# EDGAR Filing Document

**Accession Number:** 0000313212
**File Stem:** 0000313212-25-000758
**Filing Date:** 2025-8
**Character Count:** 130851
**Document Hash:** 00edb46d00fa9abdf80d1021b148eb66
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000313212-25-000758.hdr.sgml**: 20250826

**ACCESSION NUMBER**: 0000313212-25-000758

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250826

**DATE AS OF CHANGE**: 20250826

**PERIOD START**: 20251231

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-02958
- **FILM NUMBER:** 251256768

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

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

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

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

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

## Series and Classes Contracts Data

### T. Rowe Price Emerging Markets Local Currency Bond Fund (Series ID: S000032784)

| Class ID   | Class Name                                                            | Ticker Symbol   |
|:---|:---|:---|
| C000101161 | T. Rowe Price Emerging Markets Local Currency Bond Fund Advisor Class | PAELX           |
| C000102979 | T. Rowe Price Emerging Markets Local Currency Bond Fund               | PRELX           |
| C000166322 | T. Rowe Price Emerging Markets Local Currency Bond Fund-I Class       | TEIMX           |
| C000225813 | T. Rowe Price Emerging Markets Local Currency Bond Fund-Z Class       | TRZFX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Baltimore

  - **State:** MD

  - **Foreign country:** US

  - **Zip / Postal Code:** 21231

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

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

- **a. Name of Series:** T. Rowe Price Emerging Markets Local Currency Bond Fund

- **b. EDGAR series identifier (if any):** S000032784

- **c. LEI of Series:** 308254AVG0WE2QK20V13

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $300840665.87

**Total Liabilities:** $7429426.66

**Net Assets:** $293411239.21

**Cash Not Reported:** $2423374.00

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -100.725556 | **1-Year:** -848.742687 | **5-Year:** -2883.473484 | **10-Year:** -1292.406275 | **30-Year:** -66.323821

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

- **3-Month:** -27.593482 | **1-Year:** -156.746667 | **5-Year:** 3684.050812 | **10-Year:** -1690.541546 | **30-Year:** -249.175221

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000166322 | 2.87%                | 1.80%                | 2.77%                |
| Class ID C000102979 | 3.06%                | 1.77%                | 2.75%                |
| Class ID C000225813 | 2.93%                | 1.86%                | 2.83%                |
| Class ID C000101161 | 2.85%                | 1.77%                | 2.76%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-1040527.54             | $5540194.24                                |
| Month 2  | $-148138.11              | $3451629.80                                |
| Month 3  | $1357325.61              | $5101839.96                                |

