# EDGAR Filing Document

**Accession Number:** 0000313212
**File Stem:** 0001099263-26-006565
**Filing Date:** 2026-5
**Character Count:** 163557
**Document Hash:** 6ab66e522f2f7543c61c4e520401e1e3
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001099263-26-006565.hdr.sgml**: 20260528

**ACCESSION NUMBER**: 0001099263-26-006565

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260528

**DATE AS OF CHANGE**: 20260528

**PERIOD START**: 20261231

**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:** 261035180

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

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

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

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

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

## Series and Classes Contracts Data

### T. Rowe Price Dynamic Global Bond Fund (Series ID: S000047983)

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Baltimore

  - **State:** MD

  - **Foreign country:** US

  - **Zip / Postal Code:** 21231

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

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

- **a. Name of Series:** T. Rowe Price Dynamic Global Bond Fund

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

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

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

- **a. Date of fiscal year-end:** 2026-12-31

- **b. Date as of which information is reported:** 2026-03-31

**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:** $4798524898.67

**Total Liabilities:** $231961503.37

**Net Assets:** $4566563395.30

**Delayed Delivery Securities:** $12866260.39

**Cash Not Reported:** $285910835.53

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -2413.422210 | **1-Year:** -90453.934386 | **5-Year:** -1057457.774665 | **10-Year:** -74106.957225 | **30-Year:** -71688.585225

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

- **3-Month:** -6227.878937 | **1-Year:** -58240.756556 | **5-Year:** -294542.809075 | **10-Year:** -38955.243617 | **30-Year:** -17634.559581

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000151117 | 0.88%                | -0.88%               | -1.44%               |
| Class ID C000151118 | 0.86%                | -0.89%               | -1.46%               |
| Class ID C000159134 | 0.90%                | -0.86%               | -1.43%               |
| Class ID C000219340 | 0.94%                | -0.82%               | -1.39%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-12360296.70            | $61123982.52                               |
| Month 2  | $-16164667.47            | $38618733.13                               |
| Month 3  | $2120413.13              | $-155154018.51                             |

