# EDGAR Filing Document

**Accession Number:** 0000313212
**File Stem:** 0000313212-25-000757
**Filing Date:** 2025-8
**Character Count:** 233535
**Document Hash:** 812f2248ead4011269658e395a5ca77b
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000313212-25-000757.hdr.sgml**: 20250826

**ACCESSION NUMBER**: 0000313212-25-000757

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250826

**DATE AS OF CHANGE**: 20250826

**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:** 251256767

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

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

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

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Baltimore

  - **State:** MD

  - **Foreign country:** US

  - **Zip / Postal Code:** 21231

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

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

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

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

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

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

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

- **b. Date as of which information is reported:** 2025-06-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $858052346.04

**Total Liabilities:** $23802187.87

**Net Assets:** $834250158.17

**Delayed Delivery Securities:** $1155931.50

**Cash Not Reported:** $12161532.56

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -321.227612 | **1-Year:** -10090.148410 | **5-Year:** -41499.519461 | **10-Year:** -13700.273442 | **30-Year:** -1967.061541

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

- **3-Month:** -219.550365 | **1-Year:** -1165.899055 | **5-Year:** 1.651439 | **10-Year:** -1564.188540 | **30-Year:** -497.397696

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000159126 | 4.76%                | 0.19%                | 2.51%                |
| Class ID C000004008 | 4.65%                | 0.28%                | 2.36%                |
| Class ID C000004007 | 4.76%                | 0.18%                | 2.50%                |
| Class ID C000219335 | 4.82%                | 0.24%                | 2.56%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $495755.86               | $31036196.98                               |
| Month 2  | $2547946.96              | $-1667777.93                               |
| Month 3  | $936646.97               | $18167379.69                               |

