# EDGAR Filing Document

**Accession Number:** 0000313212
**File Stem:** 0001099263-26-002512
**Filing Date:** 2026-2
**Character Count:** 129023
**Document Hash:** 1e2bee17a117ea3bde5c8e6975293958
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001099263-26-002512.hdr.sgml**: 20260226

**ACCESSION NUMBER**: 0001099263-26-002512

**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:** 26686444

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

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

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

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Baltimore

  - **State:** MD

  - **Foreign country:** US

  - **Zip / Postal Code:** 21231

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

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

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

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

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

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

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

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

**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:** $393491891.91

**Total Liabilities:** $5250953.84

**Net Assets:** $388240938.07

**Cash Not Reported:** $4705282.26

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -54.159068 | **1-Year:** -876.485279 | **5-Year:** -3160.016529 | **10-Year:** -1232.436447 | **30-Year:** -36.072462

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

- **3-Month:** -85.878933 | **1-Year:** -233.580818 | **5-Year:** -600.647426 | **10-Year:** -968.987225 | **30-Year:** -38.890271

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000101161 | 0.33%                | 1.25%                | 1.52%                |
| Class ID C000102979 | 0.36%                | 1.27%                | 1.53%                |
| Class ID C000166322 | 0.38%                | 1.30%                | 1.55%                |
| Class ID C000225813 | 0.64%                | 1.34%                | 1.41%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-222506.97              | $-78370.26                                 |
| Month 2  | $1452256.25              | $1387540.47                                |
| Month 3  | $-1314546.09             | $3797233.94                                |

