# EDGAR Filing Document

**Accession Number:** 0000313212
**File Stem:** 0000313212-25-000765
**Filing Date:** 2025-8
**Character Count:** 264289
**Document Hash:** 1152078bf1cc06447a98e6e298099559
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000313212-25-000765.hdr.sgml**: 20250826

**ACCESSION NUMBER**: 0000313212-25-000765

**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:** 251256777

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

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

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

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Baltimore

  - **State:** MD

  - **Foreign country:** US

  - **Zip / Postal Code:** 21231

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

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

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

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

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

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

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

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

**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:** $7308243007.94

**Total Liabilities:** $281871116.13

**Net Assets:** $7026371891.81

**Delayed Delivery Securities:** $9765804.00

**Cash Not Reported:** $2782120.82

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -3094.502404 | **1-Year:** -94934.656027 | **5-Year:** -355882.913146 | **10-Year:** -107292.608645 | **30-Year:** -18723.208458

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

- **3-Month:** -1662.381071 | **1-Year:** -8540.378994 | **5-Year:** 5224.658243 | **10-Year:** -12683.873308 | **30-Year:** -3757.604156

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000191034 | 1.27%                | 0.11%                | 0.55%                |
| Class ID C000191033 | 1.24%                | -0.05%               | 0.51%                |
| Class ID C000218089 | 1.31%                | 0.15%                | 0.59%                |
| Class ID C000191032 | 1.25%                | 0.08%                | 0.52%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $14330312.96             | $266981486.81                              |
| Month 2  | $16253304.67             | $-8041917.56                               |
| Month 3  | $7560437.08              | $154424055.97                              |

