028-06-16      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| ESSILORLUXOTTICA                      | ESSILORLUXOTTICA SA                                                          | CUSIP: ZQ7076396<br>LEI: 549300M3VH1A3ER1TB49 | Long             | DBT              | CORP              | FR        |       2700000 | PA      | $3053579.92   | 0.04%             | 2027-11-27      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| ESTONIA                               | ESTONIA GOVERNMENT INTERNATIONAL BOND                                        | CUSIP: ZF2399987<br>LEI: 254900EIG0O7C6C9R437 | Long             | DBT              | NUSS              | EE        |      45885000 | PA      | $53522408.35  | 0.73%             | 2034-01-17      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC - Wholesale (SING)  | EUR/USD FWD 20260123 BARCGB5G                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | US        |             1 | NC      | $14124.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                  | EUR/USD FWD 20260123 CHASGB2L                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |             1 | NC      | $-96072.96    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE    | EUR/USD FWD 20260123 CIBCCATT                                                | CUSIP: 000000000<br>LEI: 2IGI19DL77OX0HC3ZE78 | N/A              | DFE              | CORP              | US        |             1 | NC      | $178258.23    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES INC                   | EUR/USD FWD 20260123 MRMDUS33                                                | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |             1 | NC      | $22977.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RBC DOMINION SECURITIES INC           | EUR/USD FWD 20260123 ROYCGB2L                                                | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | US        |             1 | NC      | $-115221.23   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TORONTO DOMINION SECURITIES           | EUR/USD FWD 20260123 TDOMCATT                                                | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | N/A              | DFE              | CORP              | US        |             1 | NC      | $1467879.73   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP           | EUR/USD FWD 20260220 BNPAFRPP                                                | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |             1 | NC      | $21820.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                  | EUR/USD FWD 20260220 CHASGB2L                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |             1 | NC      | $85573.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N A                          | EUR/USD FWD 20260220 CITIGB2L                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |             1 | NC      | $-233760.97   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK                         | EUR/USD FWD 20260220 DEUTGB2L                                                | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |             1 | NC      | $621680.48    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC          | EUR/USD FWD 20260220 MSLNGB2X                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |             1 | NC      | $1697499.79   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED SECURITIES         | EUR/USD FWD 20260220 SCBLGB2L                                                | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | US        |             1 | NC      | $-11677758.58 | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK                         | EUR/USD FWD 20260227 DEUTGB2L                                                | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |             1 | NC      | $8696.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES INC                   | EUR/USD FWD 20260227 MRMDUS33                                                | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |             1 | NC      | $-10078.51    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OEH6 EURO-BOBL FUTURE  MAR26          | EURO-BOBL FUTURE  MAR26                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |         -4714 | NC      | $1465090.83   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| OEH6 EURO-BOBL FUTURE  MAR26          | EURO-BOBL FUTURE  MAR26                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |          -587 | NC      | $182437.06    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IKH6 EURO-BTP FUTURE   MAR26          | EURO-BTP FUTURE   MAR26                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |           396 | NC      | $-130872.63   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| RXH6 EURO-BUND FUTURE  MAR26          | EURO-BUND FUTURE  MAR26                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |          -886 | NC      | $268290.02    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RXH6 EURO-BUND FUTURE  MAR26          | EURO-BUND FUTURE  MAR26                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |          -610 | NC      | $184714.35    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UBH6 EURO-BUXL 30Y BND MAR26          | EURO-BUXL 30Y BND MAR26                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |           847 | NC      | $-369382.69   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| OATH6 EURO-OAT FUTURE   MAR26         | EURO-OAT FUTURE   MAR26                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |           -29 | NC      | $17421.99     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DUH6 EURO-SCHATZ FUT   MAR26          | EURO-SCHATZ FUT   MAR26                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |           431 | NC      | $-63930.42    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| EUROBANK SA                           | EUROBANK SA                                                                  | CUSIP: YT7856818<br>LEI: 213800KGF4EFNUQKAT69 | Long             | DBT              | CORP              | GR        |      12450000 | PA      | $14674655.55  | 0.20%             | 2030-03-12      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                            | FEDEX CORP                                                                   | CUSIP: 31428XBL9<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |       2620000 | PA      | $3050996.51   | 0.04%             | 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      | $3084887.61   | 0.04%             | 2035-11-26      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FISERV INC                            | FISERV INC                                                                   | CUSIP: ZK6853038<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |      10825000 | PA      | $13140800.44  | 0.18%             | 2031-05-24      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FISERV INC                            | FISERV INC                                                                   | CUSIP: AZ1871211<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |       9825000 | PA      | $11882515.34  | 0.16%             | 2031-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FISERV INC                            | FISERV INC                                                                   | CUSIP: AZ1871195<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |        175000 | PA      | $189492.86    | 0.00%             | 2030-07-01      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC              | FORD MOTOR CREDIT CO LLC                                                     | CUSIP: 345397D75<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      13525000 | PA      | $16663931.96  | 0.23%             | 2029-02-20      | Fixed         | 5.12%                 | No            |                  2 | On Loan: —       |
| FORD MOTOR CREDIT CO LLC              | FORD MOTOR CREDIT CO LLC                                                     | CUSIP: ZM8874665<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |       2390000 | PA      | $2891018.41   | 0.04%             | 2027-08-03      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| FREEPORT INDONESIA PT                 | FREEPORT INDONESIA PT                                                        | CUSIP: BV7716632<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |       9400000 | PA      | $9431148.33   | 0.13%             | 2027-04-14      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| FREEPORT INDONESIA PT                 | FREEPORT INDONESIA PT                                                        | CUSIP: BV8019879<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |       1360000 | PA      | $1385601.79   | 0.02%             | 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        |      64192000 | PA      | $74810632.25  | 1.02%             | 2030-05-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FRANCE 144A                           | FRENCH REPUBLIC GOVERNMENT BOND OAT                                          | CUSIP: ED8307479<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |       6676000 | PA      | $7293485.67   | 0.10%             | 2055-04-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FRANCE                                | FRENCH REPUBLIC GOVERNMENT BOND OAT                                          | CUSIP: JK7596303<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |      66318000 | PA      | $62080198.08  | 0.85%             | 2036-05-25      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| FRESENIUS SE & CO KGAA                | FRESENIUS SE & CO KGAA                                                       | CUSIP: BH4726650<br>LEI: XDFJ0CYCOO1FXRFTQS51 | Long             | DBT              | CORP              | DE        |       2635000 | PA      | $3049754.79   | 0.04%             | 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      | $3614194.88   | 0.05%             | 2033-06-25      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE    | FXO USD CALL/CAD PUT 1.386 01/29/2026 CIBC                                   | CUSIP: 000000000<br>LEI: 2IGI19DL77OX0HC3ZE78 | N/A              | DFE              | CORP              | US        |             1 | NC      | $173973.06    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N A                          | FXO USD PUT/INR CALL AT 89.5575 2/24/26 CITI                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |             1 | NC      | $115000.77    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NOMURA SECURITIES INTL INC            | FXO USD PUT/JPY CALL 152.4 02/19/2026 NOMA                                   | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | N/A              | DFE              | CORP              | US        |             1 | NC      | $530666.02    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES INC                   | FXO USD PUT/KRW CALL 1438 02/12/2026 MRMD                                    | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |             1 | NC      | $772788.04    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP           | GBP/USD FWD 20260220 BNPAFRPP                                                | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | GB        |             1 | NC      | $-13615491.70 | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                  | GBP/USD FWD 20260220 CHASGB2L                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | GB        |             1 | NC      | $178996.41    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GC TREASURY CENTRE CO 144A            | GC TREASURY CENTER CO LTD                                                    | CUSIP: 36830AAD9<br>LEI: 549300LUFQBC2EQNAR40 | Long             | DBT              | CORP              | TH        |       2580000 | PA      | $2636510.49   | 0.04%             | N/A             | Variable      | 7.12%                 | 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      | $3274119.64   | 0.04%             | 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      | $7046238.54   | 0.10%             | 2031-11-27      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                | GENERAL MOTORS FINANCIAL CO INC                                              | CUSIP: BG1643058<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      10000000 | PA      | $11725479.26  | 0.16%             | 2026-02-26      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC               | GOLDMAN SACHS GROUP INC/THE                                                  | CUSIP: BW0484871<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |       3180000 | PA      | $4194970.54   | 0.06%             | 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      | $4844186.36   | 0.07%             | 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      | $5331411.34   | 0.07%             | 2029-02-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA                       | GREECE CDS 12/20/2029                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |             1 | NC      | $174515.45    | 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      | $174515.45    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GRUENENTHAL GMBH                      | GRUENENTHAL GMBH                                                             | CUSIP: ZK2439899<br>LEI: 529900SH895E31PGLA72 | Long             | DBT              | CORP              | DE        |       3500000 | PA      | $4301587.85   | 0.06%             | 2030-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GRUENENTHAL GMBH 144A                 | GRUENENTHAL GMBH                                                             | CUSIP: ZK2439873<br>LEI: 529900SH895E31PGLA72 | Long             | DBT              | CORP              | DE        |        530000 | PA      | $651383.30    | 0.01%             | 2030-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GRUENENTHAL GMBH 144A                 | GRUENENTHAL GMBH                                                             | CUSIP: YT5231840<br>LEI: 529900SH895E31PGLA72 | Long             | DBT              | CORP              | DE        |        160000 | PA      | $189955.37    | 0.00%             | 2031-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| HANNOVER RE                           | HANNOVER RUECK SE                                                            | CUSIP: AS1780525<br>LEI: 529900KIN5BE45V5KB18 | Long             | DBT              | CORP              | DE        |       2600000 | PA      | $2985840.30   | 0.04%             | 2028-04-18      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| HANNOVER RE                           | HANNOVER RUECK SE                                                            | CUSIP: BK2910671<br>LEI: 529900KIN5BE45V5KB18 | Long             | DBT              | CORP              | DE        |       4800000 | PA      | $5229055.85   | 0.07%             | 2040-10-08      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| HANNOVER RE                           | HANNOVER RUECK SE                                                            | CUSIP: ZR8868088<br>LEI: 529900KIN5BE45V5KB18 | Long             | DBT              | CORP              | DE        |      11500000 | PA      | $12497728.17  | 0.17%             | 2039-10-09      | Variable      | 1.12%                 | No            |                  2 | On Loan: No      |