### Schedule of Portfolio Investments

| Name                                     | Title                                                                  | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |      Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   | Fair Value Level   | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| 1261229 BC LTD 144A                      | 1261229 BC LTD                                                         | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      2020000 | PA      | $2056014.09   | 0.05%             | 2032-04-15      | Fixed         | 10.00%                | No            | 2                  | On Loan: No      |
| AFRICELL HOLDING LTD                     | AFRICELL HOLDING LTD                                                   | CUSIP: YU4362593<br>LEI: 984500JFB7AFK4B6C829 | Long             | DBT              | CORP              | JE        |      6300000 | PA      | $6265042.81   | 0.14%             | 2029-10-23      | Fixed         | 10.50%                | No            | 2                  | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER 144A            | ALLIANT HOLDINGS INTERMEDIATE LLC / ALLIANT HOLDINGS CO-ISSUER         | CUSIP: 01883LAH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5235000 | PA      | $5138713.11   | 0.11%             | 2032-10-01      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| ALLY FINANCIAL INC                       | ALLY FINANCIAL INC                                                     | CUSIP: 02005NBU3<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     10418000 | PA      | $10863596.33  | 0.24%             | 2030-01-03      | Variable      | 6.85%                 | No            | 2                  | On Loan: No      |
| DIN 2023-1A A2 144A                      | APPLEBEE'S FUNDING LLC / IHOP FUNDING LLC                              | CUSIP: 03789XAF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      6500000 | PA      | $6552430.95   | 0.14%             | 2053-03-05      | Fixed         | 7.82%                 | No            | 2                  | On Loan: No      |
| BONTE                                    | ARGENTINA TREASURY BOND BONTE                                          | CUSIP: YO9219487<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |  29042961000 | PA      | $21308321.48  | 0.47%             | 2030-05-30      | Fixed         | 29.50%                | No            | 2                  | On Loan: No      |
| CITIBANK N A                             | ARS/USD FWD 20260508 CITIGB2L                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | AR        |            1 | NC      | $232708.82    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| XMM6 AUST 10Y BOND FUT JUN26             | AUST 10Y BOND FUT JUN26                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | AU        |           19 | NC      | $-12395.23    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| XMM6 AUST 10Y BOND FUT JUN26             | AUST 10Y BOND FUT JUN26                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | AU        |         7404 | NC      | $-4830227.15  | -0.11%            |  |  |  | No            | 1                  | On Loan: No      |
| BARCLAYS PLC                             | BARCLAYS PLC                                                           | CUSIP: ZS4373610<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |       600000 | PA      | $792583.58    | 0.02%             | 2026-05-08      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| BAYVIEW FINANCING TRUST 2024-2F A PP     | BAYVIEW FINANCING TRUST 2024-2F A                                      | CUSIP: 07336XAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      6531767 | PA      | $6549402.77   | 0.14%             | 2029-11-01      | Variable      | 6.42%                 | Yes           | 3                  | On Loan: No      |
| BLOCK INC CB 0% 05/26                    | BLOCK INC                                                              | CUSIP: 852234AJ2<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |     23457000 | PA      | $23368887.02  | 0.51%             | 2026-05-01      | None          | 0.00%                 | No            | 2                  | On Loan: —       |
| BMW INTL INVESTMENT BV                   | BMW INTERNATIONAL INVESTMENT BV                                        | CUSIP: ZK8296384<br>LEI: 724500J951RJJFEW5X49 | Long             | DBT              | CORP              | NL        |      6600000 | PA      | $8753698.02   | 0.19%             | 2026-06-06      | Fixed         | 5.50%                 | 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      | $5734219.56   | 0.13%             |  |  |  | Yes           | N/A                | On Loan: No      |
| BONA FIDE INVSTMNT HLDNGS III PP         | BONA FIDE INVSTMNT HLDNGS III PP                                       | CUSIP: TC8YVXLN2<br>LEI: N/A                  | Long             | EC               | CORP              | CO        |            0 | NS      | $3418859.40   | 0.07%             |  |  |  | Yes           | N/A                | On Loan: No      |
| BONOS TESORERIA PESOS                    | BONOS DE LA TESORERIA DE LA REPUBLICA EN PESOS                         | CUSIP: EK9859522<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |  17835000000 | PA      | $18513598.78  | 0.41%             | 2035-03-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| BONOS TESORERIA PESOS 144A EUROCLEAR     | BONOS DE LA TESORERIA DE LA REPUBLICA EN PESOS                         | CUSIP: ZK1811536<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |  97390000000 | PA      | $108190316.11 | 2.37%             | 2033-04-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| BRASKEM NETHERLANDS 144A                 | BRASKEM NETHERLANDS FINANCE BV                                         | CUSIP: 10554TAE5<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |     13766000 | PA      | $5783529.17   | 0.13%             | 2050-01-31      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| BRASKEM NETHERLANDS 144A                 | BRASKEM NETHERLANDS FINANCE BV                                         | CUSIP: 10554TAB1<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |     10776000 | PA      | $5213841.35   | 0.11%             | 2028-01-10      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| BRASKEM NETHERLANDS 144A                 | BRASKEM NETHERLANDS FINANCE BV                                         | CUSIP: 10554TAG0<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |     13800000 | PA      | $6345611.68   | 0.14%             | 2033-02-13      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| BRAVO 2022-NQM2 A1 144A                  | BRAVO RESIDENTIAL FUNDING TRUST 2022-NQM2                              | CUSIP: 10568KAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2407692 | PA      | $2399646.90   | 0.05%             | 2061-11-25      | Variable      | 4.27%                 | No            | 2                  | On Loan: No      |