**Designated Index Information**

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

- **Index Identifier:** LG38TRUH

### Schedule of Portfolio Investments

| Name                                                                         | Title                                                                        | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |       Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Axian Telecom Holding & Management PLC                                       | AXIAN TELECOM HOLDING & MANAGEMENT PLC                                       | CUSIP: 05465QAA7<br>LEI: 984500B7DCD97EB04857 | Long             | DBT              | CORP              | AE        |       6640000 | PA      | $6613935.01   | 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      | $-372683.36   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Bimbo Bakeries USA Inc                                                       | BIMBO BAKERIES USA INC                                                       | CUSIP: 09031WAC7<br>LEI: 549300HOXXHHT7926W92 | Long             | DBT              | CORP              | US        |       8035000 | PA      | $8404079.69   | 0.12%             | 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      | $-1181316.31  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK                                                                | EUR/USD FWD 20250919 DEUTGB2L                                                | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |             1 | NC      | $258267.11    | 0.00%             |  |  |  | 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      | $-537911.79   | -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      | $4726.33      | 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      | $-16292.21    | -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      | $6226457.18   | 0.09%             |  |  |  | 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      | $-179239.88   | -0.00%            |  |  |  | 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      | $-6389654.97  | -0.09%            |  |  |  | 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      | $144618.68    | 0.00%             |  |  |  | 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        |      11959000 | PA      | $11744008.75  | 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        |     170208287 | PA      | $147595927.11 | 2.10%             | 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      | $-533986.07   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MEGlobal BV                                                                  | MEGLOBAL BV                                                                  | CUSIP: 29441WAD7<br>LEI: 549300WBVLU2FILR7W19 | Long             | DBT              | CORP              | NL        |       9170000 | PA      | $8643444.85   | 0.12%             | 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      | $2200464.64   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                                                         | NOK/USD FWD 20250725 CHASGB2L                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | NO        |             1 | NC      | $-7702.39     | -0.00%            |  |  |  | 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      | $397774.00    | 0.01%             |  |  |  | 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      | $-791.28      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS SECURITIES LLC                                                           | CLP/USD FWD 20250808 UBSWGB2L                                                | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | CL        |             1 | NC      | $-123453.91   | -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      | $-418733.73   | -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      | $102184.46    | 0.00%             |  |  |  | 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      | $-2599548.62  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| HTA Group Ltd/Mauritius                                                      | HTA GROUP LTD/MAURITIUS                                                      | CUSIP: 40435WAC4<br>LEI: 213800WEFU8O8X6EPU13 | Long             | DBT              | CORP              | MU        |       9465000 | PA      | $9721028.25   | 0.14%             | 2029-06-04      | Fixed         | 7.50%                 | 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      | $-21396.34    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MGM China Holdings Ltd                                                       | MGM CHINA HOLDINGS LTD                                                       | CUSIP: 55300RAJ0<br>LEI: 529900VZFN87OS7WJM66 | Long             | DBT              | CORP              | KY        |       5140000 | PA      | $5345845.02   | 0.08%             | 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      | $142635.81    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES INC                                                          | TWD/USD FWD 20250711 MRMDUS33                                                | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | TW        |             1 | NC      | $-71654.42    | -0.00%            |  |  |  | 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      | $-6256.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                                                  | NUTRIEN LTD 4/2 144A CP                                                      | CUSIP: 000000000<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | US        |      26850000 | PA      | $26717927.54  | 0.38%             | 2025-08-07      | None          | 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      | $-15355.11    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES INC                                                          | USD/IDR FWD 20250711 MRMDUS33                                                | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |             1 | NC      | $-26432.05    | -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      | $511914.92    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| E.ON International Finance BV                                                | E.ON INTERNATIONAL FINANCE BV                                                | CUSIP: EC5568042<br>LEI: 549300TG53AWJ719M814 | Long             | DBT              | CORP              | NL        |      11400000 | PA      | $16708532.71  | 0.24%             | 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        |      19438040 | PA      | $11954394.90  | 0.17%             | 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        |      10800000 | PA      | $10611000.00  | 0.15%             | 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        |     394111991 | NS      | $394111991.43 | 5.61%             |  |  |  | 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        |       9513394 | NS      | $9513394.40   | 0.14%             |  |  |  | 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      | $-38770158.97 | -0.55%            |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED SECURITIES                                                | EUR/USD FWD 20250822 SCBLGB2L                                                | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | US        |             1 | NC      | $278757.53    | 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      | $-925607.70   | -0.01%            |  |  |  | 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      | $-301393.41   | -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      | $183439.99    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sands China Ltd                                                              | SANDS CHINA LTD                                                              | CUSIP: 80007RAK1<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |       7500000 | PA      | $7465862.25   | 0.11%             | 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        |       9400000 | PA      | $9458137.78   | 0.13%             | 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      | $-1768612.40  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Montenegro Government International Bond                                     | MONTENEGRO GOVERNMENT INTERNATIONAL BOND                                     | CUSIP: 857305AA4<br>LEI: 747800V014106FYLL014 | Long             | DBT              | NUSS              | ME        |      12390000 | PA      | $12856018.88  | 0.18%             | 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      | $-116088.63   | -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      | $-115027.67   | -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      | $-22273.56    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Bill                                                  | UNITED STATES TREASURY BILL                                                  | CUSIP: 912797LW5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     131034000 | PA      | $130896578.09 | 1.86%             | 2025-07-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                             | UNITED STATES TREASURY NOTE/BOND                                             | CUSIP: 91282CFK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     164420000 | PA      | $164246587.87 | 2.34%             | 2025-09-15      | Fixed         | 3.50%                 | 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        |      31550000 | PA      | $31484521.13  | 0.45%             | 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      | $-167319.23   | -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        |      18070000 | PA      | $18030621.86  | 0.26%             | 2025-07-17      | None          | 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      | $-861844.46   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP                                                  | EUR/USD FWD 20250725 BNPAFRPP                                                | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |             1 | NC      | $-1496268.30  | -0.02%            |  |  |  | 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      | $6352.98      | 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      | $299550.99    | 0.00%             |  |  |  | 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      | $-904667.28   | -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      | $24200.14     | 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      | $-42699.26    | -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      | $-19471.67    | -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        |      34926000 | PA      | $40923033.97  | 0.58%             | 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        |       5202000 | PA      | $3987251.35   | 0.06%             | 2037-06-02      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                          | UNITED KINGDOM GILT                                                          | CUSIP: EF3964238<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      11359797 | PA      | $13687557.65  | 0.19%             | 2046-12-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Mexican Bonos                                                                | MEXICAN BONOS                                                                | CUSIP: EH6834517<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     996115000 | PA      | $52940679.90  | 0.75%             | 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        |       7200000 | PA      | $10126203.77  | 0.14%             | 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        |       6670000 | PA      | $9499866.34   | 0.14%             | 2030-06-28      | Fixed         | 5.75%                 | 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      | $660276.92    | 0.01%             |  |  |  | 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      | $-3690093.20  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Orsted AS                                                                    | ORSTED AS                                                                    | CUSIP: EI9440732<br>LEI: W9NG6WMZIYEU8VEDOG48 | Long             | DBT              | CORP              | DK        |       5750000 | PA      | $7636144.60   | 0.11%             | 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        |       2739000 | PA      | $1794535.27   | 0.03%             | 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        |      71044000 | PA      | $75752407.00  | 1.08%             | 2044-01-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Colombian TES                                                                | COLOMBIAN TES                                                                | CUSIP: EJ5096460<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   79667000000 | PA      | $17568926.60  | 0.25%             | 2028-04-28      | Fixed         | 6.00%                 | 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      | $176569.95    | 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      | $-11411.10    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FedEx Corp                                                                   | FEDEX CORP                                                                   | CUSIP: 31428XBL9<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |       2620000 | PA      | $3047805.45   | 0.04%             | 2027-01-11      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                          | FRENCH REPUBLIC GOVERNMENT BOND OAT                                          | CUSIP: JK7596303<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     144314000 | PA      | $137457695.26 | 1.96%             | 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        |       1300000 | PA      | $1512361.76   | 0.02%             | 2027-03-30      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                            | ITALY BUONI POLIENNALI DEL TESORO                                            | CUSIP: QZ7665156<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      27735000 | PA      | $23587612.44  | 0.34%             | 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        |       5630000 | PA      | $6590740.98   | 0.09%             | 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        |       4137000 | PA      | $4842283.19   | 0.07%             | 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        |       2660000 | PA      | $3062721.36   | 0.04%             | 2027-02-02      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Smiths Group PLC                                                             | SMITHS GROUP PLC                                                             | CUSIP: AM5448155<br>LEI: 213800MJL6IPZS3ASA11 | Long             | DBT              | CORP              | GB        |       2535000 | PA      | $2961229.01   | 0.04%             | 2027-02-23      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Slovenia Government Bond                                                     | SLOVENIA GOVERNMENT BOND                                                     | CUSIP: JK2522817<br>LEI: 485100000LWQHIX4XX88 | Long             | DBT              | NUSS              | SI        |       7145000 | PA      | $8230488.79   | 0.12%             | 2032-03-03      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                        | BANQUE FEDERATIVE DU CREDIT MUTUEL SA                                        | CUSIP: AT5188905<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |       3100000 | PA      | $3517848.73   | 0.05%             | 2028-07-16      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Minejesa Capital BV                                                          | MINEJESA CAPITAL BV                                                          | CUSIP: AO6253857<br>LEI: 549300KS7ERCP10BKC35 | Long             | DBT              | CORP              | NL        |       3965000 | PA      | $3821922.18   | 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        |      32797000 | PA      | $39816175.53  | 0.57%             | 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        |      17984000 | PA      | $20646384.62  | 0.29%             | 2027-01-18      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Aeroporti di Roma SpA                                                        | AEROPORTI DI ROMA SPA                                                        | CUSIP: AN7387276<br>LEI: 8156007259ABDEA3F444 | Long             | DBT              | CORP              | IT        |       2575000 | PA      | $2985508.68   | 0.04%             | 2027-06-08      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Credit Agricole Assurances SA                                                | CREDIT AGRICOLE ASSURANCES SA                                                | CUSIP: AQ8047468<br>LEI: 969500K2MUPSI57XK083 | Long             | DBT              | CORP              | FR        |       6000000 | PA      | $6935180.63   | 0.10%             | 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        |     159376000 | PA      | $40975909.13  | 0.58%             | 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        |    1063000000 | PA      | $3672301.38   | 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        |       5048000 | PA      | $6356444.01   | 0.09%             | 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        |       7300000 | PA      | $8552686.20   | 0.12%             | 2025-11-28      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| NN Group NV                                                                  | NN GROUP NV                                                                  | CUSIP: AN7382327<br>LEI: 724500OHYNDT9OY6Q215 | Long             | DBT              | CORP              | NL        |       2575000 | PA      | $2994032.03   | 0.04%             | 2027-06-01      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Transcanada Trust                                                            | TRANSCANADA TRUST                                                            | CUSIP: 89356BAD0<br>LEI: 549300Y0MFCAXLBWUV51 | Long             | DBT              | CORP              | CA        |      27134000 | PA      | $19877211.71  | 0.28%             | 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        |     100176000 | PA      | $29211798.94  | 0.42%             | 2032-08-12      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Transurban Finance Co Pty Ltd                                                | TRANSURBAN FINANCE CO PTY LTD                                                | CUSIP: AO9539849<br>LEI: 54930081LPJMUMEA6E57 | Long             | DBT              | CORP              | AU        |       2620000 | PA      | $3016449.36   | 0.04%             | 2028-03-29      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev SA/NV                                                   | ANHEUSER-BUSCH INBEV SA/NV                                                   | CUSIP: AQ6887428<br>LEI: 5493008H3828EMEXB082 | Long             | DBT              | CORP              | BE        |       2600000 | PA      | $3009073.28   | 0.04%             | 2027-01-22      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| Next Group PLC                                                               | NEXT GROUP PLC                                                               | CUSIP: EJ8437034<br>LEI: 213800O8TRZCFJ9R5760 | Long             | DBT              | CORP              | GB        |        982000 | PA      | $1343669.32   | 0.02%             | 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        |        655000 | PA      | $693437.08    | 0.01%             | 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        |       2610000 | PA      | $3030300.41   | 0.04%             | 2028-04-25      | Variable      | 1.66%                 | No            |                  2 | On Loan: No      |
| Hannover Rueck SE                                                            | HANNOVER RUECK SE                                                            | CUSIP: AS1780525<br>LEI: 529900KIN5BE45V5KB18 | Long             | DBT              | CORP              | DE        |       2600000 | PA      | $2937835.57   | 0.04%             | 2028-04-18      | Fixed         | 1.12%                 | No            |                  2 | On Loan: —       |
| Netflix Inc                                                                  | NETFLIX INC                                                                  | CUSIP: AN3034641<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |       2455000 | PA      | $2953868.88   | 0.04%             | 2027-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                                     | MALAYSIA GOVERNMENT BOND                                                     | CUSIP: AT4277287<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     134996000 | PA      | $36627551.40  | 0.52%             | 2048-07-06      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| Volkswagen Leasing GmbH                                                      | VOLKSWAGEN LEASING GMBH                                                      | CUSIP: AT9684297<br>LEI: 5299004GLEUX88BSNB74 | Long             | DBT              | CORP              | DE        |       5350000 | PA      | $6295163.28   | 0.09%             | 2025-08-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Australia Government Bond                                                    | AUSTRALIA GOVERNMENT BOND                                                    | CUSIP: EJ9437272<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |     101967000 | PA      | $69700681.97  | 0.99%             | 2033-04-21      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| London Stock Exchange Group PLC                                              | LONDON STOCK EXCHANGE GROUP PLC                                              | CUSIP: AV9232027<br>LEI: 213800QAUUUP6I445N30 | Long             | DBT              | CORP              | GB        |       2610000 | PA      | $3016403.89   | 0.04%             | 2027-12-06      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Veolia Environnement SA                                                      | VEOLIA ENVIRONNEMENT SA                                                      | CUSIP: AV9235723<br>LEI: 969500LENY69X51OOT31 | Long             | DBT              | CORP              | FR        |       5700000 | PA      | $6440035.23   | 0.09%             | 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        |       2696000 | PA      | $2166498.83   | 0.03%             | 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        |       9300000 | PA      | $9387401.40   | 0.13%             | 2029-04-03      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Orange SA                                                                    | ORANGE SA                                                                    | CUSIP: AW5684278<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |       6500000 | PA      | $8142244.09   | 0.12%             | 2032-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev SA/NV                                                   | ANHEUSER-BUSCH INBEV SA/NV                                                   | CUSIP: AX8902105<br>LEI: 5493008H3828EMEXB082 | Long             | DBT              | CORP              | BE        |       1465000 | PA      | $1604138.67   | 0.02%             | 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        |      14318000 | PA      | $3813597.99   | 0.05%             | 2034-08-12      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Carlsberg Breweries A/S                                                      | CARLSBERG BREWERIES A/S                                                      | CUSIP: AZ1871062<br>LEI: 5493008YL42784DMWN61 | Long             | DBT              | CORP              | DK        |       3773000 | PA      | $4120319.31   | 0.06%             | 2029-07-01      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Peruvian Government International Bond                                       | PERUVIAN GOVERNMENT INTERNATIONAL BOND                                       | CUSIP: AZ1487935<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      15306000 | PA      | $4076751.70   | 0.06%             | 2034-08-12      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Fiserv Inc                                                                   | FISERV INC                                                                   | CUSIP: AZ1871211<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |       9825000 | PA      | $12168945.81  | 0.17%             | 2031-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fiserv Inc                                                                   | FISERV INC                                                                   | CUSIP: AZ1871195<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |        175000 | PA      | $191150.66    | 0.00%             | 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        |       5340000 | PA      | $6973603.60   | 0.10%             | 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        |       9300000 | PA      | $10941241.33  | 0.16%             | 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        |       2670000 | PA      | $3055710.55   | 0.04%             | 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        |       5532000 | PA      | $5389730.49   | 0.08%             | 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        |       2600000 | PA      | $3020129.51   | 0.04%             | 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        |      64000000 | PA      | $14174087.90  | 0.20%             | 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        |       7545000 | PA      | $7023835.16   | 0.10%             | 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        |      16860000 | PA      | $18444842.59  | 0.26%             | 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        |      12399000 | PA      | $13993727.81  | 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        |      11300000 | PA      | $12664993.29  | 0.18%             | 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        |      30666000 | PA      | $33025333.26  | 0.47%             | 2029-06-26      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Westlake Corp                                                                | WESTLAKE CORP                                                                | CUSIP: AZ5984929<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |       9435000 | PA      | $10431116.66  | 0.15%             | 2029-07-17      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Netflix Inc                                                                  | NETFLIX INC                                                                  | CUSIP: ZS2938422<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |       5585000 | PA      | $6868451.76   | 0.10%             | 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        |       9970000 | PA      | $11091421.00  | 0.16%             | 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        |      11500000 | PA      | $12344179.78  | 0.18%             | 2039-10-09      | Variable      | 1.12%                 | No            |                  2 | On Loan: —       |
| Brazil Notas do Tesouro Nacional Serie F                                     | BRAZIL NOTAS DO TESOURO NACIONAL SERIE F                                     | CUSIP: ZP2084801<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     310010000 | PA      | $50097828.83  | 0.71%             | 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        |       3635000 | PA      | $4152193.88   | 0.06%             | 2026-12-15      | Fixed         | 0.32%                 | No            |                  2 | On Loan: No      |
| Volkswagen Leasing GmbH                                                      | VOLKSWAGEN LEASING GMBH                                                      | CUSIP: AZ1285495<br>LEI: 5299004GLEUX88BSNB74 | Long             | DBT              | CORP              | DE        |       5135000 | PA      | $5995906.97   | 0.09%             | 2026-06-19      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Digi Romania SA                                                              | DIGI ROMANIA SA                                                              | CUSIP: ZP7074161<br>LEI: 3157008PTGOXBWZDVF10 | Long             | DBT              | CORP              | RO        |       6300000 | PA      | $7287897.75   | 0.10%             | 2028-02-05      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Banco Comercial Portugues SA                                                 | BANCO COMERCIAL PORTUGUES SA                                                 | CUSIP: BN9424753<br>LEI: JU1U6S0DG9YLT7N8ZV32 | Long             | DBT              | CORP              | PT        |       5800000 | PA      | $6763788.90   | 0.10%             | 2027-02-12      | Variable      | 1.12%                 | No            |                  2 | On Loan: No      |
| Equitable Financial Life Global Funding                                      | EQUITABLE FINANCIAL LIFE GLOBAL FUNDING                                      | CUSIP: BP9634109<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |       2805000 | PA      | $3112409.94   | 0.04%             | 2028-06-16      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                      | INDONESIA TREASURY BOND                                                      | CUSIP: BK8407029<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  473000000000 | PA      | $29045433.94  | 0.41%             | 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        |       5170000 | PA      | $5340078.72   | 0.08%             | 2031-10-01      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                      | BPCE SA                                                                      | CUSIP: ZM4787788<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |       5500000 | PA      | $6637777.70   | 0.09%             | 2028-01-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bond                                          | REPUBLIC OF AUSTRIA GOVERNMENT BOND                                          | CUSIP: ZK2454153<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |      13355000 | PA      | $14496597.75  | 0.21%             | 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        |      16898000 | PA      | $10744718.51  | 0.15%             | 2051-03-20      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Mondi Finance Europe GmbH                                                    | MONDI FINANCE EUROPE GMBH                                                    | CUSIP: BH4248572<br>LEI: 2138004LSZE37TGO8788 | Long             | DBT              | CORP              | AT        |       2505000 | PA      | $2934801.11   | 0.04%             | 2028-04-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Altice France SA                                                             | ALTICE FRANCE SA                                                             | CUSIP: ZR5945186<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |        224000 | PA      | $218682.55    | 0.00%             | 2028-01-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Tesco Corporate Treasury Services PLC                                        | TESCO CORPORATE TREASURY SERVICES PLC                                        | CUSIP: ZQ7670032<br>LEI: 21380018AJDKNF3A6712 | Long             | DBT              | CORP              | GB        |       5250000 | PA      | $6101059.51   | 0.09%             | 2026-05-29      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Smurfit Kappa Treasury ULC                                                   | SMURFIT KAPPA TREASURY ULC                                                   | CUSIP: ZR4229004<br>LEI: 635400B3DOXSWFOWJT40 | Long             | DBT              | CORP              | IE        |       2650000 | PA      | $3058605.48   | 0.04%             | 2027-09-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Hannover Rueck SE                                                            | HANNOVER RUECK SE                                                            | CUSIP: BK2910671<br>LEI: 529900KIN5BE45V5KB18 | Long             | DBT              | CORP              | DE        |       4800000 | PA      | $5194759.50   | 0.07%             | 2040-10-08      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                           | CREDIT AGRICOLE SA                                                           | CUSIP: ZP3171193<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |       1000000 | PA      | $1012059.30   | 0.01%             | 2032-01-14      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| EssilorLuxottica SA                                                          | ESSILORLUXOTTICA SA                                                          | CUSIP: ZQ7076396<br>LEI: 549300M3VH1A3ER1TB49 | Long             | DBT              | CORP              | FR        |       2700000 | PA      | $3036867.01   | 0.04%             | 2027-11-27      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Ivory Coast Government International Bond                                    | IVORY COAST GOVERNMENT INTERNATIONAL BOND                                    | CUSIP: ZQ0630710<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |       7915000 | PA      | $7947562.54   | 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        |      14433000 | PA      | $18474931.81  | 0.26%             | 2033-01-27      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ziggo BV                                                                     | ZIGGO BV                                                                     | CUSIP: ZQ1506224<br>LEI: 213800TQASLF9JXH5J59 | Long             | DBT              | CORP              | NL        |       2720000 | PA      | $2997396.49   | 0.04%             | 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        |      10000000 | PA      | $11659466.90  | 0.17%             | 2026-02-26      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                      | INDONESIA TREASURY BOND                                                      | CUSIP: BQ3772713<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  115952000000 | PA      | $7087106.23   | 0.10%             | 2032-04-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| QNB Finance Ltd                                                              | QNB FINANCE LTD                                                              | CUSIP: ZP9011815<br>LEI: 549300MY0DXTHQEX5O57 | Long             | DBT              | CORP              | KY        |       8200000 | PA      | $7982929.60   | 0.11%             | 2027-02-12      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Bulgaria Government International Bond                                       | BULGARIA GOVERNMENT INTERNATIONAL BOND                                       | CUSIP: ZM5000066<br>LEI: 529900PG0XCL4LICL838 | Long             | DBT              | NUSS              | BG        |       6390000 | PA      | $8179506.29   | 0.12%             | 2033-01-27      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Autostrade per l Italia SpA                                                  | AUTOSTRADE PER L'ITALIA SPA                                                  | CUSIP: BT5739391<br>LEI: 815600149448CEB9B230 | Long             | DBT              | CORP              | IT        |       2680000 | PA      | $3080603.58   | 0.04%             | 2028-01-25      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Vmed O2 UK Financing I PLC                                                   | VMED O2 UK FINANCING I PLC                                                   | CUSIP: BQ1812982<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |       5630000 | PA      | $6906917.43   | 0.10%             | 2031-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Deuce Finco Plc                                                              | DEUCE FINCO PLC                                                              | CUSIP: BP8782586<br>LEI: 9845007DA2BC863E8437 | Long             | DBT              | CORP              | GB        |       1600000 | PA      | $2174716.85   | 0.03%             | 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        |       2130000 | PA      | $2475838.99   | 0.04%             | 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        |      12400000 | PA      | $11047722.96  | 0.16%             | 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        |       5300000 | PA      | $6352389.86   | 0.09%             | 2028-08-25      | Variable      | 3.53%                 | No            |                  2 | On Loan: No      |
| Universal Music Group NV                                                     | UNIVERSAL MUSIC GROUP NV                                                     | CUSIP: BX3045891<br>LEI: 724500GJBUL3D9TW9Y18 | Long             | DBT              | CORP              | NL        |       2470000 | PA      | $2935373.18   | 0.04%             | 2027-06-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson Euro Finance Sarl                                           | BECTON DICKINSON EURO FINANCE SARL                                           | CUSIP: BN9906858<br>LEI: 549300W40NLZ25XUTH09 | Long             | DBT              | CORP              | LU        |       1874000 | PA      | $1719735.97   | 0.02%             | 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        |     123607901 | PA      | $145337472.20 | 2.07%             | 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        |       3105000 | PA      | $3638563.12   | 0.05%             | 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        |       3180000 | PA      | $4233814.29   | 0.06%             | 2029-10-29      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                                 | CAIXABANK SA                                                                 | CUSIP: BP5726552<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |       2700000 | PA      | $3077099.89   | 0.04%             | 2028-05-26      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| Veolia Environnement SA                                                      | VEOLIA ENVIRONNEMENT SA                                                      | CUSIP: BH3926186<br>LEI: 969500LENY69X51OOT31 | Long             | DBT              | CORP              | FR        |       2000000 | PA      | $2308098.79   | 0.03%             | 2027-04-02      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                 | THERMO FISHER SCIENTIFIC INC                                                 | CUSIP: BH4498748<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |        842000 | PA      | $946735.21    | 0.01%             | 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        |       2635000 | PA      | $3047810.81   | 0.04%             | 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        |      62123000 | PA      | $73082656.73  | 1.04%             | 2030-05-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                 | BARCLAYS PLC                                                                 | CUSIP: BQ8368673<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |       5175000 | PA      | $5691794.62   | 0.08%             | 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        |       7100000 | PA      | $7183697.45   | 0.10%             | 2031-01-14      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Transurban Finance Co Pty Ltd                                                | TRANSURBAN FINANCE CO PTY LTD                                                | CUSIP: BH4962032<br>LEI: 54930081LPJMUMEA6E57 | Long             | DBT              | CORP              | AU        |      11250000 | PA      | $13211651.61  | 0.19%             | 2030-04-08      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Japanese Government CPI Linked Bond                                          | JAPANESE GOVERNMENT CPI LINKED BOND                                          | CUSIP: BW5966526<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    3309631000 | PA      | $23992842.49  | 0.34%             | 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        |       4850000 | PA      | $6078229.41   | 0.09%             | 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        |       3900000 | PA      | $4221569.01   | 0.06%             | 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        |       2440000 | PA      | $2856234.26   | 0.04%             | 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        |    6220600000 | PA      | $38029008.83  | 0.54%             | 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        |       3500000 | PA      | $4060982.63   | 0.06%             | 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        |   24736500000 | PA      | $44021353.00  | 0.63%             | 2028-04-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                               | MORGAN STANLEY                                                               | CUSIP: BZ8087133<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       2000000 | PA      | $2600418.86   | 0.04%             | 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        |      13000000 | PA      | $14238505.96  | 0.20%             | 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        |    2261080000 | PA      | $26793639.81  | 0.38%             | 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        |      43099000 | PA      | $50634792.66  | 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        |       6475000 | PA      | $7093320.41   | 0.10%             | 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        |       4975000 | PA      | $5113451.80   | 0.07%             | 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        |       8800000 | PA      | $10512534.67  | 0.15%             | 2031-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                         | ROYAL BANK OF CANADA                                                         | CUSIP: ZJ2436534<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |       2385000 | PA      | $2928614.05   | 0.04%             | 2028-07-05      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                   | VERIZON COMMUNICATIONS INC                                                   | CUSIP: 92343VFJ8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |       5270000 | PA      | $5297236.91   | 0.08%             | 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        |       8150000 | PA      | $10069554.80  | 0.14%             | 2033-05-03      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                            | NATWEST GROUP PLC                                                            | CUSIP: BO2209423<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |       2014000 | PA      | $2197901.92   | 0.03%             | 2030-02-26      | Variable      | 0.78%                 | No            |                  2 | On Loan: No      |
| Banco de Sabadell SA                                                         | BANCO DE SABADELL SA                                                         | CUSIP: BP9815211<br>LEI: SI5RG2M0WQQLZCXKRM20 | Long             | DBT              | CORP              | ES        |       6600000 | PA      | $7531517.81   | 0.11%             | 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        |    3639450000 | PA      | $117018113.01 | 1.67%             | 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        |       5385000 | PA      | $5939705.67   | 0.08%             | 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        |       5075000 | PA      | $5738972.40   | 0.08%             | 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        |     162000000 | PA      | $29967424.91  | 0.43%             | 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        |  318698000000 | PA      | $20031788.60  | 0.29%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                 | COMCAST CORP                                                                 | CUSIP: 20030NDX6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |       3000000 | PA      | $3433276.63   | 0.05%             | 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        |       2565000 | PA      | $2677011.86   | 0.04%             | 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        |      19769000 | PA      | $20757238.30  | 0.30%             | 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        |       2745000 | PA      | $3225938.76   | 0.05%             | 2027-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                                           | BANCO BILBAO VIZCAYA ARGENTARIA SA                                           | CUSIP: BY9992805<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |       7900000 | PA      | $9497039.29   | 0.14%             | 2027-09-20      | Fixed         | 3.38%                 | 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        |       2455000 | PA      | $2956934.26   | 0.04%             | 2028-09-20      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                     | COOPERATIEVE RABOBANK UA                                                     | CUSIP: EK2758630<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |        100000 | PA      | $135874.51    | 0.00%             | 2029-05-23      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Autostrade per l Italia SpA                                                  | AUTOSTRADE PER L'ITALIA SPA                                                  | CUSIP: BN4840177<br>LEI: 815600149448CEB9B230 | Long             | DBT              | CORP              | IT        |       5620000 | PA      | $6306154.85   | 0.09%             | 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        |        570000 | PA      | $795930.55    | 0.01%             | 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        |      37179000 | PA      | $38903101.21  | 0.55%             | 2054-06-22      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Mondelez International Inc                                                   | MONDELEZ INTERNATIONAL INC                                                   | CUSIP: BO3832199<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |      10218000 | PA      | $11337827.01  | 0.16%             | 2028-03-17      | Fixed         | 0.25%                 | No            |                  2 | On Loan: —       |
| Malaysia Government Bond                                                     | MALAYSIA GOVERNMENT BOND                                                     | CUSIP: BJ9810216<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |      79874000 | PA      | $19162070.05  | 0.27%             | 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        |       4097000 | PA      | $5337610.80   | 0.08%             | 2026-11-25      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Metso Oyj                                                                    | METSO OYJ                                                                    | CUSIP: BM6584874<br>LEI: 549300R0VN9C371W0E07 | Long             | DBT              | CORP              | FI        |       2775000 | PA      | $3102428.76   | 0.04%             | 2028-05-26      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                   | ABBVIE INC                                                                   | CUSIP: 00287YDP1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |       5967000 | PA      | $7031990.62   | 0.10%             | 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        |       2390000 | PA      | $2916031.95   | 0.04%             | 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        |   10441250000 | PA      | $52719231.10  | 0.75%             | 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        |       6500000 | PA      | $6506894.55   | 0.09%             | 2026-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GS Caltex Corp                                                               | GS CALTEX CORP                                                               | CUSIP: BK5366509<br>LEI: 988400KLBPXB4WMBUX18 | Long             | DBT              | CORP              | KR        |       5400000 | PA      | $5389030.44   | 0.08%             | 2025-07-27      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Mexican Udibonos                                                             | MEXICAN UDIBONOS                                                             | CUSIP: ZD7734878<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     759594984 | PA      | $37661913.88  | 0.54%             | 2034-08-24      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Elisa Oyj                                                                    | ELISA OYJ                                                                    | CUSIP: ZO3887429<br>LEI: 743700TU2S3DXWGU7H32 | Long             | DBT              | CORP              | FI        |       2760000 | PA      | $3095184.72   | 0.04%             | 2027-09-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| CA Auto Bank SPA/Ireland                                                     | CA AUTO BANK SPA/IRELAND                                                     | CUSIP: ZH5500348<br>LEI: 635400TMJSFWVKAJSI97 | Long             | DBT              | CORP              | IE        |       2395000 | PA      | $2910029.53   | 0.04%             | 2027-01-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                     | AT&T INC                                                                     | CUSIP: 00206RMR0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      13150000 | PA      | $16094463.96  | 0.23%             | 2031-04-30      | Fixed         | 3.95%                 | 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        |   40215000000 | PA      | $43885173.39  | 0.62%             | 2034-10-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                               | MORGAN STANLEY                                                               | CUSIP: BM0594143<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      11660000 | PA      | $12734172.40  | 0.18%             | 2029-10-26      | Variable      | 0.49%                 | No            |                  2 | On Loan: No      |
