# EDGAR Filing Document

**Accession Number:** 0000313212
**File Stem:** 0001099263-25-003608
**Filing Date:** 2025-11
**Character Count:** 130728
**Document Hash:** b5e14b9ef82457150deeeeff8d6f433a
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001099263-25-003608.hdr.sgml**: 20251125

**ACCESSION NUMBER**: 0001099263-25-003608

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20250930

**FILED AS OF DATE**: 20251125

**DATE AS OF CHANGE**: 20251125

**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:** 251521874

**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:** 2025-09-30

**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:** $4153672150.61

**Total Liabilities:** $82545830.83

**Net Assets:** $4071126319.78

**Cash Not Reported:** $1245869.88

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -4336.374559 | **1-Year:** -26745.491503 | **5-Year:** -66667.070421 | **10-Year:** -68463.837501 | **30-Year:** -20215.473374

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

- **3-Month:** -2670.817504 | **1-Year:** 4196.957734 | **5-Year:** -51773.353298 | **10-Year:** -46003.355651 | **30-Year:** -19638.021639

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000151117 | 0.42%                | 0.69%                | -0.69%               |
| Class ID C000151118 | 0.53%                | 0.55%                | -0.70%               |
| Class ID C000159134 | 0.44%                | 0.58%                | -0.67%               |
| Class ID C000219340 | 0.61%                | 0.62%                | -0.63%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-1131994.61             | $-31716386.73                              |
| Month 2  | $5350414.43              | $25329201.18                               |
| Month 3  | $-12619514.85            | $3911898.63                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| 1261229 BC LTD 144A                      | 1261229 BC LTD                                                            | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      2020000 | PA      | $2065450.00   | 0.05%             | 2032-04-15      | Fixed         | 10.00%                | No            | 2                  | On Loan: No      |
| SFRZ5 3 MONTH SOFR FUT  DEC25            | 3 MONTH SOFR FUT  DEC25                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |        -4089 | NC      | $-570701.73   | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| SFRH6 3 MONTH SOFR FUT  MAR26            | 3 MONTH SOFR FUT  MAR26                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |        -4089 | NC      | $-262871.59   | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| AIRBNB INC CB 0.00% 03/26                | AIRBNB INC                                                                | CUSIP: 009066AB7<br>LEI: 549300HMUDNO0RY56D37 | Long             | DBT              | CORP              | US        |     40309000 | PA      | $39612984.50  | 0.97%             | 2026-03-15      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER 144A            | 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      | $11028286.44  | 0.27%             | 2030-01-03      | Variable      | 6.85%                 | No            | 2                  | On Loan: No      |
| DIN 2023-1A A2 144A                      | APPLEBEE'S FUNDING LLC / IHOP FUNDING LLC                                 | CUSIP: 03789XAF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      6500000 | PA      | $6613114.30   | 0.16%             | 2053-03-05      | Fixed         | 7.82%                 | 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      | $240095.87    | 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      | $169979.38    | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BONTE                                    | ARGENTINA TREASURY BOND BONTE                                             | CUSIP: YO9219487<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |  13442961000 | PA      | $6868678.26   | 0.17%             | 2030-05-30      | Fixed         | 29.50%                | No            | 2                  | On Loan: No      |
| WELLS FARGO SECURITIES, LLC.             | AUD/USD FWD 20251121 WFBIUS6W                                             | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | N/A              | DFE              | CORP              | AU        |            1 | NC      | $381942.07    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| BARCLAYS PLC                             | BARCLAYS PLC                                                              | CUSIP: ZS4373610<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |       600000 | PA      | $800226.26    | 0.02%             | 2026-05-08      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| BAYVIEW FINANCING TRUST 2024-2F A PP     | BAYVIEW FINANCING TRUST 2024-2F A                                         | CUSIP: 07336XAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      7051543 | PA      | $7086448.60   | 0.17%             | 2029-11-01      | Variable      | 7.11%                 | Yes           | 3                  | On Loan: No      |
| BLOCK INC CB 0% 05/26                    | BLOCK INC                                                                 | CUSIP: 852234AJ2<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |     23457000 | PA      | $22858541.56  | 0.56%             | 2026-05-01      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| BMW INTL INVESTMENT BV                   | BMW INTERNATIONAL INVESTMENT BV                                           | CUSIP: ZK8296384<br>LEI: 724500J951RJJFEW5X49 | Long             | DBT              | CORP              | NL        |      6600000 | PA      | $8945752.98   | 0.22%             | 2026-06-06      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                              | BNP PARIBAS SA                                                            | CUSIP: AW7475154<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      5649000 | PA      | $7570521.49   | 0.19%             | 2026-01-23      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| BONA FIDE INVSTMNT HLDNG LLC A 6/2023 PP | BONA FIDE INVSTMNT HLDNG LLC A 6/2023 PP                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |            0 | NS      | $5211048.28   | 0.13%             |  |  |  | Yes           | N/A                | On Loan: No      |
| BONA FIDE INVSTMNT HLDNGS III PP         | BONA FIDE INVSTMNT HLDNGS III PP                                          | CUSIP: TC8YVXLN2<br>LEI: N/A                  | Long             | EC               | CORP              | CO        |            0 | NS      | $3142378.25   | 0.08%             |  |  |  | Yes           | N/A                | On Loan: No      |
| BONOS TESORERIA PESOS 144A EUROCLEAR     | BONOS DE LA TESORERIA DE LA REPUBLICA EN PESOS                            | CUSIP: ZK1811536<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |  60085000000 | PA      | $64308475.60  | 1.58%             | 2033-04-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| GTCR W-2 MERGER SUB LLC 144A             | BOOST NEWCO BORROWER LLC                                                  | CUSIP: 36268NAA8<br>LEI: 254900S8RE1OL7TTCU64 | Long             | DBT              | CORP              | US        |      2690000 | PA      | $2854762.50   | 0.07%             | 2031-01-15      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| BRASKEM NETHERLANDS 144A                 | BRASKEM NETHERLANDS FINANCE BV                                            | CUSIP: 10554TAG0<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |     13800000 | PA      | $5305824.00   | 0.13%             | 2033-02-13      | Fixed         | 7.25%                 | No            | 2                  | On Loan: —       |
| BRASKEM NETHERLANDS 144A                 | BRASKEM NETHERLANDS FINANCE BV                                            | CUSIP: 10554TAE5<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |     13766000 | PA      | $4988999.38   | 0.12%             | 2050-01-31      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| BRAVO 2022-NQM2 A1 144A                  | BRAVO RESIDENTIAL FUNDING TRUST 2022-NQM2                                 | CUSIP: 10568KAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2667427 | PA      | $2658426.94   | 0.07%             | 2061-11-25      | Variable      | 4.27%                 | No            | 2                  | On Loan: No      |
| NOTA DO TESOURO NACIONAL                 | BRAZIL NOTAS DO TESOURO NACIONAL SERIE F                                  | CUSIP: ZP2084801<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    837950000 | PA      | $137962843.25 | 3.39%             | 2031-01-01      | Fixed         | 10.00%                | No            | 2                  | On Loan: No      |
| NOTA DO TESOURO NACIONAL                 | BRAZIL NOTAS DO TESOURO NACIONAL SERIE F                                  | CUSIP: AQ6084745<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    566806000 | PA      | $97946791.42  | 2.41%             | 2029-01-01      | Fixed         | 10.00%                | 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      | $856369.43    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                       | BRL/USD FWD 20251202 GSILGB2X                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | BR        |            1 | NC      | $63753.89     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                             | CAD/USD FWD 20251024 CITIGB2L                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | CA        |            1 | NC      | $-18853.87    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CF 2019-CF1 65D 144A                     | 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      |
| CAPITAL ONE FINANCIAL CO                 | CAPITAL ONE FINANCIAL CORP                                                | CUSIP: 14040HDA0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     10620000 | PA      | $11455305.48  | 0.28%             | 2034-06-08      | Variable      | 6.38%                 | 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      | $-18071628.16 | -0.44%            |  |  |  | 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      | $-8222820.91  | -0.20%            |  |  |  | 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      | $-1253864.02  | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                       | CDX HY S44 REC 108 10/15/2025 GSIL                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              | CORP              | US        |            1 | NC      | $299118.43    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS 144A            | 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      |
| CIFI HOLDINGS GROUP                      | 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      |
| CIFI HOLDINGS GROUP                      | 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      |