| HARLEY-DAVIDSON FINL SER              | HARLEY-DAVIDSON FINANCIAL SERVICES INC                                       | CUSIP: ZL8929644<br>LEI: RLUFFFFW4GRYU77BTS24 | Long             | DBT              | CORP              | US        |       8000000 | PA      | $9437334.78   | 0.13%             | 2026-04-05      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| HEATHROW FUNDING LTD                  | HEATHROW FUNDING LTD                                                         | CUSIP: AO1482782<br>LEI: 7TI96JO3DYEIQWZ7Z726 | Long             | DBT              | CORP              | JE        |       6885000 | PA      | $7337544.25   | 0.10%             | 2032-07-12      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| HEATHROW FUNDING LTD                  | HEATHROW FUNDING LTD                                                         | CUSIP: ZO8191934<br>LEI: 7TI96JO3DYEIQWZ7Z726 | Long             | DBT              | CORP              | JE        |       8360000 | PA      | $10537329.10  | 0.14%             | 2029-10-13      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| HIGHLAND HOLDINGS SARL                | HIGHLAND HOLDINGS SARL                                                       | CUSIP: BS2119425<br>LEI: 549300WGY8GPJM4PQR36 | Long             | DBT              | CORP              | LU        |       3635000 | PA      | $4186261.12   | 0.06%             | 2026-12-15      | Fixed         | 0.32%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                     | HSBC HOLDINGS PLC                                                            | CUSIP: YX0681818<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      10715000 | PA      | $12844553.68  | 0.18%             | 2029-05-20      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| HTA GROUP LTD 144A                    | HTA GROUP LTD/MAURITIUS                                                      | CUSIP: 40435WAC4<br>LEI: 213800WEFU8O8X6EPU13 | Long             | DBT              | CORP              | MU        |       9465000 | PA      | $9806806.18   | 0.13%             | 2029-06-04      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA                       | HUF/USD FWD 20260116 BOFAUS6N                                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | HU        |             1 | NC      | $269433.99    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK                         | HUF/USD FWD 20260116 DEUTGB2L                                                | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | HU        |             1 | NC      | $-1273249.41  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC          | HUF/USD FWD 20260116 MSLNGB2X                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | HU        |             1 | NC      | $194370.92    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA                       | HUF/USD FWD 20260213 BOFAUS6N                                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | HU        |             1 | NC      | $-1953060.19  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| HUNGARY                               | HUNGARY GOVERNMENT BOND                                                      | CUSIP: EK8567308<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   13863000000 | PA      | $36052027.45  | 0.49%             | 2031-10-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| HUNGARY                               | HUNGARY GOVERNMENT BOND                                                      | CUSIP: BK0602569<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   19800000000 | PA      | $52914748.56  | 0.72%             | 2029-05-23      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HUNGARY                               | HUNGARY GOVERNMENT BOND                                                      | CUSIP: BT4396433<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    3286440000 | PA      | $9065243.55   | 0.12%             | 2032-11-24      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HUNGARY                               | HUNGARY GOVERNMENT INTERNATIONAL BOND                                        | CUSIP: ZN3745520<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |       5964000 | PA      | $7228958.70   | 0.10%             | 2027-02-22      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                   | ICE - GREECE CDS 06/20/2026                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |             1 | NC      | $17614.44     | 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      | $5967386.04   | 0.08%             | 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      | $9661037.26   | 0.13%             | 2034-03-21      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                   | ICE_CDX EM CDSI S41 5Y 06/20/2029 CHAS                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |             1 | NC      | $-474676.67   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                   | ICE_ITRX EUR SUBFIN CDSI S44 5Y 12/20/2030 DEUT                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | N/A       |             1 | NC      | $476386.29    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                   | ICE_ITRX XOVER CDSI S44 5Y 12/20/2030 CHAS                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | N/A       |             1 | NC      | $14692088.98  | 0.20%             |  |  |  | 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      | $471339.32    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N A                          | IDR/USD FWD 20260115 CITIGB2L                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | ID        |             1 | NC      | $-41001.13    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK                         | IDR/USD FWD 20260115 DEUTGB2L                                                | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | ID        |             1 | NC      | $-36697.14    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                    | IDR/USD FWD 20260115 GSILGB2X                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | ID        |             1 | NC      | $-57318.22    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES INC                   | IDR/USD FWD 20260115 MRMDUS33                                                | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | ID        |             1 | NC      | $-78280.10    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED SECURITIES         | IDR/USD FWD 20260115 SCBLGB2L                                                | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | ID        |             1 | NC      | $-125193.16   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                     | ILIAD HOLDING SAS                                                            | CUSIP: YT3446697<br>LEI: 9695009BGMXB527HV965 | Long             | DBT              | CORP              | FR        |       5330000 | PA      | $6458765.92   | 0.09%             | 2030-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SOFIMA HOLDING S.P.A                  | IMA INDUSTRIA MACCHINE AUTOMATICHE SPA                                       | CUSIP: BM9457516<br>LEI: 815600D86992FDA7B908 | Long             | DBT              | CORP              | IT        |       4500000 | PA      | $5283881.17   | 0.07%             | 2028-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| IMCD NV                               | IMCD NV                                                                      | CUSIP: YV4272758<br>LEI: 724500NSJPNFJPDAUP02 | Long             | DBT              | CORP              | NL        |       6100000 | PA      | $7194098.57   | 0.10%             | 2030-04-30      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| INDIA                                 | INDIA GOVERNMENT BOND                                                        | CUSIP: BY4725150<br>LEI: 335800IV7VCDQGIOI391 | Long             | DBT              | NUSS              | IN        |     847240000 | PA      | $9757278.67   | 0.13%             | 2032-08-22      | Fixed         | 7.26%                 | No            |                  2 | On Loan: No      |
| INDIA GOVERNMENT BOND                 | INDIA GOVERNMENT BOND                                                        | CUSIP: YO0526393<br>LEI: 335800IV7VCDQGIOI391 | Long             | DBT              | NUSS              | IN        |    1440000000 | PA      | $15746806.28  | 0.22%             | 2035-05-05      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| INDONESIA                             | INDONESIA GOVERNMENT INTERNATIONAL BOND                                      | CUSIP: YM7647550<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |      11040000 | PA      | $7191368.46   | 0.10%             | 2030-08-14      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| INDONESIA                             | INDONESIA GOVERNMENT INTERNATIONAL BOND                                      | CUSIP: LW3626055<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |      61788000 | PA      | $74432693.97  | 1.02%             | 2028-06-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| INDONESIA                             | INDONESIA GOVERNMENT INTERNATIONAL BOND                                      | CUSIP: YM7647568<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |       6190000 | PA      | $4080699.89   | 0.06%             | 2035-08-14      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                 | INDONESIA GOVERNMENT INTERNATIONAL BOND                                      | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |      48840000 | PA      | $7013547.22   | 0.10%             | 2035-10-31      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                 | INDONESIA GOVERNMENT INTERNATIONAL BOND                                      | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |      50550000 | PA      | $7262843.90   | 0.10%             | 2030-10-31      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| INDONESIA                             | INDONESIA TREASURY BOND                                                      | CUSIP: BQ3772713<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 1320952000000 | PA      | $81288279.60  | 1.11%             | 2032-04-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| INDONESIA                             | INDONESIA TREASURY BOND                                                      | CUSIP: YS3288018<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  258825000000 | PA      | $16668384.91  | 0.23%             | 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      | $28432311.40  | 0.39%             | 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      | $6424595.15   | 0.09%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| INDONESIA                             | INDONESIA TREASURY BOND                                                      | CUSIP: YW8260831<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  159635000000 | PA      | $10079161.04  | 0.14%             | 2035-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| INDONESIA                             | INDONESIA TREASURY BOND                                                      | CUSIP: BY4236745<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  153888000000 | PA      | $9501748.76   | 0.13%             | 2028-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| INFRASTRUTTURE WIRELESS               | INFRASTRUTTURE WIRELESS ITALIANE SPA                                         | CUSIP: YK7914467<br>LEI: 81560066183FE361C071 | Long             | DBT              | CORP              | IT        |       6417000 | PA      | $7435424.83   | 0.10%             | 2032-10-13      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                          | ING GROEP NV                                                                 | CUSIP: BR5783591<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |       2800000 | PA      | $3164751.37   | 0.04%             | 2028-09-29      | Variable      | 0.38%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                          | ING GROEP NV                                                                 | CUSIP: ZK6504342<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |       6000000 | PA      | $7553846.92   | 0.10%             | 2034-05-23      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                          | ING GROEP NV                                                                 | CUSIP: BU3958644<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |       8800000 | PA      | $10328635.26  | 0.14%             | 2027-02-16      | Variable      | 1.25%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                          | ING GROEP NV                                                                 | CUSIP: BU3958651<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |       6500000 | PA      | $7224199.80   | 0.10%             | 2031-02-16      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA                       | INR/USD FWD 20260109 BOFAUS6N                                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | IN        |             1 | NC      | $73611.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC          | INR/USD FWD 20260109 MSLNGB2X                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | IN        |             1 | NC      | $75624.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED SECURITIES         | INR/USD FWD 20260109 SCBLGB2L                                                | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | IN        |             1 | NC      | $136203.82    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS SECURITIES LLC                    | INR/USD FWD 20260109 UBSWGB2L                                                | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | IN        |             1 | NC      | $4806.