# EDGAR Filing Document

**Accession Number:** 0000313212
**File Stem:** 0001099263-26-002516
**Filing Date:** 2026-2
**Character Count:** 147764
**Document Hash:** 3223e1608042656ea6c94885c7f9ec6a
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001099263-26-002516.hdr.sgml**: 20260226

**ACCESSION NUMBER**: 0001099263-26-002516

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260226

**DATE AS OF CHANGE**: 20260226

**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:** 26686449

**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:** 2025-12-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $4260132664.83

**Total Liabilities:** $131202948.29

**Net Assets:** $4128929716.54

**Cash Not Reported:** $4124457.16

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -3066.360396 | **1-Year:** -22978.451473 | **5-Year:** -253975.287792 | **10-Year:** -82147.126067 | **30-Year:** -24927.311629

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

- **3-Month:** -1612.235260 | **1-Year:** -19716.111772 | **5-Year:** -37528.824315 | **10-Year:** -47154.498802 | **30-Year:** -19114.474915

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000151117 | -0.98%               | -0.14%               | 0.92%                |
| Class ID C000151118 | -0.86%               | -0.15%               | 0.78%                |
| Class ID C000159134 | -0.83%               | -0.12%               | 0.81%                |
| Class ID C000219340 | -0.78%               | -0.08%               | 0.86%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $5736503.66              | $-33880482.84                              |
| Month 2  | $-9359091.61             | $8428562.43                                |
| Month 3  | $-35596117.48            | $40216465.29                               |