| CITIGROUP GLOB MKT CB 1% 4/29            | CITIGROUP GLOBAL MARKETS HOLDINGS INC/UNITED STATES                       | CUSIP: ZB0754315<br>LEI: 82VOJDD5PTRDMVVMGV31 | Long             | DBT              | CORP              | US        |      5500000 | PA      | $6306771.80   | 0.15%             | 2029-04-09      | Fixed         | 1.00%                 | No            | 2                  | On Loan: No      |
| CLEAR CHANNEL OUTDOOR TL B 1L BANKDEBT   | CLEAR CHANNEL OUTDOOR HOLDINGS INC                                        | CUSIP: 18452RAF2<br>LEI: 254900XBEE6V1ENYS150 | Long             | LON              | CORP              | US        |      4537645 | PA      | $4541048.65   | 0.11%             | 2028-08-21      | Floating      | 8.28%                 | No            | 2                  | On Loan: No      |
| CLOUD SOFTWARE GRP INC 144A              | 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      |
| N/A                                      | CME - CZK IRS 10/24/28 REC FIX DRAH                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |            1 | NC      | $308931.66    | 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      | $-98073.87    | -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      | $292804.83    | 0.01%             |  |  |  | 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      | $300883.90    | 0.01%             |  |  |  | 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      | $486264.71    | 0.01%             |  |  |  | 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      | $2205913.23   | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| COLOMBIA                                 | COLOMBIAN TES                                                             | CUSIP: BN5058530<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  91753100000 | PA      | $16209634.99  | 0.40%             | 2036-07-09      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| COLOMBIA                                 | COLOMBIAN TES                                                             | CUSIP: ZM3975335<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        | 123360800000 | PA      | $34052931.26  | 0.84%             | 2033-02-09      | Fixed         | 13.25%                | No            | 2                  | On Loan: No      |
| PR COMWLTH PUB IMPT CVI-SUBSER CW NT     | COMMONWEALTH OF PUERTO RICO                                               | CUSIP: 74514L3T2<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | PR        |      4235747 | PA      | $2800887.47   | 0.07%             | 2043-11-01      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| PR COMWLTH PUBLIC IMPT SER A1            | COMMONWEALTH OF PUERTO RICO                                               | CUSIP: 74514L3G0<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | PR        |      1134370 | PA      | $1174220.64   | 0.03%             | 2027-07-01      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| PR COMWLTH PUBLIC IMPT SER A1            | COMMONWEALTH OF PUERTO RICO                                               | CUSIP: 74514L3H8<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | PR        |      1115968 | PA      | $1193817.03   | 0.03%             | 2029-07-01      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| PR COMWLTH PUBLIC IMPT SER A1            | COMMONWEALTH OF PUERTO RICO                                               | CUSIP: 74514L3P0<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | PR        |      1121218 | PA      | $967746.47    | 0.02%             | 2046-07-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| PR COMWLTH PUBLIC IMPT SER A1            | COMMONWEALTH OF PUERTO RICO                                               | CUSIP: 74514L3M7<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | PR        |       792950 | PA      | $752509.79    | 0.02%             | 2037-07-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| PR COMWLTH PUBLIC IMPT SER A1            | COMMONWEALTH OF PUERTO RICO                                               | CUSIP: 74514L3K1<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | PR        |      1027849 | PA      | $1016297.42   | 0.02%             | 2033-07-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| PR COMWLTH PUBLIC IMPT SER A1            | COMMONWEALTH OF PUERTO RICO                                               | CUSIP: 74514L3N5<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | PR        |      1078109 | PA      | $965410.39    | 0.02%             | 2041-07-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| PR COMWLTH PUBLIC IMPT SER A1            | COMMONWEALTH OF PUERTO RICO                                               | CUSIP: 74514L3J4<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | PR        |      1083929 | PA      | $1201167.95   | 0.03%             | 2031-07-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| PR COMWLTH PUBLIC IMPT CABS SER A        | COMMONWEALTH OF PUERTO RICO                                               | CUSIP: 74514L3R6<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | PR        |      1322744 | PA      | $944726.38    | 0.02%             | 2033-07-01      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| PR COMWLTH PUBLIC IMPT SER A1            | COMMONWEALTH OF PUERTO RICO                                               | CUSIP: 74514L3L9<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | PR        |       923898 | PA      | $901049.54    | 0.02%             | 2035-07-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| CAS 2022-R06 1M1 144A                    | CONNECTICUT AVENUE SECURITIES TRUST 2022-R06                              | CUSIP: 20754NAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3056419 | PA      | $3127817.20   | 0.08%             | 2042-05-25      | Floating      | 7.11%                 | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                       | COP/USD FWD 20251205 GSILGB2X                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | CO        |            1 | NC      | $-70532.71    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                       | COP/USD FWD 20251205 UBSWGB2L                                             | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | CO        |            1 | NC      | $-1825065.38  | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| COUNTRY GARDEN HLDGS                     | COUNTRY GARDEN HOLDINGS CO LTD                                            | CUSIP: BJ5935942<br>LEI: 549300MGHLPT1EFHGF84 | Long             | DBT              | CORP              | KY        |      2135000 | PA      | $235383.75    | 0.01%             | 2025-05-27      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| COUNTRY GARDEN HLDGS                     | COUNTRY GARDEN HOLDINGS CO LTD                                            | CUSIP: BN3275383<br>LEI: 549300MGHLPT1EFHGF84 | Long             | DBT              | CORP              | KY        |      8854000 | PA      | $950140.45    | 0.02%             | 2031-01-12      | Fixed         | 3.30%                 | No            | 2                  | On Loan: No      |
| COUNTRY GARDEN HLDGS                     | COUNTRY GARDEN HOLDINGS CO LTD                                            | CUSIP: ZO9642570<br>LEI: 549300MGHLPT1EFHGF84 | Long             | DBT              | CORP              | KY        |     10570000 | PA      | $1136181.98   | 0.03%             | 2025-10-22      | Fixed         | 3.12%                 | No            | 2                  | On Loan: No      |
| CREDIT AGRICOLE SA 144A                  | CREDIT AGRICOLE SA                                                        | CUSIP: 225313AQ8<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |     14255000 | PA      | $15042674.28  | 0.37%             | 2035-01-10      | Variable      | 6.25%                 | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                       | CZK/USD FWD 20251017 GSILGB2X                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | CZ        |            1 | NC      | $39013.32     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC          | CZK/USD FWD 20251017 SBOSGB2X                                             | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | CZ        |            1 | NC      | $-49219.23    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| GERMANY INFL INDX                        | DEUTSCHE BUNDESREPUBLIK INFLATION LINKED BOND                             | CUSIP: EK7815401<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |    189796871 | PA      | $220437810.76 | 5.41%             | 2026-04-15      | Fixed         | 0.10%                 | No            | 2                  | On Loan: No      |
| DISH DBS CORP 144A                       | DISH DBS CORP                                                             | CUSIP: 25470XBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     38028000 | PA      | $37267440.00  | 0.92%             | 2026-12-01      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| DISH DBS CORP 144A                       | DISH DBS CORP                                                             | CUSIP: 25470XBF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     26022000 | PA      | $24916065.00  | 0.61%             | 2028-12-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| DOMINICAN REPUBLIC 144A                  | DOMINICAN REPUBLIC INTERNATIONAL BOND                                     | CUSIP: 25714PEP9<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |      5435000 | PA      | $5558646.25   | 0.14%             | 2029-02-22      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| DRIVE 2021-3 D 144A                      | DRIVE AUTO RECEIVABLES TRUST 2021-3                                       | CUSIP: 262081AF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      8464175 | PA      | $8355273.74   | 0.21%             | 2029-06-15      | Fixed         | 1.94%                 | No            | 2                  | On Loan: No      |
| HONK 2019-2A A2 144A                     | DRIVEN BRANDS FUNDING LLC                                                 | CUSIP: 26208LAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4588672 | PA      | $4554790.68   | 0.11%             | 2049-10-20      | Fixed         | 3.98%                 | No            | 2                  | On Loan: No      |
| DIAMOND SPORTS GROUP PP                  | Diamond Sports Group                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        46896 | NS      | $480684.00    | 0.01%             |  |  |  | Yes           | 2                  | On Loan: No      |
