# EDGAR Filing Document

**Accession Number:** 0000313212
**File Stem:** 0000313212-25-000762
**Filing Date:** 2025-8
**Character Count:** 160709
**Document Hash:** cf789f5795aacb5ed6431ae1d69b2f0c
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000313212-25-000762.hdr.sgml**: 20250826

**ACCESSION NUMBER**: 0000313212-25-000762

**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:** 251256774

**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 Dynamic Global Bond Fund (Series ID: S000047983)

| Class ID   | Class Name                                           | Ticker Symbol   |
|:---|:---|:---|
| C000151117 | T. Rowe Price Dynamic Global Bond Fund               | RPIEX           |
| C000151118 | T. Rowe Price Dynamic Global Bond Fund-Advisor Class | PAIEX           |
| C000159134 | T. Rowe Price Dynamic Global Bond Fund-I Class       | RPEIX           |
| C000219340 | T. Rowe Price Dynamic Global Bond Fund-Z Class       | TRDZX           |

## 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 Dynamic Global Bond Fund

- **b. EDGAR series identifier (if any):** S000047983

- **c. LEI of Series:** 549300RBL73KV0WZZF27

**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:** $4704709806.92

**Total Liabilities:** $656641654.75

**Net Assets:** $4048068152.17

**Cash Not Reported:** $894481.49

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -4396.392056 | **1-Year:** -33898.325787 | **5-Year:** 274966.726191 | **10-Year:** -77552.595261 | **30-Year:** -20122.370614

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

- **3-Month:** -3267.349247 | **1-Year:** 31993.851555 | **5-Year:** -95681.242589 | **10-Year:** -35245.350169 | **30-Year:** -10187.562454

