# EDGAR Filing Document

**Accession Number:** 0000742212
**File Stem:** 0001410368-26-016304
**Filing Date:** 2026-2
**Character Count:** 94162
**Document Hash:** e7f49bda26c9938ebd9ec75ad333a09d
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-016304.hdr.sgml**: 20260223

**ACCESSION NUMBER**: 0001410368-26-016304

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260223

**DATE AS OF CHANGE**: 20260223

**PERIOD START**: 20251231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** NORTHWESTERN MUTUAL SERIES FUND INC
- **CENTRAL INDEX KEY:** 0000742212

**ORGANIZATION NAME:**
- **EIN:** 391603401
- **STATE OF INCORPORATION:** MD
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-03990
- **FILM NUMBER:** 26664745

**BUSINESS ADDRESS:**
- **STREET 1:** 720 E WISCONSIN AVE
- **CITY:** MILWAUKEE
- **STATE:** WI
- **ZIP:** 53202
- **BUSINESS PHONE:** 4142992508

**MAIL ADDRESS:**
- **STREET 1:** 720 EAST WISCONSIN AVE
- **CITY:** MILWAUKEE
- **STATE:** WI
- **ZIP:** 53202

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** NORTHWESTERN MUTUAL VARIABLE LIFE SERIES FUND INC
- **DATE OF NAME CHANGE:** 19940830

## Series and Classes Contracts Data

### International Equity Portfolio (Series ID: S000000052)

| Class ID   | Class Name                     | Ticker Symbol   |
|:---|:---|:---|
| C000000087 | International Equity Portfolio |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** NORTHWESTERN MUTUAL SERIES FUND INC

- **b. Investment Company Act file number:** 811-03990

- **c. CIK number of Registrant:** 0000742212

- **d. LEI of Registrant:** 549300T1UBX7MDSNZA55

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

  - **Street Address 1:** 720 E WISCONSIN AVE

  - **City:** MILWAUKEE

  - **State:** WI

  - **Foreign country:** US

  - **Zip / Postal Code:** 53202

  - **Telephone number:** 414-271-1444

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

- **a. Name of Series:** International Equity Portfolio

- **b. EDGAR series identifier (if any):** S000000052

- **c. LEI of Series:** 5493009J2EF7GK480170

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $2390111395.12

**Total Liabilities:** $10450039.78

**Net Assets:** $2379661355.34

**Cash Not Reported:** $30482642.44

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000000087 | -0.30%               | 1.88%                | 3.25%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-10856979.44            | $2273046.66                                |
| Month 2  | $38721455.05             | $2905125.08                                |
| Month 3  | $7218214.14              | $65560674.98                               |

**Designated Index Information**

- **Index Name:** Securities Portfolio VaR

- **Index Identifier:** Designated Reference Portfolio is the Fund`s Securities Portfolio