| CITIBANK N A                             | EGP/USD FWD 20251211 CITIGB2L                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | EG        |            1 | NC      | $102025.00    | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                             | EGP/USD FWD 20260312 CITIGB2L                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | EG        |            1 | NC      | $126318.25    | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| EGYPT 144A                               | EGYPT GOVERNMENT INTERNATIONAL BOND                                       | CUSIP: 03846JAH3<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      7370000 | PA      | $7836806.51   | 0.19%             | 2030-02-04      | Fixed         | 8.62%                 | No            | 2                  | On Loan: No      |
| EGYPT 144A                               | EGYPT GOVERNMENT INTERNATIONAL BOND                                       | CUSIP: 03846JAG5<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      4140000 | PA      | $4424139.71   | 0.11%             | 2033-02-04      | Fixed         | 9.45%                 | No            | 2                  | On Loan: —       |
| EGYPT TREASURY BILL                      | EGYPT TREASURY BILLS                                                      | CUSIP: YL4837875<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    375650000 | PA      | $6405724.56   | 0.16%             | 2026-08-25      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| HSBC SECURITIES INC                      | EUR/USD FWD 20251024 MRMDUS33                                             | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-1718.43     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| TORONTO DOMINION SECURITIES              | EUR/USD FWD 20251024 TDOMCATT                                             | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-231.09      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| IKZ5 EURO-BTP FUTURE   DEC25             | EURO-BTP FUTURE   DEC25                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |         -584 | NC      | $-827354.00   | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| OATZ5 EURO-OAT FUTURE   DEC25            | EURO-OAT FUTURE   DEC25                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |        -1237 | NC      | $-1617495.27  | -0.04%            |  |  |  | No            | 1                  | On Loan: No      |
| EUROPEAN BK RECON & DEV                  | EUROPEAN BANK FOR RECONSTRUCTION & DEVELOPMENT                            | CUSIP: BR9632133<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | N/A       |   2512900000 | PA      | $28125404.45  | 0.69%             | 2027-10-26      | Fixed         | 6.30%                 | No            | 2                  | On Loan: No      |
| EART 2021-1A E 144A                      | EXETER AUTOMOBILE RECEIVABLES TRUST 2021-2                                | CUSIP: 30166RAG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     15132679 | PA      | $15118446.73  | 0.37%             | 2028-02-15      | Fixed         | 2.21%                 | No            | 2                  | On Loan: No      |
| FNS 434 C29                              | FANNIE MAE INTEREST STRIP                                                 | CUSIP: 31423XZ61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24776701 | PA      | $3259025.92   | 0.08%             | 2052-10-25      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| FNS 440 C56                              | FANNIE MAE INTEREST STRIP                                                 | CUSIP: 31424U8L3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12919642 | PA      | $2908027.98   | 0.07%             | 2053-11-25      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| FNS 426 C38                              | FANNIE MAE INTEREST STRIP                                                 | CUSIP: 31422M2A3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13498953 | PA      | $1712205.03   | 0.04%             | 2052-03-25      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| FNS 439 C28                              | FANNIE MAE INTEREST STRIP                                                 | CUSIP: 31424UK62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     55193199 | PA      | $13334526.10  | 0.33%             | 2053-09-25      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| FNS 427 C20                              | FANNIE MAE INTEREST STRIP                                                 | CUSIP: 31423XMW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13827369 | PA      | $1810767.22   | 0.04%             | 2051-02-25      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| FNS 444 C15                              | FANNIE MAE INTEREST STRIP                                                 | CUSIP: 31424VD35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13152314 | PA      | $2942988.38   | 0.07%             | 2054-11-25      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| FNS 436 C32                              | FANNIE MAE INTEREST STRIP                                                 | CUSIP: 31424UGV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11562960 | PA      | $1511724.42   | 0.04%             | 2052-10-25      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| FNS 429 C4                               | FANNIE MAE INTEREST STRIP                                                 | CUSIP: 31423YVL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8795762 | PA      | $1412331.75   | 0.03%             | 2051-03-25      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| FNS 429 C13                              | FANNIE MAE INTEREST STRIP                                                 | CUSIP: 31423YVV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6217241 | PA      | $817943.14    | 0.02%             | 2051-09-25      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| FNS 442 C6                               | FANNIE MAE INTEREST STRIP                                                 | CUSIP: 31424VHM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     61338335 | PA      | $14021852.56  | 0.34%             | 2054-08-25      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| FNS 434 C13                              | FANNIE MAE INTEREST STRIP                                                 | CUSIP: 31423XX63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13945868 | PA      | $1856777.74   | 0.05%             | 2052-03-25      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| FNR 2021-12 JI                           | FANNIE MAE REMICS                                                         | CUSIP: 3136BFKM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7678941 | PA      | $1225763.25   | 0.03%             | 2051-03-25      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| FNR 2020-86 PI                           | FANNIE MAE REMICS                                                         | CUSIP: 3136BCM72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20001065 | PA      | $3021440.91   | 0.07%             | 2050-12-25      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| FNR 2021-92 HI                           | FANNIE MAE REMICS                                                         | CUSIP: 3136BKK84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8668790 | PA      | $1379670.86   | 0.03%             | 2049-08-25      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| FNR 2023-2 DI                            | FANNIE MAE REMICS                                                         | CUSIP: 3136BPUZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    168582951 | PA      | $22128248.74  | 0.54%             | 2051-05-25      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| FNR 2020-74 EI                           | FANNIE MAE REMICS                                                         | CUSIP: 3136BCAY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5804664 | PA      | $993231.34    | 0.02%             | 2050-10-25      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| FIFTH THIRD BANK                         | FIFTH THIRD BANK NA                                                       | CUSIP: 31677AAB0<br>LEI: QFROUN1UWUYU0DVIWD51 | Long             | DBT              | CORP              | US        |      3244000 | PA      | $3235880.27   | 0.08%             | 2026-03-15      | Fixed         | 3.85%                 | 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      | $11387839.12  | 0.28%             | 2027-03-05      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| FHR 5166 AI                              | FREDDIE MAC REMICS                                                        | CUSIP: 3137H3MJ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     10437084 | PA      | $1601526.77   | 0.04%             | 2050-02-25      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| FHR 5293 KI                              | FREDDIE MAC REMICS                                                        | CUSIP: 3137H9QH5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     37914854 | PA      | $4930561.38   | 0.12%             | 2051-02-25      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| FHR 5293 IO                              | FREDDIE MAC REMICS                                                        | CUSIP: 3137H9QG7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4184628 | PA      | $526447.08    | 0.01%             | 2051-03-25      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| FHR 5457 IO                              | FREDDIE MAC REMICS                                                        | CUSIP: 3137HFW50<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     21108482 | PA      | $4532613.73   | 0.11%             | 2054-10-25      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| FHR 5459 KI                              | FREDDIE MAC REMICS                                                        | CUSIP: 3137HFZ73<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     17325433 | PA      | $2724729.24   | 0.07%             | 2048-07-25      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| STACR 2022-DNA2 M1A 144A                 | FREDDIE MAC STACR REMIC TRUST 2022-DNA2                                   | CUSIP: 35564KRE1<br>LEI: 5493000ISA3AUOXQEF68 | Long             | ABS-MBS          | USGSE             | US        |      2737061 | PA      | $2737051.94   | 0.07%             | 2042-02-25      | Floating      | 5.66%                 | No            | 2                  | On Loan: No      |