### 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      | $2103908.84   | 0.05%             | 2032-04-15      | Fixed         | 10.00%                | No            | 2                  | On Loan: No      |
| AIRBNB INC CB 0.00% 03/26                  | AIRBNB INC                                                             | CUSIP: 009066AB7<br>LEI: 549300HMUDNO0RY56D37 | Long             | DBT              | CORP              | US        |     40309000 | PA      | $39941954.68  | 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      | $5437559.48   | 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      | $11055112.78  | 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      | $6596323.50   | 0.16%             | 2053-03-05      | Fixed         | 7.82%                 | No            | 2                  | On Loan: No      |
| BONTE                                      | ARGENTINA TREASURY BOND BONTE                                          | CUSIP: YO9219487<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |  13442961000 | PA      | $9557833.25   | 0.23%             | 2030-05-30      | Fixed         | 29.50%                | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                         | AUD/USD FWD 20260220 GSILGB2X                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | AU        |            1 | NC      | $181122.37    | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                         | AUD/USD FWD 20260220 UBSWGB2L                                          | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | AU        |            1 | NC      | $1091361.15   | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| BARCLAYS PLC                               | BARCLAYS PLC                                                           | CUSIP: ZS4373610<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |       600000 | PA      | $805410.33    | 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        |      6754622 | PA      | $6788056.96   | 0.16%             | 2029-11-01      | Variable      | 6.75%                 | Yes           | 3                  | On Loan: No      |
| BLOCK INC CB 0% 05/26                      | BLOCK INC                                                              | CUSIP: 852234AJ2<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |     23457000 | PA      | $23102261.05  | 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      | $8951197.26   | 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      | $7611093.39   | 0.18%             | 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      | $5533654.06   | 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      | $3284406.80   | 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      | $69362277.67  | 1.68%             | 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      | $2858122.18   | 0.07%             | 2031-01-15      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| BRASKEM NETHERLANDS 144A                   | BRASKEM NETHERLANDS FINANCE BV                                         | CUSIP: 10554TAE5<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |     13766000 | PA      | $4789513.95   | 0.12%             | 2050-01-31      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| BRASKEM NETHERLANDS 144A                   | BRASKEM NETHERLANDS FINANCE BV                                         | CUSIP: 10554TAB1<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |     10776000 | PA      | $4467535.74   | 0.11%             | 2028-01-10      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| BRASKEM NETHERLANDS 144A                   | BRASKEM NETHERLANDS FINANCE BV                                         | CUSIP: 10554TAG0<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |     13800000 | PA      | $5388381.55   | 0.13%             | 2033-02-13      | Fixed         | 7.25%                 | 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        |      2523330 | PA      | $2529046.10   | 0.06%             | 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      | $134787226.01 | 3.26%             | 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      | $95950090.58  | 2.32%             | 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      | $816109.37    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| BARCLAYS                                   | BRL IRS 1/3/33 REC FIX BARC_C                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DIR              | CORP              | US        |            1 | NC      | $382980.02    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                         | BRL/USD FWD 20260303 GSILGB2X                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | BR        |            1 | NC      | $174877.78    | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                         | BRL/USD FWD 20260303 UBSWGB2L                                          | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | BR        |            1 | NC      | $18038.71     | 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      | $11495688.70  | 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      | $-1126283.12  | -0.03%            |  |  |  | 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      | $-7386147.33  | -0.18%            |  |  |  | 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      | $-16232836.58 | -0.39%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                         | CDX IG S45 PAY 52.5 1/21/2026 GSIL                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              | CORP              | US        |            1 | NC      | $365236.87    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                         | CDX IG S45 PAY 70 1/21/2026 GSIL                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              | CORP              | US        |            1 | NC      | $-54568.31    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                         | CHF/USD FWD 20260123 UBSWGB2L                                          | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | CH        |            1 | NC      | $-880373.72   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS 144A              | CHS/COMMUNITY HEALTH SYSTEMS INC                                       | CUSIP: 12543DBN9<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |      5188000 | PA      | $5669730.36   | 0.14%             | 2032-01-15      | Fixed         | 10.88%                | No            | 2                  | On Loan: No      |
| CIFI HOLDINGS GROUP                        | CIFI HOLDINGS GROUP CO LTD                                             | CUSIP: BP4631027<br>LEI: 549300WGKSV867C0JF48 | Long             | DBT              | CORP              | KY        |     10055000 | PA      | $942656.25    | 0.02%             | 2026-08-17      | Fixed         | 4.45%                 | No            | 2                  | On Loan: No      |
| CIFI HOLDINGS GROUP                        | CIFI HOLDINGS GROUP CO LTD                                             | CUSIP: BN3253588<br>LEI: 549300WGKSV867C0JF48 | Long             | DBT              | CORP              | KY        |     11400000 | PA      | $1083000.00   | 0.03%             | 2027-04-12      | Fixed         | 4.38%                 | 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      | $6473351.90   | 0.16%             | 2029-04-09      | Fixed         | 1.00%                 | No            | 2                  | On Loan: —       |
| CLEAR CHANNEL OUTDOOR TL B 1L BANKDEBT     | CLEAR CHANNEL OUTDOOR HOLDINGS INC                                     | CUSIP: 18452RAF2<br>LEI: 254900XBEE6V1ENYS150 | Long             | LON              | CORP              | US        |      4537645 | PA      | $4540095.75   | 0.11%             | 2028-08-21      | Floating      | 7.83%                 | 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      | $17296688.47  | 0.42%             | 2032-06-30      | Fixed         | 8.25%                 | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                         | CLP/USD FWD 20260206 UBSWGB2L                                          | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | CL        |            1 | NC      | $-513747.63   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                        | CME - MXN IRS 10/1/32 REC FIX_C                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |            1 | NC      | $-1270138.92  | -0.03%            |  |  |  | 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      | $704399.88    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                        | CME-CLP IRS 10/10/32 REC FIX DEUT_C                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |            1 | NC      | $171725.52    | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| COLOMBIA                                   | COLOMBIAN TES                                                          | CUSIP: ZM3975335<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        | 341839700000 | PA      | $91725356.68  | 2.22%             | 2033-02-09      | Fixed         | 13.25%                | No            | 2                  | On Loan: No      |
| COLOMBIA                                   | COLOMBIAN TES                                                          | CUSIP: BN5058530<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        | 181646500000 | PA      | $30719309.54  | 0.74%             | 2036-07-09      | Fixed         | 6.25%                 | 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      | $907901.91    | 0.02%             | 2035-07-01      | 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      | $768683.03    | 0.02%             | 2037-07-01      | Fixed         | 4.00%                 | 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      | $957196.29    | 0.02%             | 2033-07-01      | None          | 0.00%                 | 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      | $978205.97    | 0.02%             | 2046-07-01      | Fixed         | 4.00%                 | 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      | $1182448.11   | 0.03%             | 2029-07-01      | Fixed         | 5.62%                 | 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        |      3943626 | PA      | $2523920.76   | 0.06%             | 2043-11-01      | None          | 0.00%                 | 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      | $996813.98    | 0.02%             | 2041-07-01      | 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      | $1027543.73   | 0.02%             | 2033-07-01      | Fixed         | 4.00%                 | 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      | $1158598.90   | 0.03%             | 2027-07-01      | Fixed         | 5.62%                 | 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      | $1190809.71   | 0.03%             | 2031-07-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| COUNTRY GARDEN HLDGS                       | COUNTRY GARDEN HOLDINGS CO LTD                                         | CUSIP: ZO9642570<br>LEI: 549300MGHLPT1EFHGF84 | Long             | DBT              | CORP              | KY        |     10570000 | PA      | $1009194.19   | 0.02%             | 2025-10-22      | Fixed         | 3.12%                 | No            | 2                  | On Loan: No      |
| COUNTRY GARDEN HLDGS                       | COUNTRY GARDEN HOLDINGS CO LTD                                         | CUSIP: BN3275383<br>LEI: 549300MGHLPT1EFHGF84 | Long             | DBT              | CORP              | KY        |      8854000 | PA      | $838509.87    | 0.02%             | 2031-01-12      | Fixed         | 3.30%                 | No            | 2                  | On Loan: No      |