**Designated Index Information**

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

- **Index Identifier:** LG38TRUU

### Schedule of Portfolio Investments

| Name                                                                         | Title                                                                        | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |      Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Axian Telecom Holding & Management PLC                                       | AXIAN TELECOM HOLDING & MANAGEMENT PLC                                       | CUSIP: 05465QAA7<br>LEI: 984500B7DCD97EB04857 | Long             | DBT              | CORP              | AE        |       790000 | PA      | $786898.89    | 0.09%             | 2030-07-11      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES INC                                                          | CLP/USD FWD 20250808 MRMDUS33                                                | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | CL        |            1 | NC      | $-26529.89    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bimbo Bakeries USA Inc                                                       | BIMBO BAKERIES USA INC                                                       | CUSIP: 09031WAC7<br>LEI: 549300HOXXHHT7926W92 | Long             | DBT              | CORP              | US        |      1170000 | PA      | $1223742.78   | 0.15%             | 2029-01-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC - Wholesale (SING)                                         | KRW/USD FWD 20250711 BARCGB5G                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | KR        |            1 | NC      | $-135409.77   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| RBC DOMINION SECURITIES INC                                                  | AUD/USD FWD 20250725 ROYCGB2L                                                | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | AU        |            1 | NC      | $-62558.44    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC - Wholesale (SING)                                         | NZD/USD FWD 20250725 BARCGB5G                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | NZ        |            1 | NC      | $1200.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK                                                                | MXN/USD FWD 20250718 DEUTGB2L                                                | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | MX        |            1 | NC      | $-3646.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC                                              | EUR/USD FWD 20250822 SBOSGB2X                                                | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | US        |            1 | NC      | $555685.77    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N A                                                                 | USD/MXN FWD 20250718 CITIGB2L                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-19815.51    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N A                                                                 | MXN/USD FWD 20250718 CITIGB2L                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | MX        |            1 | NC      | $683242.27    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| TORONTO DOMINION SECURITIES                                                  | CAD/USD FWD 20250725 TDOMCATT                                                | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | N/A              | DFE              | CORP              | CA        |            1 | NC      | $-45237.31    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                                                           | AUD/USD FWD 20250725 GSILGB2X                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | AU        |            1 | NC      | $-107029.49   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Corp Nacional del Cobre de Chile                                             | CORP NACIONAL DEL COBRE DE CHILE                                             | CUSIP: 21987BBH0<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |      1415000 | PA      | $1389562.04   | 0.17%             | 2053-09-08      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Canadian Government Real Return Bond                                         | CANADIAN GOVERNMENT REAL RETURN BOND                                         | CUSIP: 135087WV2<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     19314948 | PA      | $16748935.86  | 2.01%             | 2031-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CITIBANK N A                                                                 | TWD/USD FWD 20250711 CITIGB2L                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | TW        |            1 | NC      | $-62243.27    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MEGlobal BV                                                                  | MEGLOBAL BV                                                                  | CUSIP: 29441WAD7<br>LEI: 549300WBVLU2FILR7W19 | Long             | DBT              | CORP              | NL        |      1160000 | PA      | $1093391.06   | 0.13%             | 2028-04-28      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA                                                              | RON/USD FWD 20250718 BOFAUS6N                                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | RO        |            1 | NC      | $244409.74    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP                                                  | USD/INR FWD 20250711 BNPAFRPP                                                | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |            1 | NC      | $38465.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                                                           | MXN/USD FWD 20250718 GSILGB2X                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | MX        |            1 | NC      | $13339.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC - Wholesale (SING)                                         | USD/ZAR FWD 20250718 BARCGB5G                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-156.04      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                                                         | GBP/USD FWD 20250822 CHASGB2L                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | GB        |            1 | NC      | $-11374.05    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                                                         | BRL/USD FWD 20250903 CHASGB2L                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | BR        |            1 | NC      | $-44610.11    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                                                         | GBP/USD FWD 20250822 CHASGB2L                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | GB        |            1 | NC      | $21442.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                                                         | USD/GBP FWD 20250822 CHASGB2L                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-52746.76    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS SECURITIES LLC                                                           | USD/BRL FWD 20250903 UBSWGB2L                                                | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-298153.22   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                                                         | USD/DKK FWD 20250718 CHASGB2L                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-14307.13    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                                                         | DKK/USD FWD 20250718 CHASGB2L                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | DK        |            1 | NC      | $193220.76    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HTA Group Ltd/Mauritius                                                      | HTA GROUP LTD/MAURITIUS                                                      | CUSIP: 40435WAC4<br>LEI: 213800WEFU8O8X6EPU13 | Long             | DBT              | CORP              | MU        |      1275000 | PA      | $1309488.75   | 0.16%             | 2029-06-04      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                                                         | EGP/USD FWD 20250911 CHASGB2L                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | EG        |            1 | NC      | $19575.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP                                                  | EUR/USD FWD 20250822 BNPAFRPP                                                | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-2164.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                             | CLP/USD FWD 20250808 SOGEFRPP                                                | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              | CORP              | CL        |            1 | NC      | $11211.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP                                                  | ZAR/USD FWD 20250718 BNPAFRPP                                                | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | ZA        |            1 | NC      | $-11890.05    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MGM China Holdings Ltd                                                       | MGM CHINA HOLDINGS LTD                                                       | CUSIP: 55300RAJ0<br>LEI: 529900VZFN87OS7WJM66 | Long             | DBT              | CORP              | KY        |       490000 | PA      | $509623.36    | 0.06%             | 2031-06-26      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| CITIBANK N A                                                                 | USD/GBP FWD 20250822 CITIGB2L                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |            1 | NC      | $20075.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MercadoLibre Inc                                                             | MERCADOLIBRE INC                                                             | CUSIP: 58733RAF9<br>LEI: 549300DKPDN9M5S8GB14 | Long             | DBT              | CORP              | US        |       494000 | PA      | $444542.89    | 0.05%             | 2031-01-14      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP                                                  | SEK/USD FWD 20250829 BNPAFRPP                                                | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | SE        |            1 | NC      | $-833.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES INC                                                          | THB/USD FWD 20250905 MRMDUS33                                                | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | TH        |            1 | NC      | $2209.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                                                  | NUTRIEN LTD 4/2 144A CP                                                      | CUSIP: 000000000<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | US        |      3150000 | PA      | $3134505.47   | 0.38%             | 2025-08-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CITIBANK N A                                                                 | USD/TWD FWD 20250805 CITIGB2L                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |            1 | NC      | $59670.57     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC                                              | CHF/USD FWD 20250725 SBOSGB2X                                                | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | CH        |            1 | NC      | $-3958.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| E.ON International Finance BV                                                | E.ON INTERNATIONAL FINANCE BV                                                | CUSIP: EC5568042<br>LEI: 549300TG53AWJ719M814 | Long             | DBT              | CORP              | NL        |      1865000 | PA      | $2733457.32   | 0.33%             | 2030-06-03      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Puerto Rico                                                  | COMMONWEALTH OF PUERTO RICO                                                  | CUSIP: 74514L3T2<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | PR        |      3433806 | PA      | $2111790.89   | 0.25%             | 2043-11-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Raizen Fuels Finance SA                                                      | RAIZEN FUELS FINANCE SA                                                      | CUSIP: 75102XAE6<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |      1180000 | PA      | $1159350.00   | 0.14%             | 2037-02-25      | Fixed         | 6.70%                 | 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        |     57852370 | NS      | $57852370.40  | 6.93%             |  |  |  | No            |                  1 | On Loan: No      |
| T. Rowe Price Government Reserve Fund                                        | T. Rowe Price Government Reserve Fund - Collateral                           | CUSIP: 76105YYY8<br>LEI: 5493002Y0IYARJVQ5N24 | Long             | STIV             | RF                | US        |      5032115 | NS      | $5032114.60   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| STANDARD CHARTERED SECURITIES                                                | USD/EUR FWD 20250822 SCBLGB2L                                                | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | US        |            1 | NC      | $32797.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                                                           | TWD/USD FWD 20250711 GSILGB2X                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | TW        |            1 | NC      | $-130170.73   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                                                         | USD/MXN FWD 20250718 CHASGB2L                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-14216.67    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                                                         | MXN/USD FWD 20250718 CHASGB2L                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | MX        |            1 | NC      | $9471.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sands China Ltd                                                              | SANDS CHINA LTD                                                              | CUSIP: 80007RAK1<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |       855000 | PA      | $851108.30    | 0.10%             | 2026-01-08      | Variable      | 3.80%                 | No            |                  2 | On Loan: No      |
| Shinhan Bank Co Ltd                                                          | SHINHAN BANK CO LTD                                                          | CUSIP: 82460CBF0<br>LEI: 5493003P813VL21KG928 | Long             | DBT              | CORP              | KR        |       865000 | PA      | $870349.91    | 0.10%             | 2028-04-12      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC                                              | ZAR/USD FWD 20250718 SBOSGB2X                                                | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | ZA        |            1 | NC      | $-233465.25   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Montenegro Government International Bond                                     | MONTENEGRO GOVERNMENT INTERNATIONAL BOND                                     | CUSIP: 857305AA4<br>LEI: 747800V014106FYLL014 | Long             | DBT              | NUSS              | ME        |      2370000 | PA      | $2459141.63   | 0.29%             | 2031-03-12      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| RBC DOMINION SECURITIES INC                                                  | CLP/USD FWD 20250808 ROYCGB2L                                                | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | CL        |            1 | NC      | $-11410.57    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC                                              | JPY/USD FWD 20250725 SBOSGB2X                                                | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | JP        |            1 | NC      | $-12859.49    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC - Wholesale (SING)                                         | EUR/USD FWD 20250822 BARCGB5G                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-2009.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VW CREDIT INC                                                                | VW CREDIT INC 4/2 144A CP 4.7100 20250716                                    | CUSIP: 000000000<br>LEI: 549300UUPJ2NXDB68M19 | Long             | DBT              | CORP              | US        |      3700000 | PA      | $3692321.02   | 0.44%             | 2025-07-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC                                              | MXN/USD FWD 20250718 SBOSGB2X                                                | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | MX        |            1 | NC      | $-18497.64    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WPP CP LLC                                                                   | WPP LLC 4/2 144A CP 0.0000 20250717                                          | CUSIP: 000000000<br>LEI: 549300QW2DOKKBOQBP57 | Long             | DBT              | CORP              | US        |      2115000 | PA      | $2110390.99   | 0.25%             | 2025-07-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC - Wholesale (SING)                                         | MXN/USD FWD 20250718 BARCGB5G                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | MX        |            1 | NC      | $19686.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC                                              | SGD/USD FWD 20250912 SBOSGB2X                                                | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | SG        |            1 | NC      | $-86848.51    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N A                                                                 | CAD/USD FWD 20250725 CITIGB2L                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | CA        |            1 | NC      | $464.62       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N A                                                                 | EGP/USD FWD 20250924 CITIGB2L                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | EG        |            1 | NC      | $57941.61     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK                                                                | KRW/USD FWD 20250711 DEUTGB2L                                                | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | KR        |            1 | NC      | $-4406.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N A                                                                 | AUD/USD FWD 20250725 CITIGB2L                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | AU        |            1 | NC      | $-1946.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC                                              | CHF/USD FWD 20250725 SBOSGB2X                                                | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | CH        |            1 | NC      | $1462.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA                                                              | TRY/USD FWD 20250717 BOFAUS6N                                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | TR        |            1 | NC      | $-4996.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | EUR/USD FWD 20250822 MSLNGB2X                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |            1 | NC      | $16745.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO SECURITIES, LLC.                                                 | PEN/USD FWD 20251010 WFBIUS6W                                                | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | N/A              | DFE              | CORP              | PE        |            1 | NC      | $-1778.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                                                         | JPY/USD FWD 20250725 CHASGB2L                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | JP        |            1 | NC      | $-10279.28    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                          | FRENCH REPUBLIC GOVERNMENT BOND OAT                                          | CUSIP: ED8307479<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |      4012000 | PA      | $4700887.94   | 0.56%             | 2055-04-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                              | KREDITANSTALT FUER WIEDERAUFBAU                                              | CUSIP: 500769BQ6<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |       924000 | PA      | $708231.50    | 0.08%             | 2037-06-02      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Mexican Bonos                                                                | MEXICAN BONOS                                                                | CUSIP: EH6834517<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    128544000 | PA      | $6831748.10   | 0.82%             | 2029-05-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                     | ELECTRICITE DE FRANCE SA                                                     | CUSIP: EH8406124<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |      1200000 | PA      | $1687700.63   | 0.20%             | 2034-06-02      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| America Movil SAB de CV                                                      | AMERICA MOVIL SAB DE CV                                                      | CUSIP: EI2982383<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |      1070000 | PA      | $1523966.56   | 0.18%             | 2030-06-28      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                                                           | USD/IDR FWD 20250711 GSILGB2X                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-239602.65   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                                                           | IDR/USD FWD 20250711 GSILGB2X                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | ID        |            1 | NC      | $53905.38     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Orsted AS                                                                    | ORSTED AS                                                                    | CUSIP: EI9440732<br>LEI: W9NG6WMZIYEU8VEDOG48 | Long             | DBT              | CORP              | DK        |       910000 | PA      | $1208502.89   | 0.14%             | 2032-01-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                   | PROVINCE OF ONTARIO CANADA                                                   | CUSIP: 68323AAY0<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |       496000 | PA      | $324968.78    | 0.04%             | 2043-06-02      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                          | UNITED KINGDOM GILT                                                          | CUSIP: EJ4073072<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      8534000 | PA      | $9099586.75   | 1.09%             | 2044-01-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Colombian TES                                                                | COLOMBIAN TES                                                                | CUSIP: EJ5096460<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   9493400000 | PA      | $2093575.10   | 0.25%             | 2028-04-28      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CITIBANK N A                                                                 | HUF/USD FWD 20250718 CITIGB2L                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | HU        |            1 | NC      | $284323.33    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA                                                              | USD/SEK FWD 20250829 BOFAUS6N                                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |            1 | NC      | $20688.