| FHS 389 C35                              | FREDDIE MAC STRIPS                                                        | CUSIP: 31325YRN0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     18120737 | PA      | $2390868.11   | 0.06%             | 2052-06-15      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| FHS 416 C14                              | FREDDIE MAC STRIPS                                                        | CUSIP: 3142G95J5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     34210319 | PA      | $7388991.33   | 0.18%             | 2054-08-25      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| FHS 386 C18                              | FREDDIE MAC STRIPS                                                        | CUSIP: 31325YB72<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     53971210 | PA      | $7413537.27   | 0.18%             | 2052-02-15      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| FHS 377 C1                               | FREDDIE MAC STRIPS                                                        | CUSIP: 3133Q5E51<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     16329054 | PA      | $2223905.96   | 0.05%             | 2051-01-25      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| FHS 405 C22                              | FREDDIE MAC STRIPS                                                        | CUSIP: 3142G5QH4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     16928964 | PA      | $3637007.11   | 0.09%             | 2053-05-25      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| FHS 409 C28                              | FREDDIE MAC STRIPS                                                        | CUSIP: 3142G6NQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     25368101 | PA      | $5007904.56   | 0.12%             | 2053-11-25      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| FHS 386 C1                               | FREDDIE MAC STRIPS                                                        | CUSIP: 31325YBW7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     20037835 | PA      | $2671914.67   | 0.07%             | 2052-03-15      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                       | FXO EUR CALL/USD PUT 1.24 6/25/26 UBSW                                    | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |            1 | NC      | $1164480.90   | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                          | FXO GBP PUT/AUD CALL 2.05 10/10/25 BOFA                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |            1 | NC      | $1162278.24   | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                             | FXO GBP PUT/USD CALL 1.2825 10/2/25 CITI                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |            1 | NC      | $0.00         | 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      | $1698.15      | 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      | $19957.74     | 0.00%             |  |  |  | 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      | $758527.01    | 0.02%             |  |  |  | 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      | $919343.84    | 0.02%             |  |  |  | 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      | $940687.16    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                     | GBP/USD FWD 20251024 CHASGB2L                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | GB        |            1 | NC      | $-11838.03    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| GENERAL MOTORS FINL CO                   | GENERAL MOTORS FINANCIAL CO INC                                           | CUSIP: 37045XDZ6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      8049000 | PA      | $8051817.15   | 0.20%             | 2025-10-10      | Fixed         | 6.05%                 | No            | 2                  | On Loan: No      |
| FOCUS 2022-1 A2 144A                     | GOTO FOODS FUNDING LLC                                                    | CUSIP: 34417RAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     18624000 | PA      | $18854315.56  | 0.46%             | 2052-07-30      | Fixed         | 7.21%                 | No            | 2                  | On Loan: No      |
| GNR 2020-185 BI                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                  | CUSIP: 38382LQ53<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      8321183 | PA      | $1045400.16   | 0.03%             | 2050-12-20      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| GNR 2021-97 IN                           | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                  | CUSIP: 38382VKV0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     18255920 | PA      | $2053161.14   | 0.05%             | 2049-08-20      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| GNR 2023-151 IE                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                  | CUSIP: 38384DLF2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     30397289 | PA      | $4524967.77   | 0.11%             | 2051-11-20      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| GNR 2021-44 AI                           | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                  | CUSIP: 38382PNF5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     15346374 | PA      | $1997786.41   | 0.05%             | 2051-03-20      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| GNR 2020-146 LI                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                  | CUSIP: 38382KWV1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     11181626 | PA      | $1359857.89   | 0.03%             | 2050-10-20      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| GNR 2022-83 IO                           | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                  | CUSIP: 38383RA23<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     43006314 | PA      | $6089698.37   | 0.15%             | 2051-11-20      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| GNR 2020-176 AI                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                  | CUSIP: 38382LJQ5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      7638657 | PA      | $951138.82    | 0.02%             | 2050-11-20      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| GNR 2020-185 LI                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                  | CUSIP: 38382LS51<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     20908616 | PA      | $2558836.21   | 0.06%             | 2050-12-20      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| GNR 2023-19 IO                           | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                  | CUSIP: 38383V3J5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     37464696 | PA      | $5469174.94   | 0.13%             | 2051-02-20      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| GRAY MEDIA INC 144A                      | GRAY MEDIA INC                                                            | CUSIP: 389375AN6<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |      1215000 | PA      | $1237781.25   | 0.03%             | 2032-07-15      | Fixed         | 9.62%                 | No            | 2                  | On Loan: No      |
| HNGRY 2020-1A A2 144A                    | HARDEE'S FUNDING LLC                                                      | CUSIP: 411707AH5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4357688 | PA      | $4202156.40   | 0.10%             | 2050-12-20      | Fixed         | 3.98%                 | No            | 2                  | On Loan: No      |
| HUNGARY GOVERNMENT BOND                  | HUNGARY GOVERNMENT BOND                                                   | CUSIP: ZI7193496<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |  27284590000 | PA      | $82957651.58  | 2.04%             | 2035-10-24      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| HYUNDAI CAPITAL AMERICA 144A             | HYUNDAI CAPITAL AMERICA                                                   | CUSIP: 44891ACB1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |      7285000 | PA      | $7323625.07   | 0.18%             | 2026-03-30      | Fixed         | 5.50%                 | 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      | $-5272731.63  | -0.13%            |  |  |  | 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      | $-507651.47   | -0.01%            |  |  |  | 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      | $3106585.97   | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| INDIA                                    | INDIA GOVERNMENT BOND                                                     | CUSIP: ZI2598574<br>LEI: 335800IV7VCDQGIOI391 | Long             | DBT              | NUSS              | IN        |   4800000000 | PA      | $55882052.62  | 1.37%             | 2033-08-14      | Fixed         | 7.18%                 | No            | 2                  | On Loan: No      |
| INDONESIA GOVERNMENT                     | INDONESIA TREASURY BOND                                                   | CUSIP: AZ8693857<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 315618000000 | PA      | $20116031.13  | 0.49%             | 2030-09-15      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| INTL BK RECON & DEVELOP                  | INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT                       | CUSIP: ZK2494902<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | N/A       |    837500000 | PA      | $9476739.73   | 0.23%             | 2028-04-24      | Fixed         | 6.85%                 | No            | 2                  | On Loan: No      |
| INSPIRE BRANDS TL B 1L BANKDEBT          | IRB HOLDING CORP                                                          | CUSIP: 44988LAL1<br>LEI: 549300HVW4WNWYBXN830 | Long             | LON              | CORP              | US        |      4528658 | PA      | $4528884.79   | 0.11%             | 2027-12-15      | Floating      | 6.66%                 | No            | 2                  | On Loan: No      |
| IVORY COAST 144A                         | IVORY COAST GOVERNMENT INTERNATIONAL BOND                                 | CUSIP: 221625AV8<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |     16200000 | PA      | $16817866.22  | 0.41%             | 2036-04-01      | Fixed         | 8.07%                 | No            | 2                  | On Loan: No      |
| ISHARES RUSSELL 2000 ETF                 | IWM US 09/30/25 P205                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        18431 | NC      | $9215.50      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JAPAN                                    | JAPAN GOVERNMENT FIVE YEAR BOND                                           | CUSIP: YM1139448<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  45500000000 | PA      | $304422490.45 | 7.48%             | 2030-06-20      | Fixed         | 1.00%                 | No            | 2                  | On Loan: No      |