| COUNTRY GARDEN HLDGS                       | COUNTRY GARDEN HOLDINGS CO LTD                                         | CUSIP: BJ5935942<br>LEI: 549300MGHLPT1EFHGF84 | Long             | DBT              | CORP              | KY        |      2135000 | PA      | $203698.65    | 0.00%             | 2025-05-27      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| CREDIT AGRICOLE SA 144A                    | CREDIT AGRICOLE SA                                                     | CUSIP: 225313AQ8<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |     14255000 | PA      | $15171097.80  | 0.37%             | 2035-01-10      | Variable      | 6.25%                 | No            | 2                  | On Loan: No      |
| DEUTSCHE BANK                              | CZK/USD FWD 20260116 DEUTGB2L                                          | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | CZ        |            1 | NC      | $33873.29     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GERMANY INFL INDX                          | DEUTSCHE BUNDESREPUBLIK INFLATION LINKED BOND                          | CUSIP: EK7815401<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |    190635413 | PA      | $221651889.63 | 5.37%             | 2026-04-15      | Fixed         | 0.10%                 | No            | 2                  | On Loan: No      |
| DISH DBS CORP 144A                         | DISH DBS CORP                                                          | CUSIP: 25470XBF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     26022000 | PA      | $25471601.08  | 0.62%             | 2028-12-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| DISH DBS CORP 144A                         | DISH DBS CORP                                                          | CUSIP: 25470XBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     38028000 | PA      | $36957785.13  | 0.90%             | 2026-12-01      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| DOMINICAN REPUBLIC 144A                    | DOMINICAN REPUBLIC INTERNATIONAL BOND                                  | CUSIP: 25714PEP9<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |      5435000 | PA      | $5514778.61   | 0.13%             | 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        |      6444847 | PA      | $6386626.91   | 0.15%             | 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        |      4576197 | PA      | $4546095.75   | 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      | $115293.82    | 0.00%             |  |  |  | Yes           | 2                  | On Loan: No      |
| CITIBANK N A                               | EGP/USD FWD 20260312 CITIGB2L                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | EG        |            1 | NC      | $628263.26    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| EGYPT 144A                                 | EGYPT GOVERNMENT INTERNATIONAL BOND                                    | CUSIP: 03846JAG5<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      4140000 | PA      | $4745564.56   | 0.11%             | 2033-02-04      | Fixed         | 9.45%                 | No            | 2                  | On Loan: —       |
| EGYPT 144A                                 | EGYPT GOVERNMENT INTERNATIONAL BOND                                    | CUSIP: 03846JAH3<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      7370000 | PA      | $8188042.12   | 0.20%             | 2030-02-04      | Fixed         | 8.62%                 | No            | 2                  | On Loan: No      |
| EGYPT TREASURY BILL                        | EGYPT TREASURY BILLS                                                   | CUSIP: YL4837875<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    375650000 | PA      | $6790754.15   | 0.16%             | 2026-08-25      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| DEUTSCHE BANK                              | EUR/USD FWD 20260123 DEUTGB2L                                          | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-70387.49    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                         | EUR/USD FWD 20260123 GSILGB2X                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |            1 | NC      | $25189.87     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC SECURITIES INC                        | EUR/USD FWD 20260123 MRMDUS33                                          | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-894328.82   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                         | EUR/USD FWD 20260123 UBSWGB2L                                          | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |            1 | NC      | $294426.13    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| IKH6 EURO-BTP FUTURE   MAR26               | EURO-BTP FUTURE   MAR26                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |          -38 | NC      | $9302.83      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| IKH6 EURO-BTP FUTURE   MAR26               | EURO-BTP FUTURE   MAR26                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |         -553 | NC      | $135380.66    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| RXH6 EURO-BUND FUTURE  MAR26               | EURO-BUND FUTURE  MAR26                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |          -68 | NC      | $72739.39     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| RXH6 EURO-BUND FUTURE  MAR26               | EURO-BUND FUTURE  MAR26                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |        -1949 | NC      | $2084839.40   | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| OATH6 EURO-OAT FUTURE   MAR26              | EURO-OAT FUTURE   MAR26                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |          -75 | NC      | $41133.29     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| OATH6 EURO-OAT FUTURE   MAR26              | EURO-OAT FUTURE   MAR26                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |        -1247 | NC      | $683909.55    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| EUROPEAN BK RECON & DEV                    | EUROPEAN BANK FOR RECONSTRUCTION & DEVELOPMENT                         | CUSIP: YS4327138<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | N/A       |   2476800000 | PA      | $27502979.09  | 0.67%             | 2032-01-13      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| FNS 436 C32                                | FANNIE MAE INTEREST STRIP                                              | CUSIP: 31424UGV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11369014 | PA      | $1492896.04   | 0.04%             | 2052-10-25      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| FNS 429 C13                                | FANNIE MAE INTEREST STRIP                                              | CUSIP: 31423YVV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6108690 | PA      | $854946.63    | 0.02%             | 2051-09-25      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| FNS 427 C20                                | FANNIE MAE INTEREST STRIP                                              | CUSIP: 31423XMW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13565198 | PA      | $1793628.52   | 0.04%             | 2051-02-25      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| FNS 434 C13                                | FANNIE MAE INTEREST STRIP                                              | CUSIP: 31423XX63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13721854 | PA      | $1859526.21   | 0.05%             | 2052-03-25      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| FNS 434 C29                                | FANNIE MAE INTEREST STRIP                                              | CUSIP: 31423XZ61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24308611 | PA      | $3227240.02   | 0.08%             | 2052-10-25      | 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        |     12688595 | PA      | $2621283.92   | 0.06%             | 2054-11-25      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| FNS 429 C4                                 | FANNIE MAE INTEREST STRIP                                              | CUSIP: 31423YVL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8646266 | PA      | $1356944.37   | 0.03%             | 2051-03-25      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| FNS 440 C56                                | FANNIE MAE INTEREST STRIP                                              | CUSIP: 31424U8L3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12368982 | PA      | $2483734.06   | 0.06%             | 2053-11-25      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| FNS 439 C28                                | FANNIE MAE INTEREST STRIP                                              | CUSIP: 31424UK62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     52401884 | PA      | $10383987.66  | 0.25%             | 2053-09-25      | 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        |     13180207 | PA      | $1790588.26   | 0.04%             | 2052-03-25      | 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        |     56805914 | PA      | $11182531.55  | 0.27%             | 2054-08-25      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| FNR 2020-74 EI                             | FANNIE MAE REMICS                                                      | CUSIP: 3136BCAY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5696378 | PA      | $969854.11    | 0.02%             | 2050-10-25      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| FNR 2021-12 JI                             | FANNIE MAE REMICS                                                      | CUSIP: 3136BFKM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7521464 | PA      | $1245176.09   | 0.03%             | 2051-03-25      | 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        |    165887252 | PA      | $21837641.94  | 0.53%             | 2051-05-25      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| FNR 2021-92 HI                             | FANNIE MAE REMICS                                                      | CUSIP: 3136BKK84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8423505 | PA      | $1272194.40   | 0.03%             | 2049-08-25      | 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        |     19660837 | PA      | $3034729.50   | 0.07%             | 2050-12-25      | 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      | $3240096.68   | 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      | $11410146.39  | 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        |     10131644 | PA      | $1553458.24   | 0.04%             | 2050-02-25      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| FHR 5293 IO                                | FREDDIE MAC REMICS                                                     | CUSIP: 3137H9QG7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4119714 | PA      | $537039.48    | 0.01%             | 2051-03-25      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| FHR 5293 KI                                | FREDDIE MAC REMICS                                                     | CUSIP: 3137H9QH5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     37348625 | PA      | $5011705.51   | 0.12%             | 2051-02-25      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| FHR 5457 IO                                | FREDDIE MAC REMICS                                                     | CUSIP: 3137HFW50<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     20564649 | PA      | $4153484.52   | 0.10%             | 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        |     16763297 | PA      | $2284366.54   | 0.06%             | 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        |      2104036 | PA      | $2104813.86   | 0.05%             | 2042-02-25      | Floating      | 5.17%                 | No            | 2                  | On Loan: No      |