**Designated Index Information**

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

- **Index Identifier:** JPRGBIGBLDIV

### Schedule of Portfolio Investments

| Name                                     | Title                                               | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |      Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   | Fair Value Level   | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| AGILE GROUP HOLDINGS LTD                 | AGILE GROUP HOLDINGS LTD                            | CUSIP: BK1999766<br>LEI: 549300ZRISRT38EEYY07 | Long             | DBT              | CORP              | KY        |       540000 | PA      | $28046.28     | 0.01%             | 2025-01-02      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| ASIAN INFRASTRUCTURE INV                 | ASIAN INFRASTRUCTURE INVESTMENT BANK/THE            | CUSIP: ZD2723355<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | CORP              | N/A       |     97000000 | PA      | $1087040.14   | 0.28%             | 2029-03-01      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| BENIN INTL GOV BOND                      | BENIN GOVERNMENT INTERNATIONAL BOND                 | CUSIP: ZF7641839<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |       914000 | PA      | $950783.03    | 0.24%             | 2038-02-13      | Fixed         | 7.96%                 | 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      | $399962.19    | 0.10%             |  |  |  | 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      | $240176.00    | 0.06%             |  |  |  | Yes           | N/A                | On Loan: No      |
| BONOS TESORERIA PESOS 144A               | BONOS DE LA TESORERIA DE LA REPUBLICA EN PESOS      | CUSIP: AT3408966<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   3215000000 | PA      | $3508387.84   | 0.90%             | 2030-09-01      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| BONOS TESORERIA PESOS 144A               | BONOS DE LA TESORERIA DE LA REPUBLICA EN PESOS      | CUSIP: ZH7377901<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   2020000000 | PA      | $2315232.49   | 0.60%             | 2034-10-01      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| BONOS TESORERIA PESOS 144A               | BONOS DE LA TESORERIA DE LA REPUBLICA EN PESOS      | CUSIP: BQ3398386<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    900000000 | PA      | $1007015.12   | 0.26%             | 2028-10-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| BONOS TESORERIA PESOS 144A               | BONOS DE LA TESORERIA DE LA REPUBLICA EN PESOS      | CUSIP: ZJ9151649<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    295000000 | PA      | $326552.60    | 0.08%             | 2037-11-01      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| NOTA DO TESOURO NACIONAL                 | BRAZIL NOTAS DO TESOURO NACIONAL SERIE F            | CUSIP: JV5341526<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     18975000 | PA      | $3356945.60   | 0.86%             | 2027-01-01      | Fixed         | 10.00%                | 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        |     85501000 | PA      | $13753138.74  | 3.54%             | 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        |     41851000 | PA      | $7084623.74   | 1.82%             | 2029-01-01      | Fixed         | 10.00%                | No            | 2                  | On Loan: No      |
| BRAZIL NTN-F                             | BRAZIL NOTAS DO TESOURO NACIONAL SERIE F            | CUSIP: ZF1603256<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     36176000 | PA      | $5430974.36   | 1.40%             | 2035-01-01      | Fixed         | 10.00%                | No            | 2                  | On Loan: No      |
| NOTA DO TESOURO NACIONAL                 | BRAZIL NOTAS DO TESOURO NACIONAL SERIE F            | CUSIP: BT2749815<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |      4502000 | PA      | $695025.90    | 0.18%             | 2033-01-01      | Fixed         | 10.00%                | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC             | BRL IRS 01/04/2027  REC FIX MSLN                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | US        |            1 | NC      | $-186630.87   | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                       | BRL IRS 01/04/2027 REC FIX GSIL_C                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DIR              | CORP              | US        |            1 | NC      | $-62609.37    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC             | BRL IRS 01/04/2027 REC FIX MSLN                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | US        |            1 | NC      | $-207490.34   | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC             | BRL IRS 1/4/2027 REC FIX MSLN                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | US        |            1 | NC      | $-144747.05   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| THE BANK OF NEW YORK MELLON              | BRL/USD FWD 20260303 IRVTGB2X                       | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              | CORP              | BR        |            1 | NC      | $-11967.93    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| SOCIETE GENERALE                         | BRL/USD FWD 20260303 SOGEFRPP                       | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              | CORP              | BR        |            1 | NC      | $-28386.48    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                             | CAD/USD FWD 20260126 CITIGB2L                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | CA        |            1 | NC      | $25658.30     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC             | CAD/USD FWD 20260126 MSLNGB2X                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | CA        |            1 | NC      | $-37452.50    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| BNP PARIBAS SECURITIES CORP              | CHF/USD FWD 20260123 BNPAFRPP                       | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | CH        |            1 | NC      | $-9644.26     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                     | CHF/USD FWD 20260123 CHASGB2L                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | CH        |            1 | NC      | $-10513.66    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CHINA GOVERNMENT BOND                    | CHINA GOVERNMENT BOND                               | CUSIP: YL3550685<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     36410000 | PA      | $5202084.50   | 1.34%             | 2035-08-25      | Fixed         | 1.83%                 | No            | 2                  | On Loan: No      |
| CHINA GOVERNMENT BOND                    | CHINA GOVERNMENT BOND                               | CUSIP: YM0865548<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     13100000 | PA      | $1758238.84   | 0.45%             | 2045-07-15      | Fixed         | 1.92%                 | No            | 2                  | On Loan: No      |
| CHINA GOVERNMENT BOND                    | CHINA GOVERNMENT BOND                               | CUSIP: ZQ5976324<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     17050000 | PA      | $2597906.60   | 0.67%             | 2029-11-21      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| CHINA GOVERNMENT BOND                    | CHINA GOVERNMENT BOND                               | CUSIP: YO4233855<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     10600000 | PA      | $1501551.69   | 0.39%             | 2032-05-15      | Fixed         | 1.57%                 | No            | 2                  | On Loan: No      |
| CHINA GOVERNMENT BOND                    | CHINA GOVERNMENT BOND                               | CUSIP: YL3550065<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     12300000 | PA      | $1716177.46   | 0.44%             | 2055-08-25      | Fixed         | 2.15%                 | No            | 2                  | On Loan: No      |
| CITIGROUP GLOB MKT CB 0% 2/26            | CITIGROUP GLOBAL MARKETS HOLDINGS INC/UNITED STATES | CUSIP: ZL3668817<br>LEI: 82VOJDD5PTRDMVVMGV31 | Long             | DBT              | CORP              | US        |      3000000 | PA      | $382535.00    | 0.10%             | 2026-02-26      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                     | CLP/USD FWD 20260206 CHASGB2L                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | CL        |            1 | NC      | $391.63       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                             | CLP/USD FWD 20260206 CITIGB2L                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | CL        |            1 | NC      | $15326.34     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC SECURITIES INC                      | CLP/USD FWD 20260206 MRMDUS33                       | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | CL        |            1 | NC      | $-12064.69    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| RBC DOMINION SECURITIES INC              | CLP/USD FWD 20260206 ROYCGB2L                       | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | CL        |            1 | NC      | $132363.72    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| TORONTO DOMINION SECURITIES              | CLP/USD FWD 20260206 TDOMCATT                       | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | N/A              | DFE              | CORP              | CL        |            1 | NC      | $78338.95     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                      | CME - MXN IRS 1/24/35 PAY FIX_C                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |            1 | NC      | $-193982.67   | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                      | CME - MXN IRS 11/15/29 REC FIX GSIL_C               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |            1 | NC      | $186757.83    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| NATWEST BANK PLC                         | CNH/USD FWD 20260313 RBOSGB2R                       | CUSIP: 000000000<br>LEI: 213800IBT39XQ9C4CP71 | N/A              | DFE              | CORP              | CN        |            1 | NC      | $-5811.56     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| SOCIETE GENERALE                         | CNH/USD FWD 20260313 SOGEFRPP                       | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              | CORP              | CN        |            1 | NC      | $21477.40     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| BNP PARIBAS SECURITIES CORP              | CNY IRS 3/25/32 REC FIX_C                           | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DIR              | CORP              | US        |            1 | NC      | $-1495.84     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| COLOMBIA                                 | COLOMBIAN TES                                       | CUSIP: EK6999263<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  18330000000 | PA      | $3987320.05   | 1.03%             | 2030-09-18      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| TITULOS DE TESORERIA                     | COLOMBIAN TES                                       | CUSIP: YM8536158<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   5550000000 | PA      | $1368441.89   | 0.35%             | 2035-01-24      | Fixed         | 11.75%                | No            | 2                  | On Loan: No      |
| COLOMBIA                                 | COLOMBIAN TES                                       | CUSIP: BN5058530<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   3889000000 | PA      | $657691.70    | 0.17%             | 2036-07-09      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| COLOMBIA                                 | COLOMBIAN TES                                       | CUSIP: YP3932751<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   9588200000 | PA      | $2489408.34   | 0.64%             | 2040-11-28      | Fixed         | 12.75%                | No            | 2                  | On Loan: No      |
| COLOMBIA                                 | COLOMBIAN TES                                       | CUSIP: ZM3975335<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   5212000000 | PA      | $1398528.49   | 0.36%             | 2033-02-09      | Fixed         | 13.25%                | No            | 2                  | On Loan: No      |