| JMIKE 2021-1A A2I 144A                   | JERSEY MIKE'S FUNDING                                                     | CUSIP: 476681AB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       106650 | PA      | $104341.69    | 0.00%             | 2052-02-15      | Fixed         | 2.89%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS SECURITIES CORP              | JPY/USD FWD 20251024 BNPAFRPP                                             | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | JP        |            1 | NC      | $-206235.06   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC          | JPY/USD FWD 20251024 SBOSGB2X                                             | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | JP        |            1 | NC      | $36725.06     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| KAISA GROUP HOLDINGS LTD CB 0  144A      | KAISA GROUP HOLDINGS LTD                                                  | CUSIP: YK2163615<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |      2731077 | PA      | $64863.09     | 0.00%             | 2029-12-31      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| KAISA GROUP HOLDINGS LTD 144A            | KAISA GROUP HOLDINGS LTD                                                  | CUSIP: YK2137973<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |      3413912 | PA      | $72545.63     | 0.00%             | 2029-12-28      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| KAISA GROUP HOLDINGS LTD 144A            | KAISA GROUP HOLDINGS LTD                                                  | CUSIP: YK2130051<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |      6145043 | PA      | $84494.34     | 0.00%             | 2031-12-28      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| KAISA GROUP HOLDINGS LTD CB 0  144A      | KAISA GROUP HOLDINGS LTD                                                  | CUSIP: YK2410966<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |      3413912 | PA      | $81080.41     | 0.00%             | 2031-12-31      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| KAISA GROUP HOLDINGS LTD 144A            | KAISA GROUP HOLDINGS LTD                                                  | CUSIP: YK2152865<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |      1365565 | PA      | $37553.04     | 0.00%             | 2027-12-28      | Fixed         | 7.72%                 | No            | 2                  | On Loan: No      |
| KAISA GROUP HOLDINGS LTD CB 0  144a      | KAISA GROUP HOLDINGS LTD                                                  | CUSIP: YK2396512<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |      1024124 | PA      | $30723.71     | 0.00%             | 2025-12-31      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| KAISA GROUP HOLDINGS LTD 144A            | KAISA GROUP HOLDINGS LTD                                                  | CUSIP: YK2408416<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |      2048347 | PA      | $46599.89     | 0.00%             | 2028-12-28      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| KAISA GROUP HOLDINGS LTD 144A            | KAISA GROUP HOLDINGS LTD                                                  | CUSIP: YK2129871<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |      5757754 | PA      | $87805.75     | 0.00%             | 2032-12-28      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| KAISA GROUP HOLDINGS LTD CB 0  . 144A    | KAISA GROUP HOLDINGS LTD                                                  | CUSIP: YK2170958<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |      3413912 | PA      | $81080.41     | 0.00%             | 2030-12-31      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| KAISA GROUP HOLDINGS LTD CB 0  144A      | KAISA GROUP HOLDINGS LTD                                                  | CUSIP: YK2439700<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |      6440536 | PA      | $152962.73    | 0.00%             | 2032-12-31      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| KAISA GROUP HOLDINGS LTD CB 0  144A      | KAISA GROUP HOLDINGS LTD                                                  | CUSIP: YK2128873<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |      1707034 | PA      | $40542.06     | 0.00%             | 2027-12-31      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| KAISA GROUP HOLDINGS LTD CB 0  144A      | KAISA GROUP HOLDINGS LTD                                                  | CUSIP: YK2407939<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |      1365565 | PA      | $37553.04     | 0.00%             | 2026-12-31      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| KAISA GROUP HOLDINGS LTD CB 0  144A      | KAISA GROUP HOLDINGS LTD                                                  | CUSIP: YK2138690<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |      2731130 | PA      | $64864.34     | 0.00%             | 2028-12-31      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| KAISA GROUP HOLDINGS LTD 144A            | KAISA GROUP HOLDINGS LTD                                                  | CUSIP: YK2130309<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |      4096695 | PA      | $66571.29     | 0.00%             | 2030-12-28      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| CITIBANK N A                             | KES/USD FWD 20251009 CITIGB2L                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | KE        |            1 | NC      | $41117.23     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| KAAZ5 KOREA 10YR BND FU DEC25            | KOREA 10YR BND FU DEC25                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | KR        |         1036 | NC      | $-1110191.89  | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| SPDR S&P REGIONAL BANKING ETF            | KRE US 12/31/25 C70                                                       | CUSIP: 000000000<br>LEI: 549300EFWJBKUN6WJX52 | N/A              | DE               | CORP              | US        |        12945 | NC      | $1598707.50   | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| KYRGYZ REP INTL BOND 144A                | KYRGYZ REPUBLIC INTERNATIONAL BOND                                        | CUSIP: 50158LAA6<br>LEI: N/A                  | Long             | DBT              | NUSS              | KG        |      8300000 | PA      | $8378620.75   | 0.21%             | 2030-06-03      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| N/A                                      | LCH - CNY IRS 9/2/30 REC FIX_C                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |            1 | NC      | $-461707.67   | -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      | $-1342858.18  | -0.03%            |  |  |  | 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      | $-1438835.03  | -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      | $-1865237.43  | -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      | $-1355816.13  | -0.03%            |  |  |  | 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      | $367864.14    | 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      | $-39429.44    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                      | LCH - SEK IRS 8/22/35 PAY FIX_C                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |            1 | NC      | $30883.18     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                      | LCH - SEK IRS 8/22/35 PAY FIX_C                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |            1 | NC      | $61766.35     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                      | LCH - SEK IRS 8/22/35 PAY FIX_C                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |            1 | NC      | $33804.98     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                      | LCH - SEK IRS 8/25/35 PAY FIX_C                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |            1 | NC      | $33389.68     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                      | LCH - SEK IRS 8/25/35 PAY FIX_C                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |            1 | NC      | $79585.24     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                      | LCH - SEK IRS 8/25/35 PAY FIX_C                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |            1 | NC      | $159170.86    | 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      | $366774.92    | 0.01%             |  |  |  | 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      | $374562.58    | 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      | $542603.93    | 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      | $475818.42    | 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      | $567946.81    | 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      | $584311.84    | 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      | $575933.63    | 0.01%             |  |  |  | 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      | $497300.60    | 0.01%             |  |  |  | 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      | $491081.08    | 0.01%             |  |  |  | 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      | $-193242.78   | -0.00%            |  |  |  | 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      | $476489.44    | 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      | $344311.98    | 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      | $305718.57    | 0.01%             |  |  |  | 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      | $-20496.52    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                      | LCH-PLN IRS 6/11/30 PAY FIX GSIL_C                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |            1 | NC      | $-34363.10    | -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      | $-143746.56   | -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      | $-137803.01   | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                      | LCH-PLN IRS 7/25/30 PAY FIX BOFA_C                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |            1 | NC      | $289329.10    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                      | LCH-USD ZCIS 7/9/26 REC CPI GSIL_C                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DO               | CORP              | US        |            1 | NC      | $35423.85     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                      | LCH-USD ZCIS 7/9/26 REC CPI GSIL_C                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DO               | CORP              | US        |            1 | NC      | $-33825.24    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| LLOYDS BANKING GROUP PLC                 | LLOYDS BANKING GROUP PLC                                                  | CUSIP: 53944YAX1<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |      7735000 | PA      | $8116938.83   | 0.20%             | 2035-01-05      | Variable      | 5.68%                 | No            | 2                  | On Loan: No      |