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC - Wholesale (SING)                                         | NOK/USD FWD 20250725 BARCGB5G                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | NO        |            1 | NC      | $-1691.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                          | FRENCH REPUBLIC GOVERNMENT BOND OAT                                          | CUSIP: JK7596303<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |      9247000 | PA      | $8807678.45   | 1.06%             | 2036-05-25      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Volkswagen International Finance NV                                          | VOLKSWAGEN INTERNATIONAL FINANCE NV                                          | CUSIP: AM9628026<br>LEI: 5299004PWNHKYTR23649 | Long             | DBT              | CORP              | NL        |       200000 | PA      | $232671.04    | 0.03%             | 2027-03-30      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                          | JPMORGAN CHASE & CO                                                          | CUSIP: JK9071131<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      1300000 | PA      | $1516343.23   | 0.18%             | 2026-10-29      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                            | ITALY BUONI POLIENNALI DEL TESORO                                            | CUSIP: QZ7665156<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      3254000 | PA      | $2767409.08   | 0.33%             | 2067-03-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Utah Acquisition Sub Inc                                                     | UTAH ACQUISITION SUB INC                                                     | CUSIP: AL2804121<br>LEI: 254900JOFV74IJ7H9933 | Long             | DBT              | CORP              | US        |       995000 | PA      | $1164793.48   | 0.14%             | 2028-11-22      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                  | GOLDMAN SACHS GROUP INC/THE                                                  | CUSIP: LW9531713<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      1204000 | PA      | $1409260.08   | 0.17%             | 2026-07-27      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                             | WELLS FARGO & CO                                                             | CUSIP: QZ0190533<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |       420000 | PA      | $483587.58    | 0.06%             | 2027-02-02      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Slovenia Government Bond                                                     | SLOVENIA GOVERNMENT BOND                                                     | CUSIP: JK2522817<br>LEI: 485100000LWQHIX4XX88 | Long             | DBT              | NUSS              | SI        |       900000 | PA      | $1036730.57   | 0.12%             | 2032-03-03      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Minejesa Capital BV                                                          | MINEJESA CAPITAL BV                                                          | CUSIP: AO6253857<br>LEI: 549300KS7ERCP10BKC35 | Long             | DBT              | CORP              | NL        |       400000 | PA      | $385565.92    | 0.05%             | 2037-08-10      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                      | INDONESIA GOVERNMENT INTERNATIONAL BOND                                      | CUSIP: LW3626055<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |      6942000 | PA      | $8427718.71   | 1.01%             | 2028-06-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Israel Government International Bond                                         | ISRAEL GOVERNMENT INTERNATIONAL BOND                                         | CUSIP: AM0206418<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |      3044000 | PA      | $3494639.39   | 0.42%             | 2027-01-18      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Credit Agricole Assurances SA                                                | CREDIT AGRICOLE ASSURANCES SA                                                | CUSIP: AQ8047468<br>LEI: 969500K2MUPSI57XK083 | Long             | DBT              | CORP              | FR        |      1000000 | PA      | $1155863.44   | 0.14%             | 2048-01-29      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                                     | MALAYSIA GOVERNMENT BOND                                                     | CUSIP: AS4638860<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     18388000 | PA      | $4727593.97   | 0.57%             | 2033-11-07      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| Sri Lanka Government Bonds                                                   | SRI LANKA GOVERNMENT BONDS                                                   | CUSIP: QZ0205885<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |    129000000 | PA      | $445650.87    | 0.05%             | 2026-08-01      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| Prologis LP                                                                  | PROLOGIS LP                                                                  | CUSIP: 74340XBF7<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |      1252000 | PA      | $1576519.00   | 0.19%             | 2029-06-30      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Inmobiliaria Colonial Socimi SA                                              | INMOBILIARIA COLONIAL SOCIMI SA                                              | CUSIP: AQ1248246<br>LEI: 95980020140005007414 | Long             | DBT              | CORP              | ES        |      1500000 | PA      | $1757401.27   | 0.21%             | 2025-11-28      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Transcanada Trust                                                            | TRANSCANADA TRUST                                                            | CUSIP: 89356BAD0<br>LEI: 549300Y0MFCAXLBWUV51 | Long             | DBT              | CORP              | CA        |      4481000 | PA      | $3282589.58   | 0.39%             | 2077-05-18      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| Peru Government Bond                                                         | PERU GOVERNMENT BOND                                                         | CUSIP: AO4008642<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     11654000 | PA      | $3398361.93   | 0.41%             | 2032-08-12      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Next Group PLC                                                               | NEXT GROUP PLC                                                               | CUSIP: EJ8437034<br>LEI: 213800O8TRZCFJ9R5760 | Long             | DBT              | CORP              | GB        |       540000 | PA      | $738881.30    | 0.09%             | 2026-10-02      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Altice France SA                                                             | ALTICE FRANCE SA                                                             | CUSIP: AT6218768<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |       185000 | PA      | $195856.27    | 0.02%             | 2027-02-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                         | BANK OF AMERICA CORP                                                         | CUSIP: AS2798773<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       410000 | PA      | $476024.20    | 0.06%             | 2028-04-25      | Variable      | 1.66%                 | No            |                  2 | On Loan: No      |
| Netflix Inc                                                                  | NETFLIX INC                                                                  | CUSIP: AN3034641<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |       390000 | PA      | $469250.05    | 0.06%             | 2027-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Australia Government Bond                                                    | AUSTRALIA GOVERNMENT BOND                                                    | CUSIP: EJ9437272<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |     10840000 | PA      | $7409803.10   | 0.89%             | 2033-04-21      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Veolia Environnement SA                                                      | VEOLIA ENVIRONNEMENT SA                                                      | CUSIP: AV9235723<br>LEI: 969500LENY69X51OOT31 | Long             | DBT              | CORP              | FR        |       500000 | PA      | $564915.37    | 0.07%             | 2030-01-07      | Fixed         | 1.94%                 | No            |                  2 | On Loan: No      |
| Ireland Government Bond                                                      | IRELAND GOVERNMENT BOND                                                      | CUSIP: ZS5382107<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |       252000 | PA      | $202506.57    | 0.02%             | 2050-05-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Klabin Austria GmbH                                                          | KLABIN AUSTRIA GMBH                                                          | CUSIP: AX9046282<br>LEI: 984500578YEA8DD41B09 | Long             | DBT              | CORP              | AT        |       660000 | PA      | $666202.68    | 0.08%             | 2029-04-03      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Orange SA                                                                    | ORANGE SA                                                                    | CUSIP: AW5684278<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |      1100000 | PA      | $1377918.23   | 0.17%             | 2032-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                                                           | CNH/USD FWD 20250912 GSILGB2X                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | CN        |            1 | NC      | $68522.46     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev SA/NV                                                   | ANHEUSER-BUSCH INBEV SA/NV                                                   | CUSIP: AX8902105<br>LEI: 5493008H3828EMEXB082 | Long             | DBT              | CORP              | BE        |       300000 | PA      | $328492.56    | 0.04%             | 2031-03-28      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Peru Government Bond                                                         | PERU GOVERNMENT BOND                                                         | CUSIP: AZ1761248<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      3413000 | PA      | $909052.24    | 0.11%             | 2034-08-12      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Fiserv Inc                                                                   | FISERV INC                                                                   | CUSIP: AZ1871211<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |      1000000 | PA      | $1238569.55   | 0.15%             | 2031-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fiserv Inc                                                                   | FISERV INC                                                                   | CUSIP: AZ1871195<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |       100000 | PA      | $109228.95    | 0.01%             | 2030-07-01      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Anglo American Capital PLC                                                   | ANGLO AMERICAN CAPITAL PLC                                                   | CUSIP: AX5433773<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |       850000 | PA      | $1110030.54   | 0.13%             | 2029-03-11      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                               | BNP PARIBAS SA                                                               | CUSIP: AW7468688<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      1000000 | PA      | $1176477.56   | 0.14%             | 2027-01-23      | Variable      | 2.12%                 | No            |                  2 | On Loan: No      |
| Upjohn Finance BV                                                            | UPJOHN FINANCE BV                                                            | CUSIP: BK1183700<br>LEI: 254900OG32E8F3XO5O83 | Long             | DBT              | CORP              | NL        |       420000 | PA      | $480673.57    | 0.06%             | 2027-06-23      | Fixed         | 1.36%                 | No            |                  2 | On Loan: No      |
| Cyprus Government International Bond                                         | CYPRUS GOVERNMENT INTERNATIONAL BOND                                         | CUSIP: ZS3023307<br>LEI: 213800IOEYYAHPDLUL60 | Long             | DBT              | NUSS              | CY        |       642000 | PA      | $625489.33    | 0.07%             | 2049-05-03      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Daimler Truck International Finance BV                                       | DAIMLER TRUCK INTERNATIONAL FINANCE BV                                       | CUSIP: BV5718945<br>LEI: 724500G15MVL6UCWXF95 | Long             | DBT              | CORP              | NL        |       400000 | PA      | $464635.31    | 0.06%             | 2027-04-06      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                        | CHINA GOVERNMENT BOND                                                        | CUSIP: AZ1695297<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |      8300000 | PA      | $1838202.03   | 0.22%             | 2069-06-24      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bangkok Bank PCL/Hong Kong                                                   | BANGKOK BANK PCL/HONG KONG                                                   | CUSIP: ZR6527587<br>LEI: 549300CCL2BKJGMYXV60 | Long             | DBT              | CORP              | TH        |      1340000 | PA      | $1247440.57   | 0.15%             | 2034-09-25      | Variable      | 3.73%                 | No            |                  2 | On Loan: No      |
| Egypt Government International Bond                                          | EGYPT GOVERNMENT INTERNATIONAL BOND                                          | CUSIP: ZS0534033<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      2310000 | PA      | $2527140.36   | 0.30%             | 2031-04-11      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                          | INTESA SANPAOLO SPA                                                          | CUSIP: AZ3706928<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |      1515000 | PA      | $1709855.44   | 0.20%             | 2029-07-04      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                   | CAPITAL ONE FINANCIAL CORP                                                   | CUSIP: 14040HCC7<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |      2100000 | PA      | $2353671.32   | 0.28%             | 2029-06-12      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Serbia International Bond                                                    | SERBIA INTERNATIONAL BOND                                                    | CUSIP: AZ2286302<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |      1791000 | PA      | $1928793.19   | 0.23%             | 2029-06-26      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Westlake Corp                                                                | WESTLAKE CORP                                                                | CUSIP: AZ5984929<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |       880000 | PA      | $972907.54    | 0.12%             | 2029-07-17      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Netflix Inc                                                                  | NETFLIX INC                                                                  | CUSIP: ZS2938422<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |       975000 | PA      | $1199058.28   | 0.14%             | 2029-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Blackstone Property Partners Europe Holdings Sarl                            | BLACKSTONE PROPERTY PARTNERS EUROPE HOLDINGS SARL                            | CUSIP: ZR4791987<br>LEI: 213800Y3B5GQFBGVHP79 | Long             | DBT              | CORP              | LU        |      1700000 | PA      | $1891215.22   | 0.23%             | 2029-03-12      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Hannover Rueck SE                                                            | HANNOVER RUECK SE                                                            | CUSIP: ZR8868088<br>LEI: 529900KIN5BE45V5KB18 | Long             | DBT              | CORP              | DE        |       900000 | PA      | $966066.24    | 0.12%             | 2039-10-09      | Variable      | 1.12%                 | No            |                  2 | On Loan: No      |
| Brazil Notas do Tesouro Nacional Serie F                                     | BRAZIL NOTAS DO TESOURO NACIONAL SERIE F                                     | CUSIP: ZP2084801<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     35118000 | PA      | $5675092.91   | 0.68%             | 2031-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Highland Holdings Sarl                                                       | HIGHLAND HOLDINGS SARL                                                       | CUSIP: BS2119425<br>LEI: 549300WGY8GPJM4PQR36 | Long             | DBT              | CORP              | LU        |       765000 | PA      | $873845.48    | 0.10%             | 2026-12-15      | Fixed         | 0.32%                 | No            |                  2 | On Loan: No      |
| Digi Romania SA                                                              | DIGI ROMANIA SA                                                              | CUSIP: ZP7074161<br>LEI: 3157008PTGOXBWZDVF10 | Long             | DBT              | CORP              | RO        |      1100000 | PA      | $1272490.08   | 0.15%             | 2028-02-05      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                      | INDONESIA TREASURY BOND                                                      | CUSIP: BK8407029<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  50160000000 | PA      | $3080166.95   | 0.37%             | 2026-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                 | THERMO FISHER SCIENTIFIC INC                                                 | CUSIP: ZR7668893<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |       955000 | PA      | $986416.86    | 0.12%             | 2031-10-01      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bond                                          | REPUBLIC OF AUSTRIA GOVERNMENT BOND                                          | CUSIP: ZK2454153<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |      1476000 | PA      | $1602169.85   | 0.19%             | 2053-10-20      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bond                                          | REPUBLIC OF AUSTRIA GOVERNMENT BOND                                          | CUSIP: BH3926764<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |      2080000 | PA      | $1322583.41   | 0.16%             | 2051-03-20      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Hannover Rueck SE                                                            | HANNOVER RUECK SE                                                            | CUSIP: BK2910671<br>LEI: 529900KIN5BE45V5KB18 | Long             | DBT              | CORP              | DE        |       900000 | PA      | $974017.41    | 0.12%             | 2040-10-08      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| Ivory Coast Government International Bond                                    | IVORY COAST GOVERNMENT INTERNATIONAL BOND                                    | CUSIP: ZQ0748892<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |       915000 | PA      | $1021557.78   | 0.12%             | 2031-10-17      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Ivory Coast Government International Bond                                    | IVORY COAST GOVERNMENT INTERNATIONAL BOND                                    | CUSIP: ZQ0630710<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |       875000 | PA      | $878599.78    | 0.11%             | 2040-10-17      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Bulgaria Government International Bond                                       | BULGARIA GOVERNMENT INTERNATIONAL BOND                                       | CUSIP: ZM5000082<br>LEI: 529900PG0XCL4LICL838 | Long             | DBT              | NUSS              | BG        |      2845000 | PA      | $3641736.37   | 0.44%             | 2033-01-27      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ziggo BV                                                                     | ZIGGO BV                                                                     | CUSIP: ZQ1506224<br>LEI: 213800TQASLF9JXH5J59 | Long             | DBT              | CORP              | NL        |       510000 | PA      | $562011.84    | 0.07%             | 2030-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                              | GENERAL MOTORS FINANCIAL CO INC                                              | CUSIP: BG1643058<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      1000000 | PA      | $1165946.69   | 0.14%             | 2026-02-26      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| QNB Finance Ltd                                                              | QNB FINANCE LTD                                                              | CUSIP: ZP9011815<br>LEI: 549300MY0DXTHQEX5O57 | Long             | DBT              | CORP              | KY        |       765000 | PA      | $744748.92    | 0.09%             | 2027-02-12      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Autostrade per l Italia SpA                                                  | AUTOSTRADE PER L'ITALIA SPA                                                  | CUSIP: BT5739391<br>LEI: 815600149448CEB9B230 | Long             | DBT              | CORP              | IT        |       425000 | PA      | $488528.55    | 0.06%             | 2028-01-25      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Deuce Finco Plc                                                              | DEUCE FINCO PLC                                                              | CUSIP: BP8782586<br>LEI: 9845007DA2BC863E8437 | Long             | DBT              | CORP              | GB        |       345000 | PA      | $468923.32    | 0.06%             | 2027-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Cyprus Government International Bond                                         | CYPRUS GOVERNMENT INTERNATIONAL BOND                                         | CUSIP: BH6216213<br>LEI: 213800IOEYYAHPDLUL60 | Long             | DBT              | NUSS              | CY        |       425000 | PA      | $494005.43    | 0.06%             | 2027-04-16      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Tengizchevroil Finance Co International Ltd                                  | TENGIZCHEVROIL FINANCE CO INTERNATIONAL LTD                                  | CUSIP: BK5401421<br>LEI: 5493001VEV2XTJIBZH31 | Long             | DBT              | CORP              | BM        |      1450000 | PA      | $1291870.83   | 0.15%             | 2030-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Santander UK Group Holdings PLC                                              | SANTANDER UK GROUP HOLDINGS PLC                                              | CUSIP: BY5268937<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |       800000 | PA      | $958851.30    | 0.11%             | 2028-08-25      | Variable      | 3.53%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson Euro Finance Sarl                                           | BECTON DICKINSON EURO FINANCE SARL                                           | CUSIP: BN9906858<br>LEI: 549300W40NLZ25XUTH09 | Long             | DBT              | CORP              | LU        |       408000 | PA      | $374414.23    | 0.04%             | 2036-02-12      | Fixed         | 1.21%                 | No            |                  2 | On Loan: No      |