| FHS 409 C28                                | FREDDIE MAC STRIPS                                                     | CUSIP: 3142G6NQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     24289587 | PA      | $5202515.43   | 0.13%             | 2053-11-25      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| FHS 389 C35                                | FREDDIE MAC STRIPS                                                     | CUSIP: 31325YRN0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     17785242 | PA      | $2376768.56   | 0.06%             | 2052-06-15      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| FHS 405 C22                                | FREDDIE MAC STRIPS                                                     | CUSIP: 3142G5QH4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     16347638 | PA      | $3590906.79   | 0.09%             | 2053-05-25      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| FHS 416 C14                                | FREDDIE MAC STRIPS                                                     | CUSIP: 3142G95J5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     33164792 | PA      | $6957783.61   | 0.17%             | 2054-08-25      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| FHS 377 C1                                 | FREDDIE MAC STRIPS                                                     | CUSIP: 3133Q5E51<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     16051399 | PA      | $2061742.36   | 0.05%             | 2051-01-25      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| FHS 386 C18                                | FREDDIE MAC STRIPS                                                     | CUSIP: 31325YB72<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     53298875 | PA      | $7460446.07   | 0.18%             | 2052-02-15      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| FHS 386 C1                                 | FREDDIE MAC STRIPS                                                     | CUSIP: 31325YBW7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     19616139 | PA      | $2633656.87   | 0.06%             | 2052-03-15      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| FHS 379 C1                                 | FREDDIE MAC STRIPS                                                     | CUSIP: 3142FRPN5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     19699383 | PA      | $1958472.45   | 0.05%             | 2051-01-25      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS SECURITIES CORP                | FXO EUR CALL/USD PUT 1.187 1/13/26 BNPA                                | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |            1 | NC      | $985775.04    | 0.02%             |  |  |  | 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      | $478786.23    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                               | FXO USD CALL/JPY PUT AT 156.15 1/8/26 CITI                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-3225290.71  | -0.08%            |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                               | FXO USD PUT/JPY CALL 146.16 1/8/26 CITI                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |            1 | NC      | $3799.96      | 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      | $0.00         | 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      | $198114.76    | 0.00%             |  |  |  | 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      | $301357.25    | 0.01%             |  |  |  | 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      | $313018.77    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                            | GBP/USD FWD 20260123 BOFAUS6N                                          | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | GB        |            1 | NC      | $-1048083.61  | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                       | GBP/USD FWD 20260123 CHASGB2L                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | GB        |            1 | NC      | $31214.63     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                               | GBP/USD FWD 20260123 CITIGB2L                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | GB        |            1 | NC      | $-253742.76   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                         | GBP/USD FWD 20260123 GSILGB2X                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | GB        |            1 | NC      | $398760.82    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC SECURITIES INC                        | GBP/USD FWD 20260123 MRMDUS33                                          | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | GB        |            1 | NC      | $-61713.02    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC            | GBP/USD FWD 20260123 SBOSGB2X                                          | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | GB        |            1 | NC      | $160777.76    | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| SOCIETE GENERALE                           | GBP/USD FWD 20260123 SOGEFRPP                                          | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              | CORP              | GB        |            1 | NC      | $-477878.22   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                         | GBP/USD FWD 20260123 UBSWGB2L                                          | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | GB        |            1 | NC      | $-6811255.11  | -0.16%            |  |  |  | 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        |     18576000 | PA      | $18755146.94  | 0.45%             | 2052-07-30      | Fixed         | 7.21%                 | No            | 2                  | On Loan: No      |
| GNR 2021-44 AI                             | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                               | CUSIP: 38382PNF5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     15022414 | PA      | $1904139.52   | 0.05%             | 2051-03-20      | 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        |     41948700 | PA      | $6176439.79   | 0.15%             | 2051-11-20      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| GNR 2023-19 IO                             | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                               | CUSIP: 38383V3J5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     36478723 | PA      | $5722186.78   | 0.14%             | 2051-02-20      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| GNR 2020-185 LI                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                               | CUSIP: 38382LS51<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     20426264 | PA      | $2570368.65   | 0.06%             | 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        |     17860655 | PA      | $2388818.22   | 0.06%             | 2049-08-20      | 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        |      7519660 | PA      | $946755.18    | 0.02%             | 2050-11-20      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| GNR 2020-185 BI                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                               | CUSIP: 38382LQ53<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      8178039 | PA      | $1032280.48   | 0.03%             | 2050-12-20      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| GNR 2023-151 IE                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                               | CUSIP: 38384DLF2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     29829691 | PA      | $4739110.96   | 0.11%             | 2051-11-20      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| GNR 2020-146 LI                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                               | CUSIP: 38382KWV1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     10928917 | PA      | $1367869.32   | 0.03%             | 2050-10-20      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| GRAY MEDIA INC 144A                        | GRAY MEDIA INC                                                         | CUSIP: 389375AN6<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |      1215000 | PA      | $1264496.36   | 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        |      4346250 | PA      | $4205744.00   | 0.10%             | 2050-12-20      | Fixed         | 3.98%                 | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                         | HUF/USD FWD 20260116 UBSWGB2L                                          | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | HU        |            1 | NC      | $16453.23     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| HUNGARY GOVERNMENT BOND                    | HUNGARY GOVERNMENT BOND                                                | CUSIP: ZI7193496<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |  27284590000 | PA      | $84642058.87  | 2.05%             | 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      | $7307574.34   | 0.18%             | 2026-03-30      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| N/A                                        | ICE_CDX HY CDSI S38 V5 5Y 06/20/2027 BARC                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |            1 | NC      | $3971923.91   | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                        | ICE_CDX IG CDSI S45 5Y 12/20/2030 BARC                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |            1 | NC      | $9254484.54   | 0.22%             |  |  |  | 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      | $-408755.87   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                        | ICE_ORACLE CORP CDS 12/20/2030 MSLN                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |            1 | NC      | $-1169015.90  | -0.03%            |  |  |  | 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      | $3045155.21   | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                        | ICE_RR DONNELLEY & SONS CO CDS 06/20/2027 BARC                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |            1 | NC      | $459610.38    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                        | ICE_RR DONNELLEY & SONS CO CDS 12/20/2026 BARC                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |            1 | NC      | $275461.10    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC SECURITIES INC                        | IDR/USD FWD 20260115 MRMDUS33                                          | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | ID        |            1 | NC      | $71282.18     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| INDIA                                      | INDIA GOVERNMENT BOND                                                  | CUSIP: ZI2598574<br>LEI: 335800IV7VCDQGIOI391 | Long             | DBT              | NUSS              | IN        |   6001970000 | PA      | $68943273.33  | 1.67%             | 2033-08-14      | Fixed         | 7.18%                 | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                         | INR/USD FWD 20260109 UBSWGB2L                                          | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | IN        |            1 | NC      | $9834.57      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                         | INR/USD FWD 20260410 UBSWGB2L                                          | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | IN        |            1 | NC      | $-30259.73    | -0.00%            |  |  |  | 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      | $9356168.38   | 0.23%             | 2028-04-24      | Fixed         | 6.85%                 | No            | 2                  | On Loan: No      |