| COLOMBIA                                 | COLOMBIAN TES                                       | CUSIP: YW3418426<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   6600000000 | PA      | $1559349.76   | 0.40%             | 2046-07-25      | Fixed         | 11.50%                | No            | 2                  | On Loan: No      |
| COLOMBIA                                 | COLOMBIAN TES                                       | CUSIP: EJ5096460<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   2620600000 | PA      | $606759.88    | 0.16%             | 2028-04-28      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| COLOMBIA GREEN                           | COLOMBIAN TES                                       | CUSIP: BR7105587<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  28177900000 | PA      | $5833305.29   | 1.50%             | 2031-03-26      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                     | COP/USD FWD 20260306 CHASGB2L                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | CO        |            1 | NC      | $2057.41      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| RBC DOMINION SECURITIES INC              | COP/USD FWD 20260306 ROYCGB2L                       | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | CO        |            1 | NC      | $-2072.12     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                       | COP/USD FWD 20260306 UBSWGB2L                       | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | CO        |            1 | NC      | $-4.00        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| WELLS FARGO SECURITIES, LLC.             | COP/USD FWD 20260306 WFBIUS6W                       | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | N/A              | DFE              | CORP              | CO        |            1 | NC      | $1861.16      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CZECH REPUBLIC                           | CZECH REPUBLIC GOVERNMENT BOND                      | CUSIP: AP5145606<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    359350000 | PA      | $14726868.83  | 3.79%             | 2033-10-13      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| CZECH REPUBLIC                           | CZECH REPUBLIC GOVERNMENT BOND                      | CUSIP: ZI2447426<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |     84150000 | PA      | $4137278.61   | 1.07%             | 2032-11-11      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                     | CZK/USD FWD 20260116 CHASGB2L                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | CZ        |            1 | NC      | $23530.69     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| DEUTSCHE BANK                            | CZK/USD FWD 20260116 DEUTGB2L                       | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | CZ        |            1 | NC      | $25993.76     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC SECURITIES INC                      | CZK/USD FWD 20260116 MRMDUS33                       | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | CZ        |            1 | NC      | $45558.71     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC             | CZK/USD FWD 20260116 MSLNGB2X                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | CZ        |            1 | NC      | $-122109.37   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| RBC DOMINION SECURITIES INC              | CZK/USD FWD 20260116 ROYCGB2L                       | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | CZ        |            1 | NC      | $-5397.75     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC          | CZK/USD FWD 20260116 SBOSGB2X                       | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | CZ        |            1 | NC      | $8389.96      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                       | CZK/USD FWD 20260116 UBSWGB2L                       | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | CZ        |            1 | NC      | $-14229.01    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| DOMINICAN REPUBLIC 144A                  | DOMINICAN REPUBLIC INTERNATIONAL BOND               | CUSIP: 25714PFA1<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     44800000 | PA      | $773681.68    | 0.20%             | 2036-06-01      | Fixed         | 10.75%                | No            | 2                  | On Loan: No      |
| Barclays Bank PLC - Wholesale (SING)     | EGP/USD FWD 20260115 BARCGB5G                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | EG        |            1 | NC      | $1157.99      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                             | EGP/USD FWD 20260115 CITIGB2L                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | EG        |            1 | NC      | $46111.70     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| STANDARD CHARTERED SECURITIES            | EGP/USD FWD 20260115 SCBLGB2L                       | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | EG        |            1 | NC      | $22636.87     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| SOCIETE GENERALE                         | EGP/USD FWD 20260115 SOGEFRPP                       | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              | CORP              | EG        |            1 | NC      | $-7392.21     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| EGYPT TREASURY BILL                      | EGYPT TREASURY BILLS                                | CUSIP: YP6730806<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     33000000 | PA      | $643868.58    | 0.17%             | 2026-04-21      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| EGYPT T BILL                             | EGYPT TREASURY BILLS                                | CUSIP: YQ3569791<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     53500000 | PA      | $1068081.27   | 0.28%             | 2026-03-17      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                     | EUR/USD FWD 20260220 CHASGB2L                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-2724.48     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC             | EUR/USD FWD 20260220 MSLNGB2X                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-2095.68     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| RBC DOMINION SECURITIES INC              | EUR/USD FWD 20260220 ROYCGB2L                       | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-2861.31     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| TORONTO DOMINION SECURITIES              | EUR/USD FWD 20260220 TDOMCATT                       | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-20176.90    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| OEH6 EURO-BOBL FUTURE  MAR26             | EURO-BOBL FUTURE  MAR26                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |           -3 | NC      | $1693.34      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| OEH6 EURO-BOBL FUTURE  MAR26             | EURO-BOBL FUTURE  MAR26                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |          -70 | NC      | $39511.24     | 0.01%             |  |  |  | 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        |           -5 | NC      | $5446.01      | 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        |          -20 | NC      | $21784.04     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| EUROPEAN BK RECON & DEV                  | EUROPEAN BANK FOR RECONSTRUCTION & DEVELOPMENT      | CUSIP: YU0074481<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | N/A       |    113800000 | PA      | $1236406.32   | 0.32%             | 2036-10-03      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| EUROPEAN BK RECON & DEV                  | EUROPEAN BANK FOR RECONSTRUCTION & DEVELOPMENT      | CUSIP: YS4327138<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | N/A       |     75200000 | PA      | $835038.77    | 0.22%             | 2032-01-13      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| DEUTSCHE BANK                            | FXO EUR PUT/BRL CALL 6.415 2/25/26 DEUT             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |            1 | NC      | $61793.78     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| NOMURA SECURITIES INTL INC               | FXO EUR PUT/USD CALL 1.1378 01/05/2026 NOMA         | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | N/A              | DFE              | CORP              | US        |            1 | NC      | $1.01         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE       | FXO USD CALL/CAD PUT 1.386 01/29/2026 CIBC          | CUSIP: 000000000<br>LEI: 2IGI19DL77OX0HC3ZE78 | N/A              | DFE              | CORP              | US        |            1 | NC      | $6105.43      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                             | FXO USD PUT/INR CALL AT 89.5575 2/24/26 CITI        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |            1 | NC      | $6084.11      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| NOMURA SECURITIES INTL INC               | FXO USD PUT/JPY CALL 152.4 02/19/2026 NOMA          | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | N/A              | DFE              | CORP              | US        |            1 | NC      | $28041.75     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| BNP PARIBAS SECURITIES CORP              | GBP/USD FWD 20260220 BNPAFRPP                       | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | GB        |            1 | NC      | $-85616.60    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                     | GBP/USD FWD 20260220 CHASGB2L                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | GB        |            1 | NC      | $40184.43     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC             | GBP/USD FWD 20260220 MSLNGB2X                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | GB        |            1 | NC      | $16804.97     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| RBC DOMINION SECURITIES INC              | GBP/USD FWD 20260220 ROYCGB2L                       | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | GB        |            1 | NC      | $-5601.16     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS FIN C INTL CB 0 03/15/2027 | GOLDMAN SACHS FINANCE CORP INTERNATIONAL LTD        | CUSIP: ZD4389940<br>LEI: 549300KQWCT26VXWW684 | Long             | DBT              | CORP              | JE        |       500000 | PA      | $817639.72    | 0.21%             | 2027-03-15      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| HTA GROUP LTD CB 2.875% 03/27 CVT        | HTA GROUP LTD/MAURITIUS                             | CUSIP: BO5266180<br>LEI: 213800WEFU8O8X6EPU13 | Long             | DBT              | CORP              | MU        |       800000 | PA      | $819600.27    | 0.21%             | 2027-03-18      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| Barclays Bank PLC - Wholesale (SING)     | HUF/USD FWD 20260116 BARCGB5G                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | HU        |            1 | NC      | $3296.88      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                          | HUF/USD FWD 20260116 BOFAUS6N                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | HU        |            1 | NC      | $35153.15     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| DEUTSCHE BANK                            | HUF/USD FWD 20260116 DEUTGB2L                       | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | HU        |            1 | NC      | $-55516.04    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| HSBC SECURITIES INC                      | HUF/USD FWD 20260116 MRMDUS33                       | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | HU        |            1 | NC      | $-70682.62    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                          | HUF/USD FWD 20260213 BOFAUS6N                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | HU        |            1 | NC      | $-83394.29    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                     | HUF/USD FWD 20260213 CHASGB2L                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | HU        |            1 | NC      | $3818.17      