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Ashtead Group PLC                         | Ashtead Group PLC                         | CUSIP: 000000000<br>LEI: 2138007UTBN8X9K1A235 | Long             | EC               | CORP              | GB        |    543200 | NS      | $37059866.07  | 1.56%             |  |  |  | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Ltd                 | Alibaba Group Holding Ltd                 | CUSIP: 01609W102<br>LEI: 5493001NTNQJDH60PM02 | Long             | EC               | CORP              | KY        |    270200 | NS      | $39605916.00  | 1.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Diageo PLC                                | Diageo PLC                                | CUSIP: 000000000<br>LEI: 213800ZVIELEA55JMJ32 | Long             | EC               | CORP              | GB        |    952000 | NS      | $20506748.34  | 0.86%             |  |  |  | No            |                  2 | On Loan: No      |
| Imperial Brands PLC                       | Imperial Brands PLC                       | CUSIP: 000000000<br>LEI: 549300DFVPOB67JL3A42 | Long             | EC               | CORP              | GB        |    840000 | NS      | $35315092.71  | 1.48%             |  |  |  | No            |                  2 | On Loan: No      |
| Prudential PLC                            | Prudential PLC                            | CUSIP: 000000000<br>LEI: 5493001Z3ZE83NGK8Y12 | Long             | EC               | CORP              | GB        |   2732873 | NS      | $42166186.59  | 1.77%             |  |  |  | No            |                  2 | On Loan: No      |
| BP PLC                                    | BP PLC                                    | CUSIP: 000000000<br>LEI: 213800LH1BZH3DI6G760 | Long             | EC               | CORP              | GB        |   2522000 | NS      | $14640162.63  | 0.62%             |  |  |  | No            |                  2 | On Loan: No      |
| BioNTech SE                               | BioNTech SE                               | CUSIP: 09075V102<br>LEI: 894500UZJ5LG1F8J1U58 | Long             | EC               | CORP              | DE        |     99000 | NS      | $9424800.00   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Booking Holdings Inc                      | Booking Holdings Inc                      | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |      7075 | NS      | $37888959.75  | 1.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookfield Corp                           | Brookfield Corp                           | CUSIP: 11271J107<br>LEI: C6J3FGIWG6MBDGTE8F80 | Long             | EC               | CORP              | CA        |    404900 | NS      | $18580861.00  | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| Cemex SAB de CV                           | Cemex SAB de CV                           | CUSIP: 151290889<br>LEI: 549300RIG2CXWN6IV731 | Long             | EC               | CORP              | MX        |   2822605 | NS      | $32431731.45  | 1.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Coupang Inc                               | Coupang Inc                               | CUSIP: 22266T109<br>LEI: 549300XR4L1D80AK4W76 | Long             | EC               | CORP              | US        |   1317900 | NS      | $31089261.00  | 1.31%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank USA NA                          | PURCHASED USD / SOLD CNH                  | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |         1 | NC      | $-62357.29    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                        | PURCHASED USD / SOLD CNH                  | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $-62686.51    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                         | PURCHASED USD / SOLD CNH                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |         1 | NC      | $-37159.55    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                         | PURCHASED USD / SOLD CNH                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |         1 | NC      | $-37196.44    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                   | PURCHASED USD / SOLD CNH                  | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |         1 | NC      | $-40528.56    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                          | PURCHASED USD / SOLD CNH                  | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |         1 | NC      | $-20300.32    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                    | PURCHASED USD / SOLD CNH                  | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |         1 | NC      | $-20673.58    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                    | PURCHASED USD / SOLD CNH                  | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |         1 | NC      | $-20614.68    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                    | PURCHASED USD / SOLD CNH                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $-27604.03    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                          | PURCHASED USD / SOLD CNH                  | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |         1 | NC      | $-20634.32    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                          | PURCHASED USD / SOLD CNH                  | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |         1 | NC      | $-40590.62    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC    | PURCHASED USD / SOLD CNH                  | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $-40136.71    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC    | PURCHASED USD / SOLD CNH                  | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $-40700.76    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                          | PURCHASED USD / SOLD TWD                  | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |         1 | NC      | $-10342.68    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.             | PURCHASED USD / SOLD TWD                  | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-15124.28    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                          | PURCHASED USD / SOLD TWD                  | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |         1 | NC      | $-16477.89    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                    | PURCHASED USD / SOLD TWD                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $-17906.01    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                    | PURCHASED USD / SOLD CNH                  | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |         1 | NC      | $-142166.51   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                               | PURCHASED USD / SOLD CNH                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-124263.90   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                          | PURCHASED USD / SOLD CNH                  | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |         1 | NC      | $-47430.57    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                          | PURCHASED USD / SOLD CNH                  | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |         1 | NC      | $-47625.43    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                    | PURCHASED USD / SOLD CNH                  | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |         1 | NC      | $-45182.63    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                               | PURCHASED USD / SOLD TWD                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-23980.74    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                          | PURCHASED USD / SOLD TWD                  | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |         1 | NC      | $-24573.27    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                               | PURCHASED USD / SOLD TWD                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-24032.31    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                          | PURCHASED USD / SOLD TWD                  | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |         1 | NC      | $-24083.85    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                          | PURCHASED USD / SOLD TWD                  | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |         1 | NC      | $10220.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                          | PURCHASED USD / SOLD TWD                  | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |         1 | NC      | $16936.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                    | PURCHASED USD / SOLD TWD                  | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |         1 | NC      | $14466.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                          | PURCHASED USD / SOLD TWD                  | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |         1 | NC      | $15362.