| INSPIRE BRANDS TL B 1L BANKDEBT            | IRB HOLDING CORP                                                       | CUSIP: 44988LAM9<br>LEI: 549300HVW4WNWYBXN830 | Long             | LON              | CORP              | US        |      4517337 | PA      | $4526010.00   | 0.11%             | 2030-12-15      | Floating      | 6.22%                 | No            | 2                  | On Loan: No      |
| IVORY COAST 144A                           | IVORY COAST GOVERNMENT INTERNATIONAL BOND                              | CUSIP: 221625AV8<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |     16200000 | PA      | $17477931.70  | 0.42%             | 2036-04-01      | Fixed         | 8.07%                 | 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        |       106380 | PA      | $104852.20    | 0.00%             | 2052-02-15      | Fixed         | 2.89%                 | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                         | JPY/USD FWD 20260123 UBSWGB2L                                          | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | JP        |            1 | NC      | $-2097053.24  | -0.05%            |  |  |  | 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      | $30326.18     | 0.00%             | 2028-12-31      | None          | 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        |      2731130 | PA      | $27380.45     | 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        |      3844539 | PA      | $75772.15     | 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        |      6981450 | PA      | $125464.20    | 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: YK2128873<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |      1707034 | PA      | $21713.51     | 0.00%             | 2027-12-31      | 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        |      2296509 | PA      | $46376.55     | 0.00%             | 2028-12-28      | Fixed         | 6.25%                 | 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      | $62972.01     | 0.00%             | 2032-12-31      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| KAISA GROUP HOLDINGS LTD 144A              | KAISA GROUP HOLDINGS LTD                                               | CUSIP: YK2129871<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |      6570155 | PA      | $131363.80    | 0.00%             | 2032-12-28      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| KAISA GROUP HOLDINGS LTD 144A              | KAISA GROUP HOLDINGS LTD                                               | CUSIP: YK2152865<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |      1570920 | PA      | $44340.33     | 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: YK2410966<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |      3413912 | PA      | $39840.43     | 0.00%             | 2031-12-31      | 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        |      4633874 | PA      | $88393.82     | 0.00%             | 2030-12-28      | Fixed         | 6.75%                 | 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      | $20152.02     | 0.00%             | 2026-12-31      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                   | KAISA GROUP HOLDINGS LTD                                               | CUSIP: 000000000<br>LEI: 254900N8L3L7NRJT0120 | Long             | EC               | CORP              | KY        |      1692709 | NS      | $21097.15     | 0.00%             |  |  |  | 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      | $9087.81      | 0.00%             | 2030-12-31      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| CITIBANK N A                               | KES/USD FWD 20260109 CITIGB2L                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | KE        |            1 | NC      | $49474.74     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| KONA SPC LTD 144A                          | KONA SPC LTD                                                           | CUSIP: DC2967016<br>LEI: 254900UKS4SVVOMZWX26 | Long             | DBT              | CORP              | KY        |     21500000 | PA      | $25398164.36  | 0.62%             | 2026-12-29      | Floating      | 4.97%                 | No            | 2                  | On Loan: No      |
| STATE STREET SPDR S&P REGIONAL BANKING ETF | KRE US 12/31/25 C70                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        12945 | NC      | $6472.50      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| RBC DOMINION SECURITIES INC                | KRW/USD FWD 20260410 ROYCGB2L                                          | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | KR        |            1 | NC      | $328998.96    | 0.01%             |  |  |  | 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      | $8551594.64   | 0.21%             | 2030-06-03      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| KYRGYZ REP INTL BOND                       | KYRGYZ REPUBLIC INTERNATIONAL BOND                                     | CUSIP: YO9129793<br>LEI: N/A                  | Long             | DBT              | NUSS              | KG        |       577000 | PA      | $594490.37    | 0.01%             | 2030-06-03      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| CITIBANK N A                               | KZT/USD FWD 20260116 CITIGB2L                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | KZ        |            1 | NC      | $788579.59    | 0.02%             |  |  |  | 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      | $552264.24    | 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      | $-1641562.24  | -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      | $-2070034.15  | -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      | $-1559820.29  | -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      | $-1489408.63  | -0.04%            |  |  |  | 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      | $273085.51    | 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      | $-1499358.29  | -0.04%            |  |  |  | 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      | $127419.24    | 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      | $130398.93    | 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      | $254838.50    | 0.01%             |  |  |  | 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      | $216593.32    | 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      | $111706.17    | 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      | $119503.76    | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                        | LCH - USD ZCIS 12/12/33 REC CPI BARC                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DO               | CORP              | US        |            1 | NC      | $47616.34     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                        | LCH - USD ZCIS 12/12/33 REC CPI BARC                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DO               | CORP              | US        |            1 | NC      | $17496.25     | 0.00%             |  |  |  | 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      | $109591.36    | 0.00%             |  |  |  | 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      | $117586.96    | 0.00%             |  |  |  | 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      | $125950.48    | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                        | LCH - USD ZCIS 3/27/33 REC CPI                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DO               | CORP              | US        |            1 | NC      | $-23773.33    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                        | LCH - USD ZCIS 3/27/33 REC CPI                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DO               | CORP              | US        |            1 | NC      | $-43311.59    | -0.00%            |  |  |  | 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      | $-2845249.50  | -0.07%            |  |  |  | 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      | $-351426.52   | -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      | $-780338.20   | -0.02%            |  |  |  | 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      | $-791772.49   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                        | LCH-CNY IRS 11/3/30 REC FIX CITI_C                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |            1 | NC      | $-195394.20   | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                        | LCH-CNY IRS 12/11/30 REC FIX BNPA_C                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |            1 | NC      | $25859.16     | 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      | $-399154.36   | -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      | $-384805.79   | -0.01%            |  |  |  | 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      | $-1234985.74  | -0.03%            |  |  |  | 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      | $-1228824.27  | -0.03%            |  |  |  | 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      | $-452642.23   | -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      | $-438810.67   | -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      | $-460783.30   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| LLOYDS BANKING GROUP PLC                   | LLOYDS BANKING GROUP PLC                                               | CUSIP: 53944YAX1<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |      7735000 | PA      | $8151383.92   | 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      | $8021616.99   | 0.19%             | 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        |      1161654 | PA      | $403256.74    | 0.01%             | 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      | $3395945.54   | 0.08%             | 2046-03-15      | Fixed         | 4.74%                 | No            | 2                  | On Loan: No      |
| MALAYSIA                                   | MALAYSIA GOVERNMENT BOND                                               | CUSIP: ZL8877116<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |    124947000 | PA      | $33174206.49  | 0.80%             | 2053-03-31      | Fixed         | 4.46%                 | No            | 2                  | On Loan: No      |
| MALAYSIA                                   | MALAYSIA GOVERNMENT BOND                                               | CUSIP: AT4277287<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     67600000 | PA      | $19103447.64  | 0.46%             | 2048-07-06      | Fixed         | 4.92%                 | No            | 2                  | On Loan: No      |