| Medtronic Global Holdings SCA                                                | MEDTRONIC GLOBAL HOLDINGS SCA                                                | CUSIP: ZO6400725<br>LEI: 549300JXMTTP8GKYIX14 | Long             | DBT              | CORP              | LU        |       2969000 | PA      | $3251925.65   | 0.05%             | 2028-10-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Czech Republic Government Bond                                               | CZECH REPUBLIC GOVERNMENT BOND                                               | CUSIP: BU6855664<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    1514560000 | PA      | $68049056.77  | 0.97%             | 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        |       2535000 | PA      | $2991508.10   | 0.04%             | 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        |       5430000 | PA      | $6716184.20   | 0.10%             | 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        |       1600000 | PA      | $1880008.20   | 0.03%             | 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        |      41152000 | PA      | $50348227.46  | 0.72%             | 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        |       2400000 | PA      | $2887466.43   | 0.04%             | 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        |       4500000 | PA      | $5246442.06   | 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        |    1568540000 | PA      | $78850348.80  | 1.12%             | 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        |       8360000 | PA      | $10578784.59  | 0.15%             | 2029-10-13      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Banco de Sabadell SA                                                         | BANCO DE SABADELL SA                                                         | CUSIP: ZN1277963<br>LEI: SI5RG2M0WQQLZCXKRM20 | Long             | DBT              | CORP              | ES        |       5100000 | PA      | $6339702.16   | 0.09%             | 2028-11-10      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| QNB Finance Ltd                                                              | QNB FINANCE LTD                                                              | CUSIP: ZF5179832<br>LEI: 549300MY0DXTHQEX5O57 | Long             | DBT              | CORP              | KY        |       2175000 | PA      | $2207554.31   | 0.03%             | 2029-01-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Morocco Government International Bond                                        | MOROCCO GOVERNMENT INTERNATIONAL BOND                                        | CUSIP: ZO6408280<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |       8780000 | PA      | $10254256.44  | 0.15%             | 2026-03-30      | Fixed         | 1.38%                 | No            |                  2 | On Loan: —       |
| Avinor AS                                                                    | AVINOR AS                                                                    | CUSIP: ZO6396162<br>LEI: 5967007LIEEXZX8ZW078 | Long             | DBT              | CORP              | NO        |       7202000 | PA      | $7564483.12   | 0.11%             | 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        |       8700000 | PA      | $10234329.98  | 0.15%             | 2027-09-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Autostrade per l Italia SpA                                                  | AUTOSTRADE PER L'ITALIA SPA                                                  | CUSIP: BM8534356<br>LEI: 815600149448CEB9B230 | Long             | DBT              | CORP              | IT        |       6245000 | PA      | $7146349.01   | 0.10%             | 2028-12-04      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Harley-Davidson Financial Services Inc                                       | HARLEY-DAVIDSON FINANCIAL SERVICES INC                                       | CUSIP: ZL8929644<br>LEI: RLUFFFFW4GRYU77BTS24 | Long             | DBT              | CORP              | US        |       8000000 | PA      | $9572587.12   | 0.14%             | 2026-04-05      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Skandinaviska Enskilda Banken AB                                             | SKANDINAVISKA ENSKILDA BANKEN AB                                             | CUSIP: BQ0606138<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |       2865000 | PA      | $3166363.70   | 0.05%             | 2028-06-21      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Inter Media and Communication SpA                                            | INTER MEDIA AND COMMUNICATION SPA                                            | CUSIP: BT7211423<br>LEI: 81560082CE2ED97AFD36 | Long             | DBT              | CORP              | IT        |       5254531 | PA      | $6294023.30   | 0.09%             | 2027-02-09      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                             | CLP/USD FWD 20250808 SOGEFRPP                                                | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              | CORP              | CL        |             1 | NC      | $101604.12    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                 | ING GROEP NV                                                                 | CUSIP: ZK6504342<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |       6000000 | PA      | $7606612.13   | 0.11%             | 2034-05-23      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bond                                                    | SINGAPORE GOVERNMENT BOND                                                    | CUSIP: BM0763284<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |      44175000 | PA      | $34555863.35  | 0.49%             | 2025-11-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                      | BPCE SA                                                                      | CUSIP: BN3350699<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |       7100000 | PA      | $7195908.08   | 0.10%             | 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        |       3160000 | PA      | $3191423.89   | 0.05%             | 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        |    2496670000 | PA      | $5388225.59   | 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        |       2880000 | PA      | $3531757.96   | 0.05%             | 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        |       3320000 | PA      | $4295159.11   | 0.06%             | 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        |       7050000 | PA      | $8107314.50   | 0.12%             | 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        |      21700000 | PA      | $25848191.99  | 0.37%             | 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        |       5250000 | PA      | $5790858.15   | 0.08%             | 2029-09-14      | Variable      | 0.67%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Finance Corp                                              | BERKSHIRE HATHAWAY FINANCE CORP                                              | CUSIP: BV0736157<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |       5119000 | PA      | $5705877.82   | 0.08%             | 2030-03-18      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Brambles Finance PLC                                                         | BRAMBLES FINANCE PLC                                                         | CUSIP: ZL5103201<br>LEI: 213800MBRRUVQIONAN53 | Long             | DBT              | CORP              | GB        |       7660000 | PA      | $9533623.83   | 0.14%             | 2031-03-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| QatarEnergy                                                                  | QATARENERGY                                                                  | CUSIP: BQ3267193<br>LEI: 254900QTESJKJ3P87J26 | Long             | DBT              | CORP              | QA        |       6400000 | PA      | $4732608.00   | 0.07%             | 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        |      57529000 | PA      | $47024019.10  | 0.67%             | 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        |   11076750000 | PA      | $51757394.12  | 0.74%             | 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        |       4000000 | PA      | $4900272.00   | 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        |       4650000 | PA      | $6692772.36   | 0.10%             | 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        |     364000000 | PA      | $12313975.08  | 0.18%             | 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        |       6420000 | PA      | $7621804.15   | 0.11%             | 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        |      50480000 | PA      | $52061584.68  | 0.74%             | 2032-06-01      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| Fiserv Inc                                                                   | FISERV INC                                                                   | CUSIP: ZK6853038<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |      10825000 | PA      | $13476093.14  | 0.19%             | 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        |       8420000 | PA      | $9348034.51   | 0.13%             | 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        |       2310000 | PA      | $2834859.42   | 0.04%             | 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        |       1890000 | PA      | $1996813.60   | 0.03%             | 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        |       6160000 | PA      | $6562627.08   | 0.09%             | 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        |      84650000 | PA      | $65935530.38  | 0.94%             | 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        |       8800000 | PA      | $10288215.30  | 0.15%             | 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        |       9400000 | PA      | $9422915.32   | 0.13%             | 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        |     390430000 | PA      | $60786983.61  | 0.87%             | 2054-07-25      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| Interchile SA                                                                | INTERCHILE SA                                                                | CUSIP: BQ6100474<br>LEI: 549300Y105FQQX6RCE16 | Long             | DBT              | CORP              | CL        |       4563000 | PA      | $3637946.20   | 0.05%             | 2056-06-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                 | BARCLAYS PLC                                                                 | CUSIP: BT3324469<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |       2695000 | PA      | $3094099.77   | 0.04%             | 2028-01-28      | Variable      | 0.88%                 | No            |                  2 | On Loan: No      |
| VF Corp                                                                      | VF CORP                                                                      | CUSIP: ZL2092415<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | DBT              | CORP              | US        |       4239000 | PA      | $4961872.07   | 0.07%             | 2026-03-07      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                               | MORGAN STANLEY                                                               | CUSIP: BP2887050<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       4931000 | PA      | $5659309.90   | 0.08%             | 2027-10-29      | Variable      | 0.41%                 | No            |                  2 | On Loan: No      |
| Colombian TES                                                                | COLOMBIAN TES                                                                | CUSIP: BQ2333632<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   23388800000 | PA      | $4646873.56   | 0.07%             | 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        |       5964000 | PA      | $7302661.11   | 0.10%             | 2027-02-22      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                                 | CAIXABANK SA                                                                 | CUSIP: ZN4073278<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |       2600000 | PA      | $3280885.24   | 0.05%             | 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        |     875120000 | PA      | $47261661.89  | 0.67%             | 2032-03-31      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Stadshypotek AB                                                              | STADSHYPOTEK AB                                                              | CUSIP: YV4085770<br>LEI: 549300UOX05QGUJJ5707 | Long             | DBT              | CORP              | SE        |     216000000 | PA      | $22847018.78  | 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        |    9384900000 | PA      | $48394424.10  | 0.69%             | 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        |    8883769716 | PA      | $65877034.33  | 0.94%             | 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        |      20505000 | PA      | $22370665.83  | 0.32%             | 2028-09-23      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Fresenius SE & Co KGaA                                                       | FRESENIUS SE & CO KGAA                                                       | CUSIP: ZN5392149<br>LEI: XDFJ0CYCOO1FXRFTQS51 | Long             | DBT              | CORP              | DE        |       5200000 | PA      | $6609058.10   | 0.09%             | 2029-11-28      | Fixed         | 5.00%                 | 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        |       5145000 | PA      | $6311916.55   | 0.09%             | 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        |       2800000 | PA      | $3137469.83   | 0.04%             | 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        |       6150000 | PA      | $7045968.59   | 0.10%             | 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        |       7200000 | PA      | $6780157.69   | 0.10%             | 2034-01-12      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Volkswagen Financial Services AG                                             | VOLKSWAGEN FINANCIAL SERVICES AG                                             | CUSIP: BQ8993702<br>LEI: 529900SSGT49ZZSWYE62 | Long             | DBT              | CORP              | DE        |      10300000 | PA      | $10665897.87  | 0.15%             | 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        |       5970000 | PA      | $7707708.26   | 0.11%             | 2034-11-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                        | CHINA GOVERNMENT BOND                                                        | CUSIP: BV8098048<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     379000000 | PA      | $67956145.02  | 0.97%             | 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        |       8600000 | PA      | $9176393.06   | 0.13%             | 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       |     514700000 | PA      | $6082054.34   | 0.09%             | 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        |    4423240000 | PA      | $54406297.11  | 0.77%             | 2032-08-22      | Fixed         | 7.26%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                   | US BANCORP                                                                   | CUSIP: 902973BE5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |       9145000 | PA      | $11095523.33  | 0.16%             | 2032-05-21      | Variable      | 4.01%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                                     | MALAYSIA GOVERNMENT BOND                                                     | CUSIP: ZL8877116<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |      15000000 | PA      | $3829033.42   | 0.05%             | 2053-03-31      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                      | INDONESIA TREASURY BOND                                                      | CUSIP: BY4236745<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  153888000000 | PA      | $9528070.07   | 0.14%             | 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        | 1308474000000 | PA      | $82493099.97  | 1.17%             | 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        |       4600000 | PA      | $5425343.21   | 0.08%             | 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        |      17900000 | PA      | $18192314.34  | 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        |       8130000 | PA      | $9811746.54   | 0.14%             | 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        |     151216000 | PA      | $115873597.71 | 1.65%             | 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        |      13970000 | PA      | $17501902.41  | 0.25%             | 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        |     153118000 | PA      | $182602144.84 | 2.60%             | 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        |       3520000 | PA      | $4233333.67   | 0.06%             | 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        |       2500000 | PA      | $2991315.68   | 0.04%             | 2027-09-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Autoliv Inc                                                                  | AUTOLIV INC                                                                  | CUSIP: ZL4428229<br>LEI: A23RUXWKASG834LTMK28 | Long             | DBT              | CORP              | US        |       2365000 | PA      | $2878369.89   | 0.04%             | 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        |       5400000 | PA      | $6851548.53   | 0.10%             | 2033-01-13      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| NBN Co Ltd                                                                   | NBN CO LTD                                                                   | CUSIP: ZL1819172<br>LEI: 2549007CRZ2NT7S96A24 | Long             | DBT              | CORP              | AU        |      11070000 | PA      | $13628658.28  | 0.19%             | 2029-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                            | HSBC HOLDINGS PLC                                                            | CUSIP: ZL4423592<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      10715000 | PA      | $13089495.72  | 0.19%             | 2028-03-10      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| ABB Finance BV                                                               | ABB FINANCE BV                                                               | CUSIP: ZM3218702<br>LEI: 5493004JXXFB454B6L79 | Long             | DBT              | CORP              | NL        |       2400000 | PA      | $2862361.96   | 0.04%             | 2027-01-16      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ABB Finance BV                                                               | ABB FINANCE BV                                                               | CUSIP: ZM3218728<br>LEI: 5493004JXXFB454B6L79 | Long             | DBT              | CORP              | NL        |       4445000 | PA      | $5345315.17   | 0.08%             | 2031-01-16      | Fixed         | 3.38%                 | 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       |    1010600000 | PA      | $11706745.15  | 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        |       2400000 | PA      | $2935583.33   | 0.04%             | 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        |       8000000 | PA      | $9868770.86   | 0.14%             | 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        |    1043000000 | PA      | $32656218.27  | 0.46%             | 2028-04-17      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                                 | CAIXABANK SA                                                                 | CUSIP: BY7751344<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |       9300000 | PA      | $11385354.40  | 0.16%             | 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        |   14987950000 | PA      | $94092956.48  | 1.34%             | 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        |     521000000 | PA      | $77936911.69  | 1.11%             | 2032-08-15      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| Eurobank SA                                                                  | EUROBANK SA                                                                  | CUSIP: YT7856818<br>LEI: 213800KGF4EFNUQKAT69 | Long             | DBT              | CORP              | GR        |      12450000 | PA      | $14633029.69  | 0.21%             | 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        |       6929000 | PA      | $9192470.01   | 0.13%             | 2029-03-01      | Variable      | 7.75%                 | No            |                  2 | On Loan: No      |
| Mexican Bonos                                                                | MEXICAN BONOS                                                                | CUSIP: ZN7935812<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     417805000 | PA      | $20346191.50  | 0.29%             | 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        |      13525000 | PA      | $16652367.88  | 0.24%             | 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        |      14658000 | PA      | $17295567.85  | 0.25%             | 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        |  332912000000 | PA      | $20825711.56  | 0.30%             | 2040-08-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK                                                                | IDR/USD FWD 20250711 DEUTGB2L                                                | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | ID        |             1 | NC      | $-27861.43    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Japanese Government CPI Linked Bond                                          | JAPANESE GOVERNMENT CPI LINKED BOND                                          | CUSIP: YX2181320<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   27592511392 | PA      | $195192995.24 | 2.78%             | 2034-03-10      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Loxam SAS                                                                    | LOXAM SAS                                                                    | CUSIP: ZK3486816<br>LEI: 969500BNA2YRNE1R5K91 | Long             | DBT              | CORP              | FR        |       3795000 | PA      | $4605547.44   | 0.07%             | 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        |      32500000 | PA      | $38512765.92  | 0.55%             | 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        |   14077500000 | PA      | $59912346.27  | 0.85%             | 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        |    3303460440 | PA      | $23657002.28  | 0.34%             | 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        |      17920000 | PA      | $21473676.89  | 0.31%             | 2034-02-13      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Albania Government International Bond                                        | ALBANIA GOVERNMENT INTERNATIONAL BOND                                        | CUSIP: ZK8858837<br>LEI: 254900EDM43U3SGRND29 | Long             | DBT              | NUSS              | AL        |       5200000 | PA      | $6499539.84   | 0.09%             | 2028-06-09      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Lithuania Government International Bond                                      | LITHUANIA GOVERNMENT INTERNATIONAL BOND                                      | CUSIP: ZK9039973<br>LEI: 529900F7Y171QF1RSU09 | Long             | DBT              | NUSS              | LT        |      38084000 | PA      | $47237663.64  | 0.67%             | 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        |      63666000 | PA      | $17135509.03  | 0.24%             | 2034-10-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Gruenenthal GmbH                                                             | GRUENENTHAL GMBH                                                             | CUSIP: ZK2439899<br>LEI: 529900SH895E31PGLA72 | Long             | DBT              | CORP              | DE        |       3500000 | PA      | $4347972.47   | 0.06%             | 2030-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Banco de Sabadell SA                                                         | BANCO DE SABADELL SA                                                         | CUSIP: ZK8294942<br>LEI: SI5RG2M0WQQLZCXKRM20 | Long             | DBT              | CORP              | ES        |       2300000 | PA      | $2871842.10   | 0.04%             | 2029-06-07      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Saudi Government International Bond                                          | SAUDI GOVERNMENT INTERNATIONAL BOND                                          | CUSIP: YR7975620<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |      35390000 | PA      | $41597271.67  | 0.59%             | 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        |       2410000 | PA      | $2959511.03   | 0.04%             | 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       |     805000000 | PA      | $9676895.99   | 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        |       2700000 | PA      | $3399121.97   | 0.05%             | 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        |      21350000 | PA      | $25769337.63  | 0.37%             | 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        |     609924000 | PA      | $92661604.95  | 1.32%             | 2035-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| EDP Servicios Financieros Espana SA                                          | EDP SERVICIOS FINANCIEROS ESPANA SA                                          | CUSIP: ZH1579890<br>LEI: 5299003GHAFB78O1NU77 | Long             | DBT              | CORP              | ES        |       5143000 | PA      | $6430351.88   | 0.09%             | 2032-04-04      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Carrier Global Corp                                                          | CARRIER GLOBAL CORP                                                          | CUSIP: 14448CBF0<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |       2420000 | PA      | $2962041.97   | 0.04%             | 2028-05-29      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| TUI Cruises GmbH                                                             | TUI CRUISES GMBH                                                             | CUSIP: YT3431608<br>LEI: 529900SVD83QUUIZYY18 | Long             | DBT              | CORP              | DE        |       4485000 | PA      | $5310577.90   | 0.08%             | 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        |    1966521000 | PA      | $63275276.34  | 0.90%             | 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        |       5250000 | PA      | $6097575.86   | 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        |      25410000 | PA      | $30621635.40  | 0.44%             | 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        |      34136000 | PA      | $40169888.59  | 0.57%             | 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        |  376783000000 | PA      | $23419842.62  | 0.33%             | 2035-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                   | VERIZON COMMUNICATIONS INC                                                   | CUSIP: 92343VCT9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |       4715000 | PA      | $5407407.75   | 0.08%             | 2031-12-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Swedbank Hypotek AB                                                          | SWEDBANK HYPOTEK AB                                                          | CUSIP: YR4115675<br>LEI: 549300TJREQ7GHIXWR36 | Long             | DBT              | CORP              | SE        |     212800000 | PA      | $22945125.31  | 0.33%             | 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        |       9575000 | PA      | $11158412.91  | 0.16%             | 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        |    1692500000 | PA      | $76023972.59  | 1.08%             | 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        |      46139000 | PA      | $55177198.14  | 0.79%             | 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        |      26140000 | PA      | $30889158.67  | 0.44%             | 2035-04-02      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Nordea Hypotek AB                                                            | NORDEA HYPOTEK AB                                                            | CUSIP: YQ8698728<br>LEI: 5493000K2HPWIF6MFO29 | Long             | DBT              | CORP              | SE        |     212000000 | PA      | $22851918.95  | 0.33%             | 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        |      22310000 | PA      | $26063414.28  | 0.37%             | 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        |       3130000 | PA      | $3716479.37   | 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        |       5630000 | PA      | $5343951.58   | 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        |     128538000 | PA      | $138132562.84 | 1.97%             | 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        |    2340054150 | PA      | $16367297.95  | 0.23%             | 2035-03-10      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| AusNet Services Holdings Pty Ltd                                             | AUSNET SERVICES HOLDINGS PTY LTD                                             | CUSIP: EK7552160<br>LEI: TTMIG9TE1S0X3ZPDHD61 | Long             | DBT              | CORP              | AU        |       2615000 | PA      | $3023568.60   | 0.04%             | 2027-02-26      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| APA Infrastructure Ltd                                                       | APA INFRASTRUCTURE LTD                                                       | CUSIP: EK8055387<br>LEI: 261700SS8OEHDOCOUJ33 | Long             | DBT              | CORP              | AU        |       2580000 | PA      | $3011819.78   | 0.04%             | 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        |      14085000 | PA      | $14537807.10  | 0.21%             | 2035-03-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: —       |