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS SECURITIES LLC                    | INR/USD FWD 20260410 UBSWGB2L                                                | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | IN        |             1 | NC      | $-14788.16    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK               | INTER-AMERICAN DEVELOPMENT BANK                                              | CUSIP: ZH0461629<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | CORP              | N/A       |     805000000 | PA      | $9143622.61   | 0.13%             | 2030-10-06      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| INTERCHILE SA                         | INTERCHILE SA                                                                | CUSIP: BQ6100474<br>LEI: 549300Y105FQQX6RCE16 | Long             | DBT              | CORP              | CL        |       4563000 | PA      | $3932116.86   | 0.05%             | 2056-06-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP               | INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT                          | CUSIP: ZK0871929<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | N/A       |    1010600000 | PA      | $11130879.54  | 0.15%             | 2030-04-17      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                   | INTESA SANPAOLO SPA                                                          | CUSIP: AZ3706928<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |      12399000 | PA      | $14029249.77  | 0.19%             | 2029-07-04      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| IPD 3 BV                              | IPD 3 BV                                                                     | CUSIP: YO0442815<br>LEI: 724500RBP2J59JMQB629 | Long             | DBT              | CORP              | NL        |       6196000 | PA      | $7372558.44   | 0.10%             | 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      | $5223025.59   | 0.07%             | 2045-02-18      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| IRISH TSY 1.5% 2050                   | IRELAND GOVERNMENT BOND                                                      | CUSIP: ZS5382107<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |       2696000 | PA      | $2078826.72   | 0.03%             | 2050-05-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ISRAEL                                | ISRAEL GOVERNMENT INTERNATIONAL BOND                                         | CUSIP: AM0206418<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |      17984000 | PA      | $20841875.94  | 0.29%             | 2027-01-18      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ITALGAS SPA                           | ITALGAS SPA                                                                  | CUSIP: AM1349407<br>LEI: 815600F25FF44EF1FA76 | Long             | DBT              | CORP              | IT        |       2570000 | PA      | $2997433.89   | 0.04%             | 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        |      13485000 | PA      | $15712791.77  | 0.22%             | 2054-10-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES              | ITALY BUONI POLIENNALI DEL TESORO                                            | CUSIP: QZ7665156<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      27735000 | PA      | $23190816.27  | 0.32%             | 2067-03-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| ITALY INFL INDX                       | ITALY BUONI POLIENNALI DEL TESORO                                            | CUSIP: AM7652176<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      51832993 | PA      | $61468534.17  | 0.84%             | 2028-05-15      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| ITALY                                 | ITALY BUONI POLIENNALI DEL TESORO                                            | CUSIP: YR8122164<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      70550000 | PA      | $83643834.84  | 1.15%             | 2030-07-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| ITELYUM REGENERATION SPA 144A         | ITELYUM REGENERATION SPA                                                     | CUSIP: YQ6752717<br>LEI: 815600051FBC23AA8A45 | Long             | DBT              | CORP              | IT        |       3130000 | PA      | $3678376.00   | 0.05%             | 2030-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BARCLAYS                              | IVORY COAST CDS 6/20/2027                                                    | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DCR              | CORP              | US        |             1 | NC      | $-22713.48    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS                              | IVORY COAST CDS 6/20/2027                                                    | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DCR              | CORP              | US        |             1 | NC      | $-23109.71    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| IVORY COAST                           | IVORY COAST GOVERNMENT INTERNATIONAL BOND                                    | CUSIP: ZQ0630710<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |       6650000 | PA      | $7646325.38   | 0.10%             | 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      | $2208549.89   | 0.03%             | 2032-01-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| JAPAN (10 YEAR ISSUE)                 | JAPAN GOVERNMENT TEN YEAR BOND                                               | CUSIP: YN9171771<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    8938350000 | PA      | $54515472.06  | 0.75%             | 2035-06-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| JAPAN                                 | JAPAN GOVERNMENT THIRTY YEAR BOND                                            | CUSIP: BX7150259<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   10441250000 | PA      | $42536727.51  | 0.58%             | 2052-06-20      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| JAPAN                                 | JAPAN GOVERNMENT THIRTY YEAR BOND                                            | CUSIP: BV8018210<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   10826400000 | PA      | $40710212.54  | 0.56%             | 2052-03-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| JAPAN                                 | JAPAN GOVERNMENT THIRTY YEAR BOND                                            | CUSIP: BZ6879135<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    3100100000 | PA      | $12927114.72  | 0.18%             | 2052-09-20      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| JAPAN                                 | JAPAN GOVERNMENT THIRTY YEAR BOND                                            | CUSIP: EK4826393<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    8276200000 | PA      | $43848454.72  | 0.60%             | 2044-09-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| JAPAN                                 | JAPAN GOVERNMENT THIRTY YEAR BOND                                            | CUSIP: YN9906580<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    5210000000 | PA      | $29767051.05  | 0.41%             | 2055-06-20      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| JAPAN                                 | JAPAN GOVERNMENT THIRTY YEAR BOND                                            | CUSIP: YW1926073<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    6220600000 | PA      | $31196514.36  | 0.43%             | 2054-06-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| JAPAN 26 INFL INDX                    | JAPANESE GOVERNMENT CPI LINKED BOND                                          | CUSIP: BP5432623<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    8982446514 | PA      | $59130556.13  | 0.81%             | 2031-03-10      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| JAPAN 27 INFL INDX                    | JAPANESE GOVERNMENT CPI LINKED BOND                                          | CUSIP: BW5966526<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    3346378100 | PA      | $21513086.46  | 0.29%             | 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        |   17984978447 | PA      | $112665097.48 | 1.54%             | 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        |    2366027720 | PA      | $14789067.63  | 0.20%             | 2035-03-10      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| JAPAN 28 INFL INDX                    | JAPANESE GOVERNMENT CPI LINKED BOND                                          | CUSIP: ZK7608597<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    3340151748 | PA      | $21309892.09  | 0.29%             | 2033-03-10      | 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      | $1639576.03   | 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      | $477270.30    | 0.01%             | 2030-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF JORDAN                     | JORDAN GOVERNMENT INTERNATIONAL BOND                                         | CUSIP: QJ6143706<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |      14809000 | PA      | $14831769.64  | 0.20%             | 2026-01-29      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| JORDAN                                | JORDAN GOVERNMENT INTERNATIONAL BOND                                         | CUSIP: ZK0192318<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |       7300000 | PA      | $7687234.17   | 0.11%             | 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      | $3040988.58   | 0.04%             | 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      | $7070839.53   | 0.10%             | 2031-11-13      | Variable      | 4.46%                 | No            |                  2 | On Loan: No      |
| JBH6 JPN 10Y BOND(OSE) MAR26          | JPN 10Y BOND(OSE) MAR26                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | JP        |          -112 | NC      | $650304.22    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JSCB AGROBANK                         | JSCB AGROBANK                                                                | CUSIP: YU0186277<br>LEI: 254900JPMU0LFCP18673 | Long             | DBT              | CORP              | UZ        |       4700000 | PA      | $5071610.35   | 0.07%             | 2029-10-02      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| JSC KASPI.KZ                          | KASPI.KZ JSC                                                                 | CUSIP: YQ5182411<br>LEI: 2549003YU6FARG8OAZ13 | Long             | DBT              | CORP              | KZ        |       6870000 | PA      | $7038730.07   | 0.10%             | 2030-03-26      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BELGIUM                               | KINGDOM OF BELGIUM GOVERNMENT BOND                                           | CUSIP: EK7448872<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |     128538000 | PA      | $137441663.83 | 1.88%             | 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      | $9440849.89   | 0.13%             | 2029-04-03      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| KNORR-BREMSE AG                       | KNORR-BREMSE AG                                                              | CUSIP: BY9998059<br>LEI: 5299001GRRO0Z25YZT52 | Long             | DBT              | CORP              | DE        |       2500000 | PA      | $2964316.81   | 0.04%             | 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      | $7442252.81   | 0.10%             | 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      | $9055838.91   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| KAAH6 KOREA 10YR BND FU MAR26         | KOREA 10YR BND FU MAR26                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | KR        |          3668 | NC      | $1061064.77   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KEH6 KOREA 3YR BND FUT MAR26          | KOREA 3YR BND FUT MAR26                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | KR        |          1438 | NC      | $202747.93    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KOREA                                 | KOREA INTERNATIONAL BOND                                                     | CUSIP: YN5410082<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |      14640000 | PA      | $17152039.47  | 0.23%             | 2028-07-03      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| KFW                                   | KREDITANSTALT FUER WIEDERAUFBAU                                              | CUSIP: 500769BQ6<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |       5202000 | PA      | $3934892.90   | 0.05%             | 2037-06-02      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| LATVIA                                | LATVIA GOVERNMENT INTERNATIONAL BOND                                         | CUSIP: QZ7335404<br>LEI: 25490002QDEB2KTLNK39 | Long             | DBT              | NUSS              | LV        |      86021000 | PA      | $99747353.27  | 1.37%             | 2026-10-07      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| LATVIA                                | LATVIA GOVERNMENT INTERNATIONAL BOND                                         | CUSIP: ZG1467213<br>LEI: 25490002QDEB2KTLNK39 | Long             | DBT              | NUSS              | LV        |      15752000 | PA      | $19208765.24  | 0.26%             | 2029-05-22      | Fixed         | 3.88%                 | 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      | $-659532.24   | -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      | $-15658.75    | -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      | $-1531.45     | -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      | $131901.81    | 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      | $-229010.89   | -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      | $54083.38     | 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      | $3456258.45   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                   | LCH - EUR IRS 12/13/39 PAY FIX NBIL_C                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |             1 | NC      | $1704805.40   | 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      | $1650737.23   | 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      | $1087996.93   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                   | LCH - EUR IRS 8/19/44 REC FIX DEUT                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |             1 | NC      | $-6803053.72  | -0.09%            |  |  |  | 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      | $-3877849.35  | -0.05%            |  |  |  | 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      | $-261656.02   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                   | LCH - EUR ZCIS 9/15/29 REC CPI CITI_C                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DO               | CORP              | US        |             1 | NC      | $-492532.88   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                   | LCH - JPY IRS 2/10/30 PAY FIX_C                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |             1 | NC      | $818077.07    | 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      | $755729.61    | 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      | $-1885762.27  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                   | LCH-CAD IRS 8/20/55 REC FIX BNPA_C                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |             1 | NC      | $-42374.31    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                   | LCH-INR IRS 9/16/32 REC FIX CITI_C                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |             1 | NC      | $-310831.42   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                   | LCH-INR IRS 9/8/30 REC FIX CITI_C                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |             1 | NC      | $-148282.19   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                   | LCH-JPY IRS 6/18/32 PAY FIX BNPA_C                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |             1 | NC      | $753551.85    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                   | LCH-JPY IRS 6/18/32 PAY FIX NOMA_C                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |             1 | NC      | $1298332.22   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                   | LCH-JPY IRS 6/18/32 PAY FIX SOGE_C                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |             1 | NC      | $751356.63    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                   | LCH-PLN IRS 12/17/32 PAY FIX BARC_C                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |             1 | NC      | $-461013.98   | -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      | $-483968.62   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                   | LCH-PLN IRS 6/12/30 PAY FIX BARC_C                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |             1 | NC      | $-1553261.92  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                   | LCH-PLN IRS 7/18/30 PAY FIX BOFA_C                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |             1 | NC      | $-647438.47   | -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      | $-662511.88   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                   | LCH-PLN IRS 9/29/32 PAY FIX BARC_C                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |             1 | NC      | $-1548397.95  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| LITHUANIA                             | LITHUANIA GOVERNMENT INTERNATIONAL BOND                                      | CUSIP: ZK9039973<br>LEI: 529900F7Y171QF1RSU09 | Long             | DBT              | NUSS              | LT        |      38084000 | PA      | $46246160.36  | 0.63%             | 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        |      17920000 | PA      | $21151719.39  | 0.29%             | 2034-02-13      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LOGICOR FINANCING SARL                | LOGICOR FINANCING SARL                                                       | CUSIP: AV5251146<br>LEI: 254900IS16Q1A2TQFN22 | Long             | DBT              | CORP              | LU        |      10800000 | PA      | $12806202.61  | 0.18%             | 2028-11-13      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| LOGICOR FINANCING SARL                | LOGICOR FINANCING SARL                                                       | CUSIP: BN4542633<br>LEI: 254900IS16Q1A2TQFN22 | Long             | DBT              | CORP              | LU        |       7100000 | PA      | $7332629.00   | 0.10%             | 2031-01-14      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| G H6 LONG GILT FUTURE  MAR26          | LONG GILT FUTURE  MAR26                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | GB        |           603 | NC      | $465918.61    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LORCA TELECOM BONDCO                  | LORCA TELECOM BONDCO SA                                                      | CUSIP: ZO5675947<br>LEI: 9598004HFBAS82YM7X35 | Long             | DBT              | CORP              | ES        |       1295745 | PA      | $1523290.48   | 0.02%             | 2027-09-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LOXAM SAS                             | LOXAM SAS                                                                    | CUSIP: ZK3486816<br>LEI: 969500BNA2YRNE1R5K91 | Long             | DBT              | CORP              | FR        |       3795000 | PA      | $4595536.69   | 0.06%             | 2028-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE LUXCO 3                 | LuxCo 3 Shares                                                               | CUSIP: 000000000<br>LEI: 5493001ZMCICV4N02J21 | Long             | EC               | CORP              | FR        |          4547 | NS      | $81891.20     | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| MAGNA INTERNATIONAL INC               | MAGNA INTERNATIONAL INC                                                      | CUSIP: AP0612121<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | DBT              | CORP              | CA        |       2620000 | PA      | $3020743.08   | 0.04%             | 2027-09-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| MAGYAR EXPORT-IMPORT BAN              | MAGYAR EXPORT-IMPORT BANK ZRT                                                | CUSIP: ZH9750469<br>LEI: 529900O4UGETQ9Q3AA63 | Long             | DBT              | NUSS              | HU        |       4370000 | PA      | $5506125.56   | 0.08%             | 2029-05-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MAISON FINCO PLC                      | MAISON FINCO PLC                                                             | CUSIP: BR7701559<br>LEI: 9845007743J958DAS530 | Long             | DBT              | CORP              | GB        |       2650000 | PA      | $3493635.56   | 0.05%             | 2027-10-31      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MALAYSIA                              | MALAYSIA GOVERNMENT BOND                                                     | CUSIP: BJ9810216<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |      79874000 | PA      | $19977287.20  | 0.27%             | 2050-06-15      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| MALAYSIA                              | MALAYSIA GOVERNMENT BOND                                                     | CUSIP: AT4277287<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     134996000 | PA      | $38149245.82  | 0.52%             | 2048-07-06      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| MALAYSIA                              | MALAYSIA GOVERNMENT BOND                                                     | CUSIP: JK3819022<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     169879000 | PA      | $46674743.69  | 0.64%             | 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      | $3982593.40   | 0.05%             | 2053-03-31      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| MEDTRONIC GLOBAL HLDINGS              | MEDTRONIC GLOBAL HOLDINGS SCA                                                | CUSIP: ZO6400725<br>LEI: 549300JXMTTP8GKYIX14 | Long             | DBT              | CORP              | LU        |       2969000 | PA      | $3276354.72   | 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      | $8811614.27   | 0.12%             | 2028-04-28      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| MELCO RESORTS FINANCE 144A            | MELCO RESORTS FINANCE LTD                                                    | CUSIP: 58547DAJ8<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |       6650000 | PA      | $6672347.64   | 0.09%             | 2033-09-24      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MET LIFE GLOB FUNDING I               | METROPOLITAN LIFE GLOBAL FUNDING I                                           | CUSIP: ZM1986599<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |        570000 | PA      | $785293.27    | 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      | $3124937.29   | 0.04%             | 2028-05-26      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT               | MEXICAN BONOS                                                                | CUSIP: ZN7935812<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     417805000 | PA      | $21584866.58  | 0.30%             | 2033-05-26      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| MEXICO                                | MEXICAN BONOS                                                                | CUSIP: EH6834517<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     148008000 | PA      | $8296260.69   | 0.11%             | 2029-05-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| MEXICO UDI INFL INDX                  | MEXICAN UDIBONOS                                                             | CUSIP: ZD7734878<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     774404759 | PA      | $41135354.58  | 0.56%             | 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      | $5442799.65   | 0.07%             | 2031-06-26      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| CASTLE UK FINCO PLC                   | MILLER HOMES GROUP FINCO PLC                                                 | CUSIP: BW1049434<br>LEI: 98450057058CDE2E9650 | Long             | DBT              | CORP              | GB        |       3830000 | PA      | $5197742.66   | 0.07%             | 2029-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| MINEJESA CAPITAL BV                   | MINEJESA CAPITAL BV                                                          | CUSIP: AO6253857<br>LEI: 549300KS7ERCP10BKC35 | Long             | DBT              | CORP              | NL        |       3965000 | PA      | $3935571.38   | 0.05%             | 2037-08-10      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTL HLDINGS NE 144A         | MONDELEZ INTERNATIONAL HOLDINGS NETHERLANDS BV                               | CUSIP: BR2463874<br>LEI: 549300CW356R8I7N8D33 | Long             | DBT              | CORP              | NL        |       6160000 | PA      | $6585188.03   | 0.09%             | 2029-09-09      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL                | MONDELEZ INTERNATIONAL INC                                                   | CUSIP: 609207AE5<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |       2575000 | PA      | $2998010.71   | 0.04%             | 2027-03-08      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL                | MONDELEZ INTERNATIONAL INC                                                   | CUSIP: BO3832199<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |      10218000 | PA      | $11405945.36  | 0.16%             | 2028-03-17      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| MONDI FINANCE EUROPE                  | MONDI FINANCE EUROPE GMBH                                                    | CUSIP: BH4248572<br>LEI: 2138004LSZE37TGO8788 | Long             | DBT              | CORP              | AT        |       2505000 | PA      | $2916115.88   | 0.04%             | 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        |      12390000 | PA      | $13223884.46  | 0.18%             | 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      | $26499330.20  | 0.36%             | 2032-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                        | MORGAN STANLEY                                                               | CUSIP: BZ8087133<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       2000000 | PA      | $2569265.33   | 0.04%             | 2034-01-25      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                        | MORGAN STANLEY                                                               | CUSIP: BP2887050<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       4931000 | PA      | $5703719.30   | 0.08%             | 2027-10-29      | Variable      | 0.41%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                        | MORGAN STANLEY                                                               | CUSIP: BM0594143<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      11660000 | PA      | $12814169.55  | 0.18%             | 2029-10-26      | Variable      | 0.49%                 | No            |                  2 | On Loan: No      |
| MOROCCO 144A                          | MOROCCO GOVERNMENT INTERNATIONAL BOND                                        | CUSIP: YQ5985318<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |      26140000 | PA      | $31366510.56  | 0.43%             | 2035-04-02      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MOROCCO                               | MOROCCO GOVERNMENT INTERNATIONAL BOND                                        | CUSIP: YQ5985326<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |       9343000 | PA      | $11126695.30  | 0.15%             | 2029-04-02      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MOROCCO                               | MOROCCO GOVERNMENT INTERNATIONAL BOND                                        | CUSIP: ZO6408280<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |       8780000 | PA      | $10270038.44  | 0.14%             | 2026-03-30      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| MOROCCO 144A                          | MOROCCO GOVERNMENT INTERNATIONAL BOND                                        | CUSIP: YQ5985300<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |      46139000 | PA      | $54947510.91  | 0.75%             | 2029-04-02      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA                       | MXN/USD FWD 20260116 BOFAUS6N                                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | MX        |             1 | NC      | $-2374109.07  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP           | MYR/USD FWD 20260309 BNPAFRPP                                                | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | MY        |             1 | NC      | $-1027314.80  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                  | MYR/USD FWD 20260309 CHASGB2L                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | MY        |             1 | NC      | $373652.55    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES INC                   | MYR/USD FWD 20260309 MRMDUS33                                                | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | MY        |             1 | NC      | $127671.72    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED SECURITIES         | MYR/USD FWD 20260309 SCBLGB2L                                                | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | MY        |             1 | NC      | $-1565974.75  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| NAT GRID ELECTY EM                    | NATIONAL GRID ELECTRICITY DISTRIBUTION EAST MIDLANDS PLC                     | CUSIP: BY9532213<br>LEI: 549300KXFU5Q7NZE9L79 | Long             | DBT              | CORP              | GB        |       2455000 | PA      | $2942616.60   | 0.04%             | 2028-09-20      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                     | NATWEST GROUP PLC                                                            | CUSIP: BR3767174<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |       5250000 | PA      | $5823754.06   | 0.08%             | 2029-09-14      | Variable      | 0.67%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                     | NATWEST GROUP PLC                                                            | CUSIP: BO2209423<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |       2014000 | PA      | $2207918.17   | 0.03%             | 2030-02-26      | Variable      | 0.78%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                     | NATWEST GROUP PLC                                                            | CUSIP: BR3367546<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |       5075000 | PA      | $5793088.69   | 0.08%             | 2032-09-14      | Variable      | 1.04%                 | No            |                  2 | On Loan: No      |