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000151118 | -0.53%               | 1.38%                | -0.10%               |
| Class ID C000159134 | -0.50%               | 1.41%                | 0.06%                |
| Class ID C000151117 | -0.51%               | 1.52%                | -0.09%               |
| Class ID C000219340 | -0.45%               | 1.46%                | -0.03%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-352523.49              | $44819107.84                               |
| Month 2  | $-4551988.61             | $13299139.61                               |
| Month 3  | $223061.10               | $43269961.47                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST                       | CUSIP: 00774MAW5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     13050000 | PA      | $12418536.60  | 0.31%             | 2028-10-29      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST                       | CUSIP: 00774MBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |      7225000 | PA      | $7700975.78   | 0.19%             | 2030-09-30      | Fixed         | 6.15%                 | No            | 2                  | On Loan: No      |
| Airbnb Inc                                                                      | AIRBNB INC                                                                      | CUSIP: 009066AB7<br>LEI: 549300HMUDNO0RY56D37 | Long             | DBT              | CORP              | US        |     40309000 | PA      | $38767825.69  | 0.96%             | 2026-03-15      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                  | ALLIANT HOLDINGS INTERMEDIATE LLC / ALLIANT HOLDINGS CO-ISSUER                  | CUSIP: 01883LAH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5235000 | PA      | $5378962.50   | 0.13%             | 2032-10-01      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| Ally Financial Inc                                                              | ALLY FINANCIAL INC                                                              | CUSIP: 02005NBU3<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     10418000 | PA      | $10954193.62  | 0.27%             | 2030-01-03      | Variable      | 6.85%                 | No            | 2                  | On Loan: No      |
| American Electric Power Co Inc                                                  | AMERICAN ELECTRIC POWER CO INC                                                  | CUSIP: 02557TAD1<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |      8363000 | PA      | $8369748.94   | 0.21%             | 2025-08-15      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| American Express Co                                                             | AMERICAN EXPRESS CO                                                             | CUSIP: 025816DP1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     12505000 | PA      | $12651321.01  | 0.31%             | 2028-02-16      | Variable      | 5.10%                 | No            | 2                  | On Loan: No      |
| Applebee s Funding LLC / IHOP Funding LLC                                       | APPLEBEE'S FUNDING LLC / IHOP FUNDING LLC                                       | CUSIP: 03789XAF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      6500000 | PA      | $6594036.80   | 0.16%             | 2053-03-05      | Fixed         | 7.82%                 | No            | 2                  | On Loan: No      |
| Egypt Government International Bond                                             | EGYPT GOVERNMENT INTERNATIONAL BOND                                             | CUSIP: 03846JAG5<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      4140000 | PA      | $4194899.59   | 0.10%             | 2033-02-04      | Fixed         | 9.45%                 | No            | 2                  | On Loan: —       |
| Egypt Government International Bond                                             | EGYPT GOVERNMENT INTERNATIONAL BOND                                             | CUSIP: 03846JAH3<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      7370000 | PA      | $7459359.70   | 0.18%             | 2030-02-04      | Fixed         | 8.62%                 | No            | 2                  | On Loan: No      |
| Ares Capital Corp                                                               | ARES CAPITAL CORP                                                               | CUSIP: 04010LAY9<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |      2750000 | PA      | $2748022.75   | 0.07%             | 2025-07-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Avolon Holdings Funding Ltd                                                     | AVOLON HOLDINGS FUNDING LTD                                                     | CUSIP: 05401AAS0<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |      9735000 | PA      | $10082812.08  | 0.25%             | 2028-05-04      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| Bahamas Government International Bond                                           | BAHAMAS GOVERNMENT INTERNATIONAL BOND                                           | CUSIP: 056732AP5<br>LEI: 549300W13SXC7EKNJC20 | Long             | DBT              | NUSS              | BS        |      7090000 | PA      | $7210530.00   | 0.18%             | 2036-06-24      | Fixed         | 8.25%                 | No            | 2                  | On Loan: No      |
| Barclays PLC                                                                    | BARCLAYS PLC                                                                    | CUSIP: 06738EBN4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      8109000 | PA      | $8109000.00   | 0.20%             | N/A             | Variable      | 6.12%                 | No            | 2                  | On Loan: No      |
| Barclays PLC                                                                    | BARCLAYS PLC                                                                    | CUSIP: 06738EBZ7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      8490000 | PA      | $8487843.54   | 0.21%             | 2026-08-09      | Variable      | 5.30%                 | 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      | $-666816.19   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                             | BAYVIEW FINANCING TRUST 2024-2F A                                               | CUSIP: 07336XAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      7309236 | PA      | $7309235.88   | 0.18%             | 2029-11-01      | Variable      | 7.08%                 | Yes           | 3                  | On Loan: No      |
| Barclays Bank PLC - Wholesale (SING)                                            | NZD/USD FWD 20250725 BARCGB5G                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | NZ        |            1 | NC      | $7681.96      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Braskem Netherlands Finance BV                                                  | BRASKEM NETHERLANDS FINANCE BV                                                  | CUSIP: 10554TAE5<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |     17530000 | PA      | $11039799.73  | 0.27%             | 2050-01-31      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Braskem Netherlands Finance BV                                                  | BRASKEM NETHERLANDS FINANCE BV                                                  | CUSIP: 10554TAG0<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |     13800000 | PA      | $10941343.80  | 0.27%             | 2033-02-13      | Fixed         | 7.25%                 | No            | 2                  | On Loan: —       |
| BRAVO Residential Funding Trust 2022-NQM2                                       | BRAVO RESIDENTIAL FUNDING TRUST 2022-NQM2                                       | CUSIP: 10568KAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2851544 | PA      | $2859840.60   | 0.07%             | 2061-11-25      | Variable      | 4.27%                 | No            | 2                  | On Loan: No      |
| CBAM 2018-5 Ltd                                                                 | CBAM 2018-5 LTD                                                                 | CUSIP: 12481QAL9<br>LEI: 25490038OT2B8HTRW786 | Long             | ABS-CBDO         | CORP              | KY        |      2560000 | PA      | $2544627.20   | 0.06%             | 2031-04-17      | Floating      | 7.04%                 | No            | 2                  | On Loan: No      |
| CEC Entertainment LLC                                                           | CEC ENTERTAINMENT LLC                                                           | CUSIP: 125137AC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      8194000 | PA      | $8132545.00   | 0.20%             | 2026-05-01      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Cantor Commercial Real Estate Lending 2019-CF1                                  | CANTOR COMMERCIAL REAL ESTATE LENDING 2019-CF1                                  | CUSIP: 12529MDH8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4517000 | PA      | $90340.00     | 0.00%             | 2052-05-15      | Variable      | 4.66%                 | No            | 2                  | On Loan: No      |
| CHS/Community Health Systems Inc                                                | CHS/COMMUNITY HEALTH SYSTEMS INC                                                | CUSIP: 12543DBN9<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |      5765000 | PA      | $6096487.50   | 0.15%             | 2032-01-15      | Fixed         | 10.88%                | No            | 2                  | On Loan: No      |
| Capital One Financial Corp                                                      | CAPITAL ONE FINANCIAL CORP                                                      | CUSIP: 14040HCZ6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     10620000 | PA      | $11117961.18  | 0.27%             | 2029-06-08      | Variable      | 6.31%                 | No            | 2                  | On Loan: No      |
| Capital One Financial Corp                                                      | CAPITAL ONE FINANCIAL CORP                                                      | CUSIP: 14040HDA0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     10620000 | PA      | $11301124.32  | 0.28%             | 2034-06-08      | Variable      | 6.38%                 | No            | 2                  | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL | CUSIP: 161175AY0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1957000 | PA      | $1956767.12   | 0.05%             | 2025-07-23      | Fixed         | 4.91%                 | No            | 2                  | On Loan: No      |
| Cloud Software Group Inc                                                        | CLOUD SOFTWARE GROUP INC                                                        | CUSIP: 18912UAC6<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |     16518000 | PA      | $17509080.00  | 0.43%             | 2032-06-30      | Fixed         | 8.25%                 | No            | 2                  | On Loan: No      |
| TORONTO DOMINION SECURITIES                                                     | CAD/USD FWD 20250725 TDOMCATT                                                   | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | N/A              | DFE              | CORP              | CA        |            1 | NC      | $-65789.13    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Connecticut Avenue Securities Trust 2022-R06                                    | CONNECTICUT AVENUE SECURITIES TRUST 2022-R06                                    | CUSIP: 20754NAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3372446 | PA      | $3451214.31   | 0.09%             | 2042-05-25      | Floating      | 7.05%                 | No            | 2                  | On Loan: No      |
| Ivory Coast Government International Bond                                       | IVORY COAST GOVERNMENT INTERNATIONAL BOND                                       | CUSIP: 221625AV8<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |     16200000 | PA      | $15657139.94  | 0.39%             | 2036-04-01      | Fixed         | 8.07%                 | No            | 2                  | On Loan: No      |
| Credit Agricole SA                                                              | CREDIT AGRICOLE SA                                                              | CUSIP: 225313AQ8<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |     14255000 | PA      | $14719698.75  | 0.36%             | 2035-01-10      | Variable      | 6.25%                 | No            | 2                  | On Loan: No      |
| DISH DBS Corp                                                                   | DISH DBS CORP                                                                   | CUSIP: 25470XBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     21423000 | PA      | $19441372.50  | 0.48%             | 2026-12-01      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Dominican Republic International Bond                                           | DOMINICAN REPUBLIC INTERNATIONAL BOND                                           | CUSIP: 25714PEP9<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |      5435000 | PA      | $5424673.50   | 0.13%             | 2029-02-22      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Drive Auto Receivables Trust 2021-3                                             | DRIVE AUTO RECEIVABLES TRUST 2021-3                                             | CUSIP: 262081AF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     10712577 | PA      | $10522907.34  | 0.26%             | 2029-06-15      | Fixed         | 1.94%                 | No            | 2                  | On Loan: No      |