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                       | HUF/USD FWD 20260213 UBSWGB2L                       | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | HU        |            1 | NC      | $-1765.55     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| HUNGARY                                  | HUNGARY GOVERNMENT BOND                             | CUSIP: AR0226704<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    217910000 | PA      | $442574.79    | 0.11%             | 2038-10-27      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| HUNGARY GOVERNMENT BOND                  | HUNGARY GOVERNMENT BOND                             | CUSIP: ZO9985268<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   1643150000 | PA      | $3782077.76   | 0.97%             | 2033-04-20      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| HUNGARY                                  | HUNGARY GOVERNMENT BOND                             | CUSIP: BT4398900<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   2124640000 | PA      | $6273859.81   | 1.62%             | 2028-03-23      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| HUNGARY                                  | HUNGARY GOVERNMENT BOND                             | CUSIP: BT4396433<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   1834000000 | PA      | $5058865.12   | 1.30%             | 2032-11-24      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| N/A                                      | ICE_CDX EM CDSI S42 5Y 12/20/2029                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |            1 | NC      | $-1245.04     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                      | ICE_CDX EM CDSI S43 5Y 06/20/2030 BARC              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |            1 | NC      | $13402.49     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                     | IDR/USD FWD 20260115 CHASGB2L                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | ID        |            1 | NC      | $1775.47      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                             | IDR/USD FWD 20260115 CITIGB2L                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | ID        |            1 | NC      | $-125.61      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| DEUTSCHE BANK                            | IDR/USD FWD 20260115 DEUTGB2L                       | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | ID        |            1 | NC      | $-5825.13     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC             | IDR/USD FWD 20260115 MSLNGB2X                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | ID        |            1 | NC      | $1516.52      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| STANDARD CHARTERED SECURITIES            | IDR/USD FWD 20260115 SCBLGB2L                       | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | ID        |            1 | NC      | $-386.95      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| INDIA GOVERNMENT BOND                    | INDIA GOVERNMENT BOND                               | CUSIP: ZM7643111<br>LEI: 335800IV7VCDQGIOI391 | Long             | DBT              | NUSS              | IN        |    535000000 | PA      | $6169628.28   | 1.59%             | 2033-02-06      | Fixed         | 7.26%                 | No            | 2                  | On Loan: No      |
| INDIA                                    | INDIA GOVERNMENT BOND                               | CUSIP: BM1186626<br>LEI: 335800IV7VCDQGIOI391 | Long             | DBT              | NUSS              | IN        |    271020000 | PA      | $2818325.09   | 0.73%             | 2050-12-17      | Fixed         | 6.67%                 | No            | 2                  | On Loan: No      |
| INDIA                                    | INDIA GOVERNMENT BOND                               | CUSIP: ZJ8780851<br>LEI: 335800IV7VCDQGIOI391 | Long             | DBT              | NUSS              | IN        |    158080000 | PA      | $1803562.66   | 0.46%             | 2037-07-24      | Fixed         | 7.18%                 | No            | 2                  | On Loan: No      |
| INDIA                                    | INDIA GOVERNMENT BOND                               | CUSIP: BY8961033<br>LEI: 335800IV7VCDQGIOI391 | Long             | DBT              | NUSS              | IN        |     76570000 | PA      | $858790.31    | 0.22%             | 2052-09-12      | Fixed         | 7.36%                 | No            | 2                  | On Loan: No      |
| INDIA                                    | INDIA GOVERNMENT BOND                               | CUSIP: YW7593752<br>LEI: 335800IV7VCDQGIOI391 | Long             | DBT              | NUSS              | IN        |    183290000 | PA      | $1996567.71   | 0.51%             | 2054-08-05      | Fixed         | 7.09%                 | No            | 2                  | On Loan: No      |
| INDIA                                    | INDIA GOVERNMENT BOND                               | CUSIP: BY4725150<br>LEI: 335800IV7VCDQGIOI391 | Long             | DBT              | NUSS              | IN        |    142150000 | PA      | $1637077.05   | 0.42%             | 2032-08-22      | Fixed         | 7.26%                 | No            | 2                  | On Loan: No      |
| INDIA GOVERNMENT BOND                    | INDIA GOVERNMENT BOND                               | CUSIP: YO0526393<br>LEI: 335800IV7VCDQGIOI391 | Long             | DBT              | NUSS              | IN        |    149210000 | PA      | $1631653.45   | 0.42%             | 2035-05-05      | Fixed         | 6.33%                 | No            | 2                  | On Loan: No      |
| INDONESIA GOVERNMENT                     | INDONESIA TREASURY BOND                             | CUSIP: BQ3771400<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  48195000000 | PA      | $2898017.24   | 0.75%             | 2027-04-15      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| INDONESIA                                | INDONESIA TREASURY BOND                             | CUSIP: AF1743877<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  46835000000 | PA      | $3262022.64   | 0.84%             | 2036-05-15      | Fixed         | 8.25%                 | No            | 2                  | On Loan: No      |
| INDONESIA                                | INDONESIA TREASURY BOND                             | CUSIP: ZQ4375866<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 100693000000 | PA      | $6609574.08   | 1.70%             | 2040-04-15      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| INDONESIA                                | INDONESIA TREASURY BOND                             | CUSIP: BQ3772713<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  42250000000 | PA      | $2599965.64   | 0.67%             | 2032-04-15      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| INDONESIA                                | INDONESIA TREASURY BOND                             | CUSIP: UV4168299<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  46007000000 | PA      | $3135358.72   | 0.81%             | 2031-05-15      | Fixed         | 8.75%                 | No            | 2                  | On Loan: No      |
| INDONESIA                                | INDONESIA TREASURY BOND                             | CUSIP: EJ3390386<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 120446000000 | PA      | $7501166.12   | 1.93%             | 2033-05-15      | Fixed         | 6.62%                 | No            | 2                  | On Loan: No      |
| INDONESIA GOVERNMENT                     | INDONESIA TREASURY BOND                             | CUSIP: AZ8693857<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  95070000000 | PA      | $6023066.68   | 1.55%             | 2030-09-15      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| INDONESIA                                | INDONESIA TREASURY BOND                             | CUSIP: ZI4194448<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  30245000000 | PA      | $1882828.25   | 0.48%             | 2034-02-15      | Fixed         | 6.62%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS SECURITIES CORP              | INR/USD FWD 20260109 BNPAFRPP                       | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | IN        |            1 | NC      | $-92099.03    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                     | INR/USD FWD 20260109 CHASGB2L                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | IN        |            1 | NC      | $-8064.73     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                             | INR/USD FWD 20260109 CITIGB2L                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | IN        |            1 | NC      | $-32531.78    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| DEUTSCHE BANK                            | INR/USD FWD 20260109 DEUTGB2L                       | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | IN        |            1 | NC      | $4262.90      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC SECURITIES INC                      | INR/USD FWD 20260109 MRMDUS33                       | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | IN        |            1 | NC      | $-15824.99    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| RBC DOMINION SECURITIES INC              | INR/USD FWD 20260109 ROYCGB2L                       | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | IN        |            1 | NC      | $-10010.20    | -0.00%            |  |  |  | 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      | $-1156.85     | -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      | $3559.47      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| INTER-AMERICAN DEVEL BK                  | INTER-AMERICAN DEVELOPMENT BANK                     | CUSIP: ZH0461629<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | CORP              | N/A       |    195000000 | PA      | $2214914.79   | 0.57%             | 2030-10-06      | Fixed         | 7.35%                 | No            | 2                  | On Loan: No      |
| INTL BK RECON & DEVELOP                  | INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT | CUSIP: ZK0871929<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | N/A       |     74100000 | PA      | $816147.02    | 0.21%             | 2030-04-17      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| INTL BK RECON & DEVELOP                  | INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT | CUSIP: ZF7294944<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | N/A       |     97000000 | PA      | $1083132.89   | 0.28%             | 2030-02-06      | Fixed         | 6.89%                 | No            | 2                  | On Loan: No      |
| INTL BK RECON & DEVELOP                  | INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT | CUSIP: BN8716951<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | N/A       |  22000000000 | PA      | $1318562.14   | 0.34%             | 2026-02-09      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| INTL FINANCE CORP                        | INTERNATIONAL FINANCE CORP                          | CUSIP: BO1963327<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | CORP              | N/A       |   5750000000 | PA      | $1492037.06   | 0.38%             | 2026-02-26      | Fixed         | 3.59%                 | No            | 2                  | On Loan: No      |
| IPOTEKA-BANK ATIB                        | IPOTEKA-BANK ATIB                                   | CUSIP: YK5636948<br>LEI: 213800UWVX5JSNXJS434 | Long             | DBT              | CORP              | UZ        |   6400000000 | PA      | $535932.76    | 0.14%             | 2028-10-09      | Fixed         | 17.50%                | No            | 2                  | On Loan: No      |
| IVORY COAST 144A                         | IVORY COAST GOVERNMENT INTERNATIONAL BOND           | CUSIP: 221625AT3<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |       790000 | PA      | $854320.22    | 0.22%             | 2033-01-30      | Fixed         | 7.62%                 | No            | 2                  | On Loan: No      |