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                    | PURCHASED USD / SOLD TWD                  | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |         1 | NC      | $-15772.25    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                               | PURCHASED USD / SOLD TWD                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-11945.99    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                          | PURCHASED USD / SOLD TWD                  | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |         1 | NC      | $4094.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                    | PURCHASED USD / SOLD TWD                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $3908.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                        | PURCHASED USD / SOLD TWD                  | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $371.56       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                          | PURCHASED USD / SOLD TWD                  | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |         1 | NC      | $1199.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                    | PURCHASED USD / SOLD CNH                  | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |         1 | NC      | $-232403.61   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                        | PURCHASED USD / SOLD TWD                  | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $1086.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                               | PURCHASED USD / SOLD TWD                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $385.63       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                          | PURCHASED USD / SOLD TWD                  | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |         1 | NC      | $-1089.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                    | PURCHASED USD / SOLD TWD                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $-914.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                               | PURCHASED USD / SOLD TWD                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $93246.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                          | PURCHASED USD / SOLD TWD                  | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |         1 | NC      | $90695.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                          | PURCHASED USD / SOLD TWD                  | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |         1 | NC      | $90064.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                    | PURCHASED USD / SOLD TWD                  | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |         1 | NC      | $52081.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                        | PURCHASED USD / SOLD TWD                  | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $52689.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                               | PURCHASED USD / SOLD TWD                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $60359.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.             | PURCHASED USD / SOLD CNY                  | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-17118.96    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                          | PURCHASED USD / SOLD CNH                  | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |         1 | NC      | $-17734.10    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                          | PURCHASED USD / SOLD CNH                  | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |         1 | NC      | $-19120.68    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                          | PURCHASED USD / SOLD CNH                  | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |         1 | NC      | $-17681.88    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.             | PURCHASED USD / SOLD CNY                  | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-17512.22    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                    | PURCHASED USD / SOLD TWD                  | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |         1 | NC      | $66602.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                    | PURCHASED USD / SOLD TWD                  | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |         1 | NC      | $67268.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                    | PURCHASED USD / SOLD TWD                  | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |         1 | NC      | $67882.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                    | PURCHASED USD / SOLD TWD                  | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |         1 | NC      | $66043.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                               | PURCHASED USD / SOLD TWD                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $60692.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                               | PURCHASED USD / SOLD TWD                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $60226.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                          | PURCHASED USD / SOLD CNH                  | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |         1 | NC      | $-22284.08    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                          | PURCHASED USD / SOLD CNH                  | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |         1 | NC      | $-23764.75    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                        | PURCHASED USD / SOLD CNH                  | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $-23430.80    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                          | PURCHASED USD / SOLD CNH                  | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |         1 | NC      | $-41523.76    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                    | PURCHASED USD / SOLD CNH                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $-42194.70    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                          | PURCHASED USD / SOLD CNH                  | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |         1 | NC      | $-41814.05    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                    | PURCHASED USD / SOLD TWD                  | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |         1 | NC      | $38818.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                          | PURCHASED USD / SOLD TWD                  | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |         1 | NC      | $36797.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                    | PURCHASED USD / SOLD TWD                  | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |         1 | NC      | $37557.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                    | PURCHASED USD / SOLD TWD                  | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |         1 | NC      | $80624.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                    | PURCHASED USD / SOLD TWD                  | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |         1 | NC      | $82858.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                          | PURCHASED USD / SOLD CNH                  | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |         1 | NC      | $-25803.11    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                    | PURCHASED USD / SOLD TWD                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $83520.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                    | PURCHASED USD / SOLD TWD                  | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |         1 | NC      | $82130.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                    | PURCHASED USD / SOLD CNH                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $-25738.10    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                          | PURCHASED USD / SOLD CNH                  | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |         1 | NC      | $-26643.94    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                    | PURCHASED USD / SOLD TWD                  | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |         1 | NC      | $96429.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                    | PURCHASED USD / SOLD TWD                  | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |         1 | NC      | $98327.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                    | PURCHASED USD / SOLD TWD                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $93823.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                    | PURCHASED USD / SOLD TWD                  | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |         1 | NC      | $97495.