| Driven Brands Funding LLC                                                       | DRIVEN BRANDS FUNDING LLC                                                       | CUSIP: 26208LAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4601147 | PA      | $4530728.34   | 0.11%             | 2049-10-20      | Fixed         | 3.98%                 | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                    | KES/USD FWD 20250711 CITIGB2L                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | KE        |            1 | NC      | $72667.57     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                              | USD/MXN FWD 20250718 GSILGB2X                                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-94323.31    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Exeter Automobile Receivables Trust 2021-2                                      | EXETER AUTOMOBILE RECEIVABLES TRUST 2021-2                                      | CUSIP: 30166RAG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     17480000 | PA      | $17328119.78  | 0.43%             | 2028-02-15      | Fixed         | 2.21%                 | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                                                              | EGP/USD FWD 20250911 UBSWGB2L                                                   | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | EG        |            1 | NC      | $367417.83    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Freddie Mac Strips                                                              | FREDDIE MAC STRIPS                                                              | CUSIP: 31325YB72<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     54864670 | PA      | $7543690.84   | 0.19%             | 2052-02-15      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac Strips                                                              | FREDDIE MAC STRIPS                                                              | CUSIP: 31325YBW7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     20471452 | PA      | $2742036.29   | 0.07%             | 2052-03-15      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac Strips                                                              | FREDDIE MAC STRIPS                                                              | CUSIP: 31325YRN0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     18495132 | PA      | $2426106.17   | 0.06%             | 2052-06-15      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac Strips                                                              | FREDDIE MAC STRIPS                                                              | CUSIP: 3133Q5E51<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     16664968 | PA      | $2070507.25   | 0.05%             | 2051-01-25      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae REMICS                                                               | FANNIE MAE REMICS                                                               | CUSIP: 3136BCAY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5893763 | PA      | $1003844.59   | 0.02%             | 2050-10-25      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae REMICS                                                               | FANNIE MAE REMICS                                                               | CUSIP: 3136BCM72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20356474 | PA      | $2829519.38   | 0.07%             | 2050-12-25      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae REMICS                                                               | FANNIE MAE REMICS                                                               | CUSIP: 3136BFKM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7816974 | PA      | $1270756.16   | 0.03%             | 2051-03-25      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae REMICS                                                               | FANNIE MAE REMICS                                                               | CUSIP: 3136BKK84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8894907 | PA      | $1425592.14   | 0.04%             | 2049-08-25      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae REMICS                                                               | FANNIE MAE REMICS                                                               | CUSIP: 3136BPUZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    171401318 | PA      | $22538073.51  | 0.56%             | 2051-05-25      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac REMICS                                                              | FREDDIE MAC REMICS                                                              | CUSIP: 3137H3MJ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     10717741 | PA      | $1654487.98   | 0.04%             | 2050-02-25      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac REMICS                                                              | FREDDIE MAC REMICS                                                              | CUSIP: 3137H9QG7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4277109 | PA      | $539196.68    | 0.01%             | 2051-03-25      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac REMICS                                                              | FREDDIE MAC REMICS                                                              | CUSIP: 3137H9QH5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     38560477 | PA      | $5074759.22   | 0.13%             | 2051-02-25      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac REMICS                                                              | FREDDIE MAC REMICS                                                              | CUSIP: 3137HFW50<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     21629773 | PA      | $5143702.71   | 0.13%             | 2054-10-25      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac REMICS                                                              | FREDDIE MAC REMICS                                                              | CUSIP: 3137HFZ73<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     17846116 | PA      | $3158575.16   | 0.08%             | 2048-07-25      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae Interest Strip                                                       | FANNIE MAE INTEREST STRIP                                                       | CUSIP: 31422M2A3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13721388 | PA      | $1750637.33   | 0.04%             | 2052-03-25      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae Interest Strip                                                       | FANNIE MAE INTEREST STRIP                                                       | CUSIP: 31423XMW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14099659 | PA      | $1856416.71   | 0.05%             | 2051-02-25      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae Interest Strip                                                       | FANNIE MAE INTEREST STRIP                                                       | CUSIP: 31423XX63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14194875 | PA      | $1885860.26   | 0.05%             | 2052-03-25      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae Interest Strip                                                       | FANNIE MAE INTEREST STRIP                                                       | CUSIP: 31423XZ61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     25261511 | PA      | $3331008.55   | 0.08%             | 2052-10-25      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae Interest Strip                                                       | FANNIE MAE INTEREST STRIP                                                       | CUSIP: 31423YVL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8946093 | PA      | $1441268.86   | 0.04%             | 2051-03-25      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae Interest Strip                                                       | FANNIE MAE INTEREST STRIP                                                       | CUSIP: 31423YVV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6332784 | PA      | $834726.52    | 0.02%             | 2051-09-25      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae Interest Strip                                                       | FANNIE MAE INTEREST STRIP                                                       | CUSIP: 31424U8L3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13266273 | PA      | $3009838.11   | 0.07%             | 2053-11-25      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae Interest Strip                                                       | FANNIE MAE INTEREST STRIP                                                       | CUSIP: 31424UGV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11767131 | PA      | $1539697.44   | 0.04%             | 2052-10-25      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae Interest Strip                                                       | FANNIE MAE INTEREST STRIP                                                       | CUSIP: 31424UK62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     56621835 | PA      | $13890673.51  | 0.34%             | 2053-09-25      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae Interest Strip                                                       | FANNIE MAE INTEREST STRIP                                                       | CUSIP: 31424VD35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13438344 | PA      | $3039985.99   | 0.08%             | 2054-11-25      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae Interest Strip                                                       | FANNIE MAE INTEREST STRIP                                                       | CUSIP: 31424VHM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     62788555 | PA      | $14584551.35  | 0.36%             | 2054-08-25      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac Strips                                                              | FREDDIE MAC STRIPS                                                              | CUSIP: 3142G5QH4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     17383438 | PA      | $4298400.52   | 0.11%             | 2053-05-25      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac Strips                                                              | FREDDIE MAC STRIPS                                                              | CUSIP: 3142G6NQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     26061000 | PA      | $6093814.15   | 0.15%             | 2053-11-25      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac Strips                                                              | FREDDIE MAC STRIPS                                                              | CUSIP: 3142G95J5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     35156013 | PA      | $8618282.39   | 0.21%             | 2054-08-25      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Fifth Third Bank NA                                                             | FIFTH THIRD BANK NA                                                             | CUSIP: 31677AAB0<br>LEI: QFROUN1UWUYU0DVIWD51 | Long             | DBT              | CORP              | US        |      3244000 | PA      | $3224007.23   | 0.08%             | 2026-03-15      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| Fifth Third Bank NA                                                             | FIFTH THIRD BANK NA                                                             | CUSIP: 31677QBM0<br>LEI: QFROUN1UWUYU0DVIWD51 | Long             | DBT              | CORP              | US        |      1113000 | PA      | $1112245.39   | 0.03%             | 2025-07-28      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| Goto Foods Funding LLC                                                          | GOTO FOODS FUNDING LLC                                                          | CUSIP: 34417RAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     18672000 | PA      | $18893233.32  | 0.47%             | 2052-07-30      | Fixed         | 7.21%                 | No            | 2                  | On Loan: No      |
| Ford Motor Credit Co LLC                                                        | FORD MOTOR CREDIT CO LLC                                                        | CUSIP: 345397D83<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     11270000 | PA      | $11275229.28  | 0.28%             | 2027-03-05      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2022-DNA2                                         | FREDDIE MAC STACR REMIC TRUST 2022-DNA2                                         | CUSIP: 35564KRE1<br>LEI: 5493000ISA3AUOXQEF68 | Long             | ABS-MBS          | USGSE             | US        |      3487693 | PA      | $3489890.60   | 0.09%             | 2042-02-25      | Floating      | 5.61%                 | No            | 2                  | On Loan: No      |
| Boost Newco Borrower LLC                                                        | BOOST NEWCO BORROWER LLC                                                        | CUSIP: 36268NAA8<br>LEI: 254900S8RE1OL7TTCU64 | Long             | DBT              | CORP              | US        |      2690000 | PA      | $2858125.00   | 0.07%             | 2031-01-15      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | NZD/USD FWD 20250725 MSLNGB2X                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | NZ        |            1 | NC      | $170012.41    | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| General Motors Financial Co Inc                                                 | GENERAL MOTORS FINANCIAL CO INC                                                 | CUSIP: 37045XDZ6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      8049000 | PA      | $8082105.54   | 0.20%             | 2025-10-10      | Fixed         | 6.05%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                        | CUSIP: 38382KWV1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     11509160 | PA      | $1395688.17   | 0.03%             | 2050-10-20      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                        | CUSIP: 38382LJQ5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      7783736 | PA      | $976968.59    | 0.02%             | 2050-11-20      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                        | CUSIP: 38382LQ53<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      8490857 | PA      | $1076565.95   | 0.03%             | 2050-12-20      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                        | CUSIP: 38382LS51<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     21333928 | PA      | $2604836.34   | 0.06%             | 2050-12-20      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                        | CUSIP: 38382PNF5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     15653776 | PA      | $2059828.68   | 0.05%             | 2051-03-20      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                        | CUSIP: 38382VKV0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     18848454 | PA      | $2129566.22   | 0.05%             | 2049-08-20      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                        | CUSIP: 38383RA23<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     44075411 | PA      | $6461005.64   | 0.16%             | 2051-11-20      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                        | CUSIP: 38383V3J5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     38418843 | PA      | $5633635.46   | 0.14%             | 2051-02-20      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                        | CUSIP: 38384DLF2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     31238570 | PA      | $4666152.05   | 0.12%             | 2051-11-20      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| THE BANK OF NEW YORK MELLON                                                     | EUR/USD FWD 20250725 IRVTGB2X                                                   | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-112040.74   | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                                                              | USD/BRL FWD 20250903 UBSWGB2L                                                   | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-5436425.27  | -0.13%            |  |  |  | No            | 2                  | On Loan: No      |
| Hardee s Funding LLC                                                            | HARDEE'S FUNDING LLC                                                            | CUSIP: 411707AH5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4369125 | PA      | $4154949.62   | 0.10%             | 2050-12-20      | Fixed         | 3.98%                 | No            | 2                  | On Loan: No      |
| Hyundai Capital America                                                         | HYUNDAI CAPITAL AMERICA                                                         | CUSIP: 44891ACB1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |      7285000 | PA      | $7329591.49   | 0.18%             | 2026-03-30      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| HSBC SECURITIES INC                                                             | MYR/USD FWD 20250904 MRMDUS33                                                   | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | MY        |            1 | NC      | $-6311.14     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Republic of Italy Government International Bond                                 | REPUBLIC OF ITALY GOVERNMENT INTERNATIONAL BOND                                 | CUSIP: 465410CA4<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      3187000 | PA      | $3125060.66   | 0.08%             | 2026-02-17      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| Jersey Mike s Funding                                                           | JERSEY MIKE'S FUNDING                                                           | CUSIP: 476681AB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       106920 | PA      | $103516.02    | 0.00%             | 2052-02-15      | Fixed         | 2.89%                 | No            | 2                  | On Loan: No      |