| NOTA DO TESOURO NACIONAL                 | BRAZIL NOTAS DO TESOURO NACIONAL SERIE F                               | CUSIP: AQ6084745<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    566806000 | PA      | $100924492.52 | 2.21%             | 2029-01-01      | 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        |    837950000 | PA      | $141435836.36 | 3.10%             | 2031-01-01      | Fixed         | 10.00%                | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC             | BRL/USD FWD 20260602 MSLNGB2X                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | BR        |            1 | NC      | $8931.28      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                       | CAD/USD FWD 20260424 GSILGB2X                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | CA        |            1 | NC      | $-66035.57    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                       | CAD/USD FWD 20260424 UBSWGB2L                                          | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | CA        |            1 | NC      | $93282.75     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CNM6 CAN 10YR BOND FUT JUN26             | CAN 10YR BOND FUT JUN26                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | CA        |         -421 | NC      | $710899.46    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| CNM6 CAN 10YR BOND FUT JUN26             | CAN 10YR BOND FUT JUN26                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | CA        |        -2630 | NC      | $4441010.86   | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| CF 2019-CF1 65D 144A                     | CANTOR COMMERCIAL REAL ESTATE LENDING 2019-CF1                         | CUSIP: 12529MDH8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4517000 | PA      | $90340.00     | 0.00%             | 2052-05-15      | Variable      | 4.66%                 | No            | 2                  | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                 | CAPITAL ONE FINANCIAL CORP                                             | CUSIP: 14040HDA0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     10620000 | PA      | $11190952.77  | 0.25%             | 2034-06-08      | Variable      | 6.38%                 | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                       | CDX HY CDST S39 V4 5Y 35-100 12/20/2027                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              | CORP              | US        |            1 | NC      | $-14327750.69 | -0.31%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                       | CDX HY CDST S39 V4 5Y 35-100 12/20/2027                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              | CORP              | US        |            1 | NC      | $-6519309.00  | -0.14%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                       | CDX HY CDST S39 V4 5Y 35-100 12/20/2027                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              | CORP              | US        |            1 | NC      | $-994102.52   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS 144A            | CHS/COMMUNITY HEALTH SYSTEMS INC                                       | CUSIP: 12543DBN9<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |      4612000 | PA      | $4954905.90   | 0.11%             | 2032-01-15      | Fixed         | 10.88%                | No            | 2                  | On Loan: No      |
| CIFI HOLDINGS GROUP                      | CIFI HOLDINGS GROUP CO LTD                                             | CUSIP: DC5995345<br>LEI: 549300WGKSV867C0JF48 | Long             | DBT              | CORP              | KY        |      7395470 | PA      | $756390.86    | 0.02%             | 2027-06-30      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| CITIGROUP GLOB MKT CB 1% 4/29            | CITIGROUP GLOBAL MARKETS HOLDINGS INC/UNITED STATES                    | CUSIP: ZB0754315<br>LEI: 82VOJDD5PTRDMVVMGV31 | Long             | DBT              | CORP              | US        |      5500000 | PA      | $6094479.20   | 0.13%             | 2029-04-09      | Fixed         | 1.00%                 | No            | 2                  | On Loan: No      |
| CLEAR CHANNEL OUTDOOR TL B 1L BANKDEBT   | CLEAR CHANNEL OUTDOOR HOLDINGS INC                                     | CUSIP: 18452RAF2<br>LEI: 254900XBEE6V1ENYS150 | Long             | LON              | CORP              | US        |      4537645 | PA      | $4543317.47   | 0.10%             | 2028-08-21      | Floating      | 7.78%                 | No            | 2                  | On Loan: No      |
| CLOUD SOFTWARE GRP INC 144A              | CLOUD SOFTWARE GROUP INC                                               | CUSIP: 18912UAC6<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |     16518000 | PA      | $15697996.14  | 0.34%             | 2032-06-30      | Fixed         | 8.25%                 | No            | 2                  | On Loan: No      |