| NBN CO LTD                            | NBN CO LTD                                                                   | CUSIP: ZL1819172<br>LEI: 2549007CRZ2NT7S96A24 | Long             | DBT              | CORP              | AU        |      11070000 | PA      | $13511011.87  | 0.18%             | 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      | $2928369.23   | 0.04%             | 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      | $6771475.80   | 0.09%             | 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        |     142360000 | PA      | $80218627.57  | 1.10%             | 2036-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NEXT PLC                              | NEXT GROUP PLC                                                               | CUSIP: EJ8437034<br>LEI: 213800O8TRZCFJ9R5760 | Long             | DBT              | CORP              | GB        |        982000 | PA      | $1327689.49   | 0.02%             | 2026-10-02      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| NEXT PLC                              | NEXT GROUP PLC                                                               | CUSIP: LW0418464<br>LEI: 213800O8TRZCFJ9R5760 | Long             | DBT              | CORP              | GB        |       7491000 | PA      | $9964886.87   | 0.14%             | 2028-05-18      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                | NEXTERA ENERGY CAPITAL HOLDINGS INC                                          | CUSIP: 65339KDU1<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |       7700000 | PA      | $9016722.72   | 0.12%             | 2056-05-15      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                | NEXTERA ENERGY CAPITAL HOLDINGS INC                                          | CUSIP: 65339KDV9<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |       8820000 | PA      | $10325485.76  | 0.14%             | 2056-05-15      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| CITIBANK N A                          | NGN/USD FWD 20260107 CITIGB2L                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | NG        |             1 | NC      | $1078328.02   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED SECURITIES         | NGN/USD FWD 20260227 SCBLGB2L                                                | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | NG        |             1 | NC      | $2239606.41   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N A                          | NGN/USD FWD 20260410 CITIGB2L                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | NG        |             1 | NC      | $395376.07    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NIGERIA T BILL                        | NIGERIA OMO BILL                                                             | CUSIP: YJ4147502<br>LEI: 549300G1JG004Y3K8S97 | Long             | DBT              | NUSS              | NG        |    9290000000 | PA      | $6021088.72   | 0.08%             | 2026-05-05      | 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      | $2988099.42   | 0.04%             | 2027-06-01      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| NORDEA HYPOTEK AB                     | NORDEA HYPOTEK AB                                                            | CUSIP: YQ8698728<br>LEI: 5493000K2HPWIF6MFO29 | Long             | DBT              | CORP              | SE        |     404000000 | PA      | $44166168.33  | 0.60%             | 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      | $6617933.58   | 0.09%             | 2027-03-13      | Fixed         | 6.96%                 | No            |                  2 | On Loan: No      |
| OPAL BIDCO SAS                        | OPAL BIDCO SAS                                                               | CUSIP: YQ6351973<br>LEI: 969500R96XT7XY2UJ564 | Long             | DBT              | CORP              | FR        |       7360000 | PA      | $8930859.73   | 0.12%             | 2032-03-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ORANGE SA                             | ORANGE SA                                                                    | CUSIP: AW5684278<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |       6500000 | PA      | $8100127.69   | 0.11%             | 2032-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ORBIA ADVANCE CORP SAB                | ORBIA ADVANCE CORP SAB DE CV                                                 | CUSIP: YO1276816<br>LEI: 549300MVHZ20SBIOEQ79 | Long             | DBT              | CORP              | MX        |       6900000 | PA      | $6829121.87   | 0.09%             | 2030-05-13      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| ORSTED A/S                            | ORSTED AS                                                                    | CUSIP: EI9440732<br>LEI: W9NG6WMZIYEU8VEDOG48 | Long             | DBT              | CORP              | DK        |      16210000 | PA      | $21317224.44  | 0.29%             | 2032-01-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PAPREC HOLDING SA 144A                | PAPREC HOLDING SA                                                            | CUSIP: YN8738216<br>LEI: 969500ASAFSVN9KVC873 | Long             | DBT              | CORP              | FR        |        960000 | PA      | $1135383.24   | 0.02%             | 2030-07-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UBS SECURITIES LLC                    | PEN/USD FWD 20260109 UBSWGB2L                                                | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | PE        |             1 | NC      | $-137326.96   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO SECURITIES, LLC.          | PEN/USD FWD 20260109 WFBIUS6W                                                | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | N/A              | DFE              | CORP              | PE        |             1 | NC      | $-121075.28   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BONOS DE TESORERIA                    | PERU GOVERNMENT BOND                                                         | CUSIP: AZ1761248<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      14318000 | PA      | $4250360.60   | 0.06%             | 2034-08-12      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| PERU                                  | PERUVIAN GOVERNMENT INTERNATIONAL BOND                                       | CUSIP: AZ1487935<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      15306000 | PA      | $4543652.70   | 0.06%             | 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      | $10677827.06  | 0.15%             | 2029-02-26      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                   | PETROLEOS MEXICANOS                                                          | CUSIP: EK8589716<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |       7672000 | PA      | $8909066.20   | 0.12%             | 2027-04-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA                       | PHP/USD FWD 20260306 BOFAUS6N                                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | PH        |             1 | NC      | $-25535.99    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                  | PHP/USD FWD 20260306 CHASGB2L                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | PH        |             1 | NC      | $-54231.44    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK                         | PHP/USD FWD 20260306 DEUTGB2L                                                | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | PH        |             1 | NC      | $-26992.14    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED SECURITIES         | PHP/USD FWD 20260306 SCBLGB2L                                                | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | PH        |             1 | NC      | $-190714.71   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                  | PLN/USD FWD 20260213 CHASGB2L                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | PL        |             1 | NC      | $-361639.78   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE    | PLN/USD FWD 20260213 CIBCCATT                                                | CUSIP: 000000000<br>LEI: 2IGI19DL77OX0HC3ZE78 | N/A              | DFE              | CORP              | PL        |             1 | NC      | $9093.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PRAEMIA HEALTHCARE SACA               | PRAEMIA HEALTHCARE SACA                                                      | CUSIP: ZO4361218<br>LEI: 96950067NFR9MWI0CJ45 | Long             | DBT              | CORP              | FR        |       2600000 | PA      | $2765747.79   | 0.04%             | 2030-09-17      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                           | PROLOGIS LP                                                                  | CUSIP: 74340XBF7<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |       5048000 | PA      | $6369791.03   | 0.09%             | 2029-06-30      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ONTARIO                               | PROVINCE OF ONTARIO CANADA                                                   | CUSIP: 68323AAY0<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |       2739000 | PA      | $1765235.63   | 0.02%             | 2043-06-02      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| QATAR PETROLEUM                       | QATARENERGY                                                                  | CUSIP: BQ3267193<br>LEI: 254900QTESJKJ3P87J26 | Long             | DBT              | CORP              | QA        |       6400000 | PA      | $4930489.35   | 0.07%             | 2041-07-12      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| QNB FINANCE LTD                       | QNB FINANCE LTD                                                              | CUSIP: ZP9011815<br>LEI: 549300MY0DXTHQEX5O57 | Long             | DBT              | CORP              | KY        |       8200000 | PA      | $8071274.80   | 0.11%             | 2027-02-12      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| QNB FINANCE LTD                       | QNB FINANCE LTD                                                              | CUSIP: ZF5179832<br>LEI: 549300MY0DXTHQEX5O57 | Long             | DBT              | CORP              | KY        |       2175000 | PA      | $2211396.08   | 0.03%             | 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      | $10364886.79  | 0.14%             | 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      | $1702757.89   | 0.02%             | 2054-03-05      | Fixed         | 6.95%                 | 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        |      24835291 | PA      | $18161038.19  | 0.25%             | 2060-01-12      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| REALT 2025-1A A2 144A                 | REAL ESTATE ASSET LIQUIDITY TRUST                                            | CUSIP: 75585RSU0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | CA        |      31390000 | PA      | $23063777.06  | 0.32%             | 2060-01-12      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| REDE D'OR FINANCE SARL 144A           | REDE D'OR FINANCE SARL                                                       | CUSIP: 75735GAC2<br>LEI: 549300FDE772OLJUCP79 | Long             | DBT              | CORP              | LU        |       6970000 | PA      | $7160164.35   | 0.10%             | 2035-09-09      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| AUSTRIA                               | REPUBLIC OF AUSTRIA GOVERNMENT BOND                                          | CUSIP: BH3926764<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |      16898000 | PA      | $10191016.45  | 0.14%             | 2051-03-20      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| AUSTRIA 144A                          | REPUBLIC OF AUSTRIA GOVERNMENT BOND                                          | CUSIP: ZK2454153<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |      13355000 | PA      | $13896328.03  | 0.19%             | 2053-10-20      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COTE D'IVOIR 144A         | REPUBLIC OF COTE D'IVOIRE                                                    | CUSIP: YQ7565134<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |   24736500000 | PA      | $44982198.85  | 0.62%             | 2028-04-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| POLAND                                | REPUBLIC OF POLAND GOVERNMENT INTERNATIONAL BOND                             | CUSIP: YU5018814<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |       5250000 | PA      | $6026178.99   | 0.08%             | 2039-10-22      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| POLAND                                | REPUBLIC OF POLAND GOVERNMENT INTERNATIONAL BOND                             | CUSIP: ZF1455764<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      16982000 | PA      | $20281889.56  | 0.28%             | 2034-01-11      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| POLAND                                | REPUBLIC OF POLAND GOVERNMENT INTERNATIONAL BOND                             | CUSIP: YN8736657<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |       4618000 | PA      | $5395218.59   | 0.07%             | 2032-07-07      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| ROMANIA 144A                          | ROMANIAN GOVERNMENT INTERNATIONAL BOND                                       | CUSIP: YK6552730<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      14895000 | PA      | $17694324.64  | 0.24%             | 2033-06-07      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ROMANIA                               | ROMANIAN GOVERNMENT INTERNATIONAL BOND                                       | CUSIP: YK6552771<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      11800000 | PA      | $14017659.00  | 0.19%             | 2033-06-07      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ROMANIA                               | ROMANIAN GOVERNMENT INTERNATIONAL BOND                                       | CUSIP: YQ7562073<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      29920000 | PA      | $36698066.84  | 0.50%             | 2032-07-11      