**Designated Index Information**

- **Index Name:** JP MORGAN GBI-EM GLOBAL DIVERSIFIED RETURNS INDEX

- **Index Identifier:** JPRGBIGBLDIV

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Egypt Government International Bond                                | EGYPT GOVERNMENT INTERNATIONAL BOND                                | CUSIP: 03846JAH3<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |       660000 | PA      | $668002.36    | 0.23%             | 2030-02-04      | Fixed         | 8.62%                 | No            | 2                  | On Loan: No      |
| HSBC SECURITIES INC                                                | CLP/USD FWD 20250808 MRMDUS33                                      | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | CL        |            1 | NC      | $-8116.42     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank PLC - Wholesale (SING)                               | KRW/USD FWD 20250711 BARCGB5G                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | KR        |            1 | NC      | $-48520.45    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                 | INR/USD FWD 20250711 GSILGB2X                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | IN        |            1 | NC      | $68169.16     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                       | NGN/USD FWD 20250819 CITIGB2L                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | NG        |            1 | NC      | $7604.34      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Brazilian Government International Bond                            | BRAZILIAN GOVERNMENT INTERNATIONAL BOND                            | CUSIP: 105756CG3<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |       970000 | PA      | $1004797.30   | 0.34%             | 2031-03-18      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                       | USD/MXN FWD 20250718 CITIGB2L                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |            1 | NC      | $4473.53      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Ivory Coast Government International Bond                          | IVORY COAST GOVERNMENT INTERNATIONAL BOND                          | CUSIP: 221625AT3<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |       790000 | PA      | $781075.61    | 0.27%             | 2033-01-30      | Fixed         | 7.62%                 | No            | 2                  | On Loan: No      |
| Dominican Republic International Bond                              | DOMINICAN REPUBLIC INTERNATIONAL BOND                              | CUSIP: 25714PFA1<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     44800000 | PA      | $779155.02    | 0.27%             | 2036-06-01      | Fixed         | 10.75%                | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                       | TWD/USD FWD 20250711 CITIGB2L                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | TW        |            1 | NC      | $-21900.25    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                 | ZAR/USD FWD 20250718 GSILGB2X                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | ZA        |            1 | NC      | $-50732.81    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| BNP PARIBAS SECURITIES CORP                                        | INR/USD FWD 20250711 BNPAFRPP                                      | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | IN        |            1 | NC      | $-36000.52    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                 | MXN/USD FWD 20250718 GSILGB2X                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | MX        |            1 | NC      | $31882.78     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank PLC - Wholesale (SING)                               | ZAR/USD FWD 20250718 BARCGB5G                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | ZA        |            1 | NC      | $51118.11     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                                                    | JPY/USD FWD 20250725 BOFAUS6N                                      | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | JP        |            1 | NC      | $-569.86      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                               | THB/USD FWD 20250905 CHASGB2L                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | TH        |            1 | NC      | $318.77       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                               | HKD/USD FWD 20250804 CHASGB2L                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | HK        |            1 | NC      | $-67.59       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                                                 | BRL/USD FWD 20250903 UBSWGB2L                                      | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | BR        |            1 | NC      | $137068.21    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| WELLS FARGO SECURITIES, LLC.                                       | PLN/USD FWD 20250814 WFBIUS6W                                      | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | N/A              | DFE              | CORP              | PL        |            1 | NC      | $-123514.62   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                               | USD/PLN FWD 20250814 CHASGB2L                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |            1 | NC      | $11330.62     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| TORONTO DOMINION SECURITIES                                        | ZAR/USD FWD 20250718 TDOMCATT                                      | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | N/A              | DFE              | CORP              | ZA        |            1 | NC      | $100322.39    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| BNP PARIBAS SECURITIES CORP                                        | PEN/USD FWD 20250711 BNPAFRPP                                      | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | PE        |            1 | NC      | $-48733.80    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                                                    | TRY/USD FWD 20251120 BOFAUS6N                                      | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | TR        |            1 | NC      | $-15291.70    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                                 | ZAR/USD FWD 20250718 CIBCCATT                                      | CUSIP: 000000000<br>LEI: 2IGI19DL77OX0HC3ZE78 | N/A              | DFE              | CORP              | ZA        |            1 | NC      | $-35288.15    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                       | COP/USD FWD 20250905 MSLNGB2X                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | CO        |            1 | NC      | $-4070.91     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                               | TRY/USD FWD 20250717 CHASGB2L                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | TR        |            1 | NC      | $15706.67     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| NIO Inc                                                            | NIO INC                                                            | CUSIP: 62914VAJ5<br>LEI: 549300JBU4TV5OCKJV96 | Long             | DBT              | CORP              | KY        |       700000 | PA      | $496302.10    | 0.17%             | 2029-10-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC                                    | IDR/USD FWD 20250711 SBOSGB2X                                      | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | ID        |            1 | NC      | $-100610.20   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| HSBC SECURITIES INC                                                | IDR/USD FWD 20250711 MRMDUS33                                      | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | ID        |            1 | NC      | $49221.95     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC SECURITIES INC                                                | USD/IDR FWD 20250711 MRMDUS33                                      | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-1694.03     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                       | USD/TWD FWD 20250805 CITIGB2L                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |            1 | NC      | $20995.05     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| T. Rowe Price Government Reserve Fund                              | T. Rowe Price Government Reserve Fund                              | CUSIP: 76105Y109<br>LEI: 5493002Y0IYARJVQ5N24 | Long             | STIV             | RF                | US        |     10257434 | NS      | $10257434.46  | 3.50%             |  |  |  | No            | 1                  | On Loan: No      |
| UBS SECURITIES LLC                                                 | USD/THB FWD 20250905 UBSWGB2L                                      | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-606.06      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| RBC DOMINION SECURITIES INC                                        | BRL/USD FWD 20250903 ROYCGB2L                                      | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | BR        |            1 | NC      | $-82244.05    | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| STANDARD CHARTERED SECURITIES                                      | EUR/USD FWD 20250822 SCBLGB2L                                      | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-410307.98   | -0.14%            |  |  |  | No            | 2                  | On Loan: No      |
| RBC DOMINION SECURITIES INC                                        | USD/INR FWD 20250711 ROYCGB2L                                      | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | US        |            1 | NC      | $564.64       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                 | TWD/USD FWD 20250711 GSILGB2X                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | TW        |            1 | NC      | $-63985.48    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                               | USD/COP FWD 20250905 CHASGB2L                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-5870.68     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                               | COP/USD FWD 20250905 CHASGB2L                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | CO        |            1 | NC      | $4400.43      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                               | MXN/USD FWD 20250718 CHASGB2L                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | MX        |            1 | NC      | $14344.05     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                               | USD/MXN FWD 20250718 CHASGB2L                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-44380.45    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| SOCIETE GENERALE                                                   | PLN/USD FWD 20250814 SOGEFRPP                                      | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              | CORP              | PL        |            1 | NC      | $65570.61     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC                                    | ZAR/USD FWD 20250718 SBOSGB2X                                      | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | ZA        |            1 | NC      | $-53300.97    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| Montenegro Government International Bond                           | MONTENEGRO GOVERNMENT INTERNATIONAL BOND                           | CUSIP: 857305AA4<br>LEI: 747800V014106FYLL014 | Long             | DBT              | NUSS              | ME        |      1110000 | PA      | $1151749.88   | 0.39%             | 2031-03-12      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| RBC DOMINION SECURITIES INC                                        | CLP/USD FWD 20250808 ROYCGB2L                                      | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | CL        |            1 | NC      | $-1466.29     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                               | HUF/USD FWD 20250718 CHASGB2L                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | HU        |            1 | NC      | $-9749.59     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| United States Treasury Bill                                        | UNITED STATES TREASURY BILL                                        | CUSIP: 912797PX9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      6350000 | PA      | $6291195.44   | 2.14%             | 2025-09-18      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| United States Treasury Note/Bond                                   | UNITED STATES TREASURY NOTE/BOND                                   | CUSIP: 91282CGA3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      2380000 | PA      | $2377954.68   | 0.81%             | 2025-12-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC                                    | MXN/USD FWD 20250718 SBOSGB2X                                      | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | MX        |            1 | NC      | $-367733.27   | -0.13%            |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                       | INR/USD FWD 20250711 CITIGB2L                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | IN        |            1 | NC      | $7889.69      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                       | EGP/USD FWD 20250924 CITIGB2L                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | EG        |            1 | NC      | $8484.52      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                       | HUF/USD FWD 20250718 CITIGB2L                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | HU        |            1 | NC      | $98747.60     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC SECURITIES INC                                                | USD/INR FWD 20250711 MRMDUS33                                      | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-193.14      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                               | MYR/USD FWD 20250904 CHASGB2L                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | MY        |            1 | NC      | $2222.78      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                               | USD/MYR FWD 20250904 CHASGB2L                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-39773.74    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| WELLS FARGO SECURITIES, LLC.                                       | PEN/USD FWD 20251010 WFBIUS6W                                      | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | N/A              | DFE              | CORP              | PE        |            1 | NC      | $-2502.73     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                                                    | COP/USD FWD 20250905 BOFAUS6N                                      | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | CO        |            1 | NC      | $-43773.01    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| BNP PARIBAS SECURITIES CORP                                        | EGP/USD FWD 20250911 BNPAFRPP                                      | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | EG        |            1 | NC      | $-42991.11    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Peruvian Government International Bond                             | PERUVIAN GOVERNMENT INTERNATIONAL BOND                             | CUSIP: EG6623797<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      6774000 | PA      | $1944199.06   | 0.66%             | 2037-08-12      | Fixed         | 6.90%                 | No            | 2                  | On Loan: No      |
| Republic of Poland Government Bond                                 | REPUBLIC OF POLAND GOVERNMENT BOND                                 | CUSIP: EH5337827<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      5230000 | PA      | $1504084.76   | 0.51%             | 2029-04-25      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Mexican Bonos                                                      | MEXICAN BONOS                                                      | CUSIP: EH6944449<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     78291000 | PA      | $3838867.23   | 1.31%             | 2038-11-18      | Fixed         | 8.50%                 | No            | 2                  | On Loan: No      |
| Mexican Bonos                                                      | MEXICAN BONOS                                                      | CUSIP: EH6834517<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     88830000 | PA      | $4721061.92   | 1.61%             | 2029-05-31      | Fixed         | 8.50%                 | No            | 2                  | On Loan: No      |
| Republic of South Africa Government Bond                           | REPUBLIC OF SOUTH AFRICA GOVERNMENT BOND                           | CUSIP: EI2585962<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     60239000 | PA      | $3134113.93   | 1.07%             | 2031-02-28      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| Thailand Government Bond                                           | THAILAND GOVERNMENT BOND                                           | CUSIP: EI4240764<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |     10867000 | PA      | $375950.70    | 0.13%             | 2031-06-20      | Fixed         | 3.65%                 | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                 | IDR/USD FWD 20250711 GSILGB2X                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | ID        |            1 | NC      | $-38323.63    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Mexican Bonos                                                      | MEXICAN BONOS                                                      | CUSIP: EI8047355<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     40169000 | PA      | $2041170.64   | 0.70%             | 2031-05-29      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| Thailand Government Bond                                           | THAILAND GOVERNMENT BOND                                           | CUSIP: EI9595063<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    139793000 | PA      | $4946143.32   | 1.69%             | 2032-06-25      | Fixed         | 3.77%                 | No            | 2                  | On Loan: No      |
| Indonesia Treasury Bond                                            | INDONESIA TREASURY BOND                                            | CUSIP: EJ3390386<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 120446000000 | PA      | $7410378.02   | 2.53%             | 2033-05-15      | Fixed         | 6.62%                 | No            | 2                  | On Loan: No      |
| Colombian TES                                                      | COLOMBIAN TES                                                      | CUSIP: EJ5096460<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   8173800000 | PA      | $1802564.33   | 0.61%             | 2028-04-28      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Republic of South Africa Government Bond                           | REPUBLIC OF SOUTH AFRICA GOVERNMENT BOND                           | CUSIP: EJ2359143<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     38604000 | PA      | $1752468.87   | 0.60%             | 2048-02-28      | Fixed         | 8.75%                 | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                       | USD/THB FWD 20250905 CITIGB2L                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |            1 | NC      | $1171.09      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Thailand Government Bond                                           | THAILAND GOVERNMENT BOND                                           | CUSIP: EJ5804210<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |     92671196 | PA      | $2799274.14   | 0.95%             | 2028-03-12      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| Egypt Government International Bond                                | EGYPT GOVERNMENT INTERNATIONAL BOND                                | CUSIP: AM2612894<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      1150000 | PA      | $934632.72    | 0.32%             | 2047-01-31      | Fixed         | 8.50%                 | No            | 2                  | On Loan: No      |
| Thailand Government Bond                                           | THAILAND GOVERNMENT BOND                                           | CUSIP: QJ1898080<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |     28213000 | PA      | $1018049.40   | 0.35%             | 2036-06-17      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS SECURITIES CORP                                        | RON/USD FWD 20250718 BNPAFRPP                                      | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | RO        |            1 | NC      | $-28283.81    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Malaysia Government Bond                                           | MALAYSIA GOVERNMENT BOND                                           | CUSIP: AS4638860<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |      3975000 | PA      | $1021980.97   | 0.35%             | 2033-11-07      | Fixed         | 4.64%                 | No            | 2                  | On Loan: No      |
| Republic of Azerbaijan International Bond                          | REPUBLIC OF AZERBAIJAN INTERNATIONAL BOND                          | CUSIP: AO9863728<br>LEI: 549300P74FF45UQVU281 | Long             | DBT              | NUSS              | AZ        |      1130000 | PA      | $1118899.50   | 0.38%             | 2029-09-01      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| Brazil Notas do Tesouro Nacional Serie F                           | BRAZIL NOTAS DO TESOURO NACIONAL SERIE F                           | CUSIP: AQ6084745<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     14933000 | PA      | $2523222.56   | 0.86%             | 2029-01-01      | Fixed         | 10.00%                | No            | 2                  | On Loan: No      |
| Peru Government Bond                                               | PERU GOVERNMENT BOND                                               | CUSIP: AO4008642<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     17711000 | PA      | $5164611.99   | 1.76%             | 2032-08-12      | Fixed         | 6.15%                 | No            | 2                  | On Loan: No      |
| Malaysia Government Bond                                           | MALAYSIA GOVERNMENT BOND                                           | CUSIP: EJ8543401<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     12890000 | PA      | $3518389.01   | 1.20%             | 2043-09-30      | Fixed         | 4.93%                 | No            | 2                  | On Loan: No      |
| Hungary Government Bond                                            | HUNGARY GOVERNMENT BOND                                            | CUSIP: AR0226704<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    217910000 | PA      | $419412.45    | 0.14%             | 2038-10-27      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Romania Government Bond                                            | ROMANIA GOVERNMENT BOND                                            | CUSIP: AU3524892<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      9135000 | PA      | $1968477.12   | 0.67%             | 2029-02-12      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Czech Republic Government Bond                                     | CZECH REPUBLIC GOVERNMENT BOND                                     | CUSIP: AP5145606<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    256930000 | PA      | $10476289.87  | 3.57%             | 2033-10-13      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Bonos de la Tesoreria de la Republica en pesos                     | BONOS DE LA TESORERIA DE LA REPUBLICA EN PESOS                     | CUSIP: AT3408966<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   2990000000 | PA      | $3108071.95   | 1.06%             | 2030-09-01      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| Republic of South Africa Government Bond                           | REPUBLIC OF SOUTH AFRICA GOVERNMENT BOND                           | CUSIP: EJ7500048<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     55330000 | PA      | $3076675.88   | 1.05%             | 2030-01-31      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                 | CNH/USD FWD 20250912 GSILGB2X                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | CN        |            1 | NC      | $12896.97     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Republic of Poland Government Bond                                 | REPUBLIC OF POLAND GOVERNMENT BOND                                 | CUSIP: AX1032579<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     20090000 | PA      | $5146119.76   | 1.75%             | 2029-10-25      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| Serbia International Bond                                          | SERBIA INTERNATIONAL BOND                                          | CUSIP: AZ2286302<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |      1050000 | PA      | $1130783.28   | 0.39%             | 2029-06-26      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| Indonesia Treasury Bond                                            | INDONESIA TREASURY BOND                                            | CUSIP: AZ8693857<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  20100000000 | PA      | $1274006.96   | 0.43%             | 2030-09-15      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| Brazil Notas do Tesouro Nacional Serie F                           | BRAZIL NOTAS DO TESOURO NACIONAL SERIE F                           | CUSIP: ZP2084801<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     61237000 | PA      | $9895941.24   | 3.37%             | 2031-01-01      | Fixed         | 10.00%                | No            | 2                  | On Loan: No      |