| Deutsche Bundesrepublik Inflation Linked Bond                                | DEUTSCHE BUNDESREPUBLIK INFLATION LINKED BOND                                | CUSIP: EK1581793<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     14458017 | PA      | $16999654.56  | 2.04%             | 2030-04-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| United Group BV                                                              | UNITED GROUP BV                                                              | CUSIP: BQ6035274<br>LEI: 213800PC85O8BJ7DU398 | Long             | DBT              | CORP              | NL        |       650000 | PA      | $761695.98    | 0.09%             | 2028-08-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                  | GOLDMAN SACHS GROUP INC/THE                                                  | CUSIP: BW0484871<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |       545000 | PA      | $725606.54    | 0.09%             | 2029-10-29      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                 | THERMO FISHER SCIENTIFIC INC                                                 | CUSIP: BH4498748<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |       156000 | PA      | $175404.62    | 0.02%             | 2032-04-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Fresenius SE & Co KGaA                                                       | FRESENIUS SE & CO KGAA                                                       | CUSIP: BH4726650<br>LEI: XDFJ0CYCOO1FXRFTQS51 | Long             | DBT              | CORP              | DE        |       415000 | PA      | $480015.74    | 0.06%             | 2027-10-08      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                          | FRENCH REPUBLIC GOVERNMENT BOND OAT                                          | CUSIP: EK2432749<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |      8223000 | PA      | $9673690.68   | 1.16%             | 2030-05-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                 | BARCLAYS PLC                                                                 | CUSIP: BQ8368673<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |       820000 | PA      | $901888.23    | 0.11%             | 2029-08-09      | Variable      | 0.58%                 | No            |                  2 | On Loan: No      |
| Logicor Financing Sarl                                                       | LOGICOR FINANCING SARL                                                       | CUSIP: BN4542633<br>LEI: 254900IS16Q1A2TQFN22 | Long             | DBT              | CORP              | LU        |      1115000 | PA      | $1128144.04   | 0.14%             | 2031-01-14      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Japanese Government CPI Linked Bond                                          | JAPANESE GOVERNMENT CPI LINKED BOND                                          | CUSIP: BW5966526<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    414312670 | PA      | $3003518.71   | 0.36%             | 2032-03-10      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Tesco Corporate Treasury Services PLC                                        | TESCO CORPORATE TREASURY SERVICES PLC                                        | CUSIP: BH9923674<br>LEI: 21380018AJDKNF3A6712 | Long             | DBT              | CORP              | GB        |       950000 | PA      | $1190581.02   | 0.14%             | 2030-04-27      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| VZ Secured Financing BV                                                      | VZ SECURED FINANCING BV                                                      | CUSIP: BT3367799<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | CORP              | NL        |       600000 | PA      | $649472.16    | 0.08%             | 2032-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| Danske Bank A/S                                                              | DANSKE BANK A/S                                                              | CUSIP: BU4373462<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |       500000 | PA      | $585293.91    | 0.07%             | 2027-02-17      | Variable      | 1.38%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                            | JAPAN GOVERNMENT THIRTY YEAR BOND                                            | CUSIP: YW1926073<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    494900000 | PA      | $3025521.09   | 0.36%             | 2054-06-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Banco Comercial Portugues SA                                                 | BANCO COMERCIAL PORTUGUES SA                                                 | CUSIP: BR6434368<br>LEI: JU1U6S0DG9YLT7N8ZV32 | Long             | DBT              | CORP              | PT        |       600000 | PA      | $696168.45    | 0.08%             | 2028-04-07      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| Republic of Cote d Ivoire                                                    | REPUBLIC OF COTE D'IVOIRE                                                    | CUSIP: YQ7565134<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |   1832500000 | PA      | $3261137.56   | 0.39%             | 2028-04-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                               | MORGAN STANLEY                                                               | CUSIP: BZ8087133<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       400000 | PA      | $520083.77    | 0.06%             | 2034-01-25      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| Cellnex Telecom SA                                                           | CELLNEX TELECOM SA                                                           | CUSIP: ZO9508185<br>LEI: 5493008T4YG3AQUI7P67 | Long             | DBT              | CORP              | ES        |      2200000 | PA      | $2409593.32   | 0.29%             | 2030-10-23      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| India Government Bond                                                        | INDIA GOVERNMENT BOND                                                        | CUSIP: BT4506932<br>LEI: 335800IV7VCDQGIOI391 | Long             | DBT              | NUSS              | IN        |    338480000 | PA      | $4010964.32   | 0.48%             | 2032-01-17      | Fixed         | 6.54%                 | No            |                  2 | On Loan: No      |
| Serbia International Bond                                                    | SERBIA INTERNATIONAL BOND                                                    | CUSIP: BJ4188725<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |      5094000 | PA      | $5984677.92   | 0.72%             | 2027-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Santander UK Group Holdings PLC                                              | SANTANDER UK GROUP HOLDINGS PLC                                              | CUSIP: BR3172219<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |      1050000 | PA      | $1150268.18   | 0.14%             | 2029-09-13      | Variable      | 0.60%                 | No            |                  2 | On Loan: No      |
| Slovenia Government Bond                                                     | SLOVENIA GOVERNMENT BOND                                                     | CUSIP: BN3326814<br>LEI: 485100000LWQHIX4XX88 | Long             | DBT              | NUSS              | SI        |       955000 | PA      | $981577.18    | 0.12%             | 2031-02-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                             | DUKE ENERGY CORP                                                             | CUSIP: 26441CCD5<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |       685000 | PA      | $818305.26    | 0.10%             | 2031-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                   | VERIZON COMMUNICATIONS INC                                                   | CUSIP: 92343VFJ8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |       835000 | PA      | $839315.53    | 0.10%             | 2033-05-18      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Sydney Airport Finance Co Pty Ltd                                            | SYDNEY AIRPORT FINANCE CO PTY LTD                                            | CUSIP: ZK1417490<br>LEI: 549300MJAANHLHOVTO40 | Long             | DBT              | CORP              | AU        |      1355000 | PA      | $1674140.71   | 0.20%             | 2033-05-03      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Banco de Sabadell SA                                                         | BANCO DE SABADELL SA                                                         | CUSIP: BP9815211<br>LEI: SI5RG2M0WQQLZCXKRM20 | Long             | DBT              | CORP              | ES        |      1100000 | PA      | $1255252.97   | 0.15%             | 2028-06-16      | Variable      | 0.88%                 | No            |                  2 | On Loan: No      |
| Czech Republic Government Bond                                               | CZECH REPUBLIC GOVERNMENT BOND                                               | CUSIP: BH2499433<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    424300000 | PA      | $13642387.00  | 1.64%             | 2040-04-24      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Iceland Government International Bond                                        | ICELAND GOVERNMENT INTERNATIONAL BOND                                        | CUSIP: BN7922691<br>LEI: 549300K5GD3JPA2LLG98 | Long             | DBT              | NUSS              | IS        |      2249000 | PA      | $2480668.16   | 0.30%             | 2028-04-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                            | NATWEST GROUP PLC                                                            | CUSIP: BR3367546<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |       850000 | PA      | $961207.20    | 0.12%             | 2032-09-14      | Variable      | 1.04%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                        | CHINA GOVERNMENT BOND                                                        | CUSIP: BR8945304<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     34000000 | PA      | $6289459.55   | 0.75%             | 2051-10-18      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                      | INDONESIA TREASURY BOND                                                      | CUSIP: ZH8062890<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  30900000000 | PA      | $1942222.00   | 0.23%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                 | COMCAST CORP                                                                 | CUSIP: 20030NDX6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      1000000 | PA      | $1144425.54   | 0.14%             | 2026-09-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Bulgaria Government International Bond                                       | BULGARIA GOVERNMENT INTERNATIONAL BOND                                       | CUSIP: ZO4964201<br>LEI: 529900PG0XCL4LICL838 | Long             | DBT              | NUSS              | BG        |       277000 | PA      | $289096.41    | 0.03%             | 2030-09-23      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Cyprus Government International Bond                                         | CYPRUS GOVERNMENT INTERNATIONAL BOND                                         | CUSIP: BT4945783<br>LEI: 213800IOEYYAHPDLUL60 | Long             | DBT              | NUSS              | CY        |      2546000 | PA      | $2673272.74   | 0.32%             | 2032-01-20      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| TK Elevator Midco GmbH                                                       | TK ELEVATOR MIDCO GMBH                                                       | CUSIP: BK2987372<br>LEI: 254900K869UN2ZWVB351 | Long             | DBT              | CORP              | DE        |       490000 | PA      | $575850.63    | 0.07%             | 2027-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| National Grid Electricity Distribution East Midlands PLC                     | NATIONAL GRID ELECTRICITY DISTRIBUTION EAST MIDLANDS PLC                     | CUSIP: BY9532213<br>LEI: 549300KXFU5Q7NZE9L79 | Long             | DBT              | CORP              | GB        |       390000 | PA      | $469737.01    | 0.06%             | 2028-09-20      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| Autostrade per l Italia SpA                                                  | AUTOSTRADE PER L'ITALIA SPA                                                  | CUSIP: BN4840177<br>LEI: 815600149448CEB9B230 | Long             | DBT              | CORP              | IT        |      1067000 | PA      | $1197271.75   | 0.14%             | 2030-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Life Global Funding I                                           | METROPOLITAN LIFE GLOBAL FUNDING I                                           | CUSIP: ZM1986599<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |       650000 | PA      | $907640.10    | 0.11%             | 2030-01-10      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bond                                           | KINGDOM OF BELGIUM GOVERNMENT BOND                                           | CUSIP: ZL0747895<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |      4459000 | PA      | $4665777.14   | 0.56%             | 2054-06-22      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                                     | MALAYSIA GOVERNMENT BOND                                                     | CUSIP: BJ9810216<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |      8407000 | PA      | $2016870.61   | 0.24%             | 2050-06-15      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                                                  | AMERICAN HONDA FINANCE CORP                                                  | CUSIP: BM6819999<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |       796000 | PA      | $1037036.42   | 0.12%             | 2026-11-25      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                   | ABBVIE INC                                                                   | CUSIP: 00287YDP1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |       995000 | PA      | $1172587.68   | 0.14%             | 2028-11-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                     | FORD MOTOR CREDIT CO LLC                                                     | CUSIP: ZM8874665<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |       375000 | PA      | $457536.39    | 0.05%             | 2027-08-03      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                            | JAPAN GOVERNMENT THIRTY YEAR BOND                                            | CUSIP: BX7150259<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   1095500000 | PA      | $5531322.18   | 0.66%             | 2052-06-20      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Wynn Macau Ltd                                                               | WYNN MACAU LTD                                                               | CUSIP: BK0125967<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |       980000 | PA      | $981039.49    | 0.12%             | 2026-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Mexican Udibonos                                                             | MEXICAN UDIBONOS                                                             | CUSIP: ZD7734878<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     84733833 | PA      | $4201236.67   | 0.50%             | 2034-08-24      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Elisa Oyj                                                                    | ELISA OYJ                                                                    | CUSIP: ZO3887429<br>LEI: 743700TU2S3DXWGU7H32 | Long             | DBT              | CORP              | FI        |       435000 | PA      | $487828.03    | 0.06%             | 2027-09-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Bonos de la Tesoreria de la Republica en pesos                               | BONOS DE LA TESORERIA DE LA REPUBLICA EN PESOS                               | CUSIP: ZH7377901<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   4575000000 | PA      | $4992531.85   | 0.60%             | 2034-10-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Medtronic Global Holdings SCA                                                | MEDTRONIC GLOBAL HOLDINGS SCA                                                | CUSIP: ZO6400725<br>LEI: 549300JXMTTP8GKYIX14 | Long             | DBT              | CORP              | LU        |       554000 | PA      | $606792.46    | 0.07%             | 2028-10-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Ivory Coast Government International Bond                                    | IVORY COAST GOVERNMENT INTERNATIONAL BOND                                    | CUSIP: BM7280613<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |       142000 | PA      | $150170.10    | 0.02%             | 2032-01-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Czech Republic Government Bond                                               | CZECH REPUBLIC GOVERNMENT BOND                                               | CUSIP: BU6855664<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    177690000 | PA      | $7983597.15   | 0.96%             | 2035-05-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                    | TORONTO-DOMINION BANK/THE                                                    | CUSIP: BY0601801<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |       400000 | PA      | $472032.84    | 0.06%             | 2027-08-03      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| North Macedonia Government International Bond                                | NORTH MACEDONIA GOVERNMENT INTERNATIONAL BOND                                | CUSIP: ZL4431231<br>LEI: 635400RD1N6RVNCE4958 | Long             | DBT              | NUSS              | MK        |       860000 | PA      | $1063705.05   | 0.13%             | 2027-03-13      | Fixed         | 6.96%                 | No            |                  2 | On Loan: No      |
| Verisure Holding AB                                                          | VERISURE HOLDING AB                                                          | CUSIP: BK4334524<br>LEI: 549300VQQCWGISM3N408 | Long             | DBT              | CORP              | SE        |       260000 | PA      | $305501.33    | 0.04%             | 2026-07-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                            | ITALY BUONI POLIENNALI DEL TESORO                                            | CUSIP: ZL1063680<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      3369000 | PA      | $4121869.61   | 0.49%             | 2053-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Banque Stellantis France SACA                                                | BANQUE STELLANTIS FRANCE SACA                                                | CUSIP: ZJ7883276<br>LEI: 969500JK1O192KI3E882 | Long             | DBT              | CORP              | FR        |       400000 | PA      | $481244.40    | 0.06%             | 2027-01-21      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| IMA Industria Macchine Automatiche SpA                                       | IMA INDUSTRIA MACCHINE AUTOMATICHE SPA                                       | CUSIP: BM9457516<br>LEI: 815600D86992FDA7B908 | Long             | DBT              | CORP              | IT        |       500000 | PA      | $582938.01    | 0.07%             | 2028-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Czech Republic Government Bond                                               | CZECH REPUBLIC GOVERNMENT BOND                                               | CUSIP: ZK1433224<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    184890000 | PA      | $9294401.79   | 1.11%             | 2034-04-14      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Heathrow Funding Ltd                                                         | HEATHROW FUNDING LTD                                                         | CUSIP: ZO8191934<br>LEI: 7TI96JO3DYEIQWZ7Z726 | Long             | DBT              | CORP              | JE        |      1390000 | PA      | $1758912.75   | 0.21%             | 2029-10-13      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Morocco Government International Bond                                        | MOROCCO GOVERNMENT INTERNATIONAL BOND                                        | CUSIP: ZO6408280<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |      1937000 | PA      | $2262243.13   | 0.27%             | 2026-03-30      | Fixed         | 1.38%                 | No            |                  2 | On Loan: —       |