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                    | PURCHASED USD / SOLD TWD                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $104348.67    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                    | PURCHASED USD / SOLD TWD                  | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |         1 | NC      | $111450.61    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                          | PURCHASED USD / SOLD TWD                  | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |         1 | NC      | $112676.21    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                          | PURCHASED USD / SOLD TWD                  | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |         1 | NC      | $108520.17    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                          | PURCHASED USD / SOLD TWD                  | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |         1 | NC      | $109312.82    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                               | PURCHASED USD / SOLD TWD                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $107316.34    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                    | PURCHASED USD / SOLD CNH                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $-13131.04    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                          | PURCHASED USD / SOLD CNH                  | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |         1 | NC      | $-12568.54    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                          | PURCHASED USD / SOLD CNH                  | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |         1 | NC      | $-12721.46    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                    | PURCHASED USD / SOLD CNH                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $-12573.92    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                    | PURCHASED USD / SOLD CNH                  | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |         1 | NC      | $-27733.09    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                    | PURCHASED USD / SOLD CNH                  | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |         1 | NC      | $-27395.86    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                          | PURCHASED USD / SOLD CNH                  | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |         1 | NC      | $-28027.52    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                               | PURCHASED USD / SOLD TWD                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $89494.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                         | PURCHASED USD / SOLD TWD                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |         1 | NC      | $94168.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                          | PURCHASED USD / SOLD TWD                  | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |         1 | NC      | $92119.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                        | PURCHASED USD / SOLD TWD                  | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $92966.19     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                               | PURCHASED USD / SOLD TWD                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $61645.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                   | PURCHASED USD / SOLD TWD                  | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |         1 | NC      | $67401.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                               | PURCHASED USD / SOLD TWD                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $65100.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                               | PURCHASED USD / SOLD TWD                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $63507.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                          | PURCHASED USD / SOLD CNH                  | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |         1 | NC      | $-305.41      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                    | PURCHASED USD / SOLD CNH                  | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |         1 | NC      | $-305.27      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                    | PURCHASED USD / SOLD CNH                  | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |         1 | NC      | $-305.20      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                          | PURCHASED USD / SOLD CNH                  | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |         1 | NC      | $-229.56      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                               | PURCHASED USD / SOLD TWD                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $33611.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                          | PURCHASED USD / SOLD CNH                  | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |         1 | NC      | $-48044.26    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                         | PURCHASED USD / SOLD CNH                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |         1 | NC      | $-50360.83    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                    | PURCHASED USD / SOLD CNH                  | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |         1 | NC      | $-50108.66    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                          | PURCHASED USD / SOLD CNH                  | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |         1 | NC      | $-49747.95    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                        | PURCHASED USD / SOLD CNH                  | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $-15927.90    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                    | PURCHASED USD / SOLD CNH                  | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |         1 | NC      | $-15395.82    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                        | PURCHASED USD / SOLD CNH                  | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $-15439.47    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                    | PURCHASED USD / SOLD CNH                  | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |         1 | NC      | $-15627.97    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                    | PURCHASED USD / SOLD CNH                  | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |         1 | NC      | $-15889.09    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                               | PURCHASED USD / SOLD CNH                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-9174.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                        | PURCHASED USD / SOLD CNH                  | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $-9723.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                        | PURCHASED USD / SOLD CNH                  | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $-9770.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                               | PURCHASED USD / SOLD TWD                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $50122.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                    | PURCHASED USD / SOLD TWD                  | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |         1 | NC      | $46716.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                    | PURCHASED USD / SOLD TWD                  | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |         1 | NC      | $48944.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                        | PURCHASED USD / SOLD TWD                  | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $46716.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                               | PURCHASED USD / SOLD TWD                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $47527.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.             | PURCHASED USD / SOLD TWD                  | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $51229.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                               | PURCHASED USD / SOLD TWD                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $50683.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                               | PURCHASED USD / SOLD TWD                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $57148.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                        | PURCHASED USD / SOLD TWD                  | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $58124.