| Indonesia Treasury Bond                                            | INDONESIA TREASURY BOND                                            | CUSIP: ZQ4375866<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  69458000000 | PA      | $4494897.35   | 1.53%             | 2040-04-15      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| Malaysia Government Bond                                           | MALAYSIA GOVERNMENT BOND                                           | CUSIP: ZQ6789759<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     16345000 | PA      | $3894454.96   | 1.33%             | 2040-05-22      | Fixed         | 3.76%                 | No            | 2                  | On Loan: No      |
| China Government Bond                                              | CHINA GOVERNMENT BOND                                              | CUSIP: ZQ5976324<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     14550000 | PA      | $2178098.31   | 0.74%             | 2029-11-21      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| HSBC SECURITIES INC                                                | CZK/USD FWD 20251017 MRMDUS33                                      | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | CZ        |            1 | NC      | $16383.38     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Times China Holdings Ltd                                           | TIMES CHINA HOLDINGS LTD                                           | CUSIP: BK2863672<br>LEI: 2549000KTINB9ZPZP710 | Long             | DBT              | CORP              | KY        |      1000000 | PA      | $37500.00     | 0.01%             | 2026-07-08      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Ivory Coast Government International Bond                          | IVORY COAST GOVERNMENT INTERNATIONAL BOND                          | CUSIP: ZQ0630710<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |      1065000 | PA      | $1069381.44   | 0.36%             | 2040-10-17      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| Indonesia Treasury Bond                                            | INDONESIA TREASURY BOND                                            | CUSIP: BQ3772713<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  28100000000 | PA      | $1717501.08   | 0.59%             | 2032-04-15      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| Thailand Government Bond                                           | THAILAND GOVERNMENT BOND                                           | CUSIP: BK8156469<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    202227000 | PA      | $6223533.24   | 2.12%             | 2035-12-17      | Fixed         | 1.58%                 | No            | 2                  | On Loan: No      |
| Thailand Government Bond                                           | THAILAND GOVERNMENT BOND                                           | CUSIP: ZO8401234<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |     56850000 | PA      | $1756238.56   | 0.60%             | 2042-06-17      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| India Government Bond                                              | INDIA GOVERNMENT BOND                                              | CUSIP: ZJ8780851<br>LEI: 335800IV7VCDQGIOI391 | Long             | DBT              | NUSS              | IN        |    110750000 | PA      | $1352936.02   | 0.46%             | 2037-07-24      | Fixed         | 7.18%                 | No            | 2                  | On Loan: No      |
| Mexican Bonos                                                      | MEXICAN BONOS                                                      | CUSIP: EK1693424<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     79515000 | PA      | $3867931.40   | 1.32%             | 2034-11-23      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| Agile Group Holdings Ltd                                           | AGILE GROUP HOLDINGS LTD                                           | CUSIP: BK1999766<br>LEI: 549300ZRISRT38EEYY07 | Long             | DBT              | CORP              | KY        |       540000 | PA      | $35100.00     | 0.01%             | 2025-01-02      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Bonos de la Tesoreria de la Republica en pesos                     | BONOS DE LA TESORERIA DE LA REPUBLICA EN PESOS                     | CUSIP: ZJ9151649<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    295000000 | PA      | $308042.28    | 0.10%             | 2037-11-01      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| Mexican Udibonos                                                   | MEXICAN UDIBONOS                                                   | CUSIP: BN8404384<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     33495666 | PA      | $1580837.91   | 0.54%             | 2031-11-27      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| Thailand Government Bond                                           | THAILAND GOVERNMENT BOND                                           | CUSIP: BP2211780<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |     52920000 | PA      | $1680606.66   | 0.57%             | 2031-12-17      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| China Government Bond                                              | CHINA GOVERNMENT BOND                                              | CUSIP: ZO3452687<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     10600000 | PA      | $2047465.76   | 0.70%             | 2050-09-14      | Fixed         | 3.81%                 | No            | 2                  | On Loan: No      |
| Colombian TES                                                      | COLOMBIAN TES                                                      | CUSIP: BR7105587<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  20577900000 | PA      | $4088405.54   | 1.39%             | 2031-03-26      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| Republic of Cote d Ivoire                                          | REPUBLIC OF COTE D'IVOIRE                                          | CUSIP: YQ7565134<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    505000000 | PA      | $898703.67    | 0.31%             | 2028-04-01      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| India Government Bond                                              | INDIA GOVERNMENT BOND                                              | CUSIP: BT4506932<br>LEI: 335800IV7VCDQGIOI391 | Long             | DBT              | NUSS              | IN        |    113970000 | PA      | $1350536.53   | 0.46%             | 2032-01-17      | Fixed         | 6.54%                 | No            | 2                  | On Loan: No      |
| Czech Republic Government Bond                                     | CZECH REPUBLIC GOVERNMENT BOND                                     | CUSIP: ZI2447426<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |     66030000 | PA      | $3239052.30   | 1.10%             | 2032-11-11      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Hungary Government Bond                                            | HUNGARY GOVERNMENT BOND                                            | CUSIP: BT4396433<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   1834000000 | PA      | $4800041.78   | 1.64%             | 2032-11-24      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Philippine Government Bond                                         | PHILIPPINE GOVERNMENT BOND                                         | CUSIP: ZF4229844<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    174850000 | PA      | $3114196.89   | 1.06%             | 2034-01-25      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| WELLS FARGO SECURITIES, LLC.                                       | THB/USD FWD 20250905 WFBIUS6W                                      | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | N/A              | DFE              | CORP              | TH        |            1 | NC      | $643.25       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Uruguay Government International Bond                              | URUGUAY GOVERNMENT INTERNATIONAL BOND                              | CUSIP: 760942BF8<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |     12038000 | PA      | $318443.12    | 0.11%             | 2033-07-20      | Fixed         | 9.75%                 | No            | 2                  | On Loan: No      |
| Malaysia Government Bond                                           | MALAYSIA GOVERNMENT BOND                                           | CUSIP: BJ9810216<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     23025000 | PA      | $5523783.25   | 1.88%             | 2050-06-15      | Fixed         | 4.07%                 | No            | 2                  | On Loan: No      |
| Romania Government Bond                                            | ROMANIA GOVERNMENT BOND                                            | CUSIP: BP3061523<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      2695000 | PA      | $484970.44    | 0.17%             | 2036-04-28      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Bonos de la Tesoreria de la Republica en pesos                     | BONOS DE LA TESORERIA DE LA REPUBLICA EN PESOS                     | CUSIP: BQ3398386<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    900000000 | PA      | $965560.18    | 0.33%             | 2028-10-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Bonos de la Tesoreria de la Republica en pesos                     | BONOS DE LA TESORERIA DE LA REPUBLICA EN PESOS                     | CUSIP: ZH7377901<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   1305000000 | PA      | $1424099.25   | 0.49%             | 2034-10-01      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| Citigroup Global Markets Holdings Inc/United States                | CITIGROUP GLOBAL MARKETS HOLDINGS INC/UNITED STATES                | CUSIP: ZL3668817<br>LEI: 82VOJDD5PTRDMVVMGV31 | Long             | DBT              | CORP              | US        |      3000000 | PA      | $374329.77    | 0.13%             | 2026-02-26      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| India Government Bond                                              | INDIA GOVERNMENT BOND                                              | CUSIP: BM1186626<br>LEI: 335800IV7VCDQGIOI391 | Long             | DBT              | NUSS              | IN        |    271020000 | PA      | $3036052.88   | 1.03%             | 2050-12-17      | Fixed         | 6.67%                 | No            | 2                  | On Loan: No      |
| India Government Bond                                              | INDIA GOVERNMENT BOND                                              | CUSIP: ZM7643111<br>LEI: 335800IV7VCDQGIOI391 | Long             | DBT              | NUSS              | IN        |    535000000 | PA      | $6579264.81   | 2.24%             | 2033-02-06      | Fixed         | 7.26%                 | No            | 2                  | On Loan: No      |
| Indonesia Treasury Bond                                            | INDONESIA TREASURY BOND                                            | CUSIP: ZI4194448<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  36645000000 | PA      | $2254974.49   | 0.77%             | 2034-02-15      | Fixed         | 6.62%                 | No            | 2                  | On Loan: No      |
| HTA Group Ltd/Mauritius                                            | HTA GROUP LTD/MAURITIUS                                            | CUSIP: BO5266180<br>LEI: 213800WEFU8O8X6EPU13 | Long             | DBT              | CORP              | MU        |       800000 | PA      | $759836.00    | 0.26%             | 2027-03-18      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| Hungary Government Bond                                            | HUNGARY GOVERNMENT BOND                                            | CUSIP: ZO9985268<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    838210000 | PA      | $1808995.41   | 0.62%             | 2033-04-20      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| Egypt Government Bond                                              | EGYPT GOVERNMENT BOND                                              | CUSIP: BM0257337<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     28100000 | PA      | $546167.54    | 0.19%             | 2025-10-20      | Fixed         | 14.37%                | No            | 2                  | On Loan: No      |
| Thailand Government Bond                                           | THAILAND GOVERNMENT BOND                                           | CUSIP: ZJ6874573<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |     45000000 | PA      | $1433341.10   | 0.49%             | 2029-03-17      | Fixed         | 2.40%                 | No            | 2                  | On Loan: No      |
| Colombian TES                                                      | COLOMBIAN TES                                                      | CUSIP: BT5050872<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    739800000 | PA      | $139194.07    | 0.05%             | 2042-05-28      | Fixed         | 9.25%                 | No            | 2                  | On Loan: No      |