| Avinor AS                                                                    | AVINOR AS                                                                    | CUSIP: ZO6396162<br>LEI: 5967007LIEEXZX8ZW078 | Long             | DBT              | CORP              | NO        |      1185000 | PA      | $1244642.11   | 0.15%             | 2030-10-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Lorca Telecom Bondco SA                                                      | LORCA TELECOM BONDCO SA                                                      | CUSIP: ZO5675947<br>LEI: 9598004HFBAS82YM7X35 | Long             | DBT              | CORP              | ES        |      1200000 | PA      | $1411631.72   | 0.17%             | 2027-09-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Inter Media and Communication SpA                                            | INTER MEDIA AND COMMUNICATION SPA                                            | CUSIP: BT7211423<br>LEI: 81560082CE2ED97AFD36 | Long             | DBT              | CORP              | IT        |       903583 | PA      | $1082336.72   | 0.13%             | 2027-02-09      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bond                                                    | SINGAPORE GOVERNMENT BOND                                                    | CUSIP: BM0763284<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |      7340000 | PA      | $5741709.95   | 0.69%             | 2025-11-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                      | BPCE SA                                                                      | CUSIP: BN3350699<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |      1100000 | PA      | $1114859.00   | 0.13%             | 2031-01-14      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Czechoslovak Group AS                                                        | CZECHOSLOVAK GROUP AS                                                        | CUSIP: YN6473220<br>LEI: 315700SWFD7G70AVG768 | Long             | DBT              | CORP              | CZ        |       370000 | PA      | $373679.38    | 0.04%             | 2031-01-10      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Hungary Government Bond                                                      | HUNGARY GOVERNMENT BOND                                                      | CUSIP: ZO9985268<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    320290000 | PA      | $691238.64    | 0.08%             | 2033-04-20      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Verisure Holding AB                                                          | VERISURE HOLDING AB                                                          | CUSIP: BZ3111714<br>LEI: 549300VQQCWGISM3N408 | Long             | DBT              | CORP              | SE        |       480000 | PA      | $588626.33    | 0.07%             | 2027-10-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Santander UK Group Holdings PLC                                              | SANTANDER UK GROUP HOLDINGS PLC                                              | CUSIP: BT4299181<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |       530000 | PA      | $685672.99    | 0.08%             | 2029-01-17      | Variable      | 2.42%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                 | UBS GROUP AG                                                                 | CUSIP: BV3327780<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |       515000 | PA      | $592236.45    | 0.07%             | 2032-04-02      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| Bulgaria Government International Bond                                       | BULGARIA GOVERNMENT INTERNATIONAL BOND                                       | CUSIP: YO0398108<br>LEI: 529900PG0XCL4LICL838 | Long             | DBT              | NUSS              | BG        |      2225000 | PA      | $2650333.05   | 0.32%             | 2034-05-07      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                            | NATWEST GROUP PLC                                                            | CUSIP: BR3767174<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |       850000 | PA      | $937567.51    | 0.11%             | 2029-09-14      | Variable      | 0.67%                 | No            |                  2 | On Loan: No      |
| Brambles Finance PLC                                                         | BRAMBLES FINANCE PLC                                                         | CUSIP: ZL5103201<br>LEI: 213800MBRRUVQIONAN53 | Long             | DBT              | CORP              | GB        |      1430000 | PA      | $1779775.73   | 0.21%             | 2031-03-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| QatarEnergy                                                                  | QATARENERGY                                                                  | CUSIP: BQ3267193<br>LEI: 254900QTESJKJ3P87J26 | Long             | DBT              | CORP              | QA        |       850000 | PA      | $628549.50    | 0.08%             | 2041-07-12      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bond                                                    | SINGAPORE GOVERNMENT BOND                                                    | CUSIP: EK3442887<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |      6694000 | PA      | $5471654.01   | 0.66%             | 2029-07-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                            | JAPAN GOVERNMENT THIRTY YEAR BOND                                            | CUSIP: BV8018210<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   1637000000 | PA      | $7649071.63   | 0.92%             | 2052-03-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                               | BNP PARIBAS SA                                                               | CUSIP: ZM1980592<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |       500000 | PA      | $612534.00    | 0.07%             | 2031-01-10      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                 | BARCLAYS PLC                                                                 | CUSIP: ZM2318578<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |       790000 | PA      | $1137051.65   | 0.14%             | 2031-01-31      | Variable      | 6.37%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                     | THAILAND GOVERNMENT BOND                                                     | CUSIP: ZF0235696<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |     38000000 | PA      | $1285524.87   | 0.15%             | 2034-06-17      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Kane Bidco Ltd                                                               | KANE BIDCO LTD                                                               | CUSIP: BT7270023<br>LEI: 213800IT8MD1MLYZWC24 | Long             | DBT              | CORP              | JE        |       500000 | PA      | $593598.45    | 0.07%             | 2027-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                            | ITALY BUONI POLIENNALI DEL TESORO                                            | CUSIP: BS1324091<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      3600000 | PA      | $3712791.30   | 0.45%             | 2032-06-01      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| Fiserv Inc                                                                   | FISERV INC                                                                   | CUSIP: ZK6853038<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |      1760000 | PA      | $2191032.23   | 0.26%             | 2031-05-24      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                              | DANSKE BANK A/S                                                              | CUSIP: BP8975669<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |       560000 | PA      | $621722.01    | 0.07%             | 2029-06-09      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| TDC Net A/S                                                                  | TDC NET A/S                                                                  | CUSIP: BW6420671<br>LEI: 549300SH2G3R15Y3FX20 | Long             | DBT              | CORP              | DK        |       365000 | PA      | $447932.33    | 0.05%             | 2028-05-31      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Finance I BV                                        | THERMO FISHER SCIENTIFIC FINANCE I BV                                        | CUSIP: BR7759565<br>LEI: 549300SM0PJC1F3RPL91 | Long             | DBT              | CORP              | NL        |       593000 | PA      | $626513.47    | 0.08%             | 2030-10-18      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Mondelez International Holdings Netherlands BV                               | MONDELEZ INTERNATIONAL HOLDINGS NETHERLANDS BV                               | CUSIP: BR2463874<br>LEI: 549300CW356R8I7N8D33 | Long             | DBT              | CORP              | NL        |       389000 | PA      | $414425.64    | 0.05%             | 2029-09-09      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Spain Government Bond                                                        | SPAIN GOVERNMENT BOND                                                        | CUSIP: BU3617661<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      9895000 | PA      | $7707407.83   | 0.92%             | 2052-10-31      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                 | ING GROEP NV                                                                 | CUSIP: BU3958644<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |      1500000 | PA      | $1753673.06   | 0.21%             | 2027-02-16      | Variable      | 1.25%                 | No            |                  2 | On Loan: No      |
| Freeport Indonesia PT                                                        | FREEPORT INDONESIA PT                                                        | CUSIP: BV7716632<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |      1430000 | PA      | $1433486.05   | 0.17%             | 2027-04-14      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                        | CHINA GOVERNMENT BOND                                                        | CUSIP: YW4797141<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     30280000 | PA      | $4714365.86   | 0.57%             | 2054-07-25      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                 | BARCLAYS PLC                                                                 | CUSIP: BT3324469<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |       425000 | PA      | $487937.81    | 0.06%             | 2028-01-28      | Variable      | 0.88%                 | No            |                  2 | On Loan: No      |
| VF Corp                                                                      | VF CORP                                                                      | CUSIP: ZL2092415<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | DBT              | CORP              | US        |       669000 | PA      | $783083.84    | 0.09%             | 2026-03-07      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Colombian TES                                                                | COLOMBIAN TES                                                                | CUSIP: BQ2333632<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   3410000000 | PA      | $677496.87    | 0.08%             | 2031-03-26      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Hungary Government International Bond                                        | HUNGARY GOVERNMENT INTERNATIONAL BOND                                        | CUSIP: ZN3745520<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |      1557000 | PA      | $1906479.43   | 0.23%             | 2027-02-22      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                                 | CAIXABANK SA                                                                 | CUSIP: ZN4073278<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |       400000 | PA      | $504751.58    | 0.06%             | 2033-02-23      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa Government Bond                                     | REPUBLIC OF SOUTH AFRICA GOVERNMENT BOND                                     | CUSIP: EJ7500097<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    115520000 | PA      | $6238764.03   | 0.75%             | 2032-03-31      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Stadshypotek AB                                                              | STADSHYPOTEK AB                                                              | CUSIP: YV4085770<br>LEI: 549300UOX05QGUJJ5707 | Long             | DBT              | CORP              | SE        |     26000000 | PA      | $2750104.11   | 0.33%             | 2030-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                            | JAPAN GOVERNMENT THIRTY YEAR BOND                                            | CUSIP: BZ6879135<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   1208200000 | PA      | $6230236.14   | 0.75%             | 2052-09-20      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Japanese Government CPI Linked Bond                                          | JAPANESE GOVERNMENT CPI LINKED BOND                                          | CUSIP: BP5432623<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    952431966 | PA      | $7062699.21   | 0.85%             | 2031-03-10      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Serbia International Bond                                                    | SERBIA INTERNATIONAL BOND                                                    | CUSIP: BR4452776<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |      4900000 | PA      | $5345830.90   | 0.64%             | 2028-09-23      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Vmed O2 UK Financing I PLC                                                   | VMED O2 UK FINANCING I PLC                                                   | CUSIP: BQ1812974<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |      1095000 | PA      | $1343352.50   | 0.16%             | 2031-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                 | ING GROEP NV                                                                 | CUSIP: BR5783591<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |       400000 | PA      | $448209.98    | 0.05%             | 2028-09-29      | Variable      | 0.38%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                        | ATHENE GLOBAL FUNDING                                                        | CUSIP: BT3337438<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |      1045000 | PA      | $1197241.82   | 0.14%             | 2027-01-08      | Fixed         | 0.83%                 | No            |                  2 | On Loan: No      |
| RTE Reseau de Transport d Electricite SADIR                                  | RTE RESEAU DE TRANSPORT D'ELECTRICITE SADIR                                  | CUSIP: BT3086084<br>LEI: 969500JRJW0K2ET1UP76 | Long             | DBT              | CORP              | FR        |      1100000 | PA      | $1035857.43   | 0.12%             | 2034-01-12      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                 | BARCLAYS PLC                                                                 | CUSIP: ZN5681905<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |       460000 | PA      | $594926.47    | 0.07%             | 2034-01-29      | Variable      | 5.26%                 | No            |                  2 | On Loan: No      |
| Volkswagen Financial Services AG                                             | VOLKSWAGEN FINANCIAL SERVICES AG                                             | CUSIP: BQ8993702<br>LEI: 529900SSGT49ZZSWYE62 | Long             | DBT              | CORP              | DE        |       825000 | PA      | $854307.35    | 0.10%             | 2030-02-12      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Severn Trent Utilities Finance PLC                                           | SEVERN TRENT UTILITIES FINANCE PLC                                           | CUSIP: ZN5947595<br>LEI: 213800KY9PT6WBH33232 | Long             | DBT              | CORP              | GB        |       960000 | PA      | $1239430.47   | 0.15%             | 2034-11-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                          | FRENCH REPUBLIC GOVERNMENT BOND OAT                                          | CUSIP: ZB4289912<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |        43000 | PA      | $51173.56     | 0.01%             | 2030-02-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                        | CHINA GOVERNMENT BOND                                                        | CUSIP: BV8098048<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     44000000 | PA      | $7889367.76   | 0.95%             | 2052-04-15      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| Holding d Infrastructures de Transport SASU                                  | HOLDING D'INFRASTRUCTURES DE TRANSPORT SASU                                  | CUSIP: BT4316647<br>LEI: 9695004S3RCE0Q5V8G28 | Long             | DBT              | CORP              | FR        |      1300000 | PA      | $1387129.18   | 0.17%             | 2031-01-18      | Fixed         | 1.48%                 | No            |                  2 | On Loan: No      |
| Asian Infrastructure Investment Bank/The                                     | ASIAN INFRASTRUCTURE INVESTMENT BANK/THE                                     | CUSIP: ZD2723355<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | CORP              | N/A       |     60000000 | PA      | $709001.87    | 0.08%             | 2029-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| India Government Bond                                                        | INDIA GOVERNMENT BOND                                                        | CUSIP: BY4725150<br>LEI: 335800IV7VCDQGIOI391 | Long             | DBT              | NUSS              | IN        |    534200000 | PA      | $6570713.76   | 0.79%             | 2032-08-22      | Fixed         | 7.26%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                   | US BANCORP                                                                   | CUSIP: 902973BE5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |      1175000 | PA      | $1425613.99   | 0.17%             | 2032-05-21      | Variable      | 4.01%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                      | INDONESIA TREASURY BOND                                                      | CUSIP: BY4236745<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  20302000000 | PA      | $1257010.80   | 0.15%             | 2028-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                      | INDONESIA TREASURY BOND                                                      | CUSIP: BY4236786<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 159579000000 | PA      | $10060701.55  | 1.21%             | 2033-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Banco de Sabadell SA                                                         | BANCO DE SABADELL SA                                                         | CUSIP: BS3554588<br>LEI: SI5RG2M0WQQLZCXKRM20 | Long             | DBT              | CORP              | ES        |       400000 | PA      | $471768.98    | 0.06%             | N/A             | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| DP World Ltd/United Arab Emirates                                            | DP WORLD LTD/UNITED ARAB EMIRATES                                            | CUSIP: YS1306242<br>LEI: 549300M3U2DNF4QVSS04 | Long             | DBT              | CORP              | AE        |      2100000 | PA      | $2134293.86   | 0.26%             | 2029-12-24      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Chorus Ltd                                                                   | CHORUS LTD                                                                   | CUSIP: BY6622025<br>LEI: R7NJHU48LTCIOB9BVU57 | Long             | DBT              | CORP              | NZ        |       790000 | PA      | $953416.95    | 0.11%             | 2029-09-07      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                     | CANADIAN GOVERNMENT BOND                                                     | CUSIP: 135087Q98<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     18027000 | PA      | $13813705.86  | 1.66%             | 2029-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TDC Net A/S                                                                  | TDC NET A/S                                                                  | CUSIP: ZM6549871<br>LEI: 549300SH2G3R15Y3FX20 | Long             | DBT              | CORP              | DK        |       645000 | PA      | $808069.22    | 0.10%             | 2030-02-06      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                          | UNITED KINGDOM GILT                                                          | CUSIP: ZF2680865<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     18639000 | PA      | $22228094.53  | 2.66%             | 2054-07-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson & Co                                                        | BECTON DICKINSON & CO                                                        | CUSIP: ZF8249137<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |       583000 | PA      | $701145.89    | 0.08%             | 2031-02-08      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| Knorr-Bremse AG                                                              | KNORR-BREMSE AG                                                              | CUSIP: BY9998059<br>LEI: 5299001GRRO0Z25YZT52 | Long             | DBT              | CORP              | DE        |       400000 | PA      | $478610.51    | 0.06%             | 2027-09-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Autoliv Inc                                                                  | AUTOLIV INC                                                                  | CUSIP: ZL4428229<br>LEI: A23RUXWKASG834LTMK28 | Long             | DBT              | CORP              | US        |       375000 | PA      | $456401.14    | 0.05%             | 2028-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                        | BANQUE FEDERATIVE DU CREDIT MUTUEL SA                                        | CUSIP: ZM2632598<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |       900000 | PA      | $1141924.76   | 0.14%             | 2033-01-13      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                            | HSBC HOLDINGS PLC                                                            | CUSIP: ZL4423592<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |       830000 | PA      | $1013932.01   | 0.12%             | 2028-03-10      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                          | INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT                          | CUSIP: ZK0871929<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | N/A       |    119100000 | PA      | $1379649.07   | 0.17%             | 2030-04-17      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Volkswagen Bank GmbH                                                         | VOLKSWAGEN BANK GMBH                                                         | CUSIP: ZK3696398<br>LEI: 529900GJD3OQLRZCKW37 | Long             | DBT              | CORP              | DE        |       400000 | PA      | $489263.89    | 0.06%             | 2028-05-03      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Sartorius Finance BV                                                         | SARTORIUS FINANCE BV                                                         | CUSIP: ZI6854254<br>LEI: 529900JCAKTMRXK9EA58 | Long             | DBT              | CORP              | NL        |       600000 | PA      | $740157.81    | 0.09%             | 2032-09-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                     | THAILAND GOVERNMENT BOND                                                     | CUSIP: YS5614815<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    109900000 | PA      | $3440957.23   | 0.41%             | 2028-04-17      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| New South Wales Treasury Corp                                                | NEW SOUTH WALES TREASURY CORP                                                | CUSIP: EK4579513<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |      9397400 | PA      | $6219101.30   | 0.75%             | 2026-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                                 | CAIXABANK SA                                                                 | CUSIP: BY7751344<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |       600000 | PA      | $734538.99    | 0.09%             | 2029-09-07      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                            | JAPAN GOVERNMENT THIRTY YEAR BOND                                            | CUSIP: EK4826393<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   1759900000 | PA      | $11048488.56  | 1.32%             | 2044-09-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                        | CHINA GOVERNMENT BOND                                                        | CUSIP: BY2971822<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     60000000 | PA      | $8975460.08   | 1.08%             | 2032-08-15      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| Eurobank SA                                                                  | EUROBANK SA                                                                  | CUSIP: YT7856818<br>LEI: 213800KGF4EFNUQKAT69 | Long             | DBT              | CORP              | GR        |      1450000 | PA      | $1704248.44   | 0.20%             | 2030-03-12      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                 | UBS GROUP AG                                                                 | CUSIP: ZN2761189<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      1200000 | PA      | $1591999.43   | 0.19%             | 2029-03-01      | Variable      | 7.75%                 | No            |                  2 | On Loan: No      |
| Mexican Bonos                                                                | MEXICAN BONOS                                                                | CUSIP: ZN7935812<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     37499000 | PA      | $1826119.45   | 0.22%             | 2033-05-26      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                     | FORD MOTOR CREDIT CO LLC                                                     | CUSIP: 345397D75<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      1450000 | PA      | $1785281.58   | 0.21%             | 2029-02-20      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                            | ITALY BUONI POLIENNALI DEL TESORO                                            | CUSIP: YV6828441<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      3125000 | PA      | $3687314.06   | 0.44%             | 2054-10-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                      | INDONESIA TREASURY BOND                                                      | CUSIP: YS3288018<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  46004000000 | PA      | $2877835.69   | 0.34%             | 2040-08-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Japanese Government CPI Linked Bond                                          | JAPANESE GOVERNMENT CPI LINKED BOND                                          | CUSIP: YX2181320<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   2881790432 | PA      | $20386158.33  | 2.44%             | 2034-03-10      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Loxam SAS                                                                    | LOXAM SAS                                                                    | CUSIP: ZK3486816<br>LEI: 969500BNA2YRNE1R5K91 | Long             | DBT              | CORP              | FR        |       645000 | PA      | $782761.03    | 0.09%             | 2028-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Estonia Government International Bond                                        | ESTONIA GOVERNMENT INTERNATIONAL BOND                                        | CUSIP: ZF2399987<br>LEI: 254900EIG0O7C6C9R437 | Long             | DBT              | NUSS              | EE        |      3825000 | PA      | $4532656.30   | 0.54%             | 2034-01-17      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Japan Government Forty Year Bond                                             | JAPAN GOVERNMENT FORTY YEAR BOND                                             | CUSIP: ZK7862673<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   1654750000 | PA      | $7042440.42   | 0.84%             | 2063-03-20      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Japanese Government CPI Linked Bond                                          | JAPANESE GOVERNMENT CPI LINKED BOND                                          | CUSIP: ZK7608597<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    308357000 | PA      | $2208230.55   | 0.26%             | 2033-03-10      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Lithuania Government International Bond                                      | LITHUANIA GOVERNMENT INTERNATIONAL BOND                                      | CUSIP: ZF8314725<br>LEI: 529900F7Y171QF1RSU09 | Long             | DBT              | NUSS              | LT        |      1565000 | PA      | $1875351.80   | 0.22%             | 2034-02-13      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| Lithuania Government International Bond                                      | LITHUANIA GOVERNMENT INTERNATIONAL BOND                                      | CUSIP: ZK9039973<br>LEI: 529900F7Y171QF1RSU09 | Long             | DBT              | NUSS              | LT        |      5040000 | PA      | $6251387.06   | 0.75%             | 2033-06-14      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government Bond                                           | REPUBLIC OF POLAND GOVERNMENT BOND                                           | CUSIP: ZB2921763<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      7620000 | PA      | $2050899.68   | 0.25%             | 2034-10-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Gruenenthal GmbH                                                             | GRUENENTHAL GMBH                                                             | CUSIP: ZK2439899<br>LEI: 529900SH895E31PGLA72 | Long             | DBT              | CORP              | DE        |       600000 | PA      | $745366.71    | 0.09%             | 2030-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Saudi Government International Bond                                          | SAUDI GOVERNMENT INTERNATIONAL BOND                                          | CUSIP: YR7975620<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |      3850000 | PA      | $4525275.39   | 0.54%             | 2032-03-05      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                              | DANSKE BANK A/S                                                              | CUSIP: ZH9043782<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |       380000 | PA      | $466644.89    | 0.06%             | 2028-11-09      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                              | INTER-AMERICAN DEVELOPMENT BANK                                              | CUSIP: ZH0461629<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | CORP              | N/A       |     96000000 | PA      | $1154014.93   | 0.14%             | 2030-10-06      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                                           | BANCO BILBAO VIZCAYA ARGENTARIA SA                                           | CUSIP: ZK9151877<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |       400000 | PA      | $503573.63    | 0.06%             | 2033-09-15      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bond                             | REPUBLIC OF POLAND GOVERNMENT INTERNATIONAL BOND                             | CUSIP: ZF1455764<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      2485000 | PA      | $2999381.92   | 0.36%             | 2034-01-11      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Brazil Notas do Tesouro Nacional Serie F                                     | BRAZIL NOTAS DO TESOURO NACIONAL SERIE F                                     | CUSIP: ZF1603256<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     72910000 | PA      | $11076720.41  | 1.33%             | 2035-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| TUI Cruises GmbH                                                             | TUI CRUISES GMBH                                                             | CUSIP: YT3431608<br>LEI: 529900SVD83QUUIZYY18 | Long             | DBT              | CORP              | DE        |       500000 | PA      | $592037.67    | 0.07%             | 2030-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                     | THAILAND GOVERNMENT BOND                                                     | CUSIP: YW0745359<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    245466000 | PA      | $7898176.01   | 0.95%             | 2029-11-17      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bond                             | REPUBLIC OF POLAND GOVERNMENT INTERNATIONAL BOND                             | CUSIP: YU5018814<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |       643000 | PA      | $746807.86    | 0.09%             | 2039-10-22      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Spain Government Bond                                                        | SPAIN GOVERNMENT BOND                                                        | CUSIP: YW0791759<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      2980000 | PA      | $3591203.21   | 0.43%             | 2031-07-30      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Spain Government Bond                                                        | SPAIN GOVERNMENT BOND                                                        | CUSIP: YS8297204<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      3971000 | PA      | $4672915.03   | 0.56%             | 2035-04-30      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                      | INDONESIA TREASURY BOND                                                      | CUSIP: YW8260831<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  41067000000 | PA      | $2552616.96   | 0.31%             | 2035-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Swedbank Hypotek AB                                                          | SWEDBANK HYPOTEK AB                                                          | CUSIP: YR4115675<br>LEI: 549300TJREQ7GHIXWR36 | Long             | DBT              | CORP              | SE        |     24800000 | PA      | $2674055.96   | 0.32%             | 2030-10-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Equinix Europe 2 Financing Corp LLC                                          | EQUINIX EUROPE 2 FINANCING CORP LLC                                          | CUSIP: YV4275165<br>LEI: 254900FSZR46BPMCKI50 | Long             | DBT              | CORP              | US        |      1245000 | PA      | $1450885.02   | 0.17%             | 2033-09-03      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Czech Republic Government Bond                                               | CZECH REPUBLIC GOVERNMENT BOND                                               | CUSIP: YW5764355<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    198880000 | PA      | $8933322.11   | 1.07%             | 2036-06-03      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Morocco Government International Bond                                        | MOROCCO GOVERNMENT INTERNATIONAL BOND                                        | CUSIP: YQ5985300<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |      5374000 | PA      | $6426716.29   | 0.77%             | 2029-04-02      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Morocco Government International Bond                                        | MOROCCO GOVERNMENT INTERNATIONAL BOND                                        | CUSIP: YQ5985318<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |      2820000 | PA      | $3332342.29   | 0.40%             | 2035-04-02      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Aldar Properties PJSC                                                        | ALDAR PROPERTIES PJSC                                                        | CUSIP: YS4097384<br>LEI: 98450048CD8AEF13B480 | Long             | DBT              | CORP              | AE        |      1100000 | PA      | $1118764.35   | 0.13%             | 2055-04-15      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| Nordea Hypotek AB                                                            | NORDEA HYPOTEK AB                                                            | CUSIP: YQ8698728<br>LEI: 5493000K2HPWIF6MFO29 | Long             | DBT              | CORP              | SE        |     24000000 | PA      | $2587009.69   | 0.31%             | 2030-11-26      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Montenegro Government International Bond                                     | MONTENEGRO GOVERNMENT INTERNATIONAL BOND                                     | CUSIP: YQ6749929<br>LEI: 747800V014106FYLL014 | Long             | DBT              | NUSS              | ME        |      2020000 | PA      | $2359842.98   | 0.28%             | 2032-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Itelyum Regeneration Spa                                                     | ITELYUM REGENERATION SPA                                                     | CUSIP: YQ6752717<br>LEI: 815600051FBC23AA8A45 | Long             | DBT              | CORP              | IT        |       350000 | PA      | $415580.76    | 0.05%             | 2030-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Ireland Government Bond                                                      | IRELAND GOVERNMENT BOND                                                      | CUSIP: EK7325393<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |       687000 | PA      | $652094.98    | 0.08%             | 2045-02-18      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bond                                           | KINGDOM OF BELGIUM GOVERNMENT BOND                                           | CUSIP: EK7448872<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |     14681000 | PA      | $15776845.41  | 1.89%             | 2031-06-22      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Japanese Government CPI Linked Bond                                          | JAPANESE GOVERNMENT CPI LINKED BOND                                          | CUSIP: YO7824296<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    713024700 | PA      | $4987187.03   | 0.60%             | 2035-03-10      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| APA Infrastructure Ltd                                                       | APA INFRASTRUCTURE LTD                                                       | CUSIP: EK8055387<br>LEI: 261700SS8OEHDOCOUJ33 | Long             | DBT              | CORP              | AU        |       410000 | PA      | $478622.52    | 0.06%             | 2027-03-22      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Slovenia Government Bond                                                     | SLOVENIA GOVERNMENT BOND                                                     | CUSIP: EK8128572<br>LEI: 485100000LWQHIX4XX88 | Long             | DBT              | NUSS              | SI        |      1625000 | PA      | $1677240.79   | 0.20%             | 2035-03-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: —       |
| APA Infrastructure Ltd                                                       | APA INFRASTRUCTURE LTD                                                       | CUSIP: EK8055262<br>LEI: 261700SS8OEHDOCOUJ33 | Long             | DBT              | CORP              | AU        |       940000 | PA      | $1210770.37   | 0.15%             | 2030-03-22      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Sweden Inflation Linked Bond                                                 | SWEDEN INFLATION LINKED BOND                                                 | CUSIP: EK8767221<br>LEI: ERE94C0BSULG2RM19605 | Long             | DBT              | NUSS              | SE        |     40220805 | PA      | $4094937.04   | 0.49%             | 2032-06-01      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Australia Government Bond                                                    | AUSTRALIA GOVERNMENT BOND                                                    | CUSIP: QZ5429456<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |      4013000 | PA      | $2020088.13   | 0.24%             | 2047-03-21      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Legal & General Group PLC                                                    | LEGAL & GENERAL GROUP PLC                                                    | CUSIP: QJ2205897<br>LEI: 213800JH9QQWHLO99821 | Long             | DBT              | CORP              | GB        |       525000 | PA      | $719740.45    | 0.09%             | 2045-10-27      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| Snam SpA                                                                     | SNAM SPA                                                                     | CUSIP: QZ8441011<br>LEI: 8156002278562044AF79 | Long             | DBT              | CORP              | IT        |      1165000 | PA      | $1345592.84   | 0.16%             | 2026-10-25      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero BBVA Mexico/TX | BBVA MEXICO SA INSTITUCION DE BANCA MULTIPLE GRUPO FINANCIERO BBVA MEXICO/TX | CUSIP: AQ7459029<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |       775000 | PA      | $745341.29    | 0.09%             | 2033-01-18      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Logicor Financing Sarl                                                       | LOGICOR FINANCING SARL                                                       | CUSIP: AV5251146<br>LEI: 254900IS16Q1A2TQFN22 | Long             | DBT              | CORP              | LU        |       950000 | PA      | $1119097.26   | 0.13%             | 2028-11-13      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                          | PETROLEOS MEXICANOS                                                          | CUSIP: AM5152690<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      2700000 | PA      | $3111755.03   | 0.37%             | 2028-02-21      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                        | BANQUE FEDERATIVE DU CREDIT MUTUEL SA                                        | CUSIP: AN6296759<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |       500000 | PA      | $577313.30    | 0.07%             | 2027-05-26      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                            | ITALY BUONI POLIENNALI DEL TESORO                                            | CUSIP: AM7652176<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      6343717 | PA      | $7584022.00   | 0.91%             | 2028-05-15      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa Government Bond                                     | REPUBLIC OF SOUTH AFRICA GOVERNMENT BOND                                     | CUSIP: EK7732887<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     27935000 | PA      | $1477271.38   | 0.18%             | 2035-02-28      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Latvia Government International Bond                                         | LATVIA GOVERNMENT INTERNATIONAL BOND                                         | CUSIP: QZ7335404<br>LEI: 25490002QDEB2KTLNK39 | Long             | DBT              | NUSS              | LV        |      8433000 | PA      | $9728093.69   | 1.17%             | 2026-10-07      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                                     | MALAYSIA GOVERNMENT BOND                                                     | CUSIP: JK3819022<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     62046000 | PA      | $16407713.17  | 1.97%             | 2046-03-15      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                   | ABBVIE INC                                                                   | CUSIP: 00287YBB4<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |       410000 | PA      | $476318.81    | 0.06%             | 2028-11-17      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                          | JPMORGAN CHASE & CO                                                          | CUSIP: AN5751838<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       415000 | PA      | $481516.51    | 0.06%             | 2028-05-18      | Variable      | 1.64%                 | No            |                  2 | On Loan: No      |