| RBC DOMINION SECURITIES INC              | CLP/USD FWD 20260508 ROYCGB2L                                          | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | CL        |            1 | NC      | $4691943.06   | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| SOCIETE GENERALE                         | CLP/USD FWD 20260508 SOGEFRPP                                          | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              | CORP              | CL        |            1 | NC      | $1560942.08   | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| TORONTO DOMINION SECURITIES              | CLP/USD FWD 20260508 TDOMCATT                                          | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | N/A              | DFE              | CORP              | CL        |            1 | NC      | $32783.96     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                      | CME - MXN IRS 10/1/32 REC FIX_C                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |            1 | NC      | $-2316734.86  | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                      | CME - MXN IRS 5/23/2030 REC FIX_C                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |            1 | NC      | $-866304.45   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                      | CME-BRL IRS 1/2/2031 REC FIX BARC_C                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |            1 | NC      | $-457462.60   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                      | CME-BRL IRS 1/2/31 REC FIX BARC_C                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |            1 | NC      | $-550018.39   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                      | CME-BRL IRS 1/3/2033 REC FIX MSLN_C                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |            1 | NC      | $-872302.93   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                      | CME-BRL IRS 1/3/33 REC FIX BARC_C                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |            1 | NC      | $-3080.20     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                      | CME-BRL IRS 1/3/33 REC FIX CHAS_C                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |            1 | NC      | $-32269.68    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                      | CME-BRL IRS 1/3/33 REC FIX GSIL_C                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |            1 | NC      | $-39191.29    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                      | CME-BRL IRS 1/3/33 REC FIX PPSL_C                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |            1 | NC      | $-23102.79    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                      | CME-CLP IRS 10/10/32 REC FIX DEUT_C                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |            1 | NC      | $-233161.41   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                      | CME-USD IRS 1/12/36 PAY FIX MSLN_C                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |            1 | NC      | $1019143.00   | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                      | CME-USD IRS 7/12/27 REC FIX MSLN_C                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |            1 | NC      | $-7212742.73  | -0.16%            |  |  |  | No            | 2                  | On Loan: No      |
| COLOMBIA                                 | COLOMBIA GOVERNMENT INTERNATIONAL BOND                                 | CUSIP: 195325EU5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      3740000 | PA      | $3678156.17   | 0.08%             | 2031-01-21      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| COLOMBIA                                 | COLOMBIA GOVERNMENT INTERNATIONAL BOND                                 | CUSIP: 195325ET8<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     11840000 | PA      | $11754504.73  | 0.26%             | 2029-01-21      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| COLOMBIA                                 | COLOMBIAN TES                                                          | CUSIP: BN5058530<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        | 131302200000 | PA      | $22713443.98  | 0.50%             | 2036-07-09      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| COLOMBIA                                 | COLOMBIAN TES                                                          | CUSIP: ZM3975335<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        | 605112100000 | PA      | $162237519.70 | 3.55%             | 2033-02-09      | Fixed         | 13.25%                | No            | 2                  | On Loan: No      |
| PR COMWLTH PUBLIC IMPT SER A1            | COMMONWEALTH OF PUERTO RICO                                            | CUSIP: 74514L3J4<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | PR        |      1083929 | PA      | $1183392.71   | 0.03%             | 2031-07-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| PR COMWLTH PUBLIC IMPT SER A1            | COMMONWEALTH OF PUERTO RICO                                            | CUSIP: 74514L3K1<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | PR        |      1027849 | PA      | $1025965.78   | 0.02%             | 2033-07-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| PR COMWLTH PUBLIC IMPT SER A1            | COMMONWEALTH OF PUERTO RICO                                            | CUSIP: 74514L3G0<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | PR        |      1134370 | PA      | $1156239.63   | 0.03%             | 2027-07-01      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| PR COMWLTH PUBLIC IMPT CABS SER A        | COMMONWEALTH OF PUERTO RICO                                            | CUSIP: 74514L3R6<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | PR        |      1322744 | PA      | $959958.44    | 0.02%             | 2033-07-01      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| PR COMWLTH PUBLIC IMPT SER A1            | COMMONWEALTH OF PUERTO RICO                                            | CUSIP: 74514L3H8<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | PR        |      1115968 | PA      | $1178305.30   | 0.03%             | 2029-07-01      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| PR COMWLTH PUBLIC IMPT SER A1            | COMMONWEALTH OF PUERTO RICO                                            | CUSIP: 74514L3N5<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | PR        |      1078109 | PA      | $997702.44    | 0.02%             | 2041-07-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| PR