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC    | PURCHASED USD / SOLD CNH                  | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $-24468.20    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                               | PURCHASED USD / SOLD CNH                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-24812.57    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                          | PURCHASED USD / SOLD CNH                  | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |         1 | NC      | $-23727.96    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                               | PURCHASED USD / SOLD CNH                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-22961.55    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                               | PURCHASED USD / SOLD TWD                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $34924.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                   | PURCHASED USD / SOLD TWD                  | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |         1 | NC      | $47574.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                          | PURCHASED USD / SOLD TWD                  | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |         1 | NC      | $47411.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                          | PURCHASED USD / SOLD CNH                  | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |         1 | NC      | $-57044.62    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                    | PURCHASED USD / SOLD CNH                  | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |         1 | NC      | $-14750.26    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                    | PURCHASED USD / SOLD CNH                  | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |         1 | NC      | $-14795.24    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                    | PURCHASED USD / SOLD CNH                  | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |         1 | NC      | $-15211.06    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                         | PURCHASED USD / SOLD CNH                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |         1 | NC      | $-14694.19    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                         | PURCHASED USD / SOLD TWD                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |         1 | NC      | $10365.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                               | PURCHASED USD / SOLD CNH                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-27331.94    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                    | PURCHASED USD / SOLD CNH                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $-17341.45    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                               | PURCHASED USD / SOLD TWD                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $4857.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                    | PURCHASED TWD / SOLD USD                  | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | TW        |         1 | NC      | $-5243.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                               | PURCHASED TWD / SOLD USD                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | TW        |         1 | NC      | $-5676.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                    | PURCHASED TWD / SOLD USD                  | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | TW        |         1 | NC      | $-1887.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                               | PURCHASED USD / SOLD TWD                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $1780.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                               | PURCHASED TWD / SOLD USD                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | TW        |         1 | NC      | $-1251.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                               | PURCHASED TWD / SOLD USD                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | TW        |         1 | NC      | $-3227.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                               | PURCHASED TWD / SOLD USD                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | TW        |         1 | NC      | $-3774.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                               | PURCHASED USD / SOLD TWD                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $3727.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.             | PURCHASED TWD / SOLD USD                  | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | TW        |         1 | NC      | $-3323.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                    | PURCHASED TWD / SOLD USD                  | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | TW        |         1 | NC      | $-3693.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                               | PURCHASED USD / SOLD CNH                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-28890.03    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                               | PURCHASED TWD / SOLD USD                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | TW        |         1 | NC      | $-4275.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                   | PURCHASED TWD / SOLD USD                  | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | TW        |         1 | NC      | $-996.83      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                               | PURCHASED USD / SOLD TWD                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $2696.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                               | PURCHASED TWD / SOLD USD                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | TW        |         1 | NC      | $-749.25      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                               | PURCHASED USD / SOLD TWD                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $867.17       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                               | PURCHASED TWD / SOLD USD                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | TW        |         1 | NC      | $-3351.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                               | PURCHASED TWD / SOLD USD                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | TW        |         1 | NC      | $-2107.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                    | PURCHASED USD / SOLD TWD                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $4908.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                    | PURCHASED USD / SOLD TWD                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $4428.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                    | PURCHASED TWD / SOLD USD                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | TW        |         1 | NC      | $-3317.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.             | PURCHASED TWD / SOLD USD                  | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | TW        |         1 | NC      | $1938.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                    | PURCHASED TWD / SOLD USD                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | TW        |         1 | NC      | $-3089.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                        | PURCHASED TWD / SOLD USD                  | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | TW        |         1 | NC      | $-4233.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                    | PURCHASED TWD / SOLD USD                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | TW        |         1 | NC      | $-2177.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                    | PURCHASED TWD / SOLD USD                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | TW        |         1 | NC      | $-2589.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                               | PURCHASED USD / SOLD TWD                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $265.25       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                    | PURCHASED TWD / SOLD USD                  | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | TW        |         1 | NC      | $-798.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                               | PURCHASED TWD / SOLD USD                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | TW        |         1 | NC      | $574.06       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC    | PURCHASED USD / SOLD TWD                  | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $187.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC    | PURCHASED TWD / SOLD USD                  | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | TW        |         1 | NC      | $978.15       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.             | PURCHASED TWD / SOLD USD                  | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | TW        |         1 | NC      | $7428.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.             | PURCHASED TWD / SOLD USD                  | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | TW        |         1 | NC      | $4931.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.             | PURCHASED TWD / SOLD USD                  | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | TW        |         1 | NC      | $6276.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                               | PURCHASED USD / SOLD TWD                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $1959.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                               | PURCHASED TWD / SOLD USD                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | TW        |         1 | NC      | $-1959.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                               | PURCHASED TWD / SOLD USD                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | TW        |         1 | NC      | $-848.11      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.             | PURCHASED TWD / SOLD USD                  | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | TW        |         1 | NC      | $5677.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                               | PURCHASED USD / SOLD TWD                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-1938.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                               | PURCHASED TWD / SOLD USD                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | TW        |         1 | NC      | $3360.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.             | PURCHASED TWD / SOLD USD                  | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | TW        |         1 | NC      | $2829.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.             | PURCHASED TWD / SOLD USD                  | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | TW        |         1 | NC      | $5033.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.             | PURCHASED USD / SOLD TWD                  | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-1326.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                               | PURCHASED TWD / SOLD USD                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | TW        |         1 | NC      | $15031.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                               | PURCHASED USD / SOLD TWD                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-7528.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                               | PURCHASED TWD / SOLD USD                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | TW        |         1 | NC      | $11716.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                               | PURCHASED USD / SOLD TWD                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-5323.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                               | PURCHASED TWD / SOLD USD                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | TW        |         1 | NC      | $12692.15     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                               | PURCHASED USD / SOLD TWD                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-6228.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                    | PURCHASED USD / SOLD TWD                  | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |         1 | NC      | $-5677.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                    | PURCHASED TWD / SOLD USD                  | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | TW        |         1 | NC      | $12186.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays PLC                              | Barclays PLC                              | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | EC               | CORP              | GB        |  10502800 | NS      | $66672330.55  | 2.80%             |  |  |  | No            |                  2 | On Loan: No      |
| adidas AG                                 | adidas AG                                 | CUSIP: 000000000<br>LEI: 549300JSX0Z4CW0V5023 | Long             | EC               | CORP              | DE        |     61400 | NS      | $12086513.65  | 0.51%             |  |  |  | No            |                  2 | On Loan: No      |
| International Flavors & Fragrances Inc    | International Flavors & Fragrances Inc    | CUSIP: 459506101<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | EC               | CORP              | US        |    308800 | NS      | $20810032.00  | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Post AG                          | Deutsche Post AG                          | CUSIP: 000000000<br>LEI: 8ER8GIG7CSMVD8VUFE78 | Long             | EC               | CORP              | DE        |    546200 | NS      | $29916588.70  | 1.26%             |  |  |  | No            |                  2 | On Loan: No      |
| JD.com Inc                                | JD.com Inc                                | CUSIP: 47215P106<br>LEI: 549300HVTWB0GJZ16V92 | Long             | EC               | CORP              | KY        |    463600 | NS      | $13305320.00  | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Schneider Electric SE                     | Schneider Electric SE                     | CUSIP: 000000000<br>LEI: 969500A1YF1XUYYXS284 | Long             | EC               | CORP              | FR        |     74100 | NS      | $20310913.12  | 0.85%             |  |  |  | No            |                  2 | On Loan: No      |
| Bayer AG                                  | Bayer AG                                  | CUSIP: 000000000<br>LEI: 549300J4U55H3WP1XT59 | Long             | EC               | CORP              | DE        |    863700 | NS      | $37257594.47  | 1.57%             |  |  |  | No            |                  2 | On Loan: No      |
| Beiersdorf AG                             | Beiersdorf AG                             | CUSIP: 000000000<br>LEI: L47NHHI0Z9X22DV46U41 | Long             | EC               | CORP              | DE        |    171000 | NS      | $18817837.81  | 0.79%             |  |  |  | No            |                  2 | On Loan: No      |
| Fresenius Medical Care AG                 | Fresenius Medical Care AG                 | CUSIP: 000000000<br>LEI: 549300CP8NY40UP89Q40 | Long             | EC               | CORP              | DE        |    546728 | NS      | $26193719.01  | 1.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Kering SA                                 | Kering SA                                 | CUSIP: 000000000<br>LEI: 549300VGEJKB7SVUZR78 | Long             | EC               | CORP              | FR        |     47500 | NS      | $16760936.67  | 0.70%             |  |  |  | No            |                  2 | On Loan: No      |
| Sanofi SA                                 | Sanofi SA                                 | CUSIP: 000000000<br>LEI: 549300E9PC51EN656011 | Long             | EC               | CORP              | FR        |    502500 | NS      | $48751408.85  | 2.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco Santander SA                        | Banco Santander SA                        | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | EC               | CORP              | ES        |   5470900 | NS      | $64200153.40  | 2.70%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Telekom AG                       | Deutsche Telekom AG                       | CUSIP: 000000000<br>LEI: 549300V9QSIG4WX4GJ96 | Long             | EC               | CORP              | DE        |    932700 | NS      | $30254312.60  | 1.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Infineon Technologies AG                  | Infineon Technologies AG                  | CUSIP: 000000000<br>LEI: TSI2PJM6EPETEQ4X1U25 | Long             | EC               | CORP              | DE        |    875500 | NS      | $38792405.04  | 1.63%             |  |  |  | No            |                  2 | On Loan: No      |
| Koninklijke Philips NV                    | Koninklijke Philips NV                    | CUSIP: 000000000<br>LEI: H1FJE8H61JGM1JSGM897 | Long             | EC               | CORP              | NL        |    604000 | NS      | $16347241.02  | 0.69%             |  |  |  | No            |                  2 | On Loan: No      |
| IndusInd Bank Ltd                         | IndusInd Bank Ltd                         | CUSIP: 000000000<br>LEI: 335800JDVJ8HSXG9G512 | Long             | EC               | CORP              | IN        |    687731 | NS      | $6612110.84   | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Brother Industries Ltd                    | Brother Industries Ltd                    | CUSIP: 000000000<br>LEI: 549300O5FACQ67KI6R92 | Long             | EC               | CORP              | JP        |    319000 | NS      | $6364363.62   | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Daito Trust Construction Co Ltd           | Daito Trust Construction Co Ltd           | CUSIP: 000000000<br>LEI: 353800QQ4DRI3KXS3038 | Long             | EC               | CORP              | JP        |    488000 | NS      | $9306897.78   | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| Daikin Industries Ltd                     | Daikin Industries Ltd                     | CUSIP: 000000000<br>LEI: 549300Y7FWSTSHMW5Y57 | Long             | EC               | CORP              | JP        |    142000 | NS      | $18228971.66  | 0.77%             |  |  |  | No            |                  2 | On Loan: No      |