| MEX BONOS DESARR FIX RT                    | MEXICAN BONOS                                                          | CUSIP: ZN7935812<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   2085000000 | PA      | $107716391.17 | 2.61%             | 2033-05-26      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| MEXICO                                     | MEXICAN BONOS                                                          | CUSIP: EI8047355<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    470271000 | PA      | $25182722.25  | 0.61%             | 2031-05-29      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                            | MXN/USD FWD 20260116 BOFAUS6N                                          | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | MX        |            1 | NC      | $-4166688.76  | -0.10%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                       | MXN/USD FWD 20260116 CHASGB2L                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | MX        |            1 | NC      | $66594.24     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                         | MXN/USD FWD 20260116 GSILGB2X                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | MX        |            1 | NC      | $142585.67    | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BNP PARIBAS SECURITIES CORP                | MYR/USD FWD 20260309 BNPAFRPP                                          | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | MY        |            1 | NC      | $-510575.85   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| STANDARD CHARTERED SECURITIES              | MYR/USD FWD 20260309 SCBLGB2L                                          | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | MY        |            1 | NC      | $-778290.04   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| NATWEST MARKETS PLC                        | NATWEST MARKETS PLC                                                    | CUSIP: ZK9888114<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |      2050000 | PA      | $2795905.31   | 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        |     23888475 | PA      | $23595841.18  | 0.57%             | 2029-04-11      | Floating      | 9.01%                 | No            | 2                  | On Loan: No      |
| NEW ZEALAND                                | NEW ZEALAND GOVERNMENT BOND                                            | CUSIP: ZD1738370<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |    175822000 | PA      | $98711790.38  | 2.39%             | 2054-05-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| NEW ZEALAND                                | NEW ZEALAND GOVERNMENT BOND                                            | CUSIP: YV1744767<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |    216000000 | PA      | $121714130.06 | 2.95%             | 2036-05-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| NEW ZEALAND GOVERNMENT                     | NEW ZEALAND GOVERNMENT BOND                                            | CUSIP: BR2219516<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |    221329000 | PA      | $84276464.45  | 2.04%             | 2051-05-15      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| CITIBANK N A                               | NGN/USD FWD 20260114 CITIGB2L                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | NG        |            1 | NC      | $630888.97    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                         | NOK/USD FWD 20260123 GSILGB2X                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | NO        |            1 | NC      | $-1119287.87  | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| NORWAY                                     | NORWAY GOVERNMENT BOND                                                 | CUSIP: YR2442626<br>LEI: 549300L0BT3FJTN9MX24 | Long             | DBT              | NUSS              | NO        |    386097000 | PA      | $37094681.80  | 0.90%             | 2035-06-12      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| NORWAY                                     | NORWAY GOVERNMENT BOND                                                 | CUSIP: BG0207897<br>LEI: 549300L0BT3FJTN9MX24 | Long             | DBT              | NUSS              | NO        |    182278000 | PA      | $16168481.18  | 0.39%             | 2030-08-19      | Fixed         | 1.38%                 | No            | 2                  | On Loan: No      |
| NORWAY                                     | NORWAY GOVERNMENT BOND                                                 | CUSIP: BN9945377<br>LEI: 549300L0BT3FJTN9MX24 | Long             | DBT              | NUSS              | NO        |    482000000 | PA      | $41285382.88  | 1.00%             | 2031-09-17      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                         | NZD/USD FWD 20260123 GSILGB2X                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | NZ        |            1 | NC      | $122333.47    | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                         | NZD/USD FWD 20260123 UBSWGB2L                                          | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | NZ        |            1 | NC      | $9682.43      | 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        |          463 | PA      | $463.12       | 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      |
| PEMEX PROJ FDG MASTER TR                   | PETROLEOS MEXICANOS                                                    | CUSIP: 706451BG5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     22665000 | PA      | $21517641.96  | 0.52%             | 2035-06-15      | Fixed         | 6.62%                 | No            | 2                  | On Loan: No      |
| PETROLEOS MEXICANOS                        | PETROLEOS MEXICANOS                                                    | CUSIP: 71654QDD1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     23976000 | PA      | $21498163.66  | 0.52%             | 2050-01-23      | Fixed         | 7.69%                 | No            | 2                  | On Loan: No      |
| QATAR PETROLEUM                            | QATARENERGY                                                            | CUSIP: BQ3267144<br>LEI: 254900QTESJKJ3P87J26 | Long             | DBT              | CORP              | QA        |      8240000 | PA      | $7414396.38   | 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        |      2599612 | PA      | $2596181.01   | 0.06%             | 2028-04-24      | Floating      | 6.93%                 | No            | 2                  | On Loan: No      |
| GHANA                                      | REPUBLIC OF GHANA GOVERNMENT BONDS                                     | CUSIP: ZM7793510<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |     73066000 | PA      | $4757656.06   | 0.12%             | 2038-02-02      | Fixed         | 10.00%                | No            | 2                  | On Loan: No      |
| ITALY                                      | REPUBLIC OF ITALY GOVERNMENT INTERNATIONAL BOND                        | CUSIP: 465410CA4<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      3187000 | PA      | $3176554.95   | 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      | $7360703.65   | 0.18%             | 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      | $5705882.18   | 0.14%             | 2031-01-15      | Fixed         | 10.00%                | No            | 2                  | On Loan: No      |
| BARCLAYS                                   | RR DONNELLEY & SONS CO CDS 12/20/2026                                  | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DCR              | CORP              | US        |            1 | NC      | $231980.24    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                               | RSD/USD FWD 20260116 CITIGB2L                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | RS        |            1 | NC      | $229370.35    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| SANTANDER HOLDINGS USA                     | SANTANDER HOLDINGS USA INC                                             | CUSIP: 80282KBK1<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |     22850000 | PA      | $23007701.22  | 0.56%             | 2027-05-31      | Variable      | 6.12%                 | No            | 2                  | On Loan: No      |
| SERBIA                                     | SERBIA TREASURY BONDS                                                  | CUSIP: AR1346840<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |   3479010000 | PA      | $35790328.25  | 0.87%             | 2028-02-08      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| SERBIA                                     | SERBIA TREASURY BONDS                                                  | CUSIP: BG1390940<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |   1941220000 | PA      | $19031482.19  | 0.46%             | 2032-08-20      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| SHIMAO GROUP HOLDINGS LTD                  | SHIMAO GROUP HOLDINGS LTD                                              | CUSIP: 000000000<br>LEI: 254900WTJ6B5CU69ZD26 | Long             | EC               | CORP              | KY        |     12903771 | NS      | $317189.38    | 0.01%             |  |  |  | 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      | $450786.97    | 0.01%             | 2031-07-21      | Fixed         | 5.00%                 | 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      | $6782540.86   | 0.16%             | 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      | $7772418.80   | 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      | $10484227.66  | 0.25%             | 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      | $8662352.32   | 0.21%             | 2081-09-15      | Variable      | 1.88%                 | No            | 2                  | On Loan: No      |
| MIDAS OPCO HOLDINGS LLC 144A               | STAGWELL GLOBAL LLC                                                    | CUSIP: 59565JAA9<br>LEI: 984500904E015Z0C1F82 | Long             | DBT              | CORP              | US        |     17057000 | PA      | $16645498.40  | 0.40%             | 2029-08-15      | Fixed         | 5.62%                 | 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      | $725434.05    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| SYNOPSYS INC                               | SYNOPSYS INC                                                           | CUSIP: 871607AG2<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |     14670000 | PA      | $14600836.58  | 0.35%             | 2055-04-01      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| SYNOPSYS INC                               | SYNOPSYS INC                                                           | CUSIP: 871607AE7<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |      7125000 | PA      | $7247685.26   | 0.18%             | 2035-04-01      | Fixed         | 5.15%                 | 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        |    656927483 | NS      | $656927483.08 | 15.91%            |  |  |  | No            | 1                  | On Loan: No      |
| THAILAND                                   | THAILAND GOVERNMENT BOND                                               | CUSIP: AP5381383<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    562465000 | PA      | $23048567.87  | 0.56%             | 2067-06-17      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| THAILAND INFL INDX                         | THAILAND GOVERNMENT BOND                                               | CUSIP: EJ5804210<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |   4048009019 | PA      | $127057871.19 | 3.08%             | 2028-03-12      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| THAILAND GOVERNMENT BOND                   | THAILAND GOVERNMENT BOND                                               | CUSIP: BW1413481<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |        80000 | PA      | $3642.01      | 0.00%             | 2072-06-17      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                       | THB/USD FWD 20260306 CHASGB2L                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | TH        |            1 | NC      | $27167.06     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                         | THB/USD FWD 20260306 GSILGB2X                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | TH        |            1 | NC      | $-4111711.68  | -0.10%            |  |  |  | No            | 2                  | On Loan: No      |