| Kyrgyz Republic International Bond                                              | KYRGYZ REPUBLIC INTERNATIONAL BOND                                              | CUSIP: 50158LAA6<br>LEI: N/A                  | Long             | DBT              | NUSS              | KG        |      8300000 | PA      | $8187959.05   | 0.20%             | 2030-06-03      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| Level 3 Financing Inc                                                           | LEVEL 3 FINANCING INC                                                           | CUSIP: 527298BV4<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |      2835021 | PA      | $3249642.82   | 0.08%             | 2029-11-15      | Fixed         | 11.00%                | No            | 2                  | On Loan: No      |
| Level 3 Financing Inc                                                           | LEVEL 3 FINANCING INC                                                           | CUSIP: 527298BZ5<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |      9153122 | PA      | $10377352.07  | 0.26%             | 2030-12-15      | Fixed         | 10.75%                | No            | 2                  | On Loan: No      |
| Lloyds Banking Group PLC                                                        | LLOYDS BANKING GROUP PLC                                                        | CUSIP: 53944YAX1<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |      7735000 | PA      | $7917414.51   | 0.20%             | 2035-01-05      | Variable      | 5.68%                 | No            | 2                  | On Loan: No      |
| Stagwell Global LLC                                                             | STAGWELL GLOBAL LLC                                                             | CUSIP: 59565JAA9<br>LEI: 984500904E015Z0C1F82 | Long             | DBT              | CORP              | US        |     17057000 | PA      | $16289435.00  | 0.40%             | 2029-08-15      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| Barclays Bank PLC - Wholesale (SING)                                            | GBP/USD FWD 20250725 BARCGB5G                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | GB        |            1 | NC      | $178884.08    | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Octane Receivables Trust 2023-1                                                 | OCTANE RECEIVABLES TRUST 2023-1                                                 | CUSIP: 67571BAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       221506 | PA      | $221978.70    | 0.01%             | 2029-05-21      | Fixed         | 5.87%                 | No            | 2                  | On Loan: No      |
| 1261229 BC Ltd                                                                  | 1261229 BC LTD                                                                  | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      2020000 | PA      | $2037675.00   | 0.05%             | 2032-04-15      | Fixed         | 10.00%                | No            | 2                  | On Loan: No      |
| HSBC SECURITIES INC                                                             | NZD/USD FWD 20250725 MRMDUS33                                                   | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | NZ        |            1 | NC      | $-374647.67   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Petroleos Mexicanos                                                             | PETROLEOS MEXICANOS                                                             | CUSIP: 71654QCP5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     16665000 | PA      | $16319519.55  | 0.40%             | 2029-01-23      | Fixed         | 6.50%                 | No            | 2                  | On Loan: —       |
| Commonwealth of Puerto Rico                                                     | COMMONWEALTH OF PUERTO RICO                                                     | CUSIP: 74514L3F2<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | PR        |       571578 | PA      | $571578.00    | 0.01%             | 2025-07-01      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| Commonwealth of Puerto Rico                                                     | COMMONWEALTH OF PUERTO RICO                                                     | CUSIP: 74514L3G0<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | PR        |      1134370 | PA      | $1167366.10   | 0.03%             | 2027-07-01      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| Commonwealth of Puerto Rico                                                     | COMMONWEALTH OF PUERTO RICO                                                     | CUSIP: 74514L3H8<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | PR        |      1115968 | PA      | $1177132.64   | 0.03%             | 2029-07-01      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| Commonwealth of Puerto Rico                                                     | COMMONWEALTH OF PUERTO RICO                                                     | CUSIP: 74514L3J4<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | PR        |      1083929 | PA      | $1169152.92   | 0.03%             | 2031-07-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Commonwealth of Puerto Rico                                                     | COMMONWEALTH OF PUERTO RICO                                                     | CUSIP: 74514L3K1<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | PR        |      1027849 | PA      | $1002799.19   | 0.02%             | 2033-07-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Commonwealth of Puerto Rico                                                     | COMMONWEALTH OF PUERTO RICO                                                     | CUSIP: 74514L3L9<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | PR        |       923898 | PA      | $889568.54    | 0.02%             | 2035-07-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Commonwealth of Puerto Rico                                                     | COMMONWEALTH OF PUERTO RICO                                                     | CUSIP: 74514L3M7<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | PR        |       792950 | PA      | $755485.41    | 0.02%             | 2037-07-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Commonwealth of Puerto Rico                                                     | COMMONWEALTH OF PUERTO RICO                                                     | CUSIP: 74514L3N5<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | PR        |      1078109 | PA      | $958092.50    | 0.02%             | 2041-07-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Commonwealth of Puerto Rico                                                     | COMMONWEALTH OF PUERTO RICO                                                     | CUSIP: 74514L3P0<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | PR        |      1121218 | PA      | $957986.26    | 0.02%             | 2046-07-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Commonwealth of Puerto Rico                                                     | COMMONWEALTH OF PUERTO RICO                                                     | CUSIP: 74514L3R6<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | PR        |      1322744 | PA      | $914453.14    | 0.02%             | 2033-07-01      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Commonwealth of Puerto Rico                                                     | COMMONWEALTH OF PUERTO RICO                                                     | CUSIP: 74514L3T2<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | PR        |      4235747 | PA      | $2604984.18   | 0.06%             | 2043-11-01      | None          | 0.00%                 | 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        |    225642619 | NS      | $225642619.06 | 5.57%             |  |  |  | No            | 1                  | On Loan: No      |
| T. Rowe Price Government Reserve Fund                                           | T. Rowe Price Government Reserve Fund - Collateral                              | CUSIP: 76105YYY8<br>LEI: 5493002Y0IYARJVQ5N24 | Long             | STIV             | RF                | US        |    535995911 | NS      | $535995911.25 | 13.24%            |  |  |  | No            | 1                  | On Loan: No      |
| Rivian Automotive Inc                                                           | RIVIAN AUTO INC SR UNSECURED 144A 03/29 4.625                                   | CUSIP: 76954AAB9<br>LEI: 25490004LNKJ84MFYY24 | Long             | DBT              | CORP              | US        |      5831000 | PA      | $5946920.28   | 0.15%             | 2029-03-15      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| Rivian Holdings LLC/Rivian LLC/Rivian Automotive LLC                            | RIVIAN HOLDINGS LLC/RIVIAN LLC/RIVIAN AUTOMOTIVE LLC                            | CUSIP: 76954LAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5795000 | PA      | $5693587.50   | 0.14%             | 2031-01-15      | Fixed         | 10.00%                | No            | 2                  | On Loan: No      |
| STANDARD CHARTERED SECURITIES                                                   | USD/EUR FWD 20250822 SCBLGB2L                                                   | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | US        |            1 | NC      | $181611.72    | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Santander Holdings USA Inc                                                      | SANTANDER HOLDINGS USA INC                                                      | CUSIP: 80282KBK1<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |     22850000 | PA      | $23115014.30  | 0.57%             | 2027-05-31      | Variable      | 6.12%                 | No            | 2                  | On Loan: No      |
| Charles Schwab Corp/The                                                         | CHARLES SCHWAB CORP/THE                                                         | CUSIP: 808513CD5<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     11000000 | PA      | $11394053.00  | 0.28%             | 2029-05-19      | Variable      | 5.64%                 | No            | 2                  | On Loan: No      |
| Sirius XM Radio LLC                                                             | SIRIUS XM RADIO LLC                                                             | CUSIP: 82967NBA5<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |      6772000 | PA      | $6712745.00   | 0.17%             | 2027-08-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                                                             | SOCIETE GENERALE SA                                                             | CUSIP: 83368RBW1<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |     10160000 | PA      | $10410484.64  | 0.26%             | 2030-01-19      | Variable      | 5.63%                 | No            | 2                  | On Loan: —       |
| Societe Generale SA                                                             | SOCIETE GENERALE SA                                                             | CUSIP: 83368RBX9<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |      7355000 | PA      | $7565882.56   | 0.19%             | 2035-01-19      | Variable      | 6.07%                 | No            | 2                  | On Loan: No      |
| Sprint LLC                                                                      | SPRINT LLC                                                                      | CUSIP: 85207UAK1<br>LEI: 549300ZTTY7CXOLJ6539 | Long             | DBT              | CORP              | US        |      8076000 | PA      | $8136570.00   | 0.20%             | 2026-03-01      | Fixed         | 7.62%                 | No            | 2                  | On Loan: No      |
| Block Inc                                                                       | BLOCK INC                                                                       | CUSIP: 852234AJ2<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |     23457000 | PA      | $22407181.97  | 0.55%             | 2026-05-01      | None          | 0.00%                 | 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      | $-120464.75   | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Synopsys Inc                                                                    | SYNOPSYS INC                                                                    | CUSIP: 871607AE7<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |      7125000 | PA      | $7181921.63   | 0.18%             | 2035-04-01      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| Synopsys Inc                                                                    | SYNOPSYS INC                                                                    | CUSIP: 871607AG2<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |     14670000 | PA      | $14580703.71  | 0.36%             | 2055-04-01      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| TRK 2022-INV1 Trust                                                             | TRK 2022-INV1 TRUST                                                             | CUSIP: 872635AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      9852399 | PA      | $9188544.39   | 0.23%             | 2057-02-25      | Variable      | 2.58%                 | No            | 2                  | On Loan: No      |
| TPIC SPV I LLC                                                                  | TPIC SPV I LLC                                                                  | CUSIP: 872660AA3<br>LEI: 98450079E44D2D1B6432 | Long             | ABS-O            | CORP              | US        |      4129803 | PA      | $4129802.93   | 0.10%             | 2044-11-30      | Fixed         | 7.13%                 | Yes           | 3                  | On Loan: No      |
| Tobacco Settlement Financing Corp/VA                                            | TOBACCO SETTLEMENT FINANCING CORP/VA                                            | CUSIP: 88880NAT6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10910000 | PA      | $8585231.74   | 0.21%             | 2046-06-01      | Fixed         | 6.71%                 | No            | 2                  | On Loan: No      |
| Toronto-Dominion Bank/The                                                       | TORONTO-DOMINION BANK/THE                                                       | CUSIP: 89117F8Z5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     15285000 | PA      | $16029853.34  | 0.40%             | 2082-10-31      | Variable      | 8.12%                 | No            | 2                  | On Loan: No      |