| Hang Lung Group Ltd                       | Hang Lung Group Ltd                       | CUSIP: 000000000<br>LEI: 529900V2T2EPOQYH0981 | Long             | EC               | CORP              | HK        |   3500000 | NS      | $6849543.22   | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| NetEase Inc                               | NetEase Inc                               | CUSIP: 64110W102<br>LEI: 5299004AF4DSJDB0PA32 | Long             | EC               | CORP              | KY        |     84300 | NS      | $11601366.00  | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| SK hynix Inc                              | SK hynix Inc                              | CUSIP: 000000000<br>LEI: 988400XAIK6XISWQV045 | Long             | EC               | CORP              | KR        |     13800 | NS      | $6248990.46   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Kansai Electric Power Co Inc/The          | Kansai Electric Power Co Inc/The          | CUSIP: 000000000<br>LEI: 353800PFUKP5ONPJNZ86 | Long             | EC               | CORP              | JP        |       500 | NS      | $7845.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kyocera Corp                              | Kyocera Corp                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |   1141000 | NS      | $16017449.90  | 0.67%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Electric Corp                  | Mitsubishi Electric Corp                  | CUSIP: 000000000<br>LEI: 549300TRXM9Y6561AX39 | Long             | EC               | CORP              | JP        |    951500 | NS      | $27913658.22  | 1.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Murata Manufacturing Co Ltd               | Murata Manufacturing Co Ltd               | CUSIP: 000000000<br>LEI: 529900QZG6DL8ZRI7140 | Long             | EC               | CORP              | JP        |    847500 | NS      | $17593781.96  | 0.74%             |  |  |  | No            |                  2 | On Loan: No      |
| NIDEC CORP                                | NIDEC CORP                                | CUSIP: 000000000<br>LEI: 353800IF171MZTNL6Y31 | Long             | EC               | CORP              | JP        |    983200 | NS      | $13314545.39  | 0.56%             |  |  |  | No            |                  2 | On Loan: No      |
| Olympus Corp                              | Olympus Corp                              | CUSIP: 000000000<br>LEI: 5299000Y52IFDI1I2A21 | Long             | EC               | CORP              | JP        |    864000 | NS      | $11005826.18  | 0.46%             |  |  |  | No            |                  2 | On Loan: No      |
| Samsung Electronics Co Ltd                | Samsung Electronics Co Ltd                | CUSIP: 000000000<br>LEI: 9884007ER46L6N7EI764 | Long             | EP               | CORP              | KR        |    273000 | NS      | $16753589.76  | 0.70%             |  |  |  | No            |                  2 | On Loan: No      |
| Taiwan Semiconductor Manufacturing Co Ltd | Taiwan Semiconductor Manufacturing Co Ltd | CUSIP: 000000000<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |   1606400 | NS      | $78478065.73  | 3.30%             |  |  |  | No            |                  2 | On Loan: No      |
| Novartis AG                               | Novartis AG                               | CUSIP: 000000000<br>LEI: 5493007HIVTX6SY6XD66 | Long             | EC               | CORP              | CH        |    464500 | NS      | $64165194.36  | 2.70%             |  |  |  | No            |                  2 | On Loan: No      |
| Roche Holding AG                          | Roche Holding AG                          | CUSIP: 000000000<br>LEI: 549300U41AUUVOAAOB37 | Long             | EC               | CORP              | CH        |    120300 | NS      | $49716148.02  | 2.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Holcim AG                                 | Holcim AG                                 | CUSIP: 000000000<br>LEI: 529900EHPFPYHV6IQO98 | Long             | EC               | CORP              | CH        |    182500 | NS      | $17891088.09  | 0.75%             |  |  |  | No            |                  2 | On Loan: No      |
| Equinor ASA                               | Equinor ASA                               | CUSIP: 000000000<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | EC               | CORP              | NO        |    208500 | NS      | $4929263.05   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| PDD Holdings Inc                          | PDD Holdings Inc                          | CUSIP: 722304102<br>LEI: 5493000573DS7005T657 | Long             | EC               | CORP              | KY        |    115600 | NS      | $13107884.00  | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas SA                            | BNP Paribas SA                            | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | EC               | CORP              | FR        |    794500 | NS      | $75180026.20  | 3.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Suncor Energy Inc                         | Suncor Energy Inc                         | CUSIP: 867224107<br>LEI: 549300W70ZOQDVLCHY06 | Long             | EC               | CORP              | CA        |    832700 | NS      | $36938572.00  | 1.55%             |  |  |  | No            |                  1 | On Loan: No      |
| TC Energy Corp                            | TC Energy Corp                            | CUSIP: 87807B107<br>LEI: 549300UGKOFV2IWJJG27 | Long             | EC               | CORP              | CA        |    360900 | NS      | $19853109.00  | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| Yum China Holdings Inc                    | Yum China Holdings Inc                    | CUSIP: 98850P109<br>LEI: 529900DO9BYZ7VA3K502 | Long             | EC               | CORP              | US        |    325900 | NS      | $15558466.00  | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Axis Bank Ltd                             | Axis Bank Ltd                             | CUSIP: 000000000<br>LEI: 549300HVNWMJPOFVNI41 | Long             | EC               | CORP              | IN        |   2619600 | NS      | $37081637.90  | 1.56%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Group AG                              | UBS Group AG                              | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | EC               | CORP              | CH        |   1250200 | NS      | $57793073.21  | 2.43%             |  |  |  | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev SA/NV                | Anheuser-Busch InBev SA/NV                | CUSIP: 000000000<br>LEI: 5493008H3828EMEXB082 | Long             | EC               | CORP              | BE        |    523000 | NS      | $33555890.18  | 1.41%             |  |  |  | No            |                  2 | On Loan: No      |
| Aegon Ltd                                 | Aegon Ltd                                 | CUSIP: 000000000<br>LEI: O4QK7KMMK83ITNTHUG69 | Long             | EC               | CORP              | BM        |    876900 | NS      | $6767528.94   | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Ollamani SAB                              | Ollamani SAB                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | MX        |    462500 | NS      | $1895717.06   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunrise Communications AG                 | Sunrise Communications AG                 | CUSIP: 000000000<br>LEI: 213800RS9HRGTWOGCO08 | Long             | EC               | CORP              | CH        |     83334 | NS      | $4459629.38   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Itau Unibanco Holding SA                  | Itau Unibanco Holding SA                  | CUSIP: 000000000<br>LEI: 5493002W2IVG62O3ZJ94 | Long             | EP               | CORP              | BR        |   7411262 | NS      | $53124234.38  | 2.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Seven & i Holdings Co Ltd                 | Seven & i Holdings Co Ltd                 | CUSIP: 000000000<br>LEI: 52990037G8JRM3TWGY86 | Long             | EC               | CORP              | JP        |    371100 | NS      | $5329336.27   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Chemical Group Corp            | Mitsubishi Chemical Group Corp            | CUSIP: 000000000<br>LEI: 353800YNKX4RQUGAR072 | Long             | EC               | CORP              | JP        |   1687000 | NS      | $9853137.61   | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| TotalEnergies SE                          | TotalEnergies SE                          | CUSIP: 000000000<br>LEI: 529900S21EQ1BO4ESM68 | Long             | EC               | CORP              | FR        |    729000 | NS      | $47514665.54  | 2.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Smiths Group PLC                          | Smiths Group PLC                          | CUSIP: 000000000<br>LEI: 213800MJL6IPZS3ASA11 | Long             | EC               | CORP              | GB        |    750737 | NS      | $23656548.45  | 0.99%             |  |  |  | No            |                  2 | On Loan: No      |