| Mondelez International Inc                                                   | MONDELEZ INTERNATIONAL INC                                                   | CUSIP: 609207AE5<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |       2575000 | PA      | $2993910.70   | 0.04%             | 2027-03-08      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| APA Infrastructure Ltd                                                       | APA INFRASTRUCTURE LTD                                                       | CUSIP: EK8055262<br>LEI: 261700SS8OEHDOCOUJ33 | Long             | DBT              | CORP              | AU        |       5500000 | PA      | $7084294.69   | 0.10%             | 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        |     347686369 | PA      | $35398440.60  | 0.50%             | 2032-06-01      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA/London                                                    | CREDIT AGRICOLE SA/LONDON                                                    | CUSIP: AL6886769<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |       5200000 | PA      | $6090119.30   | 0.09%             | 2026-12-20      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Australia Government Bond                                                    | AUSTRALIA GOVERNMENT BOND                                                    | CUSIP: QZ5429456<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |      35026000 | PA      | $17631599.00  | 0.25%             | 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        |       5685000 | PA      | $7793760.86   | 0.11%             | 2045-10-27      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| Snam SpA                                                                     | SNAM SPA                                                                     | CUSIP: QZ8441011<br>LEI: 8156002278562044AF79 | Long             | DBT              | CORP              | IT        |       6950000 | PA      | $8027356.43   | 0.11%             | 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        |       8675000 | PA      | $8343013.82   | 0.12%             | 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        |      10800000 | PA      | $12722368.87  | 0.18%             | 2028-11-13      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Italgas SpA                                                                  | ITALGAS SPA                                                                  | CUSIP: AM1349407<br>LEI: 815600F25FF44EF1FA76 | Long             | DBT              | CORP              | IT        |       2570000 | PA      | $2986644.16   | 0.04%             | 2027-01-19      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                          | PETROLEOS MEXICANOS                                                          | CUSIP: AM5152690<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      17590000 | PA      | $20272507.76  | 0.29%             | 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        |       3000000 | PA      | $3463879.77   | 0.05%             | 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        |      51472764 | PA      | $61536565.10  | 0.88%             | 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        |     326635000 | PA      | $17273260.64  | 0.25%             | 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        |      86021000 | PA      | $99231631.39  | 1.41%             | 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        |     360864000 | PA      | $95428440.29  | 1.36%             | 2046-03-15      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| Magna International Inc                                                      | MAGNA INTERNATIONAL INC                                                      | CUSIP: AP0612121<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | DBT              | CORP              | CA        |       2620000 | PA      | $3014782.80   | 0.04%             | 2027-09-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Sydney Airport Finance Co Pty Ltd                                            | SYDNEY AIRPORT FINANCE CO PTY LTD                                            | CUSIP: AS2413480<br>LEI: 549300MJAANHLHOVTO40 | Long             | DBT              | CORP              | AU        |       2630000 | PA      | $3009622.32   | 0.04%             | 2028-04-26      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                   | ABBVIE INC                                                                   | CUSIP: 00287YBB4<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |       2605000 | PA      | $3026367.05   | 0.04%             | 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        |       2620000 | PA      | $3039935.57   | 0.04%             | 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        |       7491000 | PA      | $10051472.90  | 0.14%             | 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      | $7027.82      | 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      | $-299280.78   | -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        |       8230000 | PA      | $5924089.08   | 0.08%             | 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      | $-1244949.91  | -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        |      25294820 | PA      | $18547553.62  | 0.26%             | 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        |      31390000 | PA      | $22976073.88  | 0.33%             | 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      | $-1282540.38  | -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      | $-1400609.85  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| China Government Bond                                                        | CHINA GOVERNMENT BOND                                                        | CUSIP: YX6039409<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |      38700000 | PA      | $6353358.94   | 0.09%             | 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        |          -100 | NC      | $-89006.63    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| JP MORGAN CHASE BANK                                                         | EUR/USD FWD 20250919 CHASGB2L                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |             1 | NC      | $126931.24    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED SECURITIES                                                | CLP/USD FWD 20250808 SCBLGB2L                                                | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | CL        |             1 | NC      | $26357.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA                                                              | MYR/USD FWD 20250904 BOFAUS6N                                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | MY        |             1 | NC      | $-1900669.32  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| ProGroup AG                                                                  | PROGROUP AG                                                                  | CUSIP: ZD8249447<br>LEI: 529900YI5W5TQ8F2FP82 | Long             | DBT              | CORP              | DE        |       2755000 | PA      | $3210820.12   | 0.05%             | 2031-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| JP MORGAN CHASE BANK                                                         | CZK/USD FWD 20250718 CHASGB2L                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | CZ        |             1 | NC      | $212602.64    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                                                         | USD/CZK FWD 20250718 CHASGB2L                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |             1 | NC      | $-363400.36   | -0.01%            |  |  |  | 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        |          1322 | NC      | $-317728.98   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE BANK                                                                | MYR/USD FWD 20250904 DEUTGB2L                                                | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | MY        |             1 | NC      | $-26126.16    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Egypt Treasury Bills                                                         | EGYPT TREASURY BILLS                                                         | CUSIP: YV8415411<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     640200000 | PA      | $12120520.16  | 0.17%             | 2025-09-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES INC                                                          | EUR/USD FWD 20250725 MRMDUS33                                                | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |             1 | NC      | $-26883786.62 | -0.38%            |  |  |  | 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      | $-49479.34    | -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      | $18421.00     | 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      | $29764.65     | 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      | $15.21        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK                                                                | EUR/USD FWD 20250725 DEUTGB2L                                                | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |             1 | NC      | $1755298.69   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                                                           | INR/USD FWD 20250711 GSILGB2X                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | IN        |             1 | NC      | $-596881.57   | -0.01%            |  |  |  | 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        |          -228 | NC      | $-274635.12   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| LONG GILT FUTURE                                                             | LONG GILT FUTURE  SEP25                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | GB        |            86 | NC      | $157307.75    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LONG GILT FUTURE                                                             | LONG GILT FUTURE  SEP25                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | GB        |           464 | NC      | $848730.18    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK N A                                                                 | CZK/USD FWD 20250718 CITIGB2L                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | CZ        |             1 | NC      | $311046.89    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                                                         | USD/BRL FWD 20250903 CHASGB2L                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |             1 | NC      | $-230283.48   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS SECURITIES LLC                                                           | COP/USD FWD 20250905 UBSWGB2L                                                | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | CO        |             1 | NC      | $-140417.84   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC                                              | USD/AUD FWD 20250725 SBOSGB2X                                                | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | US        |             1 | NC      | $1151017.72   | 0.02%             |  |  |  | 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      | $36705.82     | 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      | $-1924331.82  | -0.03%            |  |  |  | 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      | $474524.73    | 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      | $-110199.17   | -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      | $-1262990.71  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                                                         | USD/CAD FWD 20250725 CHASGB2L                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |             1 | NC      | $-181084.03   | -0.00%            |  |  |  | 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      | $17104.62     | 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      | $300883.45    | 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      | $-10284.39    | -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      | $-45031.33    | -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      | $-339650.62   | -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      | $-169444.81   | -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      | $-74620.16    | -0.00%            |  |  |  | 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      | $-1410757.24  | -0.02%            |  |  |  | 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      | $-16258462.83 | -0.23%            |  |  |  | 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        |           238 | NC      | $34770.92     | 0.00%             |  |  |  | No            |                  1 | 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      | $18815.96     | 0.00%             |  |  |  | No            |                  2 | 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      | $-3908.34     | -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      | $3119498.42   | 0.04%             |  |  |  | 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      | $115062.36    | 0.00%             |  |  |  | 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      | $-121104.97   | -0.00%            |  |  |  | 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      | $49348.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC                                              | USD/EUR FWD 20250919 SBOSGB2X                                                | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | US        |             1 | NC      | $-4792933.86  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC                                              | EUR/USD FWD 20250919 SBOSGB2X                                                | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | US        |             1 | NC      | $73394.97     | 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        |          -125 | NC      | $-373687.46   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| HSBC SECURITIES INC                                                          | CZK/USD FWD 20250718 MRMDUS33                                                | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | CZ        |             1 | NC      | $-5057223.44  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC                                              | INR/USD FWD 20250711 SBOSGB2X                                                | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | IN        |             1 | NC      | $58370.15     | 0.00%             |  |  |  | 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      | $381321.64    | 0.01%             |  |  |  | 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      | $-269909.39   | -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      | $-537426.99   | -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        |          2460 | NC      | $485416.20    | 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      | $-3491257.95  | -0.05%            |  |  |  | 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        |         -1311 | NC      | $151997.58    | 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      | $-3216480.97  | -0.05%            |  |  |  | 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      | $-2294211.80  | -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      | $612170.54    | 0.01%             |  |  |  | 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      | $-92594.19    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sri Lanka Government Bonds                                                   | SRI LANKA GOVERNMENT BONDS                                                   | CUSIP: ZM3476730<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |    1544000000 | PA      | $6322189.95   | 0.09%             | 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        |    1227000000 | PA      | $4278879.40   | 0.06%             | 2027-01-15      | Fixed         | 11.40%                | 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      | $-1038575.44  | -0.01%            |  |  |  | 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      | $526169.19    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                                                         | USD/RON FWD 20250718 CHASGB2L                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |             1 | NC      | $98712.