| International Finance Corp                                         | INTERNATIONAL FINANCE CORP                                         | CUSIP: BO1963327<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | CORP              | N/A       |   5750000000 | PA      | $1352961.88   | 0.46%             | 2026-02-26      | Fixed         | 3.59%                 | No            | 2                  | On Loan: No      |
| Thailand Government Bond                                           | THAILAND GOVERNMENT BOND                                           | CUSIP: ZF0235696<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |     33285000 | PA      | $1126018.30   | 0.38%             | 2034-06-17      | Fixed         | 2.80%                 | No            | 2                  | On Loan: No      |
| Brazil Notas do Tesouro Nacional Serie F                           | BRAZIL NOTAS DO TESOURO NACIONAL SERIE F                           | CUSIP: BT2749815<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |      4502000 | PA      | $705019.72    | 0.24%             | 2033-01-01      | Fixed         | 10.00%                | No            | 2                  | On Loan: No      |
| China Government Bond                                              | CHINA GOVERNMENT BOND                                              | CUSIP: YW4797141<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     10000000 | PA      | $1556924.00   | 0.53%             | 2054-07-25      | Fixed         | 2.47%                 | No            | 2                  | On Loan: No      |
| Republic of South Africa Government Bond                           | REPUBLIC OF SOUTH AFRICA GOVERNMENT BOND                           | CUSIP: EJ7500097<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     43554000 | PA      | $2352173.90   | 0.80%             | 2032-03-31      | Fixed         | 8.25%                 | No            | 2                  | On Loan: No      |
| Indonesia Treasury Bond                                            | INDONESIA TREASURY BOND                                            | CUSIP: BQ3771400<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  40570000000 | PA      | $2460688.57   | 0.84%             | 2027-04-15      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| Turkiye Government Bond                                            | TURKIYE GOVERNMENT BOND                                            | CUSIP: ZH5408328<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    137342000 | PA      | $3190087.17   | 1.09%             | 2033-10-05      | Fixed         | 26.20%                | No            | 2                  | On Loan: No      |
| Republic of Poland Government Bond                                 | REPUBLIC OF POLAND GOVERNMENT BOND                                 | CUSIP: YX8347198<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      3613280 | PA      | $891929.28    | 0.30%             | 2036-08-25      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Asian Infrastructure Investment Bank/The                           | ASIAN INFRASTRUCTURE INVESTMENT BANK/THE                           | CUSIP: ZD2723355<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | CORP              | N/A       |     97000000 | PA      | $1146219.68   | 0.39%             | 2029-03-01      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| India Government Bond                                              | INDIA GOVERNMENT BOND                                              | CUSIP: BY4725150<br>LEI: 335800IV7VCDQGIOI391 | Long             | DBT              | NUSS              | IN        |     20000000 | PA      | $246002.01    | 0.08%             | 2032-08-22      | Fixed         | 7.26%                 | No            | 2                  | On Loan: No      |
| Colombian TES                                                      | COLOMBIAN TES                                                      | CUSIP: ZM3975335<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  11160000000 | PA      | $2864604.66   | 0.98%             | 2033-02-09      | Fixed         | 13.25%                | No            | 2                  | On Loan: No      |
| Republic of Poland Government Bond                                 | REPUBLIC OF POLAND GOVERNMENT BOND                                 | CUSIP: ZN9554595<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     10431000 | PA      | $3018312.70   | 1.03%             | 2033-10-25      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Republic of South Africa Government Bond                           | REPUBLIC OF SOUTH AFRICA GOVERNMENT BOND                           | CUSIP: EJ7498649<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    134192000 | PA      | $6166565.95   | 2.10%             | 2044-01-31      | Fixed         | 8.75%                 | No            | 2                  | On Loan: No      |
| Mexican Bonos                                                      | MEXICAN BONOS                                                      | CUSIP: BX4963407<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      8627000 | PA      | $378422.39    | 0.13%             | 2053-07-31      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| India Government Bond                                              | INDIA GOVERNMENT BOND                                              | CUSIP: BY8961033<br>LEI: 335800IV7VCDQGIOI391 | Long             | DBT              | NUSS              | IN        |     76570000 | PA      | $928071.08    | 0.32%             | 2052-09-12      | Fixed         | 7.36%                 | No            | 2                  | On Loan: No      |
| Mexican Bonos                                                      | MEXICAN BONOS                                                      | CUSIP: ZN7935812<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     72850000 | PA      | $3547635.98   | 1.21%             | 2033-05-26      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| Turkiye Government Bond                                            | TURKIYE GOVERNMENT BOND                                            | CUSIP: ZJ9945776<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     54753000 | PA      | $919299.51    | 0.31%             | 2033-07-13      | Fixed         | 17.80%                | No            | 2                  | On Loan: No      |
| Mexican Bonos                                                      | MEXICAN BONOS                                                      | CUSIP: YR0988158<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    146931000 | PA      | $7782971.52   | 2.65%             | 2030-02-28      | Fixed         | 8.50%                 | No            | 2                  | On Loan: No      |
| European Bank for Reconstruction & Development                     | EUROPEAN BANK FOR RECONSTRUCTION & DEVELOPMENT                     | CUSIP: BY5334341<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | N/A       |     13820000 | PA      | $338227.34    | 0.12%             | 2025-08-25      | Fixed         | 30.00%                | No            | 2                  | On Loan: No      |
| Benin Government International Bond                                | BENIN GOVERNMENT INTERNATIONAL BOND                                | CUSIP: ZF7641839<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |       914000 | PA      | $867936.55    | 0.30%             | 2038-02-13      | Fixed         | 7.96%                 | No            | 2                  | On Loan: No      |
| Republic of Poland Government Bond                                 | REPUBLIC OF POLAND GOVERNMENT BOND                                 | CUSIP: ZD5986595<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      9000000 | PA      | $2496935.89   | 0.85%             | 2029-07-25      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs Finance Corp International Ltd                       | GOLDMAN SACHS FINANCE CORP INTERNATIONAL LTD                       | CUSIP: ZD4389940<br>LEI: 549300KQWCT26VXWW684 | Long             | DBT              | CORP              | JE        |       500000 | PA      | $701875.00    | 0.24%             | 2027-03-15      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Republic of Poland Government Bond                                 | REPUBLIC OF POLAND GOVERNMENT BOND                                 | CUSIP: ZB2921763<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      1065000 | PA      | $286641.49    | 0.10%             | 2034-10-25      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Colombian TES                                                      | COLOMBIAN TES                                                      | CUSIP: YW3418426<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   6600000000 | PA      | $1463456.87   | 0.50%             | 2046-07-25      | Fixed         | 11.50%                | No            | 2                  | On Loan: No      |
| Inter-American Development Bank                                    | INTER-AMERICAN DEVELOPMENT BANK                                    | CUSIP: ZH0461629<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | CORP              | N/A       |    195000000 | PA      | $2344092.82   | 0.80%             | 2030-10-06      | Fixed         | 7.35%                 | No            | 2                  | On Loan: No      |
| Brazil Notas do Tesouro Nacional Serie F                           | BRAZIL NOTAS DO TESOURO NACIONAL SERIE F                           | CUSIP: ZF1603256<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     14237000 | PA      | $2162930.58   | 0.74%             | 2035-01-01      | Fixed         | 10.00%                | No            | 2                  | On Loan: No      |
| Sri Lanka Government International Bond                            | SRI LANKA GOVERNMENT INTERNATIONAL BOND                            | CUSIP: YS0765125<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |       324692 | PA      | $305616.65    | 0.10%             | 2028-04-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Export Development Canada                                          | EXPORT DEVELOPMENT CANADA                                          | CUSIP: ZN6613451<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | DBT              | NUSS              | CA        |     14510000 | PA      | $342516.57    | 0.12%             | 2025-12-05      | Fixed         | 30.00%                | No            | 2                  | On Loan: No      |
| DEUTSCHE BANK                                                      | ZAR/USD FWD 20250718 DEUTGB2L                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | ZA        |            1 | NC      | $66407.72     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| China Government Bond                                              | CHINA GOVERNMENT BOND                                              | CUSIP: YV2264450<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     14050000 | PA      | $2029720.96   | 0.69%             | 2034-08-25      | Fixed         | 2.11%                 | No            | 2                  | On Loan: No      |
| India Government Bond                                              | INDIA GOVERNMENT BOND                                              | CUSIP: YW7593752<br>LEI: 335800IV7VCDQGIOI391 | Long             | DBT              | NUSS              | IN        |     60000000 | PA      | $707147.85    | 0.24%             | 2054-08-05      | Fixed         | 7.09%                 | No            | 2                  | On Loan: No      |
| Morocco Government International Bond                              | MOROCCO GOVERNMENT INTERNATIONAL BOND                              | CUSIP: YQ5985318<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |       760000 | PA      | $898078.06    | 0.31%             | 2035-04-02      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Romania Government Bond                                            | ROMANIA GOVERNMENT BOND                                            | CUSIP: ZH1927131<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     12130000 | PA      | $2756714.36   | 0.94%             | 2034-07-31      | Fixed         | 7.10%                 | No            | 2                  | On Loan: No      |
| Petroleos Mexicanos                                                | PETROLEOS MEXICANOS                                                | CUSIP: EK6310859<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     12010000 | PA      | $613908.50    | 0.21%             | 2026-11-12      | Fixed         | 7.47%                 | No            | 2                  | On Loan: No      |
| Colombian TES                                                      | COLOMBIAN TES                                                      | CUSIP: EK6999263<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  18330000000 | PA      | $3882664.97   | 1.32%             | 2030-09-18      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| Indonesia Treasury Bond                                            | INDONESIA TREASURY BOND                                            | CUSIP: AF1743877<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  42835000000 | PA      | $2934969.24   | 1.00%             | 2036-05-15      | Fixed         | 8.25%                 | No            | 2                  | On Loan: No      |