| RBC DOMINION SECURITIES INC              | JPY/USD FWD 20260123 ROYCGB2L                       | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | JP        |            1 | NC      | $469.77       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| SOCIETE GENERALE                         | KZT/USD FWD 20260306 SOGEFRPP                       | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              | CORP              | KZ        |            1 | NC      | $65990.91     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                      | LCH - CNY IRS 12/19/29 REC FIX BOFA_C               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |            1 | NC      | $-5216.38     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                      | LCH - CNY IRS 4/2/30 REC FIX_C                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |            1 | NC      | $1045.88      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                      | LCH - CNY IRS 9/8/30 REC FIX_C                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |            1 | NC      | $8281.80      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                      | LCH - INR IRS 1/6/30 REC FIX DEUT_C                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |            1 | NC      | $33601.86     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                      | LCH - INR IRS 11/5/29 REC FIX NBIL_C                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |            1 | NC      | $30610.29     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                      | LCH - INR IRS 11/5/34 REC FIX GSIL_C                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |            1 | NC      | $15546.57     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                      | LCH - INR IRS 2/4/30 REC FIX_C                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |            1 | NC      | $11576.69     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                      | LCH - INR IRS 2/4/35 REC FIX_C                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |            1 | NC      | $-1219.40     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                      | LCH - INR IRS 6/20/31 REC FIX CHAS                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |            1 | NC      | $24319.35     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                      | LCH - INR IRS 9/3/29 REC FIX MSLN                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |            1 | NC      | $7326.15      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                      | LCH - PLN IRS 5/9/28 REC FIX BOFA                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |            1 | NC      | $114938.59    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                      | LCH-CNY IRS 12/5/30 REC FIX SOGE_C                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |            1 | NC      | $4720.45      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                      | LCH-INR IRS 10/6/32 REC FIX CHAS_C                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |            1 | NC      | $-21047.34    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                      | LCH-INR IRS 12/8/32 REC FIX GSIL_C                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |            1 | NC      | $-19608.64    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                      | LCH-INR IRS 7/1/32 REC FIX BARC_C                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |            1 | NC      | $-7685.15     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                      | LCH-INR IRS 9/29/32 REC FIX CITI_C                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |            1 | NC      | $-18268.63    | -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      | $-21375.53    | -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      | $-20607.13    | -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      | $-66123.18    | -0.02%            |  |  |  | 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      | $-65806.70    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                      | LCH-PLN IRS 9/29/32 PAY FIX BARC_C                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |            1 | NC      | $-24256.35    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                      | LCH-USD ZCIS 12/1/35 REC CPI TDOM_C                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DO               | CORP              | US        |            1 | NC      | $-130.72      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                      | LCH-USD ZCIS 12/9/35 REC CPI TDOM_C                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DO               | CORP              | US        |            1 | NC      | $-15375.37    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MALAYSIA                                 | MALAYSIA GOVERNMENT BOND                            | CUSIP: EI2160261<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     13100000 | PA      | $3387045.67   | 0.87%             | 2030-04-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| MALAYSIA                                 | MALAYSIA GOVERNMENT BOND                            | CUSIP: EJ8543401<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     16161000 | PA      | $4527969.40   | 1.17%             | 2043-09-30      | Fixed         | 4.93%                 | No            | 2                  | On Loan: No      |
| MALAYSIA GOVERNMENT                      | MALAYSIA GOVERNMENT BOND                            | CUSIP: AS4638860<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     27778000 | PA      | $7399104.60   | 1.91%             | 2033-11-07      | Fixed         | 4.64%                 | No            | 2                  | On Loan: No      |
| MALAYSIA                                 | MALAYSIA GOVERNMENT BOND                            | CUSIP: BJ9810216<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     11339000 | PA      | $2835997.44   | 0.73%             | 2050-06-15      | Fixed         | 4.07%                 | No            | 2                  | On Loan: No      |
| MALAYSIA                                 | MALAYSIA GOVERNMENT BOND                            | CUSIP: YO3740777<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     14747000 | PA      | $3654811.28   | 0.94%             | 2030-05-15      | Fixed         | 3.34%                 | No            | 2                  | On Loan: No      |
| MALAYSIA                                 | MALAYSIA GOVERNMENT BOND                            | CUSIP: ZQ6789759<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     16345000 | PA      | $4023528.77   | 1.04%             | 2040-05-22      | Fixed         | 3.76%                 | No            | 2                  | On Loan: No      |
| MEXICO                                   | MEXICAN BONOS                                       | CUSIP: YR0988158<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    204393000 | PA      | $11390127.30  | 2.93%             | 2030-02-28      | Fixed         | 8.50%                 | No            | 2                  | On Loan: No      |
| MEXICO                                   | MEXICAN BONOS                                       | CUSIP: EI8047355<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     40169000 | PA      | $2151025.20   | 0.55%             | 2031-05-29      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| MEX BONOS DESARR FIX RT                  | MEXICAN BONOS                                       | CUSIP: ZN7935812<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     72850000 | PA      | $3763615.87   | 0.97%             | 2033-05-26      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| MEXICO                                   | MEXICAN BONOS                                       | CUSIP: EH6944449<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     96258000 | PA      | $5015896.23   | 1.29%             | 2038-11-18      | Fixed         | 8.50%                 | No            | 2                  | On Loan: No      |
| MEXICO                                   | MEXICAN BONOS                                       | CUSIP: BX4963407<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     67696000 | PA      | $3204866.61   | 0.83%             | 2053-07-31      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| MEXICO                                   | MEXICAN BONOS                                       | CUSIP: YJ7057260<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     33224000 | PA      | $1569469.58   | 0.40%             | 2055-04-29      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| MEXICO                                   | MEXICAN BONOS                                       | CUSIP: EK1693424<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    101605000 | PA      | $5240652.00   | 1.35%             | 2034-11-23      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| MEXICO UDI INFL INDX                     | MEXICAN UDIBONOS                                    | CUSIP: BN8404384<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     34148729 | PA      | $1716944.52   | 0.44%             | 2031-11-27      | Fixed         | 2.75%                 | 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      | $-65366.48    | -0.02%            |  |  |  | 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      | $125712.80    | 0.03%             |  |  |  | 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      | $66228.20     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                             | MXN/USD FWD 20260116 CITIGB2L                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | MX        |            1 | NC      | $47029.55     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC SECURITIES INC                      | MXN/USD FWD 20260116 MRMDUS33                       | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | MX        |            1 | NC      | $579.03       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| RBC DOMINION SECURITIES INC              | MXN/USD FWD 20260116 ROYCGB2L                       | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | MX        |            1 | NC      | $10807.75     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                     | MYR/USD FWD 20260309 CHASGB2L                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | MY        |            1 | NC      | $74641.10     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC SECURITIES INC                      | MYR/USD FWD 20260309 MRMDUS33                       | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | MY        |            1 | NC      | $29694.81     | 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      | $153978.67    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| NATIONAL BANK OF UZBEKIS                 | NATIONAL BANK OF UZBEKISTAN                         | CUSIP: YX9828980<br>LEI: 253400TZJ7T1YULTGN68 | Long             | DBT              | NUSS              | UZ        |      1090000 | PA      | $1165431.50   | 0.30%             | 2029-07-05      | Fixed         | 8.50%                 | No            | 2                  | On Loan: No      |