| Danone SA                                 | Danone SA                                 | CUSIP: 000000000<br>LEI: 969500KMUQ2B6CBAF162 | Long             | EC               | CORP              | FR        |    278600 | NS      | $25137915.81  | 1.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Reckitt Benckiser Group PLC               | Reckitt Benckiser Group PLC               | CUSIP: 000000000<br>LEI: 5493003JFSMOJG48V108 | Long             | EC               | CORP              | GB        |    288000 | NS      | $23316822.27  | 0.98%             |  |  |  | No            |                  2 | On Loan: No      |
| Julius Baer Group Ltd                     | Julius Baer Group Ltd                     | CUSIP: 000000000<br>LEI: 5299007MF0604ZGJER92 | Long             | EC               | CORP              | CH        |    258000 | NS      | $20170096.36  | 0.85%             |  |  |  | No            |                  2 | On Loan: No      |
| Glencore PLC                              | Glencore PLC                              | CUSIP: 000000000<br>LEI: 2138002658CPO9NBH955 | Long             | EC               | CORP              | JE        |   6086200 | NS      | $33107324.30  | 1.39%             |  |  |  | No            |                  2 | On Loan: No      |
| AIA Group Ltd                             | AIA Group Ltd                             | CUSIP: 000000000<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | EC               | CORP              | HK        |   3137200 | NS      | $32223728.42  | 1.35%             |  |  |  | No            |                  2 | On Loan: No      |
| Entain PLC                                | Entain PLC                                | CUSIP: 000000000<br>LEI: 213800GNI3K45LQR8L28 | Long             | EC               | CORP              | IM        |   1762500 | NS      | $18148943.60  | 0.76%             |  |  |  | No            |                  2 | On Loan: No      |
| Akzo Nobel NV                             | Akzo Nobel NV                             | CUSIP: 000000000<br>LEI: 724500XYIJUGXAA5QD70 | Long             | EC               | CORP              | NL        |    532100 | NS      | $36956390.71  | 1.55%             |  |  |  | No            |                  2 | On Loan: No      |
| Prosus NV                                 | Prosus NV                                 | CUSIP: 000000000<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | EC               | CORP              | NL        |    308800 | NS      | $19072624.44  | 0.80%             |  |  |  | No            |                  2 | On Loan: No      |
| HDFC Bank Ltd                             | HDFC Bank Ltd                             | CUSIP: 000000000<br>LEI: 335800ZQ6I4E2JXENC50 | Long             | EC               | CORP              | IN        |   3543400 | NS      | $39154732.66  | 1.65%             |  |  |  | No            |                  2 | On Loan: No      |
| Stellantis NV                             | Stellantis NV                             | CUSIP: 000000000<br>LEI: 549300LKT9PW7ZIBDF31 | Long             | EC               | CORP              | NL        |   1554400 | NS      | $17160631.24  | 0.72%             |  |  |  | No            |                  2 | On Loan: No      |
| Tencent Holdings Ltd                      | Tencent Holdings Ltd                      | CUSIP: 000000000<br>LEI: 254900N4SLUMW4XUYY11 | Long             | EC               | CORP              | KY        |    322700 | NS      | $24727609.32  | 1.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Haleon PLC                                | Haleon PLC                                | CUSIP: 000000000<br>LEI: 549300PSB3WWEODCUP19 | Long             | EC               | CORP              | GB        |   5930800 | NS      | $30010743.22  | 1.26%             |  |  |  | No            |                  2 | On Loan: No      |
| GSK PLC                                   | GSK PLC                                   | CUSIP: 000000000<br>LEI: 5493000HZTVUYLO1D793 | Long             | EC               | CORP              | GB        |   2912800 | NS      | $71583663.80  | 3.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Aviva PLC                                 | Aviva PLC                                 | CUSIP: 000000000<br>LEI: YF0Y5B0IB8SM0ZFG9G81 | Long             | EC               | CORP              | GB        |   3576700 | NS      | $32746672.99  | 1.38%             |  |  |  | No            |                  2 | On Loan: No      |
| Amrize Ltd                                | Amrize Ltd                                | CUSIP: 000000000<br>LEI: 529900SLCCO6K43P8146 | Long             | EC               | CORP              | CH        |    208900 | NS      | $11379813.13  | 0.48%             |  |  |  | No            |                  2 | On Loan: No      |
| Wal-Mart de Mexico SAB de CV              | Wal-Mart de Mexico SAB de CV              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | MX        |   4479100 | NS      | $13961509.54  | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Cellnex Telecom SA                        | Cellnex Telecom SA                        | CUSIP: 000000000<br>LEI: 5493008T4YG3AQUI7P67 | Long             | EC               | CORP              | ES        |    990500 | NS      | $31860975.27  | 1.34%             |  |  |  | No            |                  2 | On Loan: No      |
| CK Asset Holdings Ltd                     | CK Asset Holdings Ltd                     | CUSIP: 000000000<br>LEI: 5299006GJZSGP78B8S35 | Long             | EC               | CORP              | KY        |   1866900 | NS      | $9403742.52   | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| Aon PLC                                   | Aon PLC                                   | CUSIP: 000000000<br>LEI: 635400FALWQYX5E6QC64 | Long             | EC               | CORP              | IE        |     79200 | NS      | $27948096.00  | 1.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Credicorp Ltd                             | Credicorp Ltd                             | CUSIP: 000000000<br>LEI: 529900UYAEYQCQ2BKB17 | Long             | EC               | CORP              | BM        |    106500 | NS      | $30565500.00  | 1.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Flutter Entertainment PLC                 | Flutter Entertainment PLC                 | CUSIP: 000000000<br>LEI: 635400EG4YIJLJMZJ782 | Long             | EC               | CORP              | IE        |     24400 | NS      | $5246976.00   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson Controls International plc        | Johnson Controls International plc        | CUSIP: 000000000<br>LEI: 549300XQ6S1GYKGBL205 | Long             | EC               | CORP              | IE        |    634100 | NS      | $75933475.00  | 3.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Linde PLC                                 | Linde PLC                                 | CUSIP: 000000000<br>LEI: 5299003QR1WT0EF88V51 | Long             | EC               | CORP              | IE        |     51600 | NS      | $22001724.00  | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Global Ltd                        | Liberty Global Ltd                        | CUSIP: 000000000<br>LEI: 213800HRMKKTYH7SKA24 | Long             | EC               | CORP              | BM        |    155000 | NS      | $1726700.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Global Ltd                        | Liberty Global Ltd                        | CUSIP: 000000000<br>LEI: 213800HRMKKTYH7SKA24 | Long             | EC               | CORP              | BM        |    287000 | NS      | $3168480.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| TE Connectivity PLC                       | TE Connectivity PLC                       | CUSIP: 000000000<br>LEI: 6367003TB6K484NFHE54 | Long             | EC               | CORP              | IE        |    159600 | NS      | $36310596.00  | 1.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Willis Towers Watson PLC                  | Willis Towers Watson PLC                  | CUSIP: 000000000<br>LEI: 549300WHC56FF48KL350 | Long             | EC               | CORP              | IE        |     70100 | NS      | $23034860.00  | 0.97%             |  |  |  | No            |                  1 | On Loan: No      |
| XP Inc                                    | XP Inc                                    | CUSIP: 000000000<br>LEI: 5493008KDA8NBZRJST80 | Long             | EC               | CORP              | KY        |    603300 | NS      | $9876021.00   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Millicom International Cellular SA        | Millicom International Cellular SA        | CUSIP: 000000000<br>LEI: 549300CTHC1CP86P2G96 | Long             | EC               | CORP              | LU        |    309600 | NS      | $17164224.00  | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2026-01-27

**Name of Applicant:** NORTHWESTERN MUTUAL SERIES FUND INC

**Signature:** Linda Wisniewski

**Name of Signer:** Linda Wisniewski

**Title:** Controller and Chief Accounting Officer