| LONGFOR HOLDINGS LTD                     | LONGFOR GROUP HOLDINGS LTD                                                | CUSIP: ZP2926464<br>LEI: 254900UJX27B2F1JYR13 | Long             | DBT              | CORP              | KY        |     11115000 | PA      | $8820863.67   | 0.22%             | 2032-01-13      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| DIAMOND SPORTS TL EXIT 1L BANKDEBT PP    | MAIN STREET SPORTS GROUP                                                  | CUSIP: 25277EAB8<br>LEI: 549300MPO5H6LGX4RJ82 | Long             | LON              | CORP              | US        |      1118768 | PA      | $950953.11    | 0.02%             | 2028-01-02      | Floating      | 15.00%                | No            | 2                  | On Loan: No      |
| MALAYSIA                                 | MALAYSIA GOVERNMENT BOND                                                  | CUSIP: JK3819022<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     12360000 | PA      | $3284223.34   | 0.08%             | 2046-03-15      | Fixed         | 4.74%                 | No            | 2                  | On Loan: No      |
| MALAYSIA                                 | MALAYSIA GOVERNMENT BOND                                                  | CUSIP: AT4277287<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     67600000 | PA      | $18590204.16  | 0.46%             | 2048-07-06      | Fixed         | 4.92%                 | No            | 2                  | On Loan: No      |
| MALAYSIA                                 | MALAYSIA GOVERNMENT BOND                                                  | CUSIP: ZL8877116<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |    222047000 | PA      | $56925302.20  | 1.40%             | 2053-03-31      | Fixed         | 4.46%                 | No            | 2                  | On Loan: No      |
| MEXICO                                   | MEXICAN BONOS                                                             | CUSIP: EI8047355<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    470271000 | PA      | $25044001.37  | 0.62%             | 2031-05-29      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| MEX BONOS DESARR FIX RT                  | MEXICAN BONOS                                                             | CUSIP: ZN7935812<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   2085000000 | PA      | $107605841.85 | 2.64%             | 2033-05-26      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                       | MXN/USD FWD 20251017 GSILGB2X                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | MX        |            1 | NC      | $-235980.85   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| NATWEST MARKETS PLC                      | NATWEST MARKETS PLC                                                       | CUSIP: ZK9888114<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |      2050000 | PA      | $2799972.19   | 0.07%             | 2026-06-22      | Fixed         | 6.62%                 | No            | 2                  | On Loan: No      |
| NIELSEN TL B 1L BANKDEBT                 | NEPTUNE BIDCO US INC                                                      | CUSIP: 64069JAC6<br>LEI: 549300VG15T3VCYZ4531 | Long             | LON              | CORP              | US        |     23949728 | PA      | $22773316.89  | 0.56%             | 2029-04-11      | Floating      | 9.43%                 | No            | 2                  | On Loan: No      |
| NEW ZEALAND                              | NEW ZEALAND GOVERNMENT BOND                                               | CUSIP: ZD1738370<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |    165422000 | PA      | $94689977.08  | 2.33%             | 2054-05-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| NEW ZEALAND GOVERNMENT                   | NEW ZEALAND GOVERNMENT BOND                                               | CUSIP: BR2219516<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |    221329000 | PA      | $85960069.63  | 2.11%             | 2051-05-15      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| CITIBANK N A                             | NGN/USD FWD 20251107 CITIGB2L                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | NG        |            1 | NC      | $729641.61    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                       | NZD/USD FWD 20251024 UBSWGB2L                                             | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | NZ        |            1 | NC      | $-6738.44     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| OCTL 2023-1A A 144A                      | OCTANE RECEIVABLES TRUST 2023-1                                           | CUSIP: 67571BAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       105196 | PA      | $105364.03    | 0.00%             | 2029-05-21      | Fixed         | 5.87%                 | No            | 2                  | On Loan: No      |
| PayJoy Asset Fund (Cayman) LP Class B PP | 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      |
| PETROLEOS MEXICANOS                      | PETROLEOS MEXICANOS                                                       | CUSIP: 71654QDD1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     23976000 | PA      | $21814350.21  | 0.54%             | 2050-01-23      | Fixed         | 7.69%                 | No            | 2                  | On Loan: No      |
| PEMEX PROJ FDG MASTER TR                 | PETROLEOS MEXICANOS                                                       | CUSIP: 706451BG5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     22665000 | PA      | $21626423.97  | 0.53%             | 2035-06-15      | Fixed         | 6.62%                 | No            | 2                  | On Loan: No      |
| BARCLAYS                                 | PETROLEOS MEXICANOS CDS 12/20/2025                                        | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DCR              | CORP              | US        |            1 | NC      | $-335.42      | -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      | $-835.62      | -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      | $-1655.36     | -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      | $-333.41      | -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      | $-835.62      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| PHILIPPINES                              | PHILIPPINE GOVERNMENT INTERNATIONAL BOND                                  | CUSIP: 718286BM8<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |   1679000000 | PA      | $28603047.04  | 0.70%             | 2036-01-14      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| QATAR PETROLEUM                          | QATARENERGY                                                               | CUSIP: BQ3267144<br>LEI: 254900QTESJKJ3P87J26 | Long             | DBT              | CORP              | QA        |      8240000 | PA      | $7426207.30   | 0.18%             | 2031-07-12      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| REALPAGE INC TL B 1L BANKDEBT            | REALPAGE INC                                                              | CUSIP: 75605VAD4<br>LEI: 5493001RSFZX4122A604 | Long             | LON              | CORP              | US        |      2606400 | PA      | $2599206.34   | 0.06%             | 2028-04-24      | Floating      | 7.26%                 | No            | 2                  | On Loan: No      |
| ITALY                                    | REPUBLIC OF ITALY GOVERNMENT INTERNATIONAL BOND                           | CUSIP: 465410CA4<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      3187000 | PA      | $3151984.43   | 0.08%             | 2026-02-17      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| RIVIAN AUTO INC 4.625% 03/29 CB          | RIVIAN AUTO INC SR UNSECURED 144A 03/29 4.625                             | CUSIP: 76954AAB9<br>LEI: 25490004LNKJ84MFYY24 | Long             | DBT              | CORP              | US        |      5831000 | PA      | $6044589.53   | 0.15%             | 2029-03-15      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| RIVIAN HLD/AUTO LLC 144A                 | RIVIAN HOLDINGS LLC/RIVIAN LLC/RIVIAN AUTOMOTIVE LLC                      | CUSIP: 76954LAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5795000 | PA      | $5374862.50   | 0.13%             | 2031-01-15      | Fixed         | 10.00%                | No            | 2                  | On Loan: —       |
| BARCLAYS                                 | RR DONNELLEY & SONS CO CDS 12/20/2026                                     | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DCR              | CORP              | US        |            1 | NC      | $218982.98    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                             | RSD/USD FWD 20251017 CITIGB2L                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | RS        |            1 | NC      | $-167024.40   | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| SANTANDER HOLDINGS USA                   | SANTANDER HOLDINGS USA INC                                                | CUSIP: 80282KBK1<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |     22850000 | PA      | $23093306.80  | 0.57%             | 2027-05-31      | Variable      | 6.12%                 | No            | 2                  | On Loan: No      |
| SERBIA                                   | SERBIA TREASURY BONDS                                                     | CUSIP: AR1346840<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |   5669670000 | PA      | $58866202.09  | 1.45%             | 2028-02-08      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| SERBIA                                   | SERBIA TREASURY BONDS                                                     | CUSIP: BG1390940<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |   3322930000 | PA      | $32536953.57  | 0.80%             | 2032-08-20      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| SHIMAO GROUP HOLDINGS LT 144A            | SHIMAO GROUP HOLDINGS LTD                                                 | CUSIP: YQ4311896<br>LEI: 254900WTJ6B5CU69ZD26 | Long             | DBT              | CORP              | KY        |     10928169 | PA      | $498324.51    | 0.01%             | 2031-07-21      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| SHIMAO GROUP HOLDINGS LTD                | SHIMAO GROUP HOLDINGS LTD                                                 | CUSIP: 000000000<br>LEI: 254900WTJ6B5CU69ZD26 | Long             | EC               | CORP              | KY        |     12903771 | NS      | $622463.46    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| SIRIUS XM RADIO INC 144A                 | SIRIUS XM RADIO LLC                                                       | CUSIP: 82967NBA5<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |      6772000 | PA      | $6738140.00   | 0.17%             | 2027-08-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| SOCIETE GENERALE 144A                    | SOCIETE GENERALE SA                                                       | CUSIP: 83368RBX9<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |      7355000 | PA      | $7713938.71   | 0.19%             | 2035-01-19      | Variable      | 6.07%                 | No            | 2                  | On Loan: —       |