| Indonesia Treasury Bond                                            | INDONESIA TREASURY BOND                                            | CUSIP: UV4168299<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  46007000000 | PA      | $3148369.39   | 1.07%             | 2031-05-15      | Fixed         | 8.75%                 | No            | 2                  | On Loan: No      |
| Republic of South Africa Government Bond                           | REPUBLIC OF SOUTH AFRICA GOVERNMENT BOND                           | CUSIP: EK7732887<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     88220000 | PA      | $4665290.17   | 1.59%             | 2035-02-28      | Fixed         | 8.88%                 | No            | 2                  | On Loan: No      |
| Brazil Notas do Tesouro Nacional Serie F                           | BRAZIL NOTAS DO TESOURO NACIONAL SERIE F                           | CUSIP: JV5341526<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     18975000 | PA      | $3314141.07   | 1.13%             | 2027-01-01      | Fixed         | 10.00%                | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                                                 | USD/INR FWD 20250711 UBSWGB2L                                      | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |            1 | NC      | $19633.11     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                                                 | TWD/USD FWD 20250711 UBSWGB2L                                      | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | TW        |            1 | NC      | $-53045.96    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| SOCIETE GENERALE                                                   | BRL/USD FWD 20250903 SOGEFRPP                                      | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              | CORP              | BR        |            1 | NC      | $67625.40     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| TORONTO DOMINION SECURITIES                                        | USD/COP FWD 20250905 TDOMCATT                                      | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-36334.93    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                                                 | IDR/USD FWD 20250711 UBSWGB2L                                      | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | ID        |            1 | NC      | $-39525.52    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                               | PEN/USD FWD 20250711 CHASGB2L                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | PE        |            1 | NC      | $78514.69     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Colombian TES                                                      | COLOMBIAN TES                                                      | CUSIP: YP3932751<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   5090000000 | PA      | $1249017.04   | 0.43%             | 2040-11-28      | Fixed         | 12.75%                | No            | 2                  | On Loan: No      |
| RBC DOMINION SECURITIES INC                                        | IDR/USD FWD 20250711 ROYCGB2L                                      | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | ID        |            1 | NC      | $15118.77     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                                                    | USD/MYR FWD 20250904 BOFAUS6N                                      | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |            1 | NC      | $142923.05    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                 | THB/USD FWD 20250905 GSILGB2X                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | TH        |            1 | NC      | $56528.98     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                                                    | USD/HUF FWD 20250718 BOFAUS6N                                      | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-170935.16   | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                                                    | HUF/USD FWD 20250718 BOFAUS6N                                      | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | HU        |            1 | NC      | $77663.71     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                               | USD/CZK FWD 20250718 CHASGB2L                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-17131.37    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                               | CZK/USD FWD 20250718 CHASGB2L                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | CZ        |            1 | NC      | $4297.72      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                       | RSD/USD FWD 20250815 CITIGB2L                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | RS        |            1 | NC      | $31626.51     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| DEUTSCHE BANK                                                      | MYR/USD FWD 20250904 DEUTGB2L                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | MY        |            1 | NC      | $-8169.22     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Egypt Treasury Bills                                               | EGYPT TREASURY BILLS                                               | CUSIP: YV8415411<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     47675000 | PA      | $902602.00    | 0.31%             | 2025-09-23      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                                                 | PEN/USD FWD 20251010 UBSWGB2L                                      | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | PE        |            1 | NC      | $-6359.65     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| WELLS FARGO SECURITIES, LLC.                                       | USD/PEN FWD 20250711 WFBIUS6W                                      | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-45327.52    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| WELLS FARGO SECURITIES, LLC.                                       | PEN/USD FWD 20250711 WFBIUS6W                                      | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | N/A              | DFE              | CORP              | PE        |            1 | NC      | $15291.14     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| STANDARD CHARTERED SECURITIES                                      | MYR/USD FWD 20250904 SCBLGB2L                                      | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | MY        |            1 | NC      | $15499.91     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC                                    | TRY/USD FWD 20251120 SBOSGB2X                                      | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | TR        |            1 | NC      | $19000.38     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| CBOT 5 YEAR US TREASURY NOTE                                       | US 5YR NOTE (CBT) SEP25                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |          -75 | NC      | $-92598.44    | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| JP MORGAN CHASE BANK                                               | BRL/USD FWD 20250903 CHASGB2L                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | BR        |            1 | NC      | $137632.64    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                                                 | COP/USD FWD 20250905 UBSWGB2L                                      | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | CO        |            1 | NC      | $-29828.90    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                               | USD/INR FWD 20250711 CHASGB2L                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |            1 | NC      | $3263.30      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                               | INR/USD FWD 20250711 CHASGB2L                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | IN        |            1 | NC      | $-11990.41    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| WELLS FARGO SECURITIES, LLC.                                       | PEN/USD FWD 20250711 WFBIUS6W                                      | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | N/A              | DFE              | CORP              | PE        |            1 | NC      | $-183992.42   | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                                                    | ZAR/USD FWD 20250718 BOFAUS6N                                      | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | ZA        |            1 | NC      | $184504.72    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                               | ZAR/USD FWD 20250718 CHASGB2L                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | ZA        |            1 | NC      | $-3313.48     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC                                    | HUF/USD FWD 20250718 SBOSGB2X                                      | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | HU        |            1 | NC      | $-11706.96    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Hungary Government Bond                                            | HUNGARY GOVERNMENT BOND                                            | CUSIP: BT4398900<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   1437090000 | PA      | $4043689.29   | 1.38%             | 2028-03-23      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| WELLS FARGO SECURITIES, LLC.                                       | KRW/USD FWD 20250711 WFBIUS6W                                      | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | N/A              | DFE              | CORP              | KR        |            1 | NC      | $127619.02    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                                                 | PEN/USD FWD 20250711 UBSWGB2L                                      | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | PE        |            1 | NC      | $6342.90      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC SECURITIES INC                                                | USD/CZK FWD 20250718 MRMDUS33                                      | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |            1 | NC      | $7034.76      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                               | USD/HKD FWD 20250703 CHASGB2L                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |            1 | NC      | $1423.20      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                               | HKD/USD FWD 20250703 CHASGB2L                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | HK        |            1 | NC      | $46.45        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                       | PLN/USD FWD 20250814 CITIGB2L                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | PL        |            1 | NC      | $708149.74    | 0.24%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                 | TRY/USD FWD 20250717 GSILGB2X                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | TR        |            1 | NC      | $-39565.92    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| WELLS FARGO SECURITIES, LLC.                                       | USD/JPY FWD 20250725 WFBIUS6W                                      | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-19302.62    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| WELLS FARGO SECURITIES, LLC.                                       | ZAR/USD FWD 20250718 WFBIUS6W                                      | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | N/A              | DFE              | CORP              | ZA        |            1 | NC      | $-58073.86    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                                                 | USD/RON FWD 20250718 UBSWGB2L                                      | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |            1 | NC      | $294833.92    | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                       | RON/USD FWD 20250718 CITIGB2L                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | RO        |            1 | NC      | $-187360.28   | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                       | USD/JPY FWD 20250725 CITIGB2L                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |            1 | NC      | $6205.23      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Sri Lanka Government Bonds                                         | SRI LANKA GOVERNMENT BONDS                                         | CUSIP: YS1165853<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |     10233412 | PA      | $27140.78     | 0.01%             | 2036-03-15      | Floating      | 0.00%                 | No            | 3                  | On Loan: No      |