| TIMES CHINA HOLDINGS LTD                   | TIMES CHINA HOLDINGS LTD                                               | CUSIP: 000000000<br>LEI: 2549000KTINB9ZPZP710 | Long             | EC               | CORP              | KY        |       832066 | NS      | $10959.74     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| TIMES CHINA HLDG LTD 144A                  | TIMES CHINA HOLDINGS LTD                                               | CUSIP: DC0410548<br>LEI: 2549000KTINB9ZPZP710 | Long             | DBT              | CORP              | KY        |      5040413 | PA      | $96509.05     | 0.00%             | 2032-09-30      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| TIMES CHINA HLDG LTD 144A                  | TIMES CHINA HOLDINGS LTD                                               | CUSIP: DC0403931<br>LEI: 2549000KTINB9ZPZP710 | Long             | DBT              | CORP              | KY        |      1359187 | PA      | $24376.13     | 0.00%             | 2029-03-30      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| TIMES CHINA HLDG LTD CB 0  144A            | TIMES CHINA HOLDINGS LTD                                               | CUSIP: DC0449793<br>LEI: 2549000KTINB9ZPZP710 | Long             | DBT              | CORP              | KY        |      1370105 | PA      | $25472.23     | 0.00%             | 2027-03-30      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| TIMES CHINA HLDG LTD CB 0  144a            | TIMES CHINA HOLDINGS LTD                                               | CUSIP: DC0423012<br>LEI: 2549000KTINB9ZPZP710 | Long             | DBT              | CORP              | KY        |      6160506 | PA      | $75353.83     | 0.00%             | 2027-03-30      | None          | 0.00%                 | 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      | $8704022.00   | 0.21%             | 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      | $16075862.44  | 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        |       169162 | PA      | $168138.76    | 0.00%             | 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        |     13048549 | PA      | $9101362.72   | 0.22%             | 2030-02-19      | Floating      | 8.88%                 | 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      | $9102842.87   | 0.22%             | 2026-06-08      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| TPIC SPV I LLC 2024-1 A1 PP                | TPIC SPV I LLC                                                         | CUSIP: 872660AA3<br>LEI: 98450079E44D2D1B6432 | Long             | ABS-O            | CORP              | US        |      4162808 | PA      | $3734455.46   | 0.09%             | 2044-11-30      | Fixed         | 7.13%                 | Yes           | 3                  | On Loan: No      |
| GRS - SECURITY LENDING COLLATERAL          | TREASURY RESERVE FUND - Collateral                                     | CUSIP: 000000000<br>LEI: 549300SIV6FPS9Y7IH33 | Long             | STIV             | RF                | US        |     19426298 | NS      | $19426297.50  | 0.47%             |  |  |  | No            | 1                  | 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      | $10359656.72  | 0.25%             | 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        |      8994169 | PA      | $8460960.07   | 0.20%             | 2057-02-25      | Variable      | 2.58%                 | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                         | TRS SOUSFALT 2Y 01/19/2028/117681047/GSILGB2XXXX_C                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | DE        |            1 | NC      | $-338640.64   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                         | TRS SOUSFALT 2Y 01/19/2028/117976895/GSILGB2XXXX_C                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |            1 | NC      | $-333137.73   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                         | TRS SOUSNATG 1Y 10/08/2026/116522124/GSILGB2XXXX_C                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |            1 | NC      | $-26264.88    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                         | TRS SOUSNATG 1Y 10/08/2026/116576233/GSILGB2XXXX_C                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |            1 | NC      | $-50835.24    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                         | TRS SOUSRGBK 2Y 01/19/2028/116952648/GSILGB2XXXX_C                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |            1 | NC      | $-775188.85   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                         | TRS SOUSRGBK 2Y 01/19/2028/116980029/GSILGB2XXXX_C                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | DE        |            1 | NC      | $-790963.04   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                         | TRS SOUSRGBK 2Y 01/19/2028/117468468/GSILGB2XXXX_C                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | DE        |            1 | NC      | $-810302.41   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank PLC - Wholesale (SING)       | TRY/USD FWD 20260115 BARCGB5G                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | TR        |            1 | NC      | $445151.26    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| TURKEY                                     | TURKIYE GOVERNMENT INTERNATIONAL BOND                                  | CUSIP: 900123DK3<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |      6360000 | PA      | $6908660.18   | 0.17%             | 2034-05-15      | Fixed         | 7.62%                 | No            | 2                  | On Loan: No      |
| DEUTSCHE BANK                              | UAH/USD FWD 20260206 DEUTGB2L                                          | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | UA        |            1 | NC      | $73504.27     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                               | UAH/USD FWD 20260209 CITIGB2L                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | UA        |            1 | NC      | $142771.40    | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                               | UAH/USD FWD 20260507 CITIGB2L                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | UA        |            1 | NC      | $103339.22    | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| DEUTSCHE BANK                              | UAH/USD FWD 20260604 DEUTGB2L                                          | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | UA        |            1 | NC      | $13394.08     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UKRAINE                                    | UKRAINE GOVERNMENT INTERNATIONAL BOND                                  | CUSIP: YV4639147<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      1320000 | PA      | $780928.50    | 0.02%             | 2036-02-01      | Variable      | 4.50%                 | No            | 2                  | On Loan: No      |
| UKRAINE GOVERNMENT                         | UKRAINE GOVERNMENT INTERNATIONAL BOND                                  | CUSIP: YV4638727<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      3080000 | PA      | $1849085.60   | 0.04%             | 2035-02-01      | Variable      | 4.50%                 | No            | 2                  | On Loan: No      |
| UKRAINE                                    | UKRAINE GOVERNMENT INTERNATIONAL BOND                                  | CUSIP: YV4644170<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      7010000 | PA      | $3984953.45   | 0.10%             | 2036-02-01      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| BARCLAYS                                   | UNISYS CORP CDS 12/20/2027                                             | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DCR              | CORP              | US        |            1 | NC      | $-837657.90   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| BARCLAYS                                   | UNISYS CORP CDS 12/20/2027                                             | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DCR              | CORP              | US        |            1 | NC      | $-279219.30   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| UNITED KINGDOM                             | UNITED KINGDOM GILT                                                    | CUSIP: ZF2680865<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    149686375 | PA      | $177085148.36 | 4.29%             | 2054-07-31      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| UNITED KINGDOM GILT                        | UNITED KINGDOM GILT                                                    | CUSIP: YR0755938<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    103764000 | PA      | $140141039.65 | 3.39%             | 2035-03-07      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| U S TREASURY BILL                          | UNITED STATES TREASURY BILL                                            | CUSIP: 912797RK5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     60000000 | PA      | $59841360.76  | 1.45%             | 2026-01-29      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| TIPS                                       | UNITED STATES TREASURY INFLATION INDEXED BONDS                         | CUSIP: 91282CCA7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     68649420 | PA      | $68064827.28  | 1.65%             | 2026-04-15      | Fixed         | 0.12%                 | No            | 2                  | On Loan: No      |
| US TREASURY N/B                            | UNITED STATES TREASURY NOTE/BOND                                       | CUSIP: 91282CKH3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    285000000 | PA      | $285601171.88 | 6.92%             | 2026-03-31      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| US TREASURY N/B                            | UNITED STATES TREASURY NOTE/BOND                                       | CUSIP: 91282CKB6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    140000000 | PA      | $140175000.00 | 3.39%             | 2026-02-28      | Fixed         | 4.62%                 | 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      | $25967076.56  | 0.63%             | 2026-04-30      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| TYH6 US 10YR NOTE (CBT)MAR26               | US 10YR NOTE (CBT)MAR26                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |         -123 | NC      | $102557.41    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| TYH6 US 10YR NOTE (CBT)MAR26               | US 10YR NOTE (CBT)MAR26                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |        -2967 | NC      | $2473884.89   | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| UXYH6 US 10YR ULTRA FUT MAR26              | US 10YR ULTRA FUT MAR26                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |         -274 | NC      | $206201.11    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| UXYH6 US 10YR ULTRA FUT MAR26              | US 10YR ULTRA FUT MAR26                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |        -7580 | NC      | $5704395.61   | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| UXYH6 US 10YR ULTRA FUT MAR26              | US 10YR ULTRA FUT MAR26                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |         -132 | NC      | $99337.76     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| WNH6 US ULTRA BOND CBT MAR26               | US ULTRA BOND CBT MAR26                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |        -4548 | NC      | $9575355.29   | 0.23%             |  |  |  | No            | 1                  | On Loan: No      |