| SOCIETE GENERALE 144A                    | SOCIETE GENERALE SA                                                       | CUSIP: 83368RBW1<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |     10160000 | PA      | $10453928.80  | 0.26%             | 2030-01-19      | Variable      | 5.63%                 | No            | 2                  | On Loan: —       |
| SOUTHERN CO                              | SOUTHERN CO/THE                                                           | CUSIP: BR3544508<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |      7590000 | PA      | $8565736.72   | 0.21%             | 2081-09-15      | Variable      | 1.88%                 | No            | 2                  | On Loan: No      |
| SPRINT CORP                              | SPRINT LLC                                                                | CUSIP: 85207UAK1<br>LEI: 549300ZTTY7CXOLJ6539 | Long             | DBT              | CORP              | US        |      8076000 | PA      | $8086095.00   | 0.20%             | 2026-03-01      | Fixed         | 7.62%                 | No            | 2                  | On Loan: No      |
| MIDAS OPCO HOLDINGS LLC 144A             | STAGWELL GLOBAL LLC                                                       | CUSIP: 59565JAA9<br>LEI: 984500904E015Z0C1F82 | Long             | DBT              | CORP              | US        |     17057000 | PA      | $16502647.50  | 0.41%             | 2029-08-15      | Fixed         | 5.62%                 | 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      | $30001.81     | 0.00%             |  |  |  | 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      | $11967.38     | 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      | $2101666.50   | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| SYNOPSYS INC                             | SYNOPSYS INC                                                              | CUSIP: 871607AE7<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |      7125000 | PA      | $7242911.63   | 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      | $14835037.50  | 0.36%             | 2055-04-01      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| T. Rowe Price Government Reserve Fund    | T. Rowe Price Government Reserve Fund                                     | CUSIP: 76105Y109<br>LEI: 5493002Y0IYARJVQ5N24 | Long             | STIV             | RF                | US        |    195620970 | NS      | $195620970.33 | 4.81%             |  |  |  | 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        |     17796210 | NS      | $17796210.00  | 0.44%             |  |  |  | No            | 1                  | On Loan: No      |
| THAILAND                                 | THAILAND GOVERNMENT BOND                                                  | CUSIP: AP5381383<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    562465000 | PA      | $24404721.07  | 0.60%             | 2067-06-17      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| THAILAND GOVERNMENT BOND                 | THAILAND GOVERNMENT BOND                                                  | CUSIP: BW1413481<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    335600000 | PA      | $15779558.02  | 0.39%             | 2072-06-17      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| THAILAND INFL INDX                       | THAILAND GOVERNMENT BOND                                                  | CUSIP: EJ5804210<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |   4053862480 | PA      | $123408778.73 | 3.03%             | 2028-03-12      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                       | THB/USD FWD 20251204 GSILGB2X                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | TH        |            1 | NC      | $-697597.65   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| TIMES CHINA HLDG LTD                     | TIMES CHINA HOLDINGS LTD                                                  | CUSIP: ZO4873378<br>LEI: 2549000KTINB9ZPZP710 | Long             | DBT              | CORP              | KY        |      3220000 | PA      | $123970.00    | 0.00%             | 2026-03-22      | Fixed         | 6.20%                 | No            | 2                  | On Loan: No      |
| TIMES CHINA HLDG LTD                     | TIMES CHINA HOLDINGS LTD                                                  | CUSIP: BK2863672<br>LEI: 2549000KTINB9ZPZP710 | Long             | DBT              | CORP              | KY        |     12750000 | PA      | $478125.00    | 0.01%             | 2025-07-08      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| TOBACCO STL FIN CORP TXBL SER A-1        | TOBACCO SETTLEMENT FINANCING CORP/VA                                      | CUSIP: 88880NAT6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10910000 | PA      | $8318334.96   | 0.20%             | 2046-06-01      | Fixed         | 6.71%                 | No            | 2                  | On Loan: No      |
| TORONTO-DOMINION BANK                    | TORONTO-DOMINION BANK/THE                                                 | CUSIP: 89117F8Z5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     15285000 | PA      | $16041393.51  | 0.39%             | 2082-10-31      | Variable      | 8.12%                 | No            | 2                  | On Loan: No      |
| TPMT 2018-1 A1 144A                      | TOWD POINT MORTGAGE TRUST 2018-1                                          | CUSIP: 89176EAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       258924 | PA      | $256573.80    | 0.01%             | 2058-01-25      | Variable      | 3.00%                 | No            | 2                  | On Loan: No      |
| TOWNSQUARE TL B 1L BANKDEBT              | TOWNSQUARE MEDIA INC                                                      | CUSIP: 8922319C7<br>LEI: 549300XBA8C68H0DR538 | Long             | LON              | CORP              | US        |     13132712 | PA      | $11474706.98  | 0.28%             | 2030-02-19      | Floating      | 9.19%                 | No            | 2                  | On Loan: No      |
| TOYOTA MOTOR FINANCE BV                  | TOYOTA MOTOR FINANCE NETHERLANDS BV                                       | CUSIP: ZN6807335<br>LEI: 724500OPA8GZSQUNSR96 | Long             | DBT              | CORP              | NL        |      6735000 | PA      | $9072484.72   | 0.22%             | 2026-06-08      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| TPIC SPV I LLC 2024-1 A1 PP 144A         | TPIC SPV I LLC                                                            | CUSIP: 872660AA3<br>LEI: 98450079E44D2D1B6432 | Long             | ABS-O            | CORP              | US        |      4113731 | PA      | $4113730.75   | 0.10%             | 2044-11-30      | Fixed         | 7.13%                 | Yes           | 3                  | On Loan: No      |
| TRIP.COM GROUP LTD CB 0.75% 06/29        | TRIP.COM GROUP LTD                                                        | CUSIP: 89677QAB3<br>LEI: 2549004RMYDSRQL4KW41 | Long             | DBT              | CORP              | KY        |      8401000 | PA      | $10748155.39  | 0.26%             | 2029-06-15      | Fixed         | 0.75%                 | No            | 2                  | On Loan: No      |
| TRK 2022-INV1 A1 144A                    | TRK 2022-INV1 TRUST                                                       | CUSIP: 872635AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      9489934 | PA      | $8901945.46   | 0.22%             | 2057-02-25      | Variable      | 2.58%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS SECURITIES CORP              | TRY/USD FWD 20251016 BNPAFRPP                                             | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | TR        |            1 | NC      | $449105.41    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| TURKEY                                   | TURKIYE GOVERNMENT INTERNATIONAL BOND                                     | CUSIP: 900123DK3<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |      6360000 | PA      | $6758675.96   | 0.17%             | 2034-05-15      | Fixed         | 7.62%                 | No            | 2                  | On Loan: No      |
| TYX5P 111.5 PUT OPT 10YR FUT NOV 25      | TYX5P    111.5 PIT                                                        | CUSIP: 000000000<br>LEI: 254900HROIFWPRGM1V77 | N/A              | DIR              | CORP              | US        |        18100 | NC      | $3676562.50   | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| DEUTSCHE BANK                            | UAH/USD FWD 20251107 DEUTGB2L                                             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | UA        |            1 | NC      | $259454.55    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                             | UAH/USD FWD 20251205 CITIGB2L                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | UA        |            1 | NC      | $8819.19      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG LONDON                            | UBS AG/LONDON                                                             | CUSIP: BP5458693<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DBT              | CORP              | CH        |      4339000 | PA      | $5795256.00   | 0.14%             | 2025-12-15      | Fixed         | 1.12%                 | No            | 2                  | On Loan: No      |
| UKRAINE                                  | UKRAINE GOVERNMENT INTERNATIONAL BOND                                     | CUSIP: YV4644170<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      7010000 | PA      | $3428981.53   | 0.08%             | 2036-02-01      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| UKRAINE GOVERNMENT                       | UKRAINE GOVERNMENT INTERNATIONAL BOND                                     | CUSIP: YV4638727<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      3080000 | PA      | $1705445.71   | 0.04%             | 2035-02-01      | Variable      | 4.50%                 | No            | 2                  | On Loan: No      |
| UKRAINE                                  | UKRAINE GOVERNMENT INTERNATIONAL BOND                                     | CUSIP: YV4639147<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      1320000 | PA      | $721943.76    | 0.02%             | 2036-02-01      | Variable      | 4.50%                 | No            | 2                  | On Loan: No      |