| Towd Point Mortgage Trust 2018-1                                                | TOWD POINT MORTGAGE TRUST 2018-1                                                | CUSIP: 89176EAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       342451 | PA      | $337838.54    | 0.01%             | 2058-01-25      | Variable      | 3.00%                 | No            | 2                  | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC                                                 | JPY/USD FWD 20250725 SBOSGB2X                                                   | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | JP        |            1 | NC      | $-63267.52    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank PLC - Wholesale (SING)                                            | EUR/USD FWD 20250822 BARCGB5G                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-10773.06    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Turkiye Government International Bond                                           | TURKIYE GOVERNMENT INTERNATIONAL BOND                                           | CUSIP: 900123DK3<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |      6360000 | PA      | $6525447.77   | 0.16%             | 2034-05-15      | Fixed         | 7.62%                 | No            | 2                  | On Loan: No      |
| United States Treasury Bill                                                     | UNITED STATES TREASURY BILL                                                     | CUSIP: 912797PX9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    157030000 | PA      | $155575814.26 | 3.84%             | 2025-09-18      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 912810EV6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    347450000 | PA      | $347259986.54 | 8.58%             | 2025-08-15      | Fixed         | 6.88%                 | No            | 2                  | On Loan: —       |
| United States Treasury Inflation Indexed Bonds                                  | UNITED STATES TREASURY INFLATION INDEXED BONDS                                  | CUSIP: 91282CCA7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     67645172 | PA      | $66878878.70  | 1.65%             | 2026-04-15      | Fixed         | 0.12%                 | No            | 2                  | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 91282CEY3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    197070000 | PA      | $196923736.62 | 4.86%             | 2025-07-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 91282CFK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    375600000 | PA      | $375203858.44 | 9.27%             | 2025-09-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: —       |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 91282CGA3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     78940000 | PA      | $78872160.54  | 1.95%             | 2025-12-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 91282CHN4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    229180000 | PA      | $229215809.38 | 5.66%             | 2025-07-31      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 91282CKK6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     25860000 | PA      | $26021625.00  | 0.64%             | 2026-04-30      | Fixed         | 4.88%                 | 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      | $-2689596.41  | -0.07%            |  |  |  | No            | 2                  | On Loan: No      |
| Venture Global LNG Inc                                                          | VENTURE GLOBAL LNG INC                                                          | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |      9840000 | PA      | $9544800.00   | 0.24%             | N/A             | Variable      | 9.00%                 | No            | 2                  | On Loan: No      |
| Verus Securitization Trust 2022-1                                               | VERUS SECURITIZATION TRUST 2022-1                                               | CUSIP: 92538WAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     13535887 | PA      | $12654746.39  | 0.31%             | 2067-01-25      | Variable      | 2.72%                 | No            | 2                  | On Loan: No      |
| Vistra Corp                                                                     | VISTRA CORP                                                                     | CUSIP: 92840MAC6<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |      7285000 | PA      | $7357850.00   | 0.18%             | N/A             | Variable      | 7.00%                 | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                    | CAD/USD FWD 20250725 CITIGB2L                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | CA        |            1 | NC      | $7524.51      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                    | USD/NGN FWD 20250827 CITIGB2L                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-1008.04     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                    | SEK/USD FWD 20250829 CITIGB2L                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | SE        |            1 | NC      | $-1179101.02  | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                            | JPY/USD FWD 20250725 CHASGB2L                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | JP        |            1 | NC      | $-19803.14    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Philippine Government International Bond                                        | PHILIPPINE GOVERNMENT INTERNATIONAL BOND                                        | CUSIP: 718286BM8<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |   1679000000 | PA      | $29184559.22  | 0.72%             | 2036-01-14      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                              | USD/IDR FWD 20250711 GSILGB2X                                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-549608.21   | -0.01%            |  |  |  | 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      | $69629.20     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Mexican Bonos                                                                   | MEXICAN BONOS                                                                   | CUSIP: EI8047355<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    470271000 | PA      | $23896620.68  | 0.59%             | 2031-05-29      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                    | THB/USD FWD 20250905 CITIGB2L                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | TH        |            1 | NC      | $-17831.61    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Thailand Government Bond                                                        | THAILAND GOVERNMENT BOND                                                        | CUSIP: EJ5804210<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |   4053467461 | PA      | $122441137.56 | 3.02%             | 2028-03-12      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| Barclays Bank PLC - Wholesale (SING)                                            | USD/NOK FWD 20250725 BARCGB5G                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-715557.16   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank PLC - Wholesale (SING)                                            | NOK/USD FWD 20250725 BARCGB5G                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | NO        |            1 | NC      | $178.96       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| NASDAQ 100 STOCK INDEX                                                          | NDX US 08/15/25 P19500                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |           74 | NC      | $397380.00    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| INVESCO QQQ TRUST SERIES 1                                                      | QQQ US 08/15/25 P480                                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         2546 | NC      | $400995.00    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Thailand Government Bond                                                        | THAILAND GOVERNMENT BOND                                                        | CUSIP: AP5381383<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    562465000 | PA      | $22227500.30  | 0.55%             | 2067-06-17      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| Serbia Treasury Bonds                                                           | SERBIA TREASURY BONDS                                                           | CUSIP: AR1346840<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |   5669670000 | PA      | $59310883.12  | 1.47%             | 2028-02-08      | Fixed         | 5.88%                 | 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        |    566806000 | PA      | $95772964.97  | 2.37%             | 2029-01-01      | Fixed         | 10.00%                | No            | 2                  | On Loan: No      |
| Malaysia Government Bond                                                        | MALAYSIA GOVERNMENT BOND                                                        | CUSIP: AT4277287<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     67600000 | PA      | $18341450.67  | 0.45%             | 2048-07-06      | Fixed         | 4.92%                 | No            | 2                  | On Loan: No      |
| BNP Paribas SA                                                                  | BNP PARIBAS SA                                                                  | CUSIP: AW7475154<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      5649000 | PA      | $7699976.23   | 0.19%             | 2026-01-23      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| Kaisa Group Holdings Ltd                                                        | KAISA GROUP HOLDINGS LTD                                                        | CUSIP: ZQ1490049<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |     13051000 | PA      | $587295.00    | 0.01%             | 2022-10-22      | Fixed         | 11.95%                | No            | 2                  | On Loan: No      |
| Barclays PLC                                                                    | BARCLAYS PLC                                                                    | CUSIP: ZS4373610<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |       600000 | PA      | $812924.51    | 0.02%             | 2026-05-08      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Indonesia Treasury Bond                                                         | INDONESIA TREASURY BOND                                                         | CUSIP: AZ8693857<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 315618000000 | PA      | $20004951.68  | 0.49%             | 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        |    837950000 | PA      | $135413295.28 | 3.35%             | 2031-01-01      | Fixed         | 10.00%                | No            | 2                  | On Loan: No      |
| Kaisa Group Holdings Ltd                                                        | KAISA GROUP HOLDINGS LTD                                                        | CUSIP: ZS8035041<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |      8854000 | PA      | $398430.00    | 0.01%             | 2023-01-30      | Fixed         | 11.50%                | No            | 2                  | On Loan: No      |
| Colombian TES                                                                   | COLOMBIAN TES                                                                   | CUSIP: BN5058530<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  91753100000 | PA      | $14541060.93  | 0.36%             | 2036-07-09      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| Times China Holdings Ltd                                                        | TIMES CHINA HOLDINGS LTD                                                        | CUSIP: BK2863672<br>LEI: 2549000KTINB9ZPZP710 | Long             | DBT              | CORP              | KY        |     12750000 | PA      | $478125.00    | 0.01%             | 2026-07-08      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Longfor Group Holdings Ltd                                                      | LONGFOR GROUP HOLDINGS LTD                                                      | CUSIP: ZP2926464<br>LEI: 254900UJX27B2F1JYR13 | Long             | DBT              | CORP              | KY        |     11115000 | PA      | $8134830.75   | 0.20%             | 2032-01-13      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| RealPage Inc                                                                    | REALPAGE INC                                                                    | CUSIP: 75605VAD4<br>LEI: 5493001RSFZX4122A604 | Long             | LON              | CORP              | US        |      2613188 | PA      | $2593065.96   | 0.06%             | 2028-04-24      | Floating      | 7.56%                 | No            | 2                  | On Loan: No      |
| Neptune Bidco US Inc                                                            | NEPTUNE BIDCO US INC                                                            | CUSIP: 64069JAC6<br>LEI: 549300VG15T3VCYZ4531 | Long             | LON              | CORP              | US        |     24010980 | PA      | $22651718.42  | 0.56%             | 2029-04-11      | Floating      | 9.33%                 | No            | 2                  | On Loan: No      |
| Clear Channel Outdoor Holdings Inc                                              | CLEAR CHANNEL OUTDOOR HOLDINGS INC                                              | CUSIP: 18452RAF2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      4537645 | PA      | $4490635.41   | 0.11%             | 2028-08-21      | Floating      | 8.44%                 | No            | 2                  | On Loan: No      |
| IRB Holding Corp                                                                | IRB HOLDING CORP                                                                | CUSIP: 44988LAL1<br>LEI: 549300HVW4WNWYBXN830 | Long             | LON              | CORP              | US        |      4551473 | PA      | $4549879.74   | 0.11%             | 2027-12-15      | Floating      | 6.83%                 | No            | 2                  | On Loan: No      |
| Main Street Sports Group LLC                                                    | MAIN STREET SPORTS GROUP                                                        | CUSIP: 25277EAB8<br>LEI: 549300MPO5H6LGX4RJ82 | Long             | LON              | CORP              | US        |      1116827 | PA      | $1009332.37   | 0.02%             | 2028-01-03      | Floating      | 15.00%                | No            | 2                  | On Loan: No      |
| Townsquare Media Inc                                                            | TOWNSQUARE MEDIA INC                                                            | CUSIP: 8922319C7<br>LEI: 549300XBA8C68H0DR538 | Long             | LON              | CORP              | US        |     13216875 | PA      | $11763018.75  | 0.29%             | 2030-02-19      | Floating      | 9.32%                 | No            | 3                  | On Loan: No      |
| Kaisa Group Holdings Ltd                                                        | KAISA GROUP HOLDINGS LTD                                                        | CUSIP: BP2862657<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |      2800000 | PA      | $126000.00    | 0.00%             | 2025-11-11      | Fixed         | 11.70%                | No            | 2                  | On Loan: No      |
| New Zealand Government Bond                                                     | NEW ZEALAND GOVERNMENT BOND                                                     | CUSIP: ZD1738370<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |    165422000 | PA      | $97129689.26  | 2.40%             | 2054-05-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Southern Co/The                                                                 | SOUTHERN CO/THE                                                                 | CUSIP: BR3544508<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |      7590000 | PA      | $8549487.48   | 0.21%             | 2081-09-15      | Variable      | 1.88%                 | No            | 2                  | On Loan: No      |