| Sri Lanka Government Bonds                                         | SRI LANKA GOVERNMENT BONDS                                         | CUSIP: YS1440678<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |     10233412 | PA      | $26717.87     | 0.01%             | 2037-09-15      | Floating      | 0.00%                 | No            | 3                  | On Loan: No      |
| Sri Lanka Government Bonds                                         | SRI LANKA GOVERNMENT BONDS                                         | CUSIP: YS1442807<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |     10233412 | PA      | $26476.05     | 0.01%             | 2038-09-15      | Floating      | 0.00%                 | No            | 3                  | On Loan: No      |
| Sri Lanka Government Bonds                                         | SRI LANKA GOVERNMENT BONDS                                         | CUSIP: YS1443839<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |     10233412 | PA      | $26262.02     | 0.01%             | 2039-09-15      | Floating      | 0.00%                 | No            | 3                  | On Loan: No      |
| Sri Lanka Government Bonds                                         | SRI LANKA GOVERNMENT BONDS                                         | CUSIP: YS1444886<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |     10233412 | PA      | $26072.51     | 0.01%             | 2040-09-15      | Floating      | 0.00%                 | No            | 3                  | On Loan: No      |
| Sri Lanka Government Bonds                                         | SRI LANKA GOVERNMENT BONDS                                         | CUSIP: YS1446519<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |     10233412 | PA      | $25904.71     | 0.01%             | 2041-09-15      | Floating      | 0.00%                 | No            | 3                  | On Loan: No      |
| Sri Lanka Government Bonds                                         | SRI LANKA GOVERNMENT BONDS                                         | CUSIP: YS1447673<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |     10233412 | PA      | $25756.13     | 0.01%             | 2042-09-15      | Floating      | 0.00%                 | No            | 3                  | On Loan: No      |
| Sri Lanka Government Bonds                                         | SRI LANKA GOVERNMENT BONDS                                         | CUSIP: YS1448564<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |     10233412 | PA      | $25624.53     | 0.01%             | 2043-09-15      | Floating      | 0.00%                 | No            | 3                  | On Loan: No      |
| UBS SECURITIES LLC                                                 | KRW/USD FWD 20250711 UBSWGB2L                                      | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | KR        |            1 | NC      | $22331.77     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                                                 | USD/KRW FWD 20250711 UBSWGB2L                                      | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-41898.33    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| SOCIETE GENERALE                                                   | ZAR/USD FWD 20250718 SOGEFRPP                                      | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              | CORP              | ZA        |            1 | NC      | $32721.67     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC SECURITIES INC                                                | THB/USD FWD 20250905 MRMDUS33                                      | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | TH        |            1 | NC      | $-1483.90     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                               | USD/RON FWD 20250718 CHASGB2L                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-185756.39   | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                               | RON/USD FWD 20250718 CHASGB2L                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | RO        |            1 | NC      | $24436.47     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                                                    | ZAR/USD FWD 20250718 BOFAUS6N                                      | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | ZA        |            1 | NC      | $-101898.04   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                       | TRY/USD FWD 20250717 CITIGB2L                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | TR        |            1 | NC      | $36260.58     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                       | USD/TRY FWD 20250717 CITIGB2L                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-1903.19     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                | LCH - PLN IRS 5/9/28 REC FIX BOFA                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |            1 | NC      | $45179.36     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                       | BRL IRS 01/04/2027  REC FIX MSLN                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | US        |            1 | NC      | $-172259.46   | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                | LCH - INR IRS 5/17/29 REC FIX MRMD                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |            1 | NC      | $54719.60     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                | LCH - INR IRS 6/20/31 REC FIX CHAS                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |            1 | NC      | $39808.76     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                | LCH - INR IRS 9/3/29 REC FIX MSLN                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |            1 | NC      | $12413.92     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                 | BRL IRS 01/04/2027 REC FIX GSIL_C                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DIR              | CORP              | US        |            1 | NC      | $-56326.30    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                | ICE_CDX EM CDSI S42 5Y 12/20/2029                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |            1 | NC      | $41275.84     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                | LCH - INR IRS 11/5/34 REC FIX GSIL_C                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |            1 | NC      | $37125.93     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                | LCH - INR IRS 11/5/29 REC FIX NBIL_C                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |            1 | NC      | $45552.43     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                | CME - MXN IRS 11/15/29 REC FIX GSIL_C                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |            1 | NC      | $188666.83    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                | LCH - CNY IRS 12/19/29 REC FIX BOFA_C                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |            1 | NC      | $-2050.98     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                | LCH - INR IRS 1/6/30 REC FIX DEUT_C                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |            1 | NC      | $52490.82     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                | LCH - USD ZCIS 1/10/30 REC CPI CITI_C                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DO               | CORP              | US        |            1 | NC      | $6804.23      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                | CME - MXN IRS 1/24/35 PAY FIX_C                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |            1 | NC      | $-202536.46   | -0.07%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                | LCH - INR IRS 2/4/35 REC FIX_C                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |            1 | NC      | $33268.66     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                | LCH - INR IRS 2/4/30 REC FIX_C                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |            1 | NC      | $42219.43     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| BNP PARIBAS SECURITIES CORP                                        | CNY IRS 3/25/32 REC FIX_C                                          | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DIR              | CORP              | US        |            1 | NC      | $25224.88     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                | ICE_ITRX XOVER CDSI S43 5Y 06/20/2030                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |            1 | NC      | $-222939.77   | -0.08%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                | ICE_CDX HY CDSI S44 5Y 06/20/2030 BOFA                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |            1 | NC      | $-387201.05   | -0.13%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                | LCH - CNY IRS 4/2/30 REC FIX_C                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |            1 | NC      | $4577.56      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                | ICE_CDX EM CDSI S43 5Y 06/20/2030 BARC                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |            1 | NC      | $67572.49     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                | LCH - PLN IRS 6/10/30 PAY FIX_C                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |            1 | NC      | $-355.23      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                | LCH-PLN IRS 6/11/30 PAY FIX GSIL_C                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |            1 | NC      | $-389.91      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                | LCH-PLN IRS 6/11/30 PAY FIX GSIL_C                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |            1 | NC      | $-1127.65     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                | LCH-PLN IRS 6/12/30 PAY FIX GSIL_C                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |            1 | NC      | $-5415.02     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                | LCH-PLN IRS 6/12/30 PAY FIX BARC_C                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |            1 | NC      | $-5730.05     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                | CME-CZK IRS 7/1/28 REC FIX MRMD_C                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |            1 | NC      | $-3720.82     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                       | BRL IRS 1/4/2027 REC FIX MSLN                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | US        |            1 | NC      | $-134603.30   | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                       | BRL IRS 01/04/2027 REC FIX MSLN                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | US        |            1 | NC      | $-193025.94   | -0.07%            |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                                                    | RON/USD FWD 20250718 BOFAUS6N                                      | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | RO        |            1 | NC      | $90529.04     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Nigeria OMO Bill                                                   | NIGERIA OMO BILL                                                   | CUSIP: YV4134156<br>LEI: 549300G1JG004Y3K8S97 | Long             | DBT              | NUSS              | NG        |   1259841000 | PA      | $793955.10    | 0.27%             | 2025-08-19      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                 | USD/COP FWD 20250905 GSILGB2X                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |            1 | NC      | $2345.12      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank PLC - Wholesale (SING)                               | TRY/USD FWD 20250717 BARCGB5G                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | TR        |            1 | NC      | $4263.12      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank PLC - Wholesale (SING)                               | USD/TRY FWD 20250717 BARCGB5G                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-24838.08    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                       | USD/EGP FWD 20250911 CITIGB2L                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |            1 | NC      | $96003.11     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| EUREX 5 YEAR EURO BOBL FUTURE                                      | EURO-BOBL FUTURE  SEP25                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |          -20 | NC      | $5710.06      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| CITIBANK N A                                                       | TRY/USD FWD 20251120 CITIGB2L                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | TR        |            1 | NC      | $-1790.62     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                                                 | USD/EUR FWD 20250822 UBSWGB2L                                      | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-51555.93    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                       | EUR/USD FWD 20250822 CITIGB2L                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |            1 | NC      | $68413.32     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| DEUTSCHE BANK                                                      | INR/USD FWD 20250711 DEUTGB2L                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | IN        |            1 | NC      | $-4369.37     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                               | RSD/USD FWD 20250718 CHASGB2L                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | RS        |            1 | NC      | $4880.88      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                       | USD/JPY FWD 20250725 MSLNGB2X                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-20415.56    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                                                 | USD/MXN FWD 20250718 UBSWGB2L                                      | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |            1 | NC      | $647316.71    | 0.22%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                               | USD/IDR FWD 20250711 CHASGB2L                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-4518.18     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                               | IDR/USD FWD 20250711 CHASGB2L                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | ID        |            1 | NC      | $168921.73    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                       | RSD/USD FWD 20250718 CITIGB2L                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | RS        |            1 | NC      | $18642.04     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| BNP PARIBAS SECURITIES CORP                                        | THB/USD FWD 20250905 BNPAFRPP                                      | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | TH        |            1 | NC      | $-25134.64    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                 | EUR/USD FWD 20250822 GSILGB2X                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-13649.56    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                       | CZK/USD FWD 20250718 MSLNGB2X                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | CZ        |            1 | NC      | $101599.62    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| WELLS FARGO SECURITIES, LLC.                                       | COP/USD FWD 20250905 WFBIUS6W                                      | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | N/A              | DFE              | CORP              | CO        |            1 | NC      | $-55015.36    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| HSBC SECURITIES INC                                                | JPY/USD FWD 20250725 MRMDUS33                                      | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | JP        |            1 | NC      | $-8940.37     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| HSBC SECURITIES INC                                                | USD/JPY FWD 20250725 MRMDUS33                                      | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |            1 | NC      | $10882.01     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC                                    | HUF/USD FWD 20250718 SBOSGB2X                                      | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | HU        |            1 | NC      | $45742.28     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                | BONA FIDE INVSTMNT HLDNG LLC A 6/2023 PP                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |            0 | NS      | $360763.38    | 0.12%             |  |  |  | Yes           | N/A                | On Loan: No      |
| N/A                                                                | BONA FIDE INVSTMNT HLDNGS III PP                                   | CUSIP: TC8YVXLN2<br>LEI: N/A                  | Long             | EC               | CORP              | CO        |            0 | NS      | $222930.00    | 0.08%             |  |  |  | Yes           | N/A                | On Loan: No      |
| WELLS FARGO SECURITIES, LLC.                                       | BRL/USD FWD 20250903 WFBIUS6W                                      | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | N/A              | DFE              | CORP              | BR        |            1 | NC      | $71981.27     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| CBOT 10 YEAR US TREASURY NOTE                                      | US 10YR NOTE (CBT)SEP25                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |          -12 | NC      | $-24017.04    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| CITIBANK N A                                                       | CZK/USD FWD 20250718 CITIGB2L                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | CZ        |            1 | NC      | $-65659.18    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| BNP PARIBAS SECURITIES CORP                                        | TWD/USD FWD 20250711 BNPAFRPP                                      | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | TW        |            1 | NC      | $-186998.90   | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| RBC DOMINION SECURITIES INC                                        | MXN/USD FWD 20250718 ROYCGB2L                                      | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | MX        |            1 | NC      | $338382.69    | 0.12%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                       | KZT/USD FWD 20250711 CITIGB2L                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | KZ        |            1 | NC      | $46760.48     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Ukraine Government Bond                                            | UKRAINE GOVERNMENT BOND                                            | CUSIP: ZF9816934<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     92000000 | PA      | $2241715.88   | 0.76%             | 2026-01-28      | Fixed         | 17.60%                | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                 | RON/USD FWD 20250718 GSILGB2X                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | RO        |            1 | NC      | $55952.17     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC SECURITIES INC                                                | USD/PHP FWD 20250905 MRMDUS33                                      | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |            1 | NC      | $28639.69     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                                                    | CZK/USD FWD 20251017 BOFAUS6N                                      | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | CZ        |            1 | NC      | $-30796.39    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| BNP PARIBAS SECURITIES CORP                                        | USD/IDR FWD 20250711 BNPAFRPP                                      | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-17173.45    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| BNP PARIBAS SECURITIES CORP                                        | IDR/USD FWD 20250711 BNPAFRPP                                      | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | ID        |            1 | NC      | $61414.99     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Peruvian Government International Bond                             | PERUVIAN GOVERNMENT INTERNATIONAL BOND                             | CUSIP: 715638FB3<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      5260000 | PA      | $1533083.98   | 0.52%             | 2035-08-12      | Fixed         | 6.85%                 | No            | 2                  | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC                                    | TRY/USD FWD 20250821 SBOSGB2X                                      | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | TR        |            1 | NC      | $15385.48     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                                                 | CLP/USD FWD 20250808 UBSWGB2L                                      | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | CL        |            1 | NC      | $-1559.31     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                                                 | INR/USD FWD 20251010 UBSWGB2L                                      | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | IN        |            1 | NC      | $-15804.19    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| RBC DOMINION SECURITIES INC                                        | EUR/USD FWD 20250822 ROYCGB2L                                      | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | US        |            1 | NC      | $69246.29     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                       | TRY/USD FWD 20250821 CITIGB2L                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | TR        |            1 | NC      | $-5511.96     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                                                    | USD/PLN FWD 20250814 BOFAUS6N                                      | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-150919.62   | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank PLC - Wholesale (SING)                               | CNH/USD FWD 20250912 BARCGB5G                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | CN        |            1 | NC      | $14014.68     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| ULTRA U.S. TREASURY BOND FUTURES                                   | US ULTRA BOND CBT SEP25                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |           -8 | NC      | $-25761.36    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Standard Chartered Bank                                            | STANDARD CHARTERED BANK                                            | CUSIP: BM6823504<br>LEI: RILFO74KP1CM8P6PCT96 | Long             | DBT              | CORP              | GB        |  46100000000 | PA      | $3097743.95   | 1.06%             | 2029-03-20      | Fixed         | 9.00%                 | No            | 2                  | On Loan: No      |
| International Bank for Reconstruction & Development                | INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT                | CUSIP: BN8716951<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | N/A       |  22000000000 | PA      | $1344256.24   | 0.46%             | 2026-02-09      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| Nederlandse Financierings-Maatschappij voor Ontwikkelingslanden NV | NEDERLANDSE FINANCIERINGS-MAATSCHAPPIJ VOOR ONTWIKKELINGSLANDEN NV | CUSIP: ZF3274874<br>LEI: XTC5E2QFTEF0435JWL77 | Long             | DBT              | NUSS              | NL        |     11000000 | PA      | $275590.16    | 0.09%             | 2025-07-22      | Fixed         | 35.00%                | No            | 2                  | On Loan: No      |
| International Bank for Reconstruction & Development                | INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT                | CUSIP: ZF7294944<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | N/A       |     97000000 | PA      | $1144229.01   | 0.39%             | 2030-02-06      | Fixed         | 6.89%                 | No            | 2                  | On Loan: No      |
| National Bank of Uzbekistan                                        | NATIONAL BANK OF UZBEKISTAN                                        | CUSIP: YX9828980<br>LEI: 253400TZJ7T1YULTGN68 | Long             | DBT              | NUSS              | UZ        |      1090000 | PA      | $1147603.55   | 0.39%             | 2029-07-05      | Fixed         | 8.50%                 | No            | 2                  | On Loan: No      |
| European Bank for Reconstruction & Development                     | EUROPEAN BANK FOR RECONSTRUCTION & DEVELOPMENT                     | CUSIP: YU0074481<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | N/A       |    113800000 | PA      | $1314790.74   | 0.45%             | 2036-10-03      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Sri Lanka Government International Bond                            | SRI LANKA GOVERNMENT INTERNATIONAL BOND                            | CUSIP: YS0765604<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |       592200 | PA      | $384930.00    | 0.13%             | 2038-06-15      | Variable      | 1.00%                 | No            | 2                  | On Loan: No      |

### Signature

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

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

**Signature:** /s/ Alan Dupski

**Name of Signer:** Alan Dupski

**Title:** Treasurer & Vice President