| CITIBANK N A                             | NGN/USD FWD 20260107 CITIGB2L                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | NG        |            1 | NC      | $115487.66    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC SECURITIES INC                      | NGN/USD FWD 20260107 MRMDUS33                       | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | NG        |            1 | NC      | $-2866.84     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| STANDARD CHARTERED SECURITIES            | NGN/USD FWD 20260107 SCBLGB2L                       | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | NG        |            1 | NC      | $9133.90      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                             | NGN/USD FWD 20260410 CITIGB2L                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | NG        |            1 | NC      | $41384.47     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC SECURITIES INC                      | NGN/USD FWD 20260410 MRMDUS33                       | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | NG        |            1 | NC      | $9907.73      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| NIGERIA T BILL                           | NIGERIA OMO BILL                                    | CUSIP: YJ4147502<br>LEI: 549300G1JG004Y3K8S97 | Long             | DBT              | NUSS              | NG        |   1573000000 | PA      | $1019501.89   | 0.26%             | 2026-05-05      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| NIGERIA T-BILL                           | NIGERIA OMO BILL                                    | CUSIP: YN0266430<br>LEI: 549300G1JG004Y3K8S97 | Long             | DBT              | NUSS              | NG        |   1375000000 | PA      | $941537.06    | 0.24%             | 2026-01-20      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| CITIBANK N A                             | PEN/USD FWD 20260109 CITIGB2L                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | PE        |            1 | NC      | $-568.23      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| STANDARD CHARTERED SECURITIES            | PEN/USD FWD 20260109 SCBLGB2L                       | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | PE        |            1 | NC      | $18359.79     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| WELLS FARGO SECURITIES, LLC.             | PEN/USD FWD 20260109 WFBIUS6W                       | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | N/A              | DFE              | CORP              | PE        |            1 | NC      | $-10458.20    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| PERU                                     | PERU GOVERNMENT BOND                                | CUSIP: AO4008642<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     14778000 | PA      | $4744701.30   | 1.22%             | 2032-08-12      | Fixed         | 6.15%                 | No            | 2                  | On Loan: No      |
| PERU                                     | PERUVIAN GOVERNMENT INTERNATIONAL BOND              | CUSIP: EG6623797<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      1510000 | PA      | $470250.91    | 0.12%             | 2037-08-12      | Fixed         | 6.90%                 | No            | 2                  | On Loan: No      |
| PERU 144A                                | PERUVIAN GOVERNMENT INTERNATIONAL BOND              | CUSIP: 715638FB3<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     10038000 | PA      | $3220319.51   | 0.83%             | 2035-08-12      | Fixed         | 6.85%                 | No            | 2                  | On Loan: No      |
| PETROLEOS MEXICANOS SR 14-2              | PETROLEOS MEXICANOS                                 | CUSIP: EK6310859<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     12010000 | PA      | $661231.68    | 0.17%             | 2026-11-12      | Fixed         | 7.47%                 | No            | 2                  | On Loan: No      |
| PHILIPPINES                              | PHILIPPINE GOVERNMENT BOND                          | CUSIP: ZF4229844<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    167830000 | PA      | $2902591.16   | 0.75%             | 2034-01-25      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| PHILIPPINES                              | PHILIPPINE GOVERNMENT BOND                          | CUSIP: ZJ9336752<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    144010000 | PA      | $2508794.76   | 0.65%             | 2030-07-27      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                          | PHP/USD FWD 20260306 BOFAUS6N                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | PH        |            1 | NC      | $-852.88      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                     | PHP/USD FWD 20260306 CHASGB2L                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | PH        |            1 | NC      | $-1811.28     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| DEUTSCHE BANK                            | PHP/USD FWD 20260306 DEUTGB2L                       | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | PH        |            1 | NC      | $-901.52      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| RBC DOMINION SECURITIES INC              | PHP/USD FWD 20260306 ROYCGB2L                       | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | PH        |            1 | NC      | $-3073.85     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| STANDARD CHARTERED SECURITIES            | PHP/USD FWD 20260306 SCBLGB2L                       | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | PH        |            1 | NC      | $-8475.05     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank PLC - Wholesale (SING)     | PLN/USD FWD 20260213 BARCGB5G                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | PL        |            1 | NC      | $-7116.39     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE       | PLN/USD FWD 20260213 CIBCCATT                       | CUSIP: 000000000<br>LEI: 2IGI19DL77OX0HC3ZE78 | N/A              | DFE              | CORP              | PL        |            1 | NC      | $621.40       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| DEUTSCHE BANK                            | PLN/USD FWD 20260213 DEUTGB2L                       | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | PL        |            1 | NC      | $699.66       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| NATWEST BANK PLC                         | PLN/USD FWD 20260213 RBOSGB2R                       | CUSIP: 000000000<br>LEI: 213800IBT39XQ9C4CP71 | N/A              | DFE              | CORP              | PL        |            1 | NC      | $-90257.73    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| RBC DOMINION SECURITIES INC              | PLN/USD FWD 20260213 ROYCGB2L                       | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | PL        |            1 | NC      | $15089.19     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| REPUBLIC OF COTE D'IVOIR 144A            | REPUBLIC OF COTE D'IVOIRE                           | CUSIP: YQ7565134<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    505000000 | PA      | $918319.50    | 0.24%             | 2028-04-01      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| POLAND                                   | REPUBLIC OF POLAND GOVERNMENT BOND                  | CUSIP: ZN9554595<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      4188000 | PA      | $1247368.80   | 0.32%             | 2033-10-25      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| POLAND                                   | REPUBLIC OF POLAND GOVERNMENT BOND                  | CUSIP: EH5337827<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      5945000 | PA      | $1737398.26   | 0.45%             | 2029-04-25      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| POLAND GOVERNMENT BOND                   | REPUBLIC OF POLAND GOVERNMENT BOND                  | CUSIP: YN2882762<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |       711000 | PA      | $195739.45    | 0.05%             | 2035-10-25      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| POLAND                                   | REPUBLIC OF POLAND GOVERNMENT BOND                  | CUSIP: ZD5986595<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      9000000 | PA      | $2550940.42   | 0.66%             | 2029-07-25      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| POLAND                                   | REPUBLIC OF POLAND GOVERNMENT BOND                  | CUSIP: ZN1430620<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      7108000 | PA      | $2152528.11   | 0.55%             | 2028-07-25      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| POLAND INFL INDX                         | REPUBLIC OF POLAND GOVERNMENT BOND                  | CUSIP: YX8347198<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      3624233 | PA      | $919157.31    | 0.24%             | 2036-08-25      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| POLAND                                   | REPUBLIC OF POLAND GOVERNMENT BOND                  | CUSIP: BP9867766<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     21300000 | PA      | $5023843.05   | 1.29%             | 2032-04-25      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| POLAND                                   | REPUBLIC OF POLAND GOVERNMENT BOND                  | CUSIP: AX1032579<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     12804000 | PA      | $3382221.80   | 0.87%             | 2029-10-25      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| SOUTH AFRICA                             | REPUBLIC OF SOUTH AFRICA GOVERNMENT BOND            | CUSIP: EK7732887<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    103431000 | PA      | $6518113.71   | 1.68%             | 2035-02-28      | Fixed         | 8.88%                 | No            | 2                  | On Loan: No      |
| SOUTH AFRICA                             | REPUBLIC OF SOUTH AFRICA GOVERNMENT BOND            | CUSIP: EJ7500097<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     43554000 | PA      | $2698247.69   | 0.69%             | 2032-03-31      | Fixed         | 8.25%                 | No            | 2                  | On Loan: No      |
| SOUTH AFRICA                             | REPUBLIC OF SOUTH AFRICA GOVERNMENT BOND            | CUSIP: EJ7498649<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    147678000 | PA      | $8584973.70   | 2.21%             | 2044-01-31      | Fixed         | 8.75%                 | No            | 2                  | On Loan: No      |
| SOUTH AFRICA                             | REPUBLIC OF SOUTH AFRICA GOVERNMENT BOND            | CUSIP: EJ2359143<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    112861000 | PA      | $6576130.10   | 1.69%             | 2048-02-28      | Fixed         | 8.75%                 | No            | 2                  | On Loan: No      |
| SOUTH AFRICA                             | REPUBLIC OF SOUTH AFRICA GOVERNMENT BOND            | CUSIP: EI2585962<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     18129000 | PA      | $1071025.57   | 0.28%             | 2031-02-28      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| SOUTH AFRICA                             | REPUBLIC OF SOUTH AFRICA GOVERNMENT BOND            | CUSIP: EJ7500048<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     50229000 | PA      | $3102011.33   | 0.80%             | 2030-01-31      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| ROMANIA                                  | ROMANIA GOVERNMENT BOND                             | CUSIP: BP3061523<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      2695000 | PA      | $510874.24    | 0.13%             | 2036-04-28      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| ROMANIA GOVERNMENT BOND                  | ROMANIA GOVERNMENT BOND                             | CUSIP: ZH1927131<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     17010000 | PA      | $4010102.72   | 1.03%             | 2034-07-31      | Fixed         | 7.10%                 | No            | 2                  | On Loan: No      |