| India Government Bond                                                           | INDIA GOVERNMENT BOND                                                           | CUSIP: ZI2598574<br>LEI: 335800IV7VCDQGIOI391 | Long             | DBT              | NUSS              | IN        |   4800000000 | PA      | $58632985.07  | 1.45%             | 2033-08-14      | Fixed         | 7.18%                 | No            | 2                  | On Loan: No      |
| Mexican Bonos                                                                   | MEXICAN BONOS                                                                   | CUSIP: EK1693424<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   2474542000 | PA      | $120371737.36 | 2.97%             | 2034-11-23      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| Serbia Treasury Bonds                                                           | SERBIA TREASURY BONDS                                                           | CUSIP: BG1390940<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |   3322930000 | PA      | $32539250.68  | 0.80%             | 2032-08-20      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Shimao Group Holdings Ltd                                                       | SHIMAO GROUP HOLDINGS LTD                                                       | CUSIP: BN2966586<br>LEI: 254900WTJ6B5CU69ZD26 | Long             | DBT              | CORP              | KY        |     17195000 | PA      | $932656.80    | 0.02%             | 2031-01-11      | Fixed         | 3.45%                 | No            | 2                  | On Loan: No      |
| Country Garden Holdings Co Ltd                                                  | COUNTRY GARDEN HOLDINGS CO LTD                                                  | CUSIP: BJ5935942<br>LEI: 549300MGHLPT1EFHGF84 | Long             | DBT              | CORP              | KY        |      2135000 | PA      | $165462.50    | 0.00%             | 2025-05-27      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| Times China Holdings Ltd                                                        | TIMES CHINA HOLDINGS LTD                                                        | CUSIP: ZO4873378<br>LEI: 2549000KTINB9ZPZP710 | Long             | DBT              | CORP              | KY        |      3220000 | PA      | $125580.00    | 0.00%             | 2026-03-22      | Fixed         | 6.20%                 | No            | 2                  | On Loan: No      |
| Shimao Group Holdings Ltd                                                       | SHIMAO GROUP HOLDINGS LTD                                                       | CUSIP: BR4151782<br>LEI: 254900WTJ6B5CU69ZD26 | Long             | DBT              | CORP              | KY        |      2220000 | PA      | $119391.60    | 0.00%             | 2027-01-16      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| New Zealand Government Bond                                                     | NEW ZEALAND GOVERNMENT BOND                                                     | CUSIP: BR2219516<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |    221329000 | PA      | $88144051.30  | 2.18%             | 2051-05-15      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| Country Garden Holdings Co Ltd                                                  | COUNTRY GARDEN HOLDINGS CO LTD                                                  | CUSIP: ZO9642570<br>LEI: 549300MGHLPT1EFHGF84 | Long             | DBT              | CORP              | KY        |     10570000 | PA      | $803848.50    | 0.02%             | 2025-10-22      | Fixed         | 3.12%                 | No            | 2                  | On Loan: No      |
| Bonos de la Tesoreria de la Republica en pesos                                  | BONOS DE LA TESORERIA DE LA REPUBLICA EN PESOS                                  | CUSIP: ZK1811536<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |  60085000000 | PA      | $66161761.98  | 1.63%             | 2033-04-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| BMW Finance NV                                                                  | BMW FINANCE NV                                                                  | CUSIP: ZJ6375654<br>LEI: 5299006ZHG3IXU0PNJ56 | Long             | DBT              | CORP              | NL        |      6200000 | PA      | $7303801.23   | 0.18%             | 2025-07-11      | Floating      | 2.50%                 | No            | 2                  | On Loan: No      |
| UBS AG/London                                                                   | UBS AG/LONDON                                                                   | CUSIP: BP5458693<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DBT              | CORP              | CH        |      4339000 | PA      | $5863194.55   | 0.14%             | 2025-12-15      | Fixed         | 1.12%                 | No            | 2                  | On Loan: No      |
| Country Garden Holdings Co Ltd                                                  | COUNTRY GARDEN HOLDINGS CO LTD                                                  | CUSIP: BN3275383<br>LEI: 549300MGHLPT1EFHGF84 | Long             | DBT              | CORP              | KY        |      8854000 | PA      | $704070.08    | 0.02%             | 2031-01-12      | Fixed         | 3.30%                 | No            | 2                  | On Loan: No      |
| CIFI Holdings Group Co Ltd                                                      | CIFI HOLDINGS GROUP CO LTD                                                      | CUSIP: BN3253588<br>LEI: 549300WGKSV867C0JF48 | Long             | DBT              | CORP              | KY        |     11400000 | PA      | $1068750.00   | 0.03%             | 2027-04-12      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Thailand Government Bond                                                        | THAILAND GOVERNMENT BOND                                                        | CUSIP: BW1413481<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    335600000 | PA      | $14642431.76  | 0.36%             | 2072-06-17      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| CIFI Holdings Group Co Ltd                                                      | CIFI HOLDINGS GROUP CO LTD                                                      | CUSIP: BP4631027<br>LEI: 549300WGKSV867C0JF48 | Long             | DBT              | CORP              | KY        |     10055000 | PA      | $930087.50    | 0.02%             | 2026-08-17      | Fixed         | 4.45%                 | No            | 2                  | On Loan: No      |
| QatarEnergy                                                                     | QATARENERGY                                                                     | CUSIP: BQ3267144<br>LEI: 254900QTESJKJ3P87J26 | Long             | DBT              | CORP              | QA        |      8240000 | PA      | $7227963.20   | 0.18%             | 2031-07-12      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| European Bank for Reconstruction & Development                                  | EUROPEAN BANK FOR RECONSTRUCTION & DEVELOPMENT                                  | CUSIP: BR9632133<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | N/A       |   2512900000 | PA      | $29203672.04  | 0.72%             | 2027-10-26      | Fixed         | 6.30%                 | No            | 2                  | On Loan: No      |
| Toyota Motor Finance Netherlands BV                                             | TOYOTA MOTOR FINANCE NETHERLANDS BV                                             | CUSIP: ZN6807335<br>LEI: 724500OPA8GZSQUNSR96 | Long             | DBT              | CORP              | NL        |      6735000 | PA      | $9261623.28   | 0.23%             | 2026-06-08      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| Malaysia Government Bond                                                        | MALAYSIA GOVERNMENT BOND                                                        | CUSIP: ZL8877116<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |    222047000 | PA      | $56681692.20  | 1.40%             | 2053-03-31      | Fixed         | 4.46%                 | No            | 2                  | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                 | KREDITANSTALT FUER WIEDERAUFBAU                                                 | CUSIP: BT3126369<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |     10094000 | PA      | $13852342.33  | 0.34%             | 2025-07-04      | Fixed         | 1.12%                 | No            | 2                  | On Loan: No      |
| Colombian TES                                                                   | COLOMBIAN TES                                                                   | CUSIP: ZM3975335<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        | 123360800000 | PA      | $31664867.67  | 0.78%             | 2033-02-09      | Fixed         | 13.25%                | No            | 2                  | On Loan: No      |
| Volkswagen Bank GmbH                                                            | VOLKSWAGEN BANK GMBH                                                            | CUSIP: ZK3696372<br>LEI: 529900GJD3OQLRZCKW37 | Long             | DBT              | CORP              | DE        |      4300000 | PA      | $5107985.81   | 0.13%             | 2026-01-07      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| International Bank for Reconstruction & Development                             | INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT                             | CUSIP: ZK2494902<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | N/A       |    837500000 | PA      | $9861621.09   | 0.24%             | 2028-04-24      | Fixed         | 6.85%                 | No            | 2                  | On Loan: No      |
| BMW International Investment BV                                                 | BMW INTERNATIONAL INVESTMENT BV                                                 | CUSIP: ZK8296384<br>LEI: 724500J951RJJFEW5X49 | Long             | DBT              | CORP              | NL        |      6600000 | PA      | $9150447.28   | 0.23%             | 2026-06-06      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Argentina Treasury Bond BONTE                                                   | ARGENTINA TREASURY BOND BONTE                                                   | CUSIP: YO9219487<br>LEI: N/A                  | Long             | DBT              | NUSS              | AR        |   7251342000 | PA      | $6433922.44   | 0.16%             | 2030-05-30      | Fixed         | 29.50%                | No            | 2                  | On Loan: No      |
| NatWest Markets PLC                                                             | NATWEST MARKETS PLC                                                             | CUSIP: ZK9888114<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |      2050000 | PA      | $2872518.57   | 0.07%             | 2026-06-22      | Fixed         | 6.62%                 | No            | 2                  | On Loan: No      |
| Deutsche Bundesrepublik Inflation Linked Bond                                   | DEUTSCHE BUNDESREPUBLIK INFLATION LINKED BOND                                   | CUSIP: EK7815401<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |    189309312 | PA      | $220086794.41 | 5.44%             | 2026-04-15      | Fixed         | 0.10%                 | No            | 2                  | On Loan: No      |
| Kaisa Group Holdings Ltd                                                        | KAISA GROUP HOLDINGS LTD                                                        | CUSIP: AO0808615<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |     15890000 | PA      | $715050.00    | 0.02%             | 2022-06-30      | Fixed         | 8.50%                 | No            | 2                  | On Loan: No      |
| UBS Group AG                                                                    | UBS GROUP AG                                                                    | CUSIP: QZ0926985<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      7000000 | PA      | $9587122.93   | 0.24%             | 2025-08-08      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| Malaysia Government Bond                                                        | MALAYSIA GOVERNMENT BOND                                                        | CUSIP: JK3819022<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     12360000 | PA      | $3268531.97   | 0.08%             | 2046-03-15      | Fixed         | 4.74%                 | 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      | $-10408.89    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                                                              | INR/USD FWD 20250711 UBSWGB2L                                                   | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | IN        |            1 | NC      | $-265284.86   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC                                                 | NZD/USD FWD 20250725 SBOSGB2X                                                   | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | NZ        |            1 | NC      | $4965.11      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| SOCIETE GENERALE                                                                | USD/BRL FWD 20250903 SOGEFRPP                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-2682171.39  | -0.07%            |  |  |  | No            | 2                  | On Loan: No      |