| Next Group PLC                                                               | NEXT GROUP PLC                                                               | CUSIP: LW0418464<br>LEI: 213800O8TRZCFJ9R5760 | Long             | DBT              | CORP              | GB        |      1787000 | PA      | $2397808.31   | 0.29%             | 2028-05-18      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | INR/USD FWD 20250711 MSLNGB2X                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | IN        |            1 | NC      | $843.72       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS SECURITIES LLC                                                           | INR/USD FWD 20250711 UBSWGB2L                                                | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | IN        |            1 | NC      | $-37951.05    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Cologix Canadian Issuer LP                                                   | COLOGIX CANADIAN ISSUER LP                                                   | CUSIP: 19521DAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | CA        |      1690000 | PA      | $1216489.74   | 0.15%             | 2052-01-25      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| UBS SECURITIES LLC                                                           | TWD/USD FWD 20250711 UBSWGB2L                                                | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | TW        |            1 | NC      | $-146732.47   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Real Estate Asset Liquidity Trust                                            | REAL ESTATE ASSET LIQUIDITY TRUST                                            | CUSIP: 75585RSS5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | CA        |      2656353 | PA      | $1947783.85   | 0.23%             | 2060-01-12      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| Real Estate Asset Liquidity Trust                                            | REAL ESTATE ASSET LIQUIDITY TRUST                                            | CUSIP: 75585RSU0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | CA        |      3295000 | PA      | $2411792.40   | 0.29%             | 2060-01-12      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                             | USD/BRL FWD 20250903 SOGEFRPP                                                | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-147099.98   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS SECURITIES LLC                                                           | IDR/USD FWD 20250711 UBSWGB2L                                                | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | ID        |            1 | NC      | $-160734.03   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| China Government Bond                                                        | CHINA GOVERNMENT BOND                                                        | CUSIP: YX6039409<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |      3900000 | PA      | $640260.98    | 0.08%             | 2074-06-15      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| MONTREAL EXCHANGE 10 YEAR CANADIAN BOND FUTURE                               | CAN 10YR BOND FUT SEP25                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | CA        |          -16 | NC      | $-14241.06    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA                                                              | MYR/USD FWD 20250904 BOFAUS6N                                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | MY        |            1 | NC      | $-170373.13   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| ProGroup AG                                                                  | PROGROUP AG                                                                  | CUSIP: ZD8249447<br>LEI: 529900YI5W5TQ8F2FP82 | Long             | DBT              | CORP              | DE        |       430000 | PA      | $501144.34    | 0.06%             | 2031-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| JP MORGAN CHASE BANK                                                         | USD/CZK FWD 20250718 CHASGB2L                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-35411.19    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                                                         | CZK/USD FWD 20250718 CHASGB2L                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | CZ        |            1 | NC      | $13952.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EUREX 2 YEAR EURO SCHATZ FUTURE                                              | EURO-SCHATZ FUT   SEP25                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |          116 | NC      | $-10159.45    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO                                                           | INR/USD FWD 20250711 GSILGB2X                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | IN        |            1 | NC      | $-69821.65    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Egypt Treasury Bills                                                         | EGYPT TREASURY BILLS                                                         | CUSIP: YV8415411<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     75250000 | PA      | $1424662.83   | 0.17%             | 2025-09-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UBS SECURITIES LLC                                                           | PEN/USD FWD 20251010 UBSWGB2L                                                | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | PE        |            1 | NC      | $-4518.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO SECURITIES, LLC.                                                 | USD/PEN FWD 20250711 WFBIUS6W                                                | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | N/A              | DFE              | CORP              | US        |            1 | NC      | $1682.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS SECURITIES LLC                                                           | USD/JPY FWD 20250725 UBSWGB2L                                                | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |            1 | NC      | $3486.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP                                                  | USD/NOK FWD 20250725 BNPAFRPP                                                | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |            1 | NC      | $4.53         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC                                              | HUF/USD FWD 20250718 SBOSGB2X                                                | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | HU        |            1 | NC      | $19951.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CBOT 5 YEAR US TREASURY NOTE                                                 | US 5YR NOTE (CBT) SEP25                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |          -38 | NC      | $-45772.52    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| LONG GILT FUTURE                                                             | LONG GILT FUTURE  SEP25                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | GB        |           44 | NC      | $78968.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS SECURITIES LLC                                                           | COP/USD FWD 20250905 UBSWGB2L                                                | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | CO        |            1 | NC      | $-7397.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                                                         | INR/USD FWD 20250711 CHASGB2L                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | IN        |            1 | NC      | $4486.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO SECURITIES, LLC.                                                 | PEN/USD FWD 20250711 WFBIUS6W                                                | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | N/A              | DFE              | CORP              | PE        |            1 | NC      | $-182666.66   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA                                                              | ZAR/USD FWD 20250718 BOFAUS6N                                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | ZA        |            1 | NC      | $56561.34     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                                                         | ZAR/USD FWD 20250718 CHASGB2L                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | ZA        |            1 | NC      | $-7031.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC - Wholesale (SING)                                         | NOK/USD FWD 20250725 BARCGB5G                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | NO        |            1 | NC      | $-148721.58   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                                                         | CAD/USD FWD 20250725 CHASGB2L                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | CA        |            1 | NC      | $4601.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS SECURITIES LLC                                                           | USD/CHF FWD 20250725 UBSWGB2L                                                | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |            1 | NC      | $36102.64     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC                                              | USD/CHF FWD 20250725 SBOSGB2X                                                | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-716.68      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES INC                                                          | USD/EUR FWD 20250822 MRMDUS33                                                | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-5277.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA                                                              | JPY/USD FWD 20250725 BOFAUS6N                                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | JP        |            1 | NC      | $-1711.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS SECURITIES LLC                                                           | USD/NZD FWD 20250725 UBSWGB2L                                                | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-8532.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS SECURITIES LLC                                                           | NZD/USD FWD 20250725 UBSWGB2L                                                | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | NZ        |            1 | NC      | $110830.76    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                                                           | IDR/USD FWD 20251010 GSILGB2X                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | ID        |            1 | NC      | $-115175.01   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS SECURITIES LLC                                                           | GBP/USD FWD 20250822 UBSWGB2L                                                | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | GB        |            1 | NC      | $-399625.44   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| EURO-BTP ITALIAN BOND FUTURES                                                | EURO-BTP FUTURE   SEP25                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |           43 | NC      | $6282.14      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC                                              | USD/NOK FWD 20250725 SBOSGB2X                                                | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-376.48      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC                                              | NOK/USD FWD 20250725 SBOSGB2X                                                | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | NO        |            1 | NC      | $944.29       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO SECURITIES, LLC.                                                 | KRW/USD FWD 20250711 WFBIUS6W                                                | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | N/A              | DFE              | CORP              | KR        |            1 | NC      | $1638570.63   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC                                              | USD/SEK FWD 20250829 SBOSGB2X                                                | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-14809.21    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC                                              | SEK/USD FWD 20250829 SBOSGB2X                                                | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | SE        |            1 | NC      | $102295.87    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS SECURITIES LLC                                                           | PEN/USD FWD 20250711 UBSWGB2L                                                | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | PE        |            1 | NC      | $4506.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES INC                                                          | CLP/USD FWD 20250808 MRMDUS33                                                | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | CL        |            1 | NC      | $-36631.74    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TSE JAPANESE 10 YEAR BOND FUTURES                                            | JPN 10Y BOND(OSE) SEP25                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | JP        |          -16 | NC      | $-47831.99    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO                                                           | ILS/USD FWD 20250717 GSILGB2X                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | IL        |            1 | NC      | $193930.07    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES INC                                                          | CZK/USD FWD 20250718 MRMDUS33                                                | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | CZ        |            1 | NC      | $-516970.04   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS SECURITIES LLC                                                           | CAD/USD FWD 20250725 UBSWGB2L                                                | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | CA        |            1 | NC      | $41035.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO SECURITIES, LLC.                                                 | USD/JPY FWD 20250725 WFBIUS6W                                                | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-86400.84    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| KFE 10 YEAR TREASURY BOND FUTURE                                             | KOREA 10YR BND FU SEP25                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | KR        |          285 | NC      | $56237.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS SECURITIES LLC                                                           | RON/USD FWD 20250718 UBSWGB2L                                                | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | RO        |            1 | NC      | $-302398.29   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| KFE 3 YEAR TREASURY BOND FUTURE                                              | KOREA 3YR BND FUT SEP25                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | KR        |         -147 | NC      | $17043.21     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS SECURITIES LLC                                                           | CHF/USD FWD 20250725 UBSWGB2L                                                | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | CH        |            1 | NC      | $-199009.20   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N A                                                                 | RON/USD FWD 20250718 CITIGB2L                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | RO        |            1 | NC      | $-267752.41   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N A                                                                 | USD/JPY FWD 20250725 CITIGB2L                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |            1 | NC      | $96222.60     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N A                                                                 | JPY/USD FWD 20250725 CITIGB2L                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | JP        |            1 | NC      | $969.36       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                                                         | SEK/USD FWD 20250829 CHASGB2L                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | SE        |            1 | NC      | $-8856.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sri Lanka Government Bonds                                                   | SRI LANKA GOVERNMENT BONDS                                                   | CUSIP: ZM3476730<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |    235000000 | PA      | $962250.41    | 0.12%             | 2027-09-15      | Fixed         | 20.00%                | No            |                  2 | On Loan: No      |
| Sri Lanka Government Bonds                                                   | SRI LANKA GOVERNMENT BONDS                                                   | CUSIP: AW9839738<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |    185000000 | PA      | $645144.82    | 0.08%             | 2027-01-15      | Fixed         | 11.40%                | No            |                  2 | On Loan: No      |
| UBS SECURITIES LLC                                                           | KRW/USD FWD 20250711 UBSWGB2L                                                | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | KR        |            1 | NC      | $60042.05     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS SECURITIES LLC                                                           | USD/KRW FWD 20250711 UBSWGB2L                                                | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-118558.98   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA                                                              | ZAR/USD FWD 20250718 BOFAUS6N                                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | ZA        |            1 | NC      | $-551959.31   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N A                                                                 | USD/TRY FWD 20250717 CITIGB2L                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-6520.55     | -0.00%            |  |  |  | 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      | $14407.77     | 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      | $19438.53     | 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      | $19438.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | LCH - INR IRS 7/19/31 REC FIX GSIL                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |            1 | NC      | $53765.65     | 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      | $-239032.91   | -0.03%            |  |  |  | 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      | $-188087.68   | -0.02%            |  |  |  | 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      | $20555.02     | 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      | $-18044.17    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | ICE_ITRX XOVER CDSI S42 5Y 12/20/2029                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |            1 | NC      | $592342.75    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | ICE_ITRX XOVER CDSI S42 5Y 12/20/2029                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |            1 | NC      | $-1893381.29  | -0.23%            |  |  |  | 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      | $2608.24      | 0.00%             |  |  |  | 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      | $107482.30    | 0.01%             |  |  |  | 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      | $221715.99    | 0.03%             |  |  |  | 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      | $72424.45     | 0.01%             |  |  |  | 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      | $1224495.69   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N A                                                                 | SWAPTION_IRS_EUR_OTC2_E_RECEIVER_K_2.274_EFF_2024-12-17_MAT_2026-12-16CITI   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |            1 | NC      | $255219.17    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | ICE_ITRX XOVER CDSI S42 V2 5Y 12/20/2029                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |            1 | NC      | $1089487.56   | 0.13%             |  |  |  | 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      | $-223967.10   | -0.03%            |  |  |  | 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      | $-43743.29    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | LCH - EUR IRS 2/18/55 PAY FIX_C                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |            1 | NC      | $684293.78    | 0.08%             |  |  |  | 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      | $25293.79     | 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      | $155120.58    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | ICE_ITRX EUR CDSI S43 5Y 06/20/2030                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |            1 | NC      | $168621.46    | 0.02%             |  |  |  | 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      | $51492.90     | 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      | $-10298.77    | -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      | $-17017.45    | -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      | $-17801.08    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CME - MXN IRS 4/19/2032 REC FIX_C                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |            1 | NC      | $11469.07     | 0.00%             |  |  |  | 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      | $-987.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | LCH-PLN IRS 6/11/30 PAY FIX GSIL_C                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |            1 | NC      | $-1083.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | LCH-PLN IRS 6/11/30 PAY FIX GSIL_C                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |            1 | NC      | $-3135.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | LCH-PLN IRS 6/12/30 PAY FIX GSIL_C                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |            1 | NC      | $-15053.60    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | LCH-PLN IRS 6/12/30 PAY FIX BARC_C                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |            1 | NC      | $-15931.35    | -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      | $-7416.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | LCH-JPY IRS 6/18/32 PAY FIX NOMA_C                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |            1 | NC      | $-9173.09     | -0.00%            |  |  |  | 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      | $-7701.