| ROMANIA GOVERNMENT BOND                  | ROMANIA GOVERNMENT BOND                             | CUSIP: YV4876673<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     16700000 | PA      | $3856913.14   | 0.99%             | 2035-04-25      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| ROMANIA                                  | ROMANIA GOVERNMENT BOND                             | CUSIP: AU3524892<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     33390000 | PA      | $7372568.91   | 1.90%             | 2029-02-12      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| ROMANIA                                  | ROMANIAN GOVERNMENT INTERNATIONAL BOND              | CUSIP: YK6552771<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       440000 | PA      | $522692.37    | 0.13%             | 2033-06-07      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| ROMANIA 144A                             | ROMANIAN GOVERNMENT INTERNATIONAL BOND              | CUSIP: YK6552730<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      1162000 | PA      | $1380383.03   | 0.36%             | 2033-06-07      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| Barclays Bank PLC - Wholesale (SING)     | RON/USD FWD 20260113 BARCGB5G                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | RO        |            1 | NC      | $13941.09     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BNP PARIBAS SECURITIES CORP              | RON/USD FWD 20260113 BNPAFRPP                       | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | RO        |            1 | NC      | $-21046.85    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                     | RON/USD FWD 20260113 CHASGB2L                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | RO        |            1 | NC      | $3892.98      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                             | RON/USD FWD 20260113 CITIGB2L                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | RO        |            1 | NC      | $51602.58     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| DEUTSCHE BANK                            | RON/USD FWD 20260113 DEUTGB2L                       | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | RO        |            1 | NC      | $-9932.13     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| HSBC SECURITIES INC                      | RON/USD FWD 20260113 MRMDUS33                       | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | RO        |            1 | NC      | $-36629.21    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| RBC DOMINION SECURITIES INC              | RON/USD FWD 20260113 ROYCGB2L                       | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | RO        |            1 | NC      | $-2475.07     | -0.00%            |  |  |  | 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      | $5749.32      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                             | RSD/USD FWD 20260213 CITIGB2L                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | RS        |            1 | NC      | $6552.47      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| DEUTSCHE BANK                            | RSD/USD FWD 20260213 DEUTGB2L                       | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | RS        |            1 | NC      | $1294.50      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| SRI LANKA GOVT BOND                      | SRI LANKA GOVERNMENT BONDS                          | CUSIP: YS1447673<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |     10233412 | PA      | $24944.37     | 0.01%             | 2042-09-15      | Floating      | 0.00%                 | No            | 3                  | On Loan: No      |
| SRI LANKA GOVT BOND                      | SRI LANKA GOVERNMENT BONDS                          | CUSIP: YS1165853<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |     10233412 | PA      | $26285.72     | 0.01%             | 2036-03-15      | Floating      | 0.00%                 | No            | 3                  | On Loan: No      |
| SRI LANKA GOVT BOND                      | SRI LANKA GOVERNMENT BONDS                          | CUSIP: YS1443839<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |     10233412 | PA      | $25434.72     | 0.01%             | 2039-09-15      | Floating      | 0.00%                 | No            | 3                  | On Loan: No      |
| SRI LANKA GOVT BOND                      | SRI LANKA GOVERNMENT BONDS                          | CUSIP: YS1448564<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |     10233412 | PA      | $24816.85     | 0.01%             | 2043-09-15      | Floating      | 0.00%                 | No            | 3                  | On Loan: No      |
| SRI LANKA GOVT BOND                      | SRI LANKA GOVERNMENT BONDS                          | CUSIP: YS1442807<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |     10233412 | PA      | $25642.12     | 0.01%             | 2038-09-15      | Floating      | 0.00%                 | No            | 3                  | On Loan: No      |
| SRI LANKA GOVT BOND                      | SRI LANKA GOVERNMENT BONDS                          | CUSIP: YS1440678<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |     10233412 | PA      | $25876.35     | 0.01%             | 2037-09-15      | Floating      | 0.00%                 | No            | 3                  | On Loan: No      |
| SRI LANKA GOVT BOND                      | SRI LANKA GOVERNMENT BONDS                          | CUSIP: YS1446519<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |     10233412 | PA      | $25088.40     | 0.01%             | 2041-09-15      | Floating      | 0.00%                 | No            | 3                  | On Loan: No      |
| SRI LANKA GOVT BOND                      | SRI LANKA GOVERNMENT BONDS                          | CUSIP: YS1444886<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |     10233412 | PA      | $25251.06     | 0.01%             | 2040-09-15      | Floating      | 0.00%                 | No            | 3                  | On Loan: No      |
| REPUBLIC OF SRI LANKA 144A               | SRI LANKA GOVERNMENT INTERNATIONAL BOND             | CUSIP: YS0765125<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |       324690 | PA      | $311709.09    | 0.08%             | 2028-04-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF SRI LANKA 144A               | SRI LANKA GOVERNMENT INTERNATIONAL BOND             | CUSIP: YS0765604<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |       592200 | PA      | $388358.70    | 0.10%             | 2038-06-15      | Variable      | 1.50%                 | No            | 2                  | On Loan: No      |
| STANDARD CHARTERED BK/LN 144A            | STANDARD CHARTERED BANK                             | CUSIP: BM6823504<br>LEI: RILFO74KP1CM8P6PCT96 | Long             | DBT              | CORP              | GB        |  46100000000 | PA      | $3057031.30   | 0.79%             | 2029-03-20      | Fixed         | 9.00%                 | No            | 2                  | On Loan: No      |
| T. Rowe Price Government Reserve Fund    | T. Rowe Price Government Reserve Fund               | CUSIP: 76105Y109<br>LEI: 5493002Y0IYARJVQ5N24 | Long             | STIV             | RF                | US        |     23018976 | NS      | $23018975.64  | 5.93%             |  |  |  | No            | 1                  | On Loan: No      |
| THAILAND                                 | THAILAND GOVERNMENT BOND                            | CUSIP: EI4240764<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |     10867000 | PA      | $387587.50    | 0.10%             | 2031-06-20      | Fixed         | 3.65%                 | No            | 2                  | On Loan: No      |
| THAILAND GOVERNMENT BOND                 | THAILAND GOVERNMENT BOND                            | CUSIP: ZJ6874573<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |     45000000 | PA      | $1482815.07   | 0.38%             | 2029-03-17      | Fixed         | 2.40%                 | No            | 2                  | On Loan: No      |
| THAILAND INFL INDX                       | THAILAND GOVERNMENT BOND                            | CUSIP: EJ5804210<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |     98746224 | PA      | $3099421.21   | 0.80%             | 2028-03-12      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| THAILAND                                 | THAILAND GOVERNMENT BOND                            | CUSIP: ZO8401234<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |     99030000 | PA      | $3068613.63   | 0.79%             | 2042-06-17      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| THAILAND                                 | THAILAND GOVERNMENT BOND                            | CUSIP: EI9595063<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    103522000 | PA      | $3775642.54   | 0.97%             | 2032-06-25      | Fixed         | 3.77%                 | No            | 2                  | On Loan: No      |
| THAILAND                                 | THAILAND GOVERNMENT BOND                            | CUSIP: QJ1898080<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |     28213000 | PA      | $1039950.61   | 0.27%             | 2036-06-17      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| THAILAND                                 | THAILAND GOVERNMENT BOND                            | CUSIP: ZF0235696<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |     33285000 | PA      | $1162178.13   | 0.30%             | 2034-06-17      | Fixed         | 2.80%                 | No            | 2                  | On Loan: No      |
| THAILAND                                 | THAILAND GOVERNMENT BOND                            | CUSIP: BK8156469<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    325717000 | PA      | $10269740.94  | 2.65%             | 2035-12-17      | Fixed         | 1.58%                 | No            | 2                  | On Loan: No      |
| THAILAND                                 | THAILAND GOVERNMENT BOND                            | CUSIP: BP2211780<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |     52920000 | PA      | $1745337.72   | 0.45%             | 2031-12-17      | Fixed         | 2.00%                 | 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      | $298.59       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC SECURITIES INC                      | THB/USD FWD 20260306 MRMDUS33                       | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | TH        |            1 | NC      | $50147.03     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                       | THB/USD FWD 20260306 UBSWGB2L                       | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | TH        |            1 | NC      | $-66249.20    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| TIMES CHINA HLDG LTD 144A                | TIMES CHINA HOLDINGS LTD                            | CUSIP: DC0403931<br>LEI: 2549000KTINB9ZPZP710 | Long             | DBT              | CORP              | KY        |        85109 | PA      | $1526.37      | 0.00%             | 2029-03-30      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| TIMES CHINA HLDG LTD 144A                | TIMES CHINA HOLDINGS LTD                            | CUSIP: DC0410548<br>LEI: 2549000KTINB9ZPZP710 | Long             | DBT              | CORP              | KY        |       315618 | PA      | $6043.15      | 0.00%             | 2032-09-30      | Fixed         | 4.20%                 | 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        |        88284 | PA      | $1641.33      | 0.00%             | 2027-03-30      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| TIMES CHINA HOLDINGS LTD                 | TIMES CHINA HOLDINGS LTD                            | CUSIP: 000000000<br>LEI: 2549000KTINB9ZPZP710 | Long             | EC               | CORP              | KY        |        52102 | NS      | $686.27       | 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        |       385755 | PA      | $4718.46      | 0.00%             | 2027-03-30      | None          | 0.00%                 | 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      | $112460.27    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                     | TRY/USD FWD 20260115 CHASGB2L                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | TR        |            1 | NC      | $21539.31     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                             | TRY/USD FWD 20260115 CITIGB2L                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | TR        |            1 | NC      | $-21532.72    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| NOMURA SECURITIES INTL INC               | TRY/USD FWD 20260115 NOMAGB2L                       | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | N/A              | DFE              | CORP              | TR        |            1 | NC      | $-25544.26    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                     | TRY/USD FWD 20260212 CHASGB2L                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | TR        |            1 | NC      | $19466.28     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| SOCIETE GENERALE                         | TRY/USD FWD 20260212 SOGEFRPP                       | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              | CORP              | TR        |            1 | NC      | $13554.10     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| TURKEY                                   | TURKIYE GOVERNMENT BOND                             | CUSIP: ZH5408328<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    216095000 | PA      | $4869664.58   | 1.25%             | 2033-10-05      | Fixed         | 26.20%                | No            | 2                  | On Loan: No      |