| MONTREAL EXCHANGE 10 YEAR CANADIAN BOND FUTURE                                  | CAN 10YR BOND FUT SEP25                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | CA        |          301 | NC      | $241002.39    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| BANK OF AMERICA                                                                 | MYR/USD FWD 20250904 BOFAUS6N                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | MY        |            1 | NC      | $-754667.05   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| STANDARD CHARTERED SECURITIES                                                   | CAD/USD FWD 20250725 SCBLGB2L                                                   | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | CA        |            1 | NC      | $-3253.38     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                    | UAH/USD FWD 20250905 CITIGB2L                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | UA        |            1 | NC      | $2830.41      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC SECURITIES INC                                                             | EUR/USD FWD 20250725 MRMDUS33                                                   | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-7005347.62  | -0.17%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                                                              | USD/JPY FWD 20250725 UBSWGB2L                                                   | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |            1 | NC      | $17955.86     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| DEUTSCHE BANK                                                                   | GBP/USD FWD 20250725 DEUTGB2L                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | GB        |            1 | NC      | $-1683092.86  | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                              | USD/JPY FWD 20250725 GSILGB2X                                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-90501.91    | -0.00%            |  |  |  | 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      | $-717170.81   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| LONG GILT FUTURE                                                                | LONG GILT FUTURE  SEP25                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | GB        |         -159 | NC      | $-102059.26   | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| UBS SECURITIES LLC                                                              | COP/USD FWD 20250905 UBSWGB2L                                                   | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | CO        |            1 | NC      | $-340816.72   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank PLC - Wholesale (SING)                                            | NOK/USD FWD 20250725 BARCGB5G                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | NO        |            1 | NC      | $-18395.66    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                                                              | USD/CHF FWD 20250725 UBSWGB2L                                                   | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |            1 | NC      | $183549.86    | 0.00%             |  |  |  | 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      | $258313.21    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC                                                 | USD/CHF FWD 20250725 SBOSGB2X                                                   | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-3547.58     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                                                              | NZD/USD FWD 20250725 UBSWGB2L                                                   | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | NZ        |            1 | NC      | $-7550851.11  | -0.19%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                              | IDR/USD FWD 20251010 GSILGB2X                                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | ID        |            1 | NC      | $-148770.75   | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                                                              | GBP/USD FWD 20250822 UBSWGB2L                                                   | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | GB        |            1 | NC      | $-56095.07    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| EURO-BTP ITALIAN BOND FUTURES                                                   | EURO-BTP FUTURE   SEP25                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |         -963 | NC      | $-86458.51    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC                                                 | NOK/USD FWD 20250725 SBOSGB2X                                                   | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | NO        |            1 | NC      | $12019.37     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC                                                 | SEK/USD FWD 20250829 SBOSGB2X                                                   | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | SE        |            1 | NC      | $2296.98      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC                                                 | USD/SEK FWD 20250829 SBOSGB2X                                                   | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-73451.26    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                              | EGP/USD FWD 20250911 GSILGB2X                                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | EG        |            1 | NC      | $471262.36    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                              | ILS/USD FWD 20250717 GSILGB2X                                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | IL        |            1 | NC      | $1793779.88   | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC SECURITIES INC                                                             | CZK/USD FWD 20250718 MRMDUS33                                                   | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | CZ        |            1 | NC      | $-158562.05   | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| KFE 10 YEAR TREASURY BOND FUTURE                                                | KOREA 10YR BND FU SEP25                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | KR        |         1029 | NC      | $203046.04    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| CITIBANK N A                                                                    | UAH/USD FWD 20250808 CITIGB2L                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | UA        |            1 | NC      | $40540.91     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                                                              | CHF/USD FWD 20250725 UBSWGB2L                                                   | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | CH        |            1 | NC      | $-499356.78   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                    | NGN/USD FWD 20250827 CITIGB2L                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | NG        |            1 | NC      | $169548.95    | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                    | ILS/USD FWD 20250717 CITIGB2L                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | IL        |            1 | NC      | $-999780.10   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                            | ARCELORMITTAL CDS 12/20/2025                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |            1 | NC      | $343328.01    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                             | ICE_GLENCORE INTERNATIONAL CDS 12/20/2026                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |            1 | NC      | $-591299.57   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                            | ARCELORMITTAL CDS 12/20/2025                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |            1 | NC      | $484950.80    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                             | LCH - EUR ZCIS 8/15/27 REC CPI                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DO               | CORP              | US        |            1 | NC      | $-1535406.47  | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                             | LCH - EUR ZCIS 8/15/27 REC CPI                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DO               | CORP              | US        |            1 | NC      | $-1453100.03  | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                             | LCH - EUR ZCIS 8/15/27 REC CPI                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DO               | CORP              | US        |            1 | NC      | $-1962328.92  | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                             | LCH - EUR ZCIS 8/15/27 REC CPI                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DO               | CORP              | US        |            1 | NC      | $-1412326.68  | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                             | LCH - USD ZCIS 1/25/33 REC CPI                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DO               | CORP              | US        |            1 | NC      | $181758.47    | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                             | LCH - USD ZCIS 1/25/33 REC CPI                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DO               | CORP              | US        |            1 | NC      | $189448.48    | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                             | LCH - USD ZCIS 3/27/33 REC CPI                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DO               | CORP              | US        |            1 | NC      | $127386.79    | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                             | LCH - USD ZCIS 3/27/33 REC CPI                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DO               | CORP              | US        |            1 | NC      | $115655.38    | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | SWAPTION_IRS_USD_OTC_E_RECEIVER_K_3_EFF_2024-05-02_MAT_2026-05-04 MSLN          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | US        |            1 | NC      | $3685191.68   | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                             | LCH - USD ZCIS 6/14/34 REC CPI BARC                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DO               | CORP              | US        |            1 | NC      | $-393361.48   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                             | LCH - USD ZCIS 6/14/34 REC CPI BARC                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DO               | CORP              | US        |            1 | NC      | $-387277.29   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                             | LCH - INR IRS 5/26/2028 REC FIX CHAS                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |            1 | NC      | $368471.84    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                             | CME - CZK IRS 10/3/29 REC FIX BARC_C                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |            1 | NC      | $-39096.48    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                    | FXO_USD_OTC_E_CALL_SAR_USD_K_3.7675_EFF_2024-10-10_MAT_2025-10-13 CITI          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |            1 | NC      | $188744.04    | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | SWAPTION_IRS_USD_OTC_E_RECEIVER_K_2.75_EFF_2024-12-11_MAT_2025-12-11 MSLN       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | US        |            1 | NC      | $2130283.90   | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| BARCLAYS                                                                        | PETROLEOS MEXICANOS CDS 12/20/2025                                              | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DCR              | CORP              | US        |            1 | NC      | $-38005.61    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BARCLAYS                                                                        | PETROLEOS MEXICANOS CDS 12/20/2025                                              | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DCR              | CORP              | US        |            1 | NC      | $-38234.22    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                    | FXO_USD_OTC_E_CALL_CNH_USD_K_8_EFF_2025-01-06_MAT_2026-01-06 CITI               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |            1 | NC      | $79153.93     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BARCLAYS                                                                        | PETROLEOS MEXICANOS CDS 12/20/2025                                              | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DCR              | CORP              | US        |            1 | NC      | $-95252.16    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BARCLAYS                                                                        | PETROLEOS MEXICANOS CDS 12/20/2025                                              | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DCR              | CORP              | US        |            1 | NC      | $-95252.16    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | SWAPTION_IRS_USD_OTC_E_PAYER_K_5.25_EFF_2025-01-10_MAT_2025-07-10 MSLN          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | US        |            1 | NC      | $0.00         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | SWAPTION_IRS_USD_OTC_E_PAYER_K_5.25_EFF_2025-01-10_MAT_2025-07-10 MSLN          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | US        |            1 | NC      | $0.00         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                             | ICE_PG&E CORP CDS 12/20/2027                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |            1 | NC      | $3136598.34   | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| BARCLAYS                                                                        | PETROLEOS MEXICANOS CDS 12/20/2025                                              | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DCR              | CORP              | US        |            1 | NC      | $-188694.53   | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                              | BRL IRS 1/2/2031 REC FIX_C                                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DIR              | CORP              | US        |            1 | NC      | $997684.77    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                    | FXO_USD_OTC_E_PUT_JPY_USD_K_145.37_EFF_2025-03-04_MAT_2025-09-04 CITI           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-3278292.18  | -0.08%            |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                    | FXO_USD_OTC_E_PUT_JPY_USD_K_136_EFF_2025-03-04_MAT_2025-09-04 CITI              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |            1 | NC      | $1586741.78   | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                             | ICE_CDX HY CDSI S43 3Y 12/20/2027 GSIL                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |            1 | NC      | $-5335830.22  | -0.13%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | SWAPTION_IRS_USD_OTC_E_PAYER_K_4.39_EFF_2025-03-20_MAT_2026-03-20MSLN           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | US        |            1 | NC      | $1601127.91   | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                              | SWAPTION_IRS_USD_OTC_E_PAYER_K_4.39_EFF_2025-03-20_MAT_2026-03-20GSIL           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DIR              | CORP              | US        |            1 | NC      | $1759698.11   | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                                                                 | USD IRS OPT 9M/30Y 4.5 12/26/25 PAY BOFA                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              | CORP              | US        |            1 | NC      | $2322670.34   | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | USD IRS OPT 9/30Y 4.5 12/26/25 PAY MSLN                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | US        |            1 | NC      | $2319008.12   | 0.06%             |  |  |  | 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      | $15620281.21  | 0.39%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                              | CDX HY CDST S39 V4 5Y 35-100 12/20/2027                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              | CORP              | US        |            1 | NC      | $-9002248.71  | -0.22%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | USD IRS OPT 9M/30Y 4.5 12/26/25 PAY MSLN                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | US        |            1 | NC      | $2313184.95   | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                              | CDX HY CDST S39 V4 5Y 35-100 12/20/2027                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              | CORP              | US        |            1 | NC      | $-19784608.35 | -0.49%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                              | CDX HY CDST S39 V4 5Y 35-100 12/20/2027                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              | CORP              | US        |            1 | NC      | $-1372715.75  | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                              | FXO_USD_OTC_E_PUT_EUR_USD_K_1.24_EFF_2025-04-14_MAT_2026-04-14 