| U S TREASURY BILL                        | UNITED STATES TREASURY BILL                                               | CUSIP: 912797RP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    138607000 | PA      | $137869610.76 | 3.39%             | 2025-11-18      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| TIPS                                     | UNITED STATES TREASURY INFLATION INDEXED BONDS                            | CUSIP: 91282CCA7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     68120199 | PA      | $67742344.43  | 1.66%             | 2026-04-15      | Fixed         | 0.12%                 | No            | 2                  | On Loan: No      |
| US TREASURY N/B                          | UNITED STATES TREASURY NOTE/BOND                                          | CUSIP: 91282CFW6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    200336000 | PA      | $200406430.12 | 4.92%             | 2025-11-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| US TREASURY N/B                          | UNITED STATES TREASURY NOTE/BOND                                          | CUSIP: 91282CAT8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    269948000 | PA      | $269041142.09 | 6.61%             | 2025-10-31      | Fixed         | 0.25%                 | No            | 2                  | On Loan: No      |
| US TREASURY N/B                          | UNITED STATES TREASURY NOTE/BOND                                          | CUSIP: 91282CFP1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     58770000 | PA      | $58758521.63  | 1.44%             | 2025-10-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| US TREASURY N/B                          | UNITED STATES TREASURY NOTE/BOND                                          | CUSIP: 91282CKK6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     25860000 | PA      | $26012533.66  | 0.64%             | 2026-04-30      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| US TREASURY N/B                          | UNITED STATES TREASURY NOTE/BOND                                          | CUSIP: 91282CGA3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     78940000 | PA      | $78940000.00  | 1.94%             | 2025-12-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: —       |
| US TREASURY N/B                          | UNITED STATES TREASURY NOTE/BOND                                          | CUSIP: 91282CAZ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    200120000 | PA      | $198892702.06 | 4.89%             | 2025-11-30      | Fixed         | 0.38%                 | No            | 2                  | On Loan: No      |
| US TREASURY N/B                          | UNITED STATES TREASURY NOTE/BOND                                          | CUSIP: 9128285T3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    149419000 | PA      | $148905372.19 | 3.66%             | 2025-12-31      | Fixed         | 2.62%                 | No            | 2                  | On Loan: No      |
| TYZ5 US 10YR NOTE (CBT)DEC25             | US 10YR NOTE (CBT)DEC25                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |        -1849 | NC      | $772768.53    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| TYZ5 US 10YR NOTE (CBT)DEC25             | US 10YR NOTE (CBT)DEC25                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |        -1501 | NC      | $627325.88    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| UXYZ5 US 10YR ULTRA FUT DEC25            | US 10YR ULTRA FUT DEC25                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |        -1122 | NC      | $-452547.48   | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| WNZ5 US ULTRA BOND CBT DEC25             | US ULTRA BOND CBT DEC25                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |        -3875 | NC      | $-8057792.90  | -0.20%            |  |  |  | No            | 1                  | 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      | $302702.29    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                             | USD/ARS FWD 20251024 CITIGB2L                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-777248.19   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| DEUTSCHE BANK                            | USD/BRL FWD 20251202 DEUTGB2L                                             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-8047237.25  | -0.20%            |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank PLC - Wholesale (SING)     | USD/CAD FWD 20251024 BARCGB5G                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-21590.16    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                             | USD/CAD FWD 20251024 CITIGB2L                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |            1 | NC      | $37615.33     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| DEUTSCHE BANK                            | USD/CLP FWD 20251107 DEUTGB2L                                             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |            1 | NC      | $525532.32    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC SECURITIES INC                      | USD/CLP FWD 20251107 MRMDUS33                                             | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-1038599.79  | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| BNP PARIBAS SECURITIES CORP              | USD/EUR FWD 20251024 BNPAFRPP                                             | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |            1 | NC      | $44145.10     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                       | USD/EUR FWD 20251024 GSILGB2X                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |            1 | NC      | $2.08         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| STANDARD CHARTERED SECURITIES            | USD/EUR FWD 20251024 SCBLGB2L                                             | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | US        |            1 | NC      | $4110.88      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                             | USD/GBP FWD 20251024 CITIGB2L                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |            1 | NC      | $169188.63    | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                       | USD/IDR FWD 20251010 GSILGB2X                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |            1 | NC      | $425924.30    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                             | USD/INR FWD 20251010 CITIGB2L                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-65086.95    | -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      | $3311238.23   | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                             | USD/INR FWD 20260109 CITIGB2L                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |            1 | NC      | $57308.94     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC SECURITIES INC                      | USD/JPY FWD 20251024 MRMDUS33                                             | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |            1 | NC      | $2580777.70   | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                             | USD/KZT FWD 20251010 CITIGB2L                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-250530.81   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                       | USD/MXN FWD 20251017 UBSWGB2L                                             | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-298355.91   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| WELLS FARGO SECURITIES, LLC.             | USD/MXN FWD 20251017 WFBIUS6W                                             | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-769893.04   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                          | USD/MYR FWD 20251205 BOFAUS6N                                             | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |            1 | NC      | $256670.61    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                       | USD/NZD FWD 20251024 GSILGB2X                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |            1 | NC      | $1242861.99   | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                       | USD/NZD FWD 20251024 UBSWGB2L                                             | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |            1 | NC      | $7051813.54   | 0.17%             |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                          | USD/PHP FWD 20251205 BOFAUS6N                                             | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |            1 | NC      | $576797.41    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                             | USD/RSD FWD 20251114 CITIGB2L                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-415243.94   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                             | USD/ZMW FWD 20251010 CITIGB2L                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-70933.69    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| VENTURE GLOBAL LNG INC 144A              | VENTURE GLOBAL LNG INC                                                    | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |      9840000 | PA      | $9729300.00   | 0.24%             | N/A             | Variable      | 9.00%                 | No            | 2                  | On Loan: No      |
| VERUS 2022-1 A1 144A                     | VERUS SECURITIZATION TRUST 2022-1                                         | CUSIP: 92538WAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     12909172 | PA      | $12090998.16  | 0.30%             | 2067-01-25      | Variable      | 2.72%                 | No            | 2                  | On Loan: No      |
| VISTRA CORP 144A                         | VISTRA CORP                                                               | CUSIP: 92840MAC6<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |      7285000 | PA      | $7385168.75   | 0.18%             | N/A             | Variable      | 7.00%                 | No            | 2                  | On Loan: No      |
| VOLKSWAGEN BANK GMBH                     | VOLKSWAGEN BANK GMBH                                                      | CUSIP: ZK3696372<br>LEI: 529900GJD3OQLRZCKW37 | Long             | DBT              | CORP              | DE        |      4300000 | PA      | $5069820.28   | 0.12%             | 2026-01-07      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |

### Signature

**Date Signed:** 2025-11-05

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

**Signature:** /s/ Alan Dupski

**Name of Signer:** Alan Dupski

**Title:** Treasurer & Vice President