COMWLTH PUBLIC IMPT SER A1            | COMMONWEALTH OF PUERTO RICO                                            | CUSIP: 74514L3L9<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | PR        |       923898 | PA      | $910275.31    | 0.02%             | 2035-07-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| PR COMWLTH PUBLIC IMPT SER A1            | COMMONWEALTH OF PUERTO RICO                                            | CUSIP: 74514L3M7<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | PR        |       792950 | PA      | $765613.68    | 0.02%             | 2037-07-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| PR COMWLTH PUBLIC IMPT SER A1            | COMMONWEALTH OF PUERTO RICO                                            | CUSIP: 74514L3P0<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | PR        |      1121218 | PA      | $962193.52    | 0.02%             | 2046-07-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| PR COMWLTH PUB IMPT CVI-SUBSER CW NT     | COMMONWEALTH OF PUERTO RICO                                            | CUSIP: 74514L3T2<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | PR        |      3943626 | PA      | $2642229.54   | 0.06%             | 2043-11-01      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| DEUTSCHE BANK                            | COP/USD FWD 20260605 DEUTGB2L                                          | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | CO        |            1 | NC      | $-20837.65    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| RBC DOMINION SECURITIES INC              | COP/USD FWD 20260605 ROYCGB2L                                          | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | CO        |            1 | NC      | $-317555.24   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| COUNTRY GARDEN HOLDINGS CO               | COUNTRY GARDEN HOLDINGS CO LTD                                         | CUSIP: 000000000<br>LEI: 549300MGHLPT1EFHGF84 | Long             | EC               | CORP              | KY        |        64677 | NS      | $2647.37      | 0.00%             |  |  |  | No            | 2                  | On Loan: —       |
| CREDIT AGRICOLE SA 144A                  | CREDIT AGRICOLE SA                                                     | CUSIP: 225313AQ8<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |     14255000 | PA      | $14779540.26  | 0.32%             | 2035-01-10      | Variable      | 6.25%                 | No            | 2                  | On Loan: No      |
| DAIMLER TRUCK FINAN NA 144A              | DAIMLER TRUCK FINANCE NORTH AMERICA LLC                                | CUSIP: 233853BL3<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |      8525000 | PA      | $8364456.22   | 0.18%             | 2031-04-12      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| GERMANY INFL INDX                        | DEUTSCHE BUNDESREPUBLIK INFLATION LINKED BOND                          | CUSIP: EK7815401<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |    189252038 | PA      | $219203983.53 | 4.80%             | 2026-04-15      | Fixed         | 0.10%                 | No            | 2                  | On Loan: No      |
| DISH DBS CORP 144A                       | DISH DBS CORP                                                          | CUSIP: 25470XBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     38028000 | PA      | $37682266.83  | 0.83%             | 2026-12-01      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| DISH DBS CORP 144A                       | DISH DBS CORP                                                          | CUSIP: 25470XBF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     26022000 | PA      | $25199379.07  | 0.55%             | 2028-12-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| DRIVE 2021-3 D 144A                      | DRIVE AUTO RECEIVABLES TRUST 2021-3                                    | CUSIP: 262081AF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4584897 | PA      | $4550984.81   | 0.10%             | 2029-06-15      | Fixed         | 1.94%                 | No            | 2                  | On Loan: No      |
| DIAMOND SPORTS GROUP PP                  | Diamond Sports Group                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        46896 | NS      | $19063.22     | 0.00%             |  |  |  | Yes           | 2                  | On Loan: No      |
| REPUBLIC OF ECUADOR 144A                 | ECUADOR GOVERNMENT INTERNATIONAL BOND                                  | CUSIP: 27927WAQ5<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |      2360000 | PA      | $2314979.44   | 0.05%             | 2034-01-29      | Fixed         | 8.75%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF ECUADOR 144A                 | ECUADOR GOVERNMENT INTERNATIONAL BOND                                  | CUSIP: 27927WAR3<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |       810000 | PA      | $794656.09    | 0.02%             | 2039-01-29      | Fixed         | 9.25%                 | No            | 2                  | On Loan: No      |
| EGYPT TREASURY BILL                      | EGYPT TREASURY BILLS                                                   | CUSIP: YL4837875<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    375650000 | PA      | $6253632.61   | 0.14%             | 2026-08-25      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| CITIBANK N A                             | EUR IRS OPT 5M/10Y 3.3 9/23/26 PAY CITI                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |            1 | NC      | $-3046012.13  | -0.07%            |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                             | EUR IRS OPT 6M/10Y 3.3 9/23/26 PAY CITI                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |            1 | NC      | $-6054135.26  | -0.13%            |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                             | EUR IRS OPT 6M/10Y 3.3 9/23/26 PAY CITI                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |            1 | NC      | $-3044768.61  | -0.07%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                       | EUR/USD FWD 20260424 GSILGB2X                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-50455.22    