| WNH6 US ULTRA BOND CBT MAR26               | US ULTRA BOND CBT MAR26                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |          -88 | NC      | $185275.12    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| WNH6 US ULTRA BOND CBT MAR26               | US ULTRA BOND CBT MAR26                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |         -108 | NC      | $227383.11    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| BANK OF AMERICA                            | USD IRS OPT 6M/5Y 2.75 4/1/26 REC BOFA                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              | CORP              | US        |            1 | NC      | $354725.89    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                         | USD IRS OPT 6M/5Y 2.75 4/14/26 REC GSIL                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DIR              | CORP              | US        |            1 | NC      | $471929.88    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                         | USD IRS OPT 6M/5Y 2.85 4/1/26 REC GSIL                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DIR              | CORP              | US        |            1 | NC      | $393039.94    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| THE BANK OF NEW YORK MELLON                | USD/BRL FWD 20260303 IRVTGB2X                                          | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              | CORP              | US        |            1 | NC      | $1332040.10   | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| SOCIETE GENERALE                           | USD/BRL FWD 20260303 SOGEFRPP                                          | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              | CORP              | US        |            1 | NC      | $3159439.08   | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                         | USD/CHF FWD 20260123 UBSWGB2L                                          | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |            1 | NC      | $314456.85    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| RBC DOMINION SECURITIES INC                | USD/CLP FWD 20260206 ROYCGB2L                                          | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-1231027.90  | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank PLC - Wholesale (SING)       | USD/COP FWD 20260306 BARCGB5G                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | US        |            1 | NC      | $162324.24    | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| RBC DOMINION SECURITIES INC                | USD/COP FWD 20260306 ROYCGB2L                                          | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | US        |            1 | NC      | $696345.06    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| TORONTO DOMINION SECURITIES                | USD/COP FWD 20260306 TDOMCATT                                          | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | N/A              | DFE              | CORP              | US        |            1 | NC      | $7682.98      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                         | USD/COP FWD 20260306 UBSWGB2L                                          | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |            1 | NC      | $189825.55    | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| WELLS FARGO SECURITIES, LLC.               | USD/COP FWD 20260306 WFBIUS6W                                          | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | N/A              | DFE              | CORP              | US        |            1 | NC      | $284653.20    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC            | USD/CZK FWD 20260116 SBOSGB2X                                          | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-22356.28    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| STANDARD CHARTERED SECURITIES              | USD/EUR FWD 20260123 SCBLGB2L                                          | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | US        |            1 | NC      | $1739.08      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                         | USD/EUR FWD 20260123 UBSWGB2L                                          | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-22521.75    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                       | USD/GBP FWD 20260123 CHASGB2L                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-1663366.92  | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                         | USD/GBP FWD 20260123 GSILGB2X                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-1042420.95  | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                       | USD/HUF FWD 20260116 CHASGB2L                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |            1 | NC      | $127678.32    | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                         | USD/HUF FWD 20260116 UBSWGB2L                                          | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-17004.95    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                               | USD/IDR FWD 20260115 CITIGB2L                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |            1 | NC      | $663.50       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC SECURITIES INC                        | USD/IDR FWD 20260115 MRMDUS33                                          | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-19777.93    | -0.00%            |  |  |  | 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      | $381605.71    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC SECURITIES INC                        | USD/INR FWD 20260109 MRMDUS33                                          | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |            1 | NC      | $236692.74    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                         | USD/JPY FWD 20260123 GSILGB2X                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-130590.29   | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| HSBC SECURITIES INC                        | USD/JPY FWD 20260123 MRMDUS33                                          | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-5620367.76  | -0.14%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC               | USD/JPY FWD 20260123 MSLNGB2X                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |            1 | NC      | $8165176.53   | 0.20%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                         | USD/JPY FWD 20260123 UBSWGB2L                                          | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |            1 | NC      | $7166442.23   | 0.17%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                         | USD/MXN FWD 20260116 GSILGB2X                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-133009.09   | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BNP PARIBAS SECURITIES CORP                | USD/NZD FWD 20260123 BNPAFRPP                                          | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |            1 | NC      | $256748.83    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| BNP PARIBAS SECURITIES CORP                | USD/NZD FWD 20260123 BNPAFRPP                                          | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-2600683.93  | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                       | USD/NZD FWD 20260123 CHASGB2L                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |            1 | NC      | $30409.87     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                         | USD/NZD FWD 20260123 GSILGB2X                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-92546.77    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| HSBC SECURITIES INC                        | USD/NZD FWD 20260123 MRMDUS33                                          | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |            1 | NC      | $627928.78    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                         | USD/NZD FWD 20260123 UBSWGB2L                                          | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |            1 | NC      | $26898.58     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                               | USD/RSD FWD 20260116 CITIGB2L                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-986756.91   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                               | USD/RSD FWD 20260313 CITIGB2L                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |            1 | NC      | $2905.83      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| VACA MUERTA SUR FRN PP                     | VACA MUERTA SUR FRN PP                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | AR        |      7352000 | PA      | $7346118.40   | 0.18%             | 2030-07-08      | Variable      | 9.34%                 | Yes           | 2                  | On Loan: No      |
| VENTURE GLOBAL LNG INC 144A                | VENTURE GLOBAL LNG INC                                                 | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     12350000 | PA      | $9757294.22   | 0.24%             | N/A             | Variable      | 9.00%                 | No            | 2                  | On Loan: No      |
| VERIZON COMMUNICATIONS                     | VERIZON COMMUNICATIONS INC                                             | CUSIP: 92343VHJ6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      4295000 | PA      | $4250828.39   | 0.10%             | 2055-11-30      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| VERIZON COMMUNICATIONS                     | VERIZON COMMUNICATIONS INC                                             | CUSIP: 92343VHG2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     19390000 | PA      | $19256486.61  | 0.47%             | 2036-01-15      | Fixed         | 5.00%                 | 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        |     12555818 | PA      | $11803671.55  | 0.29%             | 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      | $7376727.65   | 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      | $5053796.74   | 0.12%             | 2026-01-07      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| ZAMBIA                                     | ZAMBIA GOVERNMENT BOND                                                 | CUSIP: DC3289675<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |     37697000 | PA      | $1725507.74   | 0.04%             | 2030-12-22      | Fixed         | 16.49%                | No            | 2                  | On Loan: No      |
| ZAMBIA                                     | ZAMBIA GOVERNMENT BOND                                                 | CUSIP: DC3289683<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |     57803000 | PA      | $2629749.24   | 0.06%             | 2035-12-22      | Fixed         | 17.50%                | No            | 2                  | On Loan: No      |
| CITIBANK N A                               | ZMW/USD FWD 20260109 CITIGB2L                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | ZM        |            1 | NC      | $629301.91    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |

### Signature

**Date Signed:** 2026-02-04

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

**Signature:** /s/ Alan Dupski

**Name of Signer:** Alan Dupski

**Title:** Treasurer & Vice President