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                  | ROYAL BANK OF CANADA                                                         | CUSIP: ZJ2436534<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |       2385000 | PA      | $2903173.43   | 0.04%             | 2028-07-05      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| RTE RESEAU DE TRANSPORT               | RTE RESEAU DE TRANSPORT D'ELECTRICITE SADIR                                  | CUSIP: BT3086084<br>LEI: 969500JRJW0K2ET1UP76 | Long             | DBT              | CORP              | FR        |       7200000 | PA      | $6809506.55   | 0.09%             | 2034-01-12      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                       | SANDS CHINA LTD                                                              | CUSIP: 80007RAK1<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |       7500000 | PA      | $7499446.05   | 0.10%             | 2026-01-08      | Variable      | 3.80%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS              | SANTANDER UK GROUP HOLDINGS PLC                                              | CUSIP: BT4299181<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |       3320000 | PA      | $4303528.48   | 0.06%             | 2029-01-17      | Variable      | 2.42%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS              | SANTANDER UK GROUP HOLDINGS PLC                                              | CUSIP: BY5268937<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |       5300000 | PA      | $6313108.51   | 0.09%             | 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      | $7162234.04   | 0.10%             | 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      | $9836764.01   | 0.13%             | 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      | $41821271.79  | 0.57%             | 2032-03-05      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES INC                   | SEK/USD FWD 20260227 MRMDUS33                                                | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | SE        |             1 | NC      | $-4909464.77  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| RBC DOMINION SECURITIES INC           | SEK/USD FWD 20260227 ROYCGB2L                                                | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | SE        |             1 | NC      | $82513.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SELP FINANCE SARL                     | SELP FINANCE SARL                                                            | CUSIP: YS4652691<br>LEI: 549300Y4VYEJE1MH6D45 | Long             | DBT              | CORP              | LU        |       4428000 | PA      | $5226640.63   | 0.07%             | 2032-01-16      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SERBIA                                | SERBIA INTERNATIONAL BOND                                                    | CUSIP: AZ2286302<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |      30666000 | PA      | $33470522.43  | 0.46%             | 2029-06-26      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| SERBIA 144A                           | SERBIA INTERNATIONAL BOND                                                    | CUSIP: BR4452776<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |      20505000 | PA      | $22508668.08  | 0.31%             | 2028-09-23      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SERBIA                    | SERBIA INTERNATIONAL BOND                                                    | CUSIP: BJ4188725<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |      43099000 | PA      | $50453027.58  | 0.69%             | 2027-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| SES SA                                | SES SA                                                                       | CUSIP: YN4662469<br>LEI: 5493008JPA4HYMH1HX51 | Long             | DBT              | CORP              | LU        |       7425000 | PA      | $8724517.20   | 0.12%             | 2033-06-24      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| SEVERN TRENT WATER UTIL               | SEVERN TRENT UTILITIES FINANCE PLC                                           | CUSIP: ZN5947595<br>LEI: 213800KY9PT6WBH33232 | Long             | DBT              | CORP              | GB        |       5970000 | PA      | $7676590.86   | 0.11%             | 2034-11-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA                       | SGD/USD FWD 20260313 BOFAUS6N                                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | SG        |             1 | NC      | $-247078.22   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SHINHAN BANK 144A                     | SHINHAN BANK CO LTD                                                          | CUSIP: 82460CBF0<br>LEI: 5493003P813VL21KG928 | Long             | DBT              | CORP              | KR        |       7200000 | PA      | $7293614.42   | 0.10%             | 2028-04-12      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SINGAPORE GOVERNMENT                  | SINGAPORE GOVERNMENT BOND                                                    | CUSIP: EK3442887<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |      57529000 | PA      | $46451611.51  | 0.64%             | 2029-07-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA                | SKANDINAVISKA ENSKILDA BANKEN AB                                             | CUSIP: BQ0606138<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |       2865000 | PA      | $3179459.78   | 0.04%             | 2028-06-21      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| SLOVENIA                              | SLOVENIA GOVERNMENT BOND                                                     | CUSIP: EK8128572<br>LEI: 485100000LWQHIX4XX88 | Long             | DBT              | NUSS              | SI        |      14085000 | PA      | $14409523.27  | 0.20%             | 2035-03-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: —       |
| SLOVENIA                              | SLOVENIA GOVERNMENT BOND                                                     | CUSIP: BN3326814<br>LEI: 485100000LWQHIX4XX88 | Long             | DBT              | NUSS              | SI        |       4975000 | PA      | $5138282.79   | 0.07%             | 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      | $8163818.72   | 0.11%             | 2032-03-03      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| SMITHS GROUP PLC                      | SMITHS GROUP PLC                                                             | CUSIP: AM5448155<br>LEI: 213800MJL6IPZS3ASA11 | Long             | DBT              | CORP              | GB        |       2535000 | PA      | $2960367.85   | 0.04%             | 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      | $8074344.81   | 0.11%             | 2026-10-25      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                      | SOCIETE GENERALE SA                                                          | CUSIP: ZG1630638<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |       5700000 | PA      | $7109181.55   | 0.10%             | 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      | $30385479.19  | 0.42%             | 2031-07-30      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| SPAIN                                 | SPAIN GOVERNMENT BOND                                                        | CUSIP: BU3617661<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      84650000 | PA      | $65012366.28  | 0.89%             | 2052-10-31      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| SPAIN 144A                            | SPAIN GOVERNMENT BOND                                                        | CUSIP: YS8297204<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      34136000 | PA      | $39835199.91  | 0.55%             | 2035-04-30      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| SPIE SA                               | SPIE SA                                                                      | CUSIP: YO6724141<br>LEI: 969500TJNS5GSFWJ8X85 | Long             | DBT              | CORP              | FR        |       5400000 | PA      | $6410114.18   | 0.09%             | 2030-05-28      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT BOND                   | SRI LANKA GOVERNMENT BONDS                                                   | CUSIP: EJ5063106<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |    1300000000 | PA      | $4190225.68   | 0.06%             | 2028-07-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| SRI LANKA                             | SRI LANKA GOVERNMENT BONDS                                                   | CUSIP: QZ0205885<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |    1063000000 | PA      | $3494216.56   | 0.05%             | 2026-08-01      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT BOND                   | SRI LANKA GOVERNMENT BONDS                                                   | CUSIP: AW9839738<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |    1227000000 | PA      | $4111432.42   | 0.06%             | 2027-01-15      | Fixed         | 11.40%                | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT BOND                   | SRI LANKA GOVERNMENT BONDS                                                   | CUSIP: EK9359283<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |     490000000 | PA      | $1657738.08   | 0.02%             | 2030-05-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| SRI LANKA                             | SRI LANKA GOVERNMENT BONDS                                                   | CUSIP: YM6937705<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |     560000000 | PA      | $1804403.31   | 0.02%             | 2030-07-01      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| SRI LANKA                             | SRI LANKA GOVERNMENT BONDS                                                   | CUSIP: ZM3476730<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |    1544000000 | PA      | $5838010.28   | 0.08%             | 2027-09-15      | Fixed         | 20.00%                | No            |                  2 | On Loan: No      |
| STADSHYPOTEK AB                       | STADSHYPOTEK AB                                                              | CUSIP: YV4085770<br>LEI: 549300UOX05QGUJJ5707 | Long             | DBT              | CORP              | SE        |     442000000 | PA      | $47593718.49  | 0.65%             | 2030-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CITIBANK N A                          | SWAPTION_IRS_EUR_OTC2_E_PAYER_K_2.274_EFF_2024-12-17_MAT_2026-12-16CITI      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |             1 | NC      | $14057443.75  | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N A                          | SWAPTION_IRS_EUR_OTC2_E_RECEIVER_K_2.274_EFF_2024-12-17_MAT_2026-12-16CITI   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |             1 | NC      | $400210.35    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SWEDBANK HYPOTEK AB                   | SWEDBANK HYPOTEK AB                                                          | CUSIP: YR4115675<br>LEI: 549300TJREQ7GHIXWR36 | Long             | DBT              | CORP              | SE        |     402300000 | PA      | $44002042.83  | 0.60%             | 2030-10-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SWEDEN I/L BOND                       | SWEDEN INFLATION LINKED BOND                                                 | CUSIP: EK8767221<br>LEI: ERE94C0BSULG2RM19605 | Long             | DBT              | NUSS              | SE        |     349863627 | PA      | $35837401.75  | 0.49%             | 2032-06-01      | Fixed         | 0.12%                 | 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      | $3025281.18   | 0.04%             | 2028-04-26      | Fixed         | 1.75%                 | 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      | $14683490.12  | 0.20%             | 2033-05-03      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| T. Rowe Price Government Reserve Fund | T. Rowe Price Government Reserve Fund                                        | CUSIP: 76105Y109<br>LEI: 5493002Y0IYARJVQ5N24 | Long             | STIV             | RF                | US        |     601200278 | NS      | $601200277.80 | 8.23%             |  |  |  | No            |                  1 | On Loan: No      |
| TDC NET AS                            | TDC NET A/S                                                                  | CUSIP: ZM6549871<br>LEI: 549300SH2G3R15Y3FX20 | Long             | DBT              | CORP              | DK        |      13970000 | PA      | $17521526.77  | 0.24%             | 2030-02-06      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| TDC NET AS                            | TDC NET A/S                                                                  | CUSIP: BW6420671<br>LEI: 549300SH2G3R15Y3FX20 | Long             | DBT              | CORP              | DK        |       2310000 | PA      | $2827585.30   | 0.04%             | 2028-05-31      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| TECHEM VERWALTUNGSGESELL              | TECHEM VERWALTUNGSGESELLSCHAFT 675 MBH                                       | CUSIP: YN6842291<br>LEI: 529900N0M7FQHNAV1A41 | Long             | DBT              | CORP              | DE        |       3070000 | PA      | $3646810.21   | 0.05%             | 2032-07-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EMISIONES SAU              | TELEFONICA EMISIONES SA                                                      | CUSIP: YS7120415<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |      12000000 | PA      | $13924257.49  | 0.19%             | 2034-01-23      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| TENGIZCHEVROIL FIN CO IN              | TENGIZCHEVROIL FINANCE CO INTERNATIONAL LTD                                  | CUSIP: BK5401421<br>LEI: 5493001VEV2XTJIBZH31 | Long             | DBT              | CORP              | BM        |      12400000 | PA      | $11492436.80  | 0.16%             | 2030-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| TESCO CORP TREASURY SERV              | TESCO CORPORATE TREASURY SERVICES PLC                                        | CUSIP: ZQ7670032<br>LEI: 21380018AJDKNF3A6712 | Long             | DBT              | CORP              | GB        |       5250000 | PA      | $6132826.76   | 0.08%             | 2026-05-29      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| TESCO CORP TREASURY SERV              | TESCO CORPORATE TREASURY SERVICES PLC                                        | CUSIP: BH9923674<br>LEI: 21380018AJDKNF3A6712 | Long             | DBT              | CORP              | GB        |       4850000 | PA      | $6084510.85   | 0.08%             | 2030-04-27      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICAL INDU              | TEVA PHARMACEUTICAL FINANCE NETHERLANDS II BV                                | CUSIP: BS1759429<br>LEI: 549300HSQCIKJAOYIT23 | Long             | DBT              | CORP              | NL        |       6196000 | PA      | $7481781.53   | 0.10%             | 2030-05-09      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| THAILAND                              | THAILAND GOVERNMENT BOND                                                     | CUSIP: YW0745359<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    1966521000 | PA      | $65479462.92  | 0.90%             | 2029-11-17      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| THAILAND                              | THAILAND GOVERNMENT BOND                                                     | CUSIP: YS5614815<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    1043000000 | PA      | $33790521.74  | 0.46%             | 2028-04-17      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| THAILAND                              | THAILAND GOVERNMENT BOND                                                     | CUSIP: ZF0235696<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |     364000000 | PA      | $12709413.88  | 0.17%             | 2034-06-17      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND              | THAILAND GOVERNMENT BOND                                                     | CUSIP: YT1847805<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |     598200000 | PA      | $20695908.08  | 0.28%             | 2040-06-17      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND              | THAILAND GOVERNMENT BOND                                                     | CUSIP: YU3100713<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |     233000000 | PA      | $8228458.54   | 0.11%             | 2045-06-17      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                    | THB/USD FWD 20260306 GSILGB2X                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | TH        |             1 | NC      | $-3815620.05  | -0.05%            |  |  |  | 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      | $2008883.38   | 0.03%             | 2030-10-18      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC              | THERMO FISHER SCIENTIFIC INC                                                 | CUSIP: ZR7668893<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |       5170000 | PA      | $5357319.90   | 0.07%             | 2031-10-01      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC              | THERMO FISHER SCIENTIFIC INC                                                 | CUSIP: BH4498748<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |        842000 | PA      | $941162.03    | 0.01%             | 2032-04-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| VERTICAL MIDCO GMBH 144A              | TK ELEVATOR MIDCO GMBH                                                       | CUSIP: BK2987372<br>LEI: 254900K869UN2ZWVB351 | Long             | DBT              | CORP              | DE        |       2745000 | PA      | $3234775.66   | 0.04%             | 2027-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| TOYOTA FINANCE AUSTRALIA              | TOYOTA FINANCE AUSTRALIA LTD                                                 | CUSIP: ZD6398410<br>LEI: 3UKPTDP5PGQRH8AUK042 | Long             | DBT              | CORP              | AU        |       6100000 | PA      | $7274027.46   | 0.10%             | 2030-03-18      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES 4/2 144A CP     | TRANSCANADA PIPELINES LTD                                                    | CUSIP: 89355QAW6<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |       9875000 | PA      | $9843071.16   | 0.13%             | 2026-01-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA TRUST                     | TRANSCANADA TRUST                                                            | CUSIP: 89356BAD0<br>LEI: 549300Y0MFCAXLBWUV51 | Long             | DBT              | CORP              | CA        |      27134000 | PA      | $19963919.44  | 0.27%             | 2077-05-18      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| TRANSURBAN FINANCE CO                 | TRANSURBAN FINANCE CO PTY LTD                                                | CUSIP: AO9539849<br>LEI: 54930081LPJMUMEA6E57 | Long             | DBT              | CORP              | AU        |       2620000 | PA      | $3030082.23   | 0.04%             | 2028-03-29      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| TRANSURBAN FINANCE CO                 | TRANSURBAN FINANCE CO PTY LTD                                                | CUSIP: BH4962032<br>LEI: 54930081LPJMUMEA6E57 | Long             | DBT              | CORP              | AU        |      11250000 | PA      | $13221621.35  | 0.18%             | 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        |      27354859 | NS      | $27354858.70  | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| TRIVIUM PACKAGING FIN                 | TRIVIUM PACKAGING FINANCE BV                                                 | CUSIP: YO6702360<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |       4780000 | PA      | $5907782.74   | 0.08%             | 2030-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC - Wholesale (SING)  | TRY/USD FWD 20260115 BARCGB5G                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | TR        |             1 | NC      | $1388270.20   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| TUI CRUISES GMBH                      | TUI CRUISES GMBH                                                             | CUSIP: YT3431608<br>LEI: 529900SVD83QUUIZYY18 | Long             | DBT              | CORP              | DE        |       4485000 | PA      | $5405851.09   | 0.07%             | 2030-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TURKIYE IS BANKASI A.S                | TURKIYE IS BANKASI AS                                                        | CUSIP: DA4231027<br>LEI: 789000FIRX9MDN0KTM91 | Long             | DBT              | CORP              | TR        |     848000000 | PA      | $18905745.31  | 0.26%             | 2026-02-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP           | TWD/USD FWD 20260114 BNPAFRPP                                                | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | TW        |             1 | NC      | $-316547.44   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N A                          | TWD/USD FWD 20260114 CITIGB2L                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | TW        |             1 | NC      | $166060.37    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N A                          | UAH/USD FWD 20260209 CITIGB2L                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | UA        |             1 | NC      | $194800.87    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                | UBS GROUP AG                                                                 | CUSIP: ZN2761189<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |       6929000 | PA      | $8969926.33   | 0.12%             | 2029-03-01      | Variable      | 7.75%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                | UBS GROUP AG                                                                 | CUSIP: BV3327780<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |       7050000 | PA      | $8079464.54   | 0.11%             | 2032-04-02      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| UNITED GROUP BV 144A                  | UNITED GROUP BV                                                              | CUSIP: BQ6035274<br>LEI: 213800PC85O8BJ7DU398 | Long             | DBT              | CORP              | NL        |       3105000 | PA      | $3660409.41   | 0.05%             | 2028-08-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                   | UNITED KINGDOM GILT                                                          | CUSIP: ZF1280766<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      81695000 | PA      | $110167423.05 | 1.51%             | 2027-03-07      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM                        | UNITED KINGDOM GILT                                                          | CUSIP: ZF2680865<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |       3001000 | PA      | $3550306.63   | 0.05%             | 2054-07-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM                        | UNITED KINGDOM GILT                                                          | CUSIP: EJ4073072<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      31737000 | PA      | $33549054.84  | 0.46%             | 2044-01-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM                        | UNITED KINGDOM GILT                                                          | CUSIP: ZP4466964<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      61438000 | PA      | $49597325.86  | 0.68%             | 2041-10-22      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM                        | UNITED KINGDOM GILT                                                          | CUSIP: YS3109495<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      33620000 | PA      | $46101043.20  | 0.63%             | 2030-03-07      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| U S TREASURY BILL                     | UNITED STATES TREASURY BILL                                                  | CUSIP: 912797RU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     133765000 | PA      | $133032187.84 | 1.82%             | 2026-02-26      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TREASURY BILL                         | UNITED STATES TREASURY BILL                                                  | CUSIP: 912797SD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      22000000 | PA      | $21804725.27  | 0.30%             | 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      | $2918287.29   | 0.04%             | 2027-06-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UPJOHN FINANCE BV                     | UPJOHN FINANCE BV                                                            | CUSIP: BK1183700<br>LEI: 254900OG32E8F3XO5O83 | Long             | DBT              | CORP              | NL        |       2670000 | PA      | $3079658.90   | 0.04%             | 2027-06-23      | Fixed         | 1.36%                 | No            |                  2 | On Loan: No      |
| UXYH6 US 10YR ULTRA FUT MAR26         | US 10YR ULTRA FUT MAR26                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |          -843 | NC      | $670564.35    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FVH6 US 5YR NOTE (CBT) MAR26          | US 5YR NOTE (CBT) MAR26                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |          -793 | NC      | $314836.86    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| US BANCORP                            | US BANCORP                                                                   | CUSIP: 902973BE5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |       9145000 | PA      | $11027140.85  | 0.15%             | 2032-05-21      | Variable      | 4.01%                 | No            |                  2 | On Loan: No      |
| THE BANK OF NEW YORK MELLON           | USD/BRL FWD 20260303 IRVTGB2X                                                | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              | CORP              | US        |             1 | NC      | $71292.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED SECURITIES         | USD/BRL FWD 20260303 SCBLGB2L                                                | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | US        |             1 | NC      | $261936.11    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                      | USD/BRL FWD 20260303 SOGEFRPP                                                | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              | CORP              | US        |             1 | NC      | $169096.93    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                  | USD/CAD FWD 20260126 CHASGB2L                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |             1 | NC      | $-769316.76   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED SECURITIES         | USD/CAD FWD 20260126 SCBLGB2L                                                | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | US        |             1 | NC      | $-6877692.80  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS SECURITIES LLC                    | USD/CHF FWD 20260123 UBSWGB2L                                                | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |             1 | NC      | $107158.66    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RBC DOMINION SECURITIES INC           | USD/CLP FWD 20260206 ROYCGB2L                                                | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | US        |             1 | NC      | $-317843.21   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC - Wholesale (SING)  | USD/COP FWD 20260306 BARCGB5G                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | US        |             1 | NC      | $190176.01    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RBC DOMINION SECURITIES INC           | USD/COP FWD 20260306 ROYCGB2L                                                | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | US        |             1 | NC      | $815824.76    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS SECURITIES LLC                    | USD/COP FWD 20260306 UBSWGB2L                                                | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |             1 | NC      | $116265.06    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO SECURITIES, LLC.          | USD/COP FWD 20260306 WFBIUS6W                                                | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | N/A              | DFE              | CORP              | US        |             1 | NC      | $303033.39    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES INC                   | USD/CZK FWD 20260116 MRMDUS33                                                | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |             1 | NC      | $-234962.20   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC       | USD/CZK FWD 20260116 SBOSGB2X                                                | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | US        |             1 | NC      | $-2259541.26  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA                       | USD/EUR FWD 20260123 BOFAUS6N                                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |             1 | NC      | $143802.86    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                  | USD/EUR FWD 20260123 CHASGB2L                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |             1 | NC      | $226081.77    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES INC                   | USD/EUR FWD 20260123 MRMDUS33                                                | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |             1 | NC      | $-1676116.66  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC       | USD/EUR FWD 20260123 SBOSGB2X                                                | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | US        |             1 | NC      | $575233.32    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TORONTO DOMINION SECURITIES           | USD/EUR FWD 20260123 TDOMCATT                                                | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | N/A              | DFE              | CORP              | US        |             1 | NC      | $-1447825.41  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS SECURITIES LLC                    | USD/EUR FWD 20260123 UBSWGB2L                                                | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |             1 | NC      | $9334871.15   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO SECURITIES, LLC.          | USD/EUR FWD 20260123 WFBIUS6W                                                | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | N/A              | DFE              | CORP              | US        |             1 | NC      | $35926.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA                       | USD/EUR FWD 20260220 BOFAUS6N                                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |             1 | NC      | $-86991.72    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                  | USD/EUR FWD 20260220 CHASGB2L                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |             1 | NC      | $-512096.12   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK                         | USD/EUR FWD 20260220 DEUTGB2L                                                | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |             1 | NC      | $-72250.28    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC          | USD/EUR FWD 20260220 MSLNGB2X                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |             1 | NC      | $-1212915.39  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| TORONTO DOMINION SECURITIES           | USD/EUR FWD 20260220 TDOMCATT                                                | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | N/A              | DFE              | CORP              | US        |             1 | NC      | $311.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                  | USD/HUF FWD 20260116 CHASGB2L                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |             1 | NC      | $6868.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N A                          | USD/HUF FWD 20260116 CITIGB2L                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |             1 | NC      | $80800.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP           | USD/INR FWD 20260109 BNPAFRPP                                                | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |             1 | NC      | $-210164.72   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N A                          | USD/INR FWD 20260109 CITIGB2L                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |             1 | NC      | $414298.89    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES INC                   | USD/INR FWD 20260109 MRMDUS33                                                | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |             1 | NC      | $201534.56    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RBC DOMINION SECURITIES INC           | USD/INR FWD 20260109 ROYCGB2L                                                | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | US        |             1 | NC      | $56375.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N A                          | USD/INR FWD 20260127 CITIGB2L                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |             1 | NC      | $-3390.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA                       | USD/JPY FWD 20260123 BOFAUS6N                                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |             1 | NC      | $-1926490.76  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                  | USD/JPY FWD 20260123 CHASGB2L                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |             1 | NC      | $-260134.04   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES INC                   | USD/JPY FWD 20260123 MRMDUS33                                                | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |             1 | NC      | $-193981.67   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC          | USD/JPY FWD 20260123 MSLNGB2X                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |             1 | NC      | $19599337.67  | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| RBC DOMINION SECURITIES INC           | USD/JPY FWD 20260123 ROYCGB2L                                                | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | US        |             1 | NC      | $-76417.35    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED SECURITIES         | USD/JPY FWD 20260123 SCBLGB2L                                                | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | US        |             1 | NC      | $-568098.20   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                      | USD/JPY FWD 20260123 SOGEFRPP                                                | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              | CORP              | US        |             1 | NC      | $-1433231.88  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS SECURITIES LLC                    | USD/JPY FWD 20260123 UBSWGB2L                                                | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |             1 | NC      | $10999689.90  | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO SECURITIES, LLC.          | USD/JPY FWD 20260123 WFBIUS6W                                                | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | N/A              | DFE              | CORP              | US        |             1 | NC      | $-1960631.89  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N A                          | USD/NGN FWD 20260107 CITIGB2L                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |             1 | NC      | $-524665.89   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP           | USD/NZD FWD 20260123 BNPAFRPP                                                | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |             1 | NC      | $-1863377.46  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED SECURITIES         | USD/PHP FWD 20260306 SCBLGB2L                                                | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | US        |             1 | NC      | $-31280.22    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED SECURITIES         | USD/THB FWD 20260306 SCBLGB2L                                                | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | US        |             1 | NC      | $-16454.26    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                  | USD/TRY FWD 20260115 CHASGB2L                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |             1 | NC      | $-378487.07   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N A                          | USD/TWD FWD 20260114 CITIGB2L                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |             1 | NC      | $1260949.21   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                    | USD/TWD FWD 20260114 GSILGB2X                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |             1 | NC      | $3657010.92   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| UTAH ACQUISITION SUB                  | UTAH ACQUISITION SUB INC                                                     | CUSIP: AL2804121<br>LEI: 254900JOFV74IJ7H9933 | Long             | DBT              | CORP              | US        |       5630000 | PA      | $6632742.09   | 0.09%             | 2028-11-22      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| UZBEK INDUSTRIAL AND CON              | UZBEK INDUSTRIAL AND CONSTRUCTION BANK ATB                                   | CUSIP: YW3916635<br>LEI: 213800C2NIFPFTXYIU69 | Long             | DBT              | CORP              | UZ        |       2218000 | PA      | $2382122.19   | 0.03%             | 2029-07-24      | Fixed         | 8.95%                 | No            |                  2 | On Loan: No      |
| VACA MUERTA SUR FRN PP                | VACA MUERTA SUR FRN PP                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | AR        |       3173000 | PA      | $3170461.60   | 0.04%             | 2030-07-08      | Variable      | 9.34%                 | Yes           |                  2 | On Loan: No      |
| VEOLIA ENVIRONNEMENT SA               | VEOLIA ENVIRONNEMENT SA                                                      | CUSIP: BH3926186<br>LEI: 969500LENY69X51OOT31 | Long             | DBT              | CORP              | FR        |       2000000 | PA      | $2317649.48   | 0.03%             | 2027-04-02      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| VEOLIA ENVIRONNEMENT SA               | VEOLIA ENVIRONNEMENT SA                                                      | CUSIP: AV9235723<br>LEI: 969500LENY69X51OOT31 | Long             | DBT              | CORP              | FR        |       5700000 | PA      | $6419586.78   | 0.09%             | 2030-01-07      | Fixed         | 1.94%                 | No            |                  2 | On Loan: No      |
| VEON HOLDINGS BV                      | VEON MIDCO BV                                                                | CUSIP: YX4775913<br>LEI: 213800GOFSH7EPKBRE50 | Long             | DBT              | CORP              | NL        |       5480000 | PA      | $5201638.22   | 0.07%             | 2027-11-25      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                | VERIZON COMMUNICATIONS INC                                                   | CUSIP: 92343VFJ8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |       5270000 | PA      | $5291685.62   | 0.07%             | 2033-05-18      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                | VERIZON COMMUNICATIONS INC                                                   | CUSIP: 92343VCT9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |       4715000 | PA      | $5344542.65   | 0.07%             | 2031-12-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| VF CORP                               | VF CORP                                                                      | CUSIP: ZL2092415<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | DBT              | CORP              | US        |       4239000 | PA      | $4985991.51   | 0.07%             | 2026-03-07      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                    | VIETNAM CDS 06/20/2026 GSIL                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              | CORP              | US        |             1 | NC      | $76318.70     | 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      | $6167456.62   | 0.08%             | 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      | $6748839.80   | 0.09%             | 2031-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN BANK GMBH                  | VOLKSWAGEN BANK GMBH                                                         | CUSIP: ZK3696463<br>LEI: 529900GJD3OQLRZCKW37 | Long             | DBT              | CORP              | DE        |       5900000 | PA      | $7265618.36   | 0.10%             | 2031-05-03      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN BANK GMBH                  | VOLKSWAGEN BANK GMBH                                                         | CUSIP: ZK3696398<br>LEI: 529900GJD3OQLRZCKW37 | Long             | DBT              | CORP              | DE        |       2400000 | PA      | $2912831.77   | 0.04%             | 2028-05-03      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN FIN SERV AG                | VOLKSWAGEN FINANCIAL SERVICES AG                                             | CUSIP: BQ8993702<br>LEI: 529900SSGT49ZZSWYE62 | Long             | DBT              | CORP              | DE        |      10300000 | PA      | $10814096.04  | 0.15%             | 2030-02-12      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN INTL FIN NV                | VOLKSWAGEN INTERNATIONAL FINANCE NV                                          | CUSIP: AM9628026<br>LEI: 5299004PWNHKYTR23649 | Long             | DBT              | CORP              | NL        |       1300000 | PA      | $1512563.00   | 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      | $6006129.40   | 0.08%             | 2026-06-19      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| VZ SECURED FINANCING BV               | VZ SECURED FINANCING BV                                                      | CUSIP: BT3367799<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | CORP              | NL        |       3900000 | PA      | $4274698.77   | 0.06%             | 2032-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                 | WELLS FARGO & CO                                                             | CUSIP: QZ0190533<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |       2660000 | PA      | $3077330.72   | 0.04%             | 2027-02-02      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| WESTLAKE CHEMICAL CORP                | WESTLAKE CORP                                                                | CUSIP: AZ5984929<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |       9435000 | PA      | $10485148.70  | 0.14%             | 2029-07-17      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC - Wholesale (SING)  | ZAR/USD FWD 20260116 BARCGB5G                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | ZA        |             1 | NC      | $-4246273.28  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N A                          | ZAR/USD FWD 20260116 CITIGB2L                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | ZA        |             1 | NC      | $4163833.71   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| ZHONGSHENG GROUP                      | ZHONGSHENG GROUP HOLDINGS LTD                                                | CUSIP: YW5935302<br>LEI: 3003005VYMEBAJNJ2Y26 | Long             | DBT              | CORP              | KY        |       2944000 | PA      | $2971380.50   | 0.04%             | 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      | $3021882.19   | 0.04%             | 2030-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |

### Signature

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

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

**Signature:** /s/ Alan Dupski

**Name of Signer:** Alan Dupski

**Title:** Treasurer & Vice President