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                                                         | USD/EUR FWD 20250725 CHASGB2L                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |             1 | NC      | $-252353.32   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                                                         | EUR/USD FWD 20250725 CHASGB2L                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |             1 | NC      | $902643.47    | 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      | $-4921807.55  | -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      | $-55491.65    | -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      | $33317.97     | 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      | $142587.39    | 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      | $142587.39    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | LCH - JPY IRS 5/2/29 PAY FIX MSLN                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |             1 | NC      | $371347.40    | 0.01%             |  |  |  | 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      | $701858.64    | 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      | $-2299862.49  | -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      | $-1459465.26  | -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      | $104861.11    | 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      | $-159483.85   | -0.00%            |  |  |  | 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      | $20491.00     | 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      | $919387.12    | 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      | $1893113.38   | 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      | $859539.61    | 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      | $11209552.21  | 0.16%             |  |  |  | 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      | $2336384.41   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | LCH - CNY IRS 1/13/30 REC FIX CITI_C                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |             1 | NC      | $-335157.10   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | CME - MXN IRS 1/24/35 PAY FIX_C                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |             1 | NC      | $-1997712.17  | -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      | $-429185.97   | -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      | $5897716.97   | 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      | $219404.59    | 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      | $241321.36    | 0.00%             |  |  |  | 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      | $1474928.34   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | ICE_ITRX XOVER CDSI S43 5Y 06/20/2030                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |             1 | NC      | $-668819.29   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                          | ICE_VIETNAM CDS 06/20/2028 GSIL                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |             1 | NC      | $453600.17    | 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      | $-90010.59    | -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      | $-148766.18   | -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      | $-166253.12   | -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      | $90259.20     | 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      | $-8343.52     | -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      | $-9157.08     | -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      | $-26484.04    | -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      | $-127176.65   | -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      | $-134601.45   | -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      | $-63140.38    | -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      | $-78093.41    | -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      | $-65561.09    | -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      | $170146.27    | 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      | $-285458.21   | -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      | $1106518.57   | 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      | $1255513.10   | 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      | $139875.20    | 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      | $1546023.67   | 0.02%             |  |  |  | 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      | $-379169.93   | -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      | $-121874.25   | -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      | $9086.39      | 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      | $1784576.92   | 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      | $510590.90    | 0.01%             |  |  |  | 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      | $-992165.91   | -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      | $-867853.79   | -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      | $1758323.15   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| FRENCH GOVERNMENT BOND FUTURES                                               | EURO-OAT FUTURE   SEP25                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |          -838 | NC      | $308476.10    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE BANK                                                                | AUD/USD FWD 20250725 DEUTGB2L                                                | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | AU        |             1 | NC      | $-74117.40    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EUREX 5 YEAR EURO BOBL FUTURE                                                | EURO-BOBL FUTURE  SEP25                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |         -1477 | NC      | $867647.78    | 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      | $170878.30    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES INC                                                          | CNH/USD FWD 20250912 MRMDUS33                                                | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | CN        |             1 | NC      | $603751.93    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES INC                                                          | USD/CNH FWD 20250912 MRMDUS33                                                | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |             1 | NC      | $-2157727.84  | -0.03%            |  |  |  | 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      | $-1422112.02  | -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      | $310190.06    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP                                                  | EUR/USD FWD 20250919 BNPAFRPP                                                | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |             1 | NC      | $112052.97    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP                                                  | USD/EUR FWD 20250919 BNPAFRPP                                                | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |             1 | NC      | $-12996390.37 | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                                                         | USD/CHF FWD 20250725 CHASGB2L                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |             1 | NC      | $-147605.58   | -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      | $-584194.38   | -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      | $-483226.03   | -0.01%            |  |  |  | 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      | $7124795.06   | 0.10%             |  |  |  | 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      | $-260565.25   | -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      | $-8678512.14  | -0.12%            |  |  |  | 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      | $135234.38    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                                                         | IDR/USD FWD 20250711 CHASGB2L                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | ID        |             1 | NC      | $459644.15    | 0.01%             |  |  |  | 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      | $-72819.37    | -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      | $-3613.43     | -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      | $27900.64     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N A                                                                 | USD/NOK FWD 20250725 CITIGB2L                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |             1 | NC      | $-15237.95    | -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      | $11188.27     | 0.00%             |  |  |  | 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      | $6108.63      | 0.00%             |  |  |  | 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      | $-809476.14   | -0.01%            |  |  |  | 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      | $1732.61      | 0.00%             |  |  |  | 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      | $-2669.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NATWEST BANK PLC                                                             | CZK/USD FWD 20250718 RBOSGB2R                                                | CUSIP: 000000000<br>LEI: 213800IBT39XQ9C4CP71 | N/A              | DFE              | CORP              | CZ        |             1 | NC      | $-332370.00   | -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        |          -904 | NC      | $835642.13    | 0.01%             |  |  |  | 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      | $-362689.84   | -0.01%            |  |  |  | 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      | $-48320.57    | -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      | $-2257345.78  | -0.03%            |  |  |  | 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      | $-248276.67   | -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      | $-258981.71   | -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      | $-3294520.83  | -0.05%            |  |  |  | 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      | $453233.24    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES INC                                                          | USD/JPY FWD 20250725 MRMDUS33                                                | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |             1 | NC      | $440655.41    | 0.01%             |  |  |  | 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      | $-16124.98    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                                                         | NOK/USD FWD 20250725 CHASGB2L                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | NO        |             1 | NC      | $-11352.41    | -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      | $-231262.55   | -0.00%            |  |  |  | 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      | $114516.02    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES INC                                                          | CNH/USD FWD 20251017 MRMDUS33                                                | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | CN        |             1 | NC      | $-371189.25   | -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      | $-1365151.18  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK                                                                | USD/JPY FWD 20250725 DEUTGB2L                                                | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |             1 | NC      | $74598.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC                                              | EUR/USD FWD 20250725 SBOSGB2X                                                | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | US        |             1 | NC      | $-1310126.52  | -0.02%            |  |  |  | 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      | $-6834438.15  | -0.10%            |  |  |  | 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        |           359 | NC      | $-947775.13   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK N A                                                                 | HUF/USD FWD 20250718 CITIGB2L                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | HU        |             1 | NC      | $2377098.56   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA                                                              | CZK/USD FWD 20251017 BOFAUS6N                                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | CZ        |             1 | NC      | $-818038.19   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA                                                              | CAD/USD FWD 20250725 BOFAUS6N                                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | CA        |             1 | NC      | $872666.05    | 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      | $-4637713.50  | -0.07%            |  |  |  | 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        |          -661 | NC      | $-1679263.89  | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO                                                           | CLP/USD FWD 20250808 GSILGB2X                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | CL        |             1 | NC      | $20793.45     | 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      | $240913.88    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC                                              | CNH/USD FWD 20250912 SBOSGB2X                                                | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | CN        |             1 | NC      | $-291083.62   | -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      | $3299673.55   | 0.05%             |  |  |  | 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      | $-3654307.49  | -0.05%            |  |  |  | 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      | $358060.74    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Altice Financing SA                                                          | ALTICE FINANCING SA                                                          | CUSIP: BQ8377260<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |       1775000 | PA      | $1527060.51   | 0.02%             | 2029-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Gruenenthal GmbH                                                             | GRUENENTHAL GMBH                                                             | CUSIP: ZK2439873<br>LEI: 529900SH895E31PGLA72 | Long             | DBT              | CORP              | DE        |        530000 | PA      | $658407.26    | 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        |       2623000 | PA      | $3360117.10   | 0.05%             | 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        |      15580000 | PA      | $19473621.28  | 0.28%             | 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        |       4620000 | PA      | $5612215.94   | 0.08%             | 2034-07-05      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Cirsa Finance International Sarl                                             | CIRSA FINANCE INTERNATIONAL SARL                                             | CUSIP: ZJ5963203<br>LEI: 254900KUJN6DHWH2K029 | Long             | DBT              | CORP              | LU        |       4415000 | PA      | $5411327.55   | 0.08%             | 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        |       4370000 | PA      | $5561707.49   | 0.08%             | 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        |      15752000 | PA      | $19450671.27  | 0.28%             | 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        |       8096000 | PA      | $9855372.35   | 0.14%             | 2034-03-21      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Jerrold Finco PLC                                                            | JERROLD FINCO PLC                                                            | CUSIP: ZB0044865<br>LEI: 213800F7AYNHLL1BPR31 | Long             | DBT              | CORP              | GB        |        345000 | PA      | $486402.58    | 0.01%             | 2030-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Gruenenthal GmbH                                                             | GRUENENTHAL GMBH                                                             | CUSIP: YT5231840<br>LEI: 529900SH895E31PGLA72 | Long             | DBT              | CORP              | DE        |        160000 | PA      | $189551.94    | 0.00%             | 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        |       1195000 | PA      | $1654981.18   | 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        |      14640000 | PA      | $17258811.70  | 0.25%             | 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        |          1101 | NC      | $298805.00    | 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