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES INC                                                          | FXO USD CALL/SGD PUT AT 1.301 9/18/25 MRMD                                   | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |            1 | NC      | $19911.25     | 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      | $-33574.15    | -0.00%            |  |  |  | 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      | $206261.95    | 0.02%             |  |  |  | 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      | $146011.60    | 0.02%             |  |  |  | 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      | $21372.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA                                                              | USD/EUR FWD 20250822 BOFAUS6N                                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |            1 | NC      | $171476.77    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA                                                              | CZK/USD FWD 20250718 BOFAUS6N                                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | CZ        |            1 | NC      | $18549.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA                                                              | USD/CZK FWD 20250718 BOFAUS6N                                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-44608.75    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| RBC DOMINION SECURITIES INC                                                  | GBP/USD FWD 20250822 ROYCGB2L                                                | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | GB        |            1 | NC      | $-4327.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC - Wholesale (SING)                                         | USD/INR FWD 20250711 BARCGB5G                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | US        |            1 | NC      | $3352.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC                                              | NZD/USD FWD 20250725 SBOSGB2X                                                | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | NZ        |            1 | NC      | $1076.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC                                              | PLN/USD FWD 20250814 SBOSGB2X                                                | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | PL        |            1 | NC      | $209605.54    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC - Wholesale (SING)                                         | TRY/USD FWD 20250717 BARCGB5G                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | TR        |            1 | NC      | $60401.80     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                                           | CAD/USD FWD 20250725 CIBCCATT                                                | CUSIP: 000000000<br>LEI: 2IGI19DL77OX0HC3ZE78 | N/A              | DFE              | CORP              | CA        |            1 | NC      | $9675.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                                           | USD/CAD FWD 20250725 CIBCCATT                                                | CUSIP: 000000000<br>LEI: 2IGI19DL77OX0HC3ZE78 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-120863.51   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N A                                                                 | USD/EGP FWD 20250911 CITIGB2L                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-108095.79   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N A                                                                 | EGP/USD FWD 20250911 CITIGB2L                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | EG        |            1 | NC      | $153405.11    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| FRENCH GOVERNMENT BOND FUTURES                                               | EURO-OAT FUTURE   SEP25                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |          -42 | NC      | $15441.61     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EUREX 5 YEAR EURO BOBL FUTURE                                                | EURO-BOBL FUTURE  SEP25                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |         -142 | NC      | $83419.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JP MORGAN CHASE BANK                                                         | USD/JPY FWD 20250725 CHASGB2L                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |            1 | NC      | $24736.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS SECURITIES LLC                                                           | USD/EUR FWD 20250822 UBSWGB2L                                                | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-156788.23   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N A                                                                 | EUR/USD FWD 20250822 CITIGB2L                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |            1 | NC      | $35835.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                                                         | CHF/USD FWD 20250725 CHASGB2L                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | CH        |            1 | NC      | $12521.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK                                                                | INR/USD FWD 20250711 DEUTGB2L                                                | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | IN        |            1 | NC      | $-62574.13    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | USD/JPY FWD 20250725 MSLNGB2X                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-15074.42    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                                                         | USD/EUR FWD 20250822 CHASGB2L                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-82925.72    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                                                         | EUR/USD FWD 20250822 CHASGB2L                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |            1 | NC      | $212184.30    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC - Wholesale (SING)                                         | JPY/USD FWD 20250725 BARCGB5G                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | JP        |            1 | NC      | $-1537061.96  | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC - Wholesale (SING)                                         | USD/JPY FWD 20250725 BARCGB5G                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | US        |            1 | NC      | $77.30        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS SECURITIES LLC                                                           | MXN/USD FWD 20250718 UBSWGB2L                                                | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | MX        |            1 | NC      | $15320.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS SECURITIES LLC                                                           | USD/MXN FWD 20250718 UBSWGB2L                                                | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-697322.20   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                                                         | USD/IDR FWD 20250711 CHASGB2L                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-14531.15    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC - Wholesale (SING)                                         | GBP/USD FWD 20250822 BARCGB5G                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | GB        |            1 | NC      | $-425.10      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK                                                                | CNH/USD FWD 20250912 DEUTGB2L                                                | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | CN        |            1 | NC      | $-4340.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N A                                                                 | NOK/USD FWD 20250725 CITIGB2L                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | NO        |            1 | NC      | $-1032.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC - Wholesale (SING)                                         | NOK/USD FWD 20250725 BARCGB5G                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | NO        |            1 | NC      | $72361.74     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                                                           | THB/USD FWD 20250905 GSILGB2X                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | TH        |            1 | NC      | $-47384.25    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC                                              | USD/CAD FWD 20250725 SBOSGB2X                                                | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-338.64      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC                                              | CAD/USD FWD 20250725 SBOSGB2X                                                | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | CA        |            1 | NC      | $234.89       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EUREX 10 YEAR EURO BUND FUTURE                                               | EURO-BUND FUTURE  SEP25                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |          -22 | NC      | $20900.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EUREX 10 YEAR EURO BUND FUTURE                                               | EURO-BUND FUTURE  SEP25                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |          -15 | NC      | $14250.49     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EUREX 10 YEAR EURO BUND FUTURE                                               | EURO-BUND FUTURE  SEP25                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |         -110 | NC      | $104503.62    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EUREX 10 YEAR EURO BUND FUTURE                                               | EURO-BUND FUTURE  SEP25                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |           -7 | NC      | $6650.23      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO                                                           | AUD/USD FWD 20250725 GSILGB2X                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | AU        |            1 | NC      | $-42180.36    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| RBC DOMINION SECURITIES INC                                                  | KRW/USD FWD 20250711 ROYCGB2L                                                | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | KR        |            1 | NC      | $30574.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC - Wholesale (SING)                                         | CHF/USD FWD 20250725 BARCGB5G                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | CH        |            1 | NC      | $-3139.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                 | USD/CZK FWD 20250718 MSLNGB2X                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-241239.03   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N A                                                                 | USD/AUD FWD 20250725 CITIGB2L                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |            1 | NC      | $6228.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N A                                                                 | USD/CZK FWD 20250718 CITIGB2L                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-29209.02    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO SECURITIES, LLC.                                                 | COP/USD FWD 20250905 WFBIUS6W                                                | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | N/A              | DFE              | CORP              | CO        |            1 | NC      | $-13643.31    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS SECURITIES LLC                                                           | USD/AUD FWD 20250725 UBSWGB2L                                                | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-17427.39    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS SECURITIES LLC                                                           | AUD/USD FWD 20250725 UBSWGB2L                                                | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | AU        |            1 | NC      | $336839.79    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES INC                                                          | JPY/USD FWD 20250725 MRMDUS33                                                | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | JP        |            1 | NC      | $46591.73     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                                                           | CZK/USD FWD 20250718 GSILGB2X                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | CZ        |            1 | NC      | $12974.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                                                           | USD/CZK FWD 20250718 GSILGB2X                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-27208.71    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| THE BANK OF NEW YORK MELLON                                                  | EUR/USD FWD 20250822 IRVTGB2X                                                | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-47099.33    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO SECURITIES, LLC.                                                 | USD/BRL FWD 20250903 WFBIUS6W                                                | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-156574.96   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK                                                                | JPY/USD FWD 20250725 DEUTGB2L                                                | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | JP        |            1 | NC      | $12458.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK                                                                | USD/JPY FWD 20250725 DEUTGB2L                                                | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |            1 | NC      | $6830.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N A                                                                 | CAD/USD FWD 20250725 CITIGB2L                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | CA        |            1 | NC      | $232.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP                                                  | TWD/USD FWD 20250711 BNPAFRPP                                                | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | TW        |            1 | NC      | $-758458.53   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                                                         | CLP/USD FWD 20250808 CHASGB2L                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | CL        |            1 | NC      | $5543.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EUREX 30 YEAR EURO BUXL FUTURE                                               | EURO-BUXL 30Y BND SEP25                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |           70 | NC      | $-184802.94   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA                                                              | CZK/USD FWD 20251017 BOFAUS6N                                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | CZ        |            1 | NC      | $-95393.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| RBC DOMINION SECURITIES INC                                                  | MXN/USD FWD 20250718 ROYCGB2L                                                | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | MX        |            1 | NC      | $-372642.28   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| ULTRA 10-YEAR US TREASURY NOTE FUTURES                                       | US 10YR ULTRA FUT SEP25                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |          -78 | NC      | $-198158.22   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| UBS SECURITIES LLC                                                           | CLP/USD FWD 20250808 UBSWGB2L                                                | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | CL        |            1 | NC      | $-12134.52    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS SECURITIES LLC                                                           | USD/INR FWD 20251010 UBSWGB2L                                                | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |            1 | NC      | $30549.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RBC DOMINION SECURITIES INC                                                  | EUR/USD FWD 20250822 ROYCGB2L                                                | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | US        |            1 | NC      | $389014.14    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC - Wholesale (SING)                                         | CNH/USD FWD 20250912 BARCGB5G                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | CN        |            1 | NC      | $74460.97     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA                                                              | PLN/USD FWD 20250814 BOFAUS6N                                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | PL        |            1 | NC      | $233619.48    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA                                                              | USD/PLN FWD 20250814 BOFAUS6N                                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-442782.65   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Altice Financing SA                                                          | ALTICE FINANCING SA                                                          | CUSIP: BQ8377260<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |       365000 | PA      | $314015.26    | 0.04%             | 2029-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Gruenenthal GmbH                                                             | GRUENENTHAL GMBH                                                             | CUSIP: ZK2439873<br>LEI: 529900SH895E31PGLA72 | Long             | DBT              | CORP              | DE        |       100000 | PA      | $124227.78    | 0.01%             | 2030-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Dana Financing Luxembourg Sarl                                               | DANA FINANCING LUXEMBOURG SARL                                               | CUSIP: ZK4725667<br>LEI: 222100DKCE3D036DQU13 | Long             | DBT              | CORP              | LU        |       464000 | PA      | $594393.57    | 0.07%             | 2031-07-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Albania Government International Bond                                        | ALBANIA GOVERNMENT INTERNATIONAL BOND                                        | CUSIP: ZK8858829<br>LEI: 254900EDM43U3SGRND29 | Long             | DBT              | NUSS              | AL        |      2640000 | PA      | $3299766.38   | 0.40%             | 2028-06-09      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bond                                          | CHILE GOVERNMENT INTERNATIONAL BOND                                          | CUSIP: ZJ3624492<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |      1100000 | PA      | $1336241.89   | 0.16%             | 2034-07-05      | Fixed         | 4.12%                 | No            |                  2 | On Loan: —       |
| Cirsa Finance International Sarl                                             | CIRSA FINANCE INTERNATIONAL SARL                                             | CUSIP: ZJ5963203<br>LEI: 254900KUJN6DHWH2K029 | Long             | DBT              | CORP              | LU        |       760000 | PA      | $931508.25    | 0.11%             | 2028-07-31      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Magyar Export-Import Bank Zrt                                                | MAGYAR EXPORT-IMPORT BANK ZRT                                                | CUSIP: ZH9750469<br>LEI: 529900O4UGETQ9Q3AA63 | Long             | DBT              | NUSS              | HU        |       670000 | PA      | $852710.30    | 0.10%             | 2029-05-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Latvia Government International Bond                                         | LATVIA GOVERNMENT INTERNATIONAL BOND                                         | CUSIP: ZG1467213<br>LEI: 25490002QDEB2KTLNK39 | Long             | DBT              | NUSS              | LV        |      2070000 | PA      | $2556049.36   | 0.31%             | 2029-05-22      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Iceland Government International Bond                                        | ICELAND GOVERNMENT INTERNATIONAL BOND                                        | CUSIP: ZD6871499<br>LEI: 549300K5GD3JPA2LLG98 | Long             | DBT              | NUSS              | IS        |      1283000 | PA      | $1561813.58   | 0.19%             | 2034-03-21      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Gruenenthal GmbH                                                             | GRUENENTHAL GMBH                                                             | CUSIP: YT5231840<br>LEI: 529900SH895E31PGLA72 | Long             | DBT              | CORP              | DE        |       100000 | PA      | $118469.97    | 0.01%             | 2031-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Jerrold Finco PLC                                                            | JERROLD FINCO PLC                                                            | CUSIP: YO7062657<br>LEI: 213800F7AYNHLL1BPR31 | Long             | DBT              | CORP              | GB        |       145000 | PA      | $200813.62    | 0.02%             | 2031-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Korea International Bond                                                     | KOREA INTERNATIONAL BOND                                                     | CUSIP: YN5410082<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |      1720000 | PA      | $2027674.60   | 0.24%             | 2028-07-03      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                          | AUST 3YR BOND FUT SEP25                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | AU        |          129 | NC      | $35009.85     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2025-08-04

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

**Signature:** /s/ Alan Dupski

**Name of Signer:** Alan Dupski

**Title:** Treasurer & Vice President