GSIL             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |            1 | NC      | $1694288.47   | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | USD IRS OPT 6M/30Y 4.4 11/5/25 PAY MSLN                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | US        |            1 | NC      | $3809011.39   | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                             | LCH - USD ZCIS 5/7/30 REC CPI_C                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DO               | CORP              | US        |            1 | NC      | $-117197.96   | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                              | CDX IG S44 REC 60 08/20/2025 GSIL                                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              | CORP              | US        |            1 | NC      | $-3022162.40  | -0.07%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                              | CDX IG S44 PAY 70 08/20/2025 GSIL                                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              | CORP              | US        |            1 | NC      | $250897.99    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                              | FXO_USD_OTC_E_PUT_EUR_USD_K_1.24_EFF_2025-05-12_MAT_2026-05-12 GSIL             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |            1 | NC      | $1884995.73   | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                             | LCH - USD ZCIS 5/14/26 REC CPI_C                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DO               | CORP              | US        |            1 | NC      | $-1157412.76  | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                                                                 | FXO_USD_OTC_E_PUT_EUR_USD_K_1.24_EFF_2025-05-15_MAT_2026-05-15 BOFA             | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |            1 | NC      | $1913073.59   | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                             | CME - MXN IRS 5/23/2030 REC FIX_C                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |            1 | NC      | $576067.71    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                             | LCH - PLN IRS 6/10/30 PAY FIX_C                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |            1 | NC      | $-6633.89     | -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      | $-7280.85     | -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      | $-21057.07    | -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      | $-101116.06   | -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      | $-107020.51   | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                              | CDX IG S44 PAY 55 07/16/2025 GSIL                                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              | CORP              | US        |            1 | NC      | $107443.78    | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                              | CDX IG CDSI S44 5Y  07/16/2025 GSIL                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              | CORP              | US        |            1 | NC      | $-36638.57    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                             | CME - CZK IRS 7/19/28 REC FIX GSIL                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |            1 | NC      | $1096001.73   | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                             | CME - CZK IRS 7/19/28 REC FIX GSIL                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |            1 | NC      | $1085239.59   | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                             | CME - CZK IRS 7/20/28 REC FIX GSIL                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |            1 | NC      | $2040690.45   | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                             | CME - CZK IRS 10/24/28 REC FIX DRAH                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |            1 | NC      | $343516.88    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                    | SWAPTION_IRS_USD_OTC_E_RECEIVER_K_2.25_EFF_2023-12-07_MAT_2025-12-08 CITI       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |            1 | NC      | $428307.29    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                              | SWAPTION_IRS_USD_OTC_E_RECEIVER_K_2_EFF_2023-12-07_MAT_2025-12-08 GSIL          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DIR              | CORP              | US        |            1 | NC      | $249109.42    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                             | LCH - USD ZCIS 12/12/33 REC CPI CHAS                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DO               | CORP              | US        |            1 | NC      | $274306.20    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                             | LCH - USD ZCIS 12/12/33 REC CPI CHAS                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DO               | CORP              | US        |            1 | NC      | $266045.46    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                             | LCH - USD ZCIS 12/12/33 REC CPI BOFA                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DO               | CORP              | US        |            1 | NC      | $258155.57    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                             | LCH - USD ZCIS 12/12/33 REC CPI BARC                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DO               | CORP              | US        |            1 | NC      | $167234.15    | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                             | LCH - USD ZCIS 12/12/33 REC CPI BARC                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DO               | CORP              | US        |            1 | NC      | $208963.74    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                                                                 | USD/CZK FWD 20250718 BOFAUS6N                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-140738.97   | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                              | BRL/USD FWD 20250903 GSILGB2X                                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | BR        |            1 | NC      | $-671511.70   | -0.02%            |  |  |  | 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      | $302545.29    | 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      | $-127626.76   | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                    | EGP/USD FWD 20250911 CITIGB2L                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | EG        |            1 | NC      | $579520.74    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                            | USD/JPY FWD 20250725 CHASGB2L                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |            1 | NC      | $401547.44    | 0.01%             |  |  |  | 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      | $170900.89    | 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      | $-1090096.05  | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank PLC - Wholesale (SING)                                            | USD/JPY FWD 20250725 BARCGB5G                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | US        |            1 | NC      | $454.63       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank PLC - Wholesale (SING)                                            | JPY/USD FWD 20250725 BARCGB5G                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | JP        |            1 | NC      | $-879295.14   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                                                              | MXN/USD FWD 20250718 UBSWGB2L                                                   | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | MX        |            1 | NC      | $137086.35    | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                                                              | USD/MXN FWD 20250718 UBSWGB2L                                                   | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-7822850.02  | -0.19%            |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                    | NOK/USD FWD 20250725 CITIGB2L                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | NO        |            1 | NC      | $-6588.37     | -0.00%            |  |  |  | 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      | $-4713549.82  | -0.12%            |  |  |  | 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      | $-1254858.89  | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC                                                 | CAD/USD FWD 20250725 SBOSGB2X                                                   | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | CA        |            1 | NC      | $888.40       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC                                                 | USD/CAD FWD 20250725 SBOSGB2X                                                   | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-1596.45     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| EUREX 10 YEAR EURO BUND FUTURE                                                  | EURO-BUND FUTURE  SEP25                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |         -728 | NC      | $822201.64    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Barclays Bank PLC - Wholesale (SING)                                            | CHF/USD FWD 20250725 BARCGB5G                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | CH        |            1 | NC      | $-31354.68    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| WELLS FARGO SECURITIES, LLC.                                                    | COP/USD FWD 20250905 WFBIUS6W                                                   | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | N/A              | DFE              | CORP              | CO        |            1 | NC      | $-628590.35   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                                                              | AUD/USD FWD 20250725 UBSWGB2L                                                   | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | AU        |            1 | NC      | $-90194.37    | -0.00%            |  |  |  | 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      | $4991321.13   | 0.12%             |  |  |  | Yes           | N/A                | On Loan: No      |
| N/A                                                                             | PAYJOY ASSET FUND (CAYMAN) LP CLASS B PP                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |            0 | NS      | $7340000.00   | 0.18%             |  |  |  | Yes           | N/A                | On Loan: No      |
| N/A                                                                             | Diamond Sports Group                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        46896 | NS      | $644820.00    | 0.02%             |  |  |  | Yes           | 2                  | On Loan: No      |
| N/A                                                                             | BONA FIDE INVSTMNT HLDNGS III PP                                                | CUSIP: TC8YVXLN2<br>LEI: N/A                  | Long             | EC               | CORP              | CO        |            0 | NS      | $3048567.75   | 0.08%             |  |  |  | Yes           | N/A                | On Loan: No      |
| WELLS FARGO SECURITIES, LLC.                                                    | USD/BRL FWD 20250903 WFBIUS6W                                                   | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-2854935.01  | -0.07%            |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                    | ZMW/USD FWD 20250717 CITIGB2L                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | ZM        |            1 | NC      | $886010.93    | 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        |        -1899 | NC      | $-3800696.58  | -0.09%            |  |  |  | No            | 1                  | On Loan: No      |
| CITIBANK N A                                                                    | KZT/USD FWD 20250711 CITIGB2L                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | KZ        |            1 | NC      | $206524.12    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC SECURITIES INC                                                             | KZT/USD FWD 20250711 MRMDUS33                                                   | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | KZ        |            1 | NC      | $114.52       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| DEUTSCHE BANK                                                                   | ZMW/USD FWD 20250717 DEUTGB2L                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | ZM        |            1 | NC      | $333.95       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC SECURITIES INC                                                             | AUD/USD FWD 20250822 MRMDUS33                                                   | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | AU        |            1 | NC      | $271681.81    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| RBC DOMINION SECURITIES INC                                                     | MXN/USD FWD 20250718 ROYCGB2L                                                   | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | MX        |            1 | NC      | $-4180455.87  | -0.10%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                              | NZD/USD FWD 20250725 GSILGB2X                                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | NZ        |            1 | NC      | $86944.54     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| ULTRA 10-YEAR US TREASURY NOTE FUTURES                                          | US 10YR ULTRA FUT SEP25                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |         -439 | NC      | $-178469.76   | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| UBS SECURITIES LLC                                                              | CLP/USD FWD 20250808 UBSWGB2L                                                   | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | CL        |            1 | NC      | $-128107.68   | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                            | NZD/USD FWD 20250725 CHASGB2L                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | NZ        |            1 | NC      | $115845.36    | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                                                              | USD/INR FWD 20251010 UBSWGB2L                                                   | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |            1 | NC      | $213547.98    | 0.01%             |  |  |  | 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        |         -576 | NC      | $-2119093.50  | -0.05%            |  |  |  | No            | 1                  | 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        |        -1112 | NC      | $-4091027.74  | -0.10%            |  |  |  | No            | 1                  | On Loan: No      |

### Signature

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

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

**Signature:** /s/ Alan Dupski

**Name of Signer:** Alan Dupski

**Title:** Treasurer & Vice President