| TURKIYE IS BANKASI A.S                   | TURKIYE IS BANKASI AS                               | CUSIP: DA4231027<br>LEI: 789000FIRX9MDN0KTM91 | Long             | DBT              | CORP              | TR        |     75000000 | PA      | $1672088.32   | 0.43%             | 2026-02-17      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS SECURITIES CORP              | TWD/USD FWD 20260114 BNPAFRPP                       | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | TW        |            1 | NC      | $-14565.41    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UKRAINE                                  | UKRAINE GOVERNMENT BOND                             | CUSIP: ZF9816934<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     92000000 | PA      | $2152414.17   | 0.55%             | 2026-01-28      | Fixed         | 17.60%                | No            | 2                  | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                 | URUGUAY GOVERNMENT INTERNATIONAL BOND               | CUSIP: 760942BF8<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |     23294000 | PA      | $670976.79    | 0.17%             | 2033-07-20      | Fixed         | 9.75%                 | 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        |           -9 | NC      | $6483.12      | 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        |          -22 | NC      | $15847.63     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| FVH6 US 5YR NOTE (CBT) MAR26             | US 5YR NOTE (CBT) MAR26                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |         -118 | NC      | $-4339.32     | -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        |           -3 | NC      | $6464.49      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| CITIBANK N A                             | USD/BRL FWD 20260303 CITIGB2L                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-66531.57    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                       | USD/BRL FWD 20260303 GSILGB2X                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-5510.48     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| HSBC SECURITIES INC                      | USD/BRL FWD 20260303 MRMDUS33                       | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |            1 | NC      | $84085.88     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| RBC DOMINION SECURITIES INC              | USD/BRL FWD 20260303 ROYCGB2L                       | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-19411.33    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| STANDARD CHARTERED SECURITIES            | USD/BRL FWD 20260303 SCBLGB2L                       | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | US        |            1 | NC      | $12367.46     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                     | USD/CAD FWD 20260126 CHASGB2L                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-43656.44    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| STANDARD CHARTERED SECURITIES            | USD/CAD FWD 20260126 SCBLGB2L                       | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-27225.28    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                     | USD/CLP FWD 20260206 CHASGB2L                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-61591.98    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                     | USD/CNH FWD 20260313 CHASGB2L                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |            1 | NC      | $229305.42    | 0.06%             |  |  |  | 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      | $14485.33     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BNP PARIBAS SECURITIES CORP              | USD/COP FWD 20260306 BNPAFRPP                       | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-8567.59     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                     | USD/COP FWD 20260306 CHASGB2L                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-4376.99     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                       | USD/COP FWD 20260306 GSILGB2X                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-16757.07    | -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      | $62139.75     | 0.02%             |  |  |  | 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      | $8855.68      | 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      | $23081.45     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                     | USD/HKD FWD 20260203 CHASGB2L                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |            1 | NC      | $307.87       | 0.00%             |  |  |  | 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      | $12003.43     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BNP PARIBAS SECURITIES CORP              | USD/IDR FWD 20260115 BNPAFRPP                       | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-376.54      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                     | USD/IDR FWD 20260115 CHASGB2L                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |            1 | NC      | $4074.20      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| DEUTSCHE BANK                            | USD/IDR FWD 20260115 DEUTGB2L                       | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |            1 | NC      | $17815.66     | 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      | $3744.13      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank PLC - Wholesale (SING)     | USD/INR FWD 20260109 BARCGB5G                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-1720.20     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BNP PARIBAS SECURITIES CORP              | USD/INR FWD 20260109 BNPAFRPP                       | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-14211.80    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                     | USD/INR FWD 20260109 CHASGB2L                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |            1 | NC      | $4955.67      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                             | USD/INR FWD 20260127 CITIGB2L                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-224.03      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                          | USD/JPY FWD 20260123 BOFAUS6N                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-66905.71    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                     | USD/JPY FWD 20260123 CHASGB2L                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-12022.84    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| WELLS FARGO SECURITIES, LLC.             | USD/JPY FWD 20260123 WFBIUS6W                       | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-46782.66    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                     | USD/MXN FWD 20260116 CHASGB2L                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-99159.84    | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                             | USD/MXN FWD 20260116 CITIGB2L                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |            1 | NC      | $1770.84      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BNP PARIBAS SECURITIES CORP              | USD/MYR FWD 20260309 BNPAFRPP                       | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |            1 | NC      | $101013.49    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| STANDARD CHARTERED SECURITIES            | USD/MYR FWD 20260309 SCBLGB2L                       | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-43425.24    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                             | USD/NGN FWD 20260107 CITIGB2L                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-13175.51    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| NATWEST BANK PLC                         | USD/PHP FWD 20260306 RBOSGB2R                       | CUSIP: 000000000<br>LEI: 213800IBT39XQ9C4CP71 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-32.58       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| STANDARD CHARTERED SECURITIES            | USD/PHP FWD 20260306 SCBLGB2L                       | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | US        |            1 | NC      | $9195.15      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                     | USD/PLN FWD 20260213 CHASGB2L                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |            1 | NC      | $290054.48    | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                       | USD/THB FWD 20260306 GSILGB2X                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |            1 | NC      | $219315.32    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC SECURITIES INC                      | USD/THB FWD 20260306 MRMDUS33                       | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-43467.31    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                     | USD/TRY FWD 20260115 CHASGB2L                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-36297.45    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                     | USD/TRY FWD 20260212 CHASGB2L                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-3400.51     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                     | USD/TWD FWD 20260114 CHASGB2L                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |            1 | NC      | $4194.22      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                       | USD/TWD FWD 20260114 GSILGB2X                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |            1 | NC      | $202669.62    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC SECURITIES INC                      | USD/TWD FWD 20260114 MRMDUS33                       | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |            1 | NC      | $1207.36      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank PLC - Wholesale (SING)     | USD/ZAR FWD 20260116 BARCGB5G                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | US        |            1 | NC      | $43269.75     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC             | USD/ZAR FWD 20260116 MSLNGB2X                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-33863.14    | -0.01%            |  |  |  | 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        |       438000 | PA      | $437649.60    | 0.11%             | 2030-07-08      | Variable      | 9.34%                 | Yes           | 2                  | On Loan: No      |
| ZAMBIA                                   | ZAMBIA GOVERNMENT BOND                              | CUSIP: DC3289675<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |      7105000 | PA      | $325217.72    | 0.08%             | 2030-12-22      | Fixed         | 16.49%                | No            | 2                  | On Loan: No      |
| ZAMBIA                                   | ZAMBIA GOVERNMENT BOND                              | CUSIP: DC3289683<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |     10895000 | PA      | $495668.35    | 0.13%             | 2035-12-22      | Fixed         | 17.50%                | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                     | ZAR/USD FWD 20260116 CHASGB2L                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | ZA        |            1 | NC      | $-13043.47    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE       | ZAR/USD FWD 20260116 CIBCCATT                       | CUSIP: 000000000<br>LEI: 2IGI19DL77OX0HC3ZE78 | N/A              | DFE              | CORP              | ZA        |            1 | NC      | $-74012.34    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                             | ZAR/USD FWD 20260116 CITIGB2L                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | ZA        |            1 | NC      | $95219.26     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| SOCIETE GENERALE                         | ZAR/USD FWD 20260116 SOGEFRPP                       | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              | CORP              | ZA        |            1 | NC      | $-59908.03    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| TORONTO DOMINION SECURITIES              | ZAR/USD FWD 20260116 TDOMCATT                       | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | N/A              | DFE              | CORP              | ZA        |            1 | NC      | $35839.06     | 0.01%             |  |  |  | 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