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| RXM6 EURO-BUND FUTURE  JUN26             | EURO-BUND FUTURE  JUN26                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |         -226 | NC      | $864663.35    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| RXM6 EURO-BUND FUTURE  JUN26             | EURO-BUND FUTURE  JUN26                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |        -2151 | NC      | $8229605.63   | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| EUROPEAN BK RECON & DEV                  | EUROPEAN BANK FOR RECONSTRUCTION & DEVELOPMENT                         | CUSIP: YS4327138<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | N/A       |   2476800000 | PA      | $24830107.68  | 0.54%             | 2032-01-13      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| FNS 436 C32                              | FANNIE MAE INTEREST STRIP                                              | CUSIP: 31424UGV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11190822 | PA      | $1510118.01   | 0.03%             | 2052-10-25      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| FNS 427 C20                              | FANNIE MAE INTEREST STRIP                                              | CUSIP: 31423XMW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13334532 | PA      | $1806215.10   | 0.04%             | 2051-02-25      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| FNS 429 C13                              | FANNIE MAE INTEREST STRIP                                              | CUSIP: 31423YVV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6023968 | PA      | $864927.38    | 0.02%             | 2051-09-25      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| FNS 434 C13                              | FANNIE MAE INTEREST STRIP                                              | CUSIP: 31423XX63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13562372 | PA      | $1880744.64   | 0.04%             | 2052-03-25      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| FNS 429 C4                               | FANNIE MAE INTEREST STRIP                                              | CUSIP: 31423YVL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8503698 | PA      | $1365092.20   | 0.03%             | 2051-03-25      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| FNS 426 C38                              | FANNIE MAE INTEREST STRIP                                              | CUSIP: 31422M2A3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12988738 | PA      | $1809883.49   | 0.04%             | 2052-03-25      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| FNS 434 C29                              | FANNIE MAE INTEREST STRIP                                              | CUSIP: 31423XZ61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23940412 | PA      | $3046992.93   | 0.07%             | 2052-10-25      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| FNR 2020-74 EI                           | FANNIE MAE REMICS                                                      | CUSIP: 3136BCAY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5568476 | PA      | $958983.89    | 0.02%             | 2050-10-25      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| FNR 2023-2 DI                            | FANNIE MAE REMICS                                                      | CUSIP: 3136BPUZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    163880455 | PA      | $21909361.29  | 0.48%             | 2051-05-25      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| FNR 2021-92 HI                           | FANNIE MAE REMICS                                                      | CUSIP: 3136BKK84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8290795 | PA      | $1294331.57   | 0.03%             | 2049-08-25      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| FNR 2020-86 PI                           | FANNIE MAE REMICS                                                      | CUSIP: 3136BCM72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19321770 | PA      | $3042861.45   | 0.07%             | 2050-12-25      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| FNR 2021-12 JI                           | FANNIE MAE REMICS                                                      | CUSIP: 3136BFKM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7376407 | PA      | $1235091.88   | 0.03%             | 2051-03-25      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                 | FORD MOTOR CREDIT CO LLC                                               | CUSIP: 345397D83<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     11270000 | PA      | $11332836.69  | 0.25%             | 2027-03-05      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                 | FORD MOTOR CREDIT CO LLC                                               | CUSIP: 345397J20<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      8800000 | PA      | $8690916.55   | 0.19%             | 2029-04-06      | Fixed         | 4.97%                 | No            | 2                  | On Loan: No      |
| FHR 5166 AI                              | FREDDIE MAC REMICS                                                     | CUSIP: 3137H3MJ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      9971201 | PA      | $1543113.86   | 0.03%             | 2050-02-25      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| FHR 5293 KI                              | FREDDIE MAC REMICS                                                     | CUSIP: 3137H9QH5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     36861627 | PA      | $5023843.29   | 0.11%             | 2051-02-25      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| FHR 5293 IO                              | FREDDIE MAC REMICS                                                     | CUSIP: 3137H9QG7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4057344 | PA      | $532891.49    | 0.01%             | 2051-03-25      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| STACR 2022-DNA2 M1A 144A                 | FREDDIE MAC STACR REMIC TRUST 2022-DNA2                                | CUSIP: 35564KRE1<br>LEI: 5493000ISA3AUOXQEF68 | Long             | ABS-MBS          | USGSE             | US        |      1527341 | PA      | $1527336.73   | 0.03%             | 2042-02-25      | Floating      | 4.96%                 | No            | 2                  | On Loan: No      |
| FHS 386 C18                              | FREDDIE MAC STRIPS                                                     | CUSIP: 31325YB72<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     52667335 | PA      | $7554660.22   | 0.17%             | 2052-02-15      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| FHS 377 C1                               | FREDDIE MAC STRIPS                                                     | CUSIP: 3133Q5E51<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     15808783 | PA      | $2100279.79   | 0.05%             | 2051-01-25      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| FHS 386 C1                               | FREDDIE MAC STRIPS                                                     | CUSIP: 31325YBW7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     19323887 | PA      | $2479080.62   | 0.05%             | 2052-03-15      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| FHS 389 C35                              | FREDDIE MAC STRIPS                                                     | CUSIP: 31325YRN0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     17488925 | PA      | $2396509.07   | 0.05%             | 2052-06-15      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| FHS 379 C1                               | FREDDIE MAC STRIPS                                                     | CUSIP: 3142FRPN5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     19426490 | PA      | $1976196.55   | 0.04%             | 2051-01-25      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                          | FXO AUD CALL/USD PUT 0.725 4/30/26 BOFA                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-200532.55   | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                             | FXO AUD PUT/USD CALL 0.695 4/30/26 CITI                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-4598019.49  | -0.10%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                       | FXO EUR CALL/USD PUT 1.24 6/25/26 UBSW                                 | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |            1 | NC      | $78078.83     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                          | FXO EUR CALL/USD PUT 1.26 5/15/2026 BOFA                               | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-10706.32    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                       | FXO EUR PUT/USD CALL 1.11 6/5/26 UBSW                                  | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |            1 | NC      | $1103586.20   | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                       | FXO USD CALL/BRL PUT AT 5.25 5/4/26 GSIL                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-1337067.04  | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| BNP PARIBAS SECURITIES CORP              | FXO USD CALL/CLP PUT AT 900 5/4/26 BNPA                                | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-3378594.87  | -0.07%            |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                             | FXO USD CALL/HUF PUT AT 334 5/4/26 CITI                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-2222738.33  | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| BARCLAYS                                 | FXO USD CALL/KRW PUT 1472 05/04/2026 BARC                              | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-2545577.49  | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                             | FXO USD CALL/ZAR PUT AT 16.6 5/4/26 CITI                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-2809728.09  | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                       | FXO_USD_OTC_E_PUT_EUR_USD_K_1.24_EFF_2025-04-14_MAT_2026-04-14 GSIL    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |            1 | NC      | $629.88       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                       | FXO_USD_OTC_E_PUT_EUR_USD_K_1.24_EFF_2025-05-12_MAT_2026-05-12 GSIL    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |            1 | NC      | $15833.62     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                          | FXO_USD_OTC_E_PUT_EUR_USD_K_1.24_EFF_2025-05-15_MAT_2026-05-15 BOFA    | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |            1 | NC      | $18118.44     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                     | GBP/USD FWD 20260424 CHASGB2L                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | GB        |            1 | NC      | $-44069.38    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                       | GBP/USD FWD 20260424 GSILGB2X                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | GB        |            1 | NC      | $-153960.61   | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| GENERAL MOTORS FINL CO                   | GENERAL MOTORS FINANCIAL CO INC                                        | CUSIP: 37045XFM3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     14035000 | PA      | $13833830.11  | 0.30%             | 2031-01-08      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| GENERAL MOTORS FINL CO                   | GENERAL MOTORS FINANCIAL CO INC                                        | CUSIP: 37045XFN1<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      3065000 | PA      | $3019233.98   | 0.07%             | 2036-01-08      | Fixed         | 5.45%                 | No            | 2                  | On Loan: —       |
| GOLDMAN SACHS GROUP INC                  | GOLDMAN SACHS GROUP INC/THE                                            | CUSIP: 38145GAR1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     22080000 | PA      | $21749176.89  | 0.48%             | 2032-01-21      | Variable      | 4.52%                 | No            | 2                  | On Loan: No      |
| FOCUS 2022-1 A2 144A                     | GOTO FOODS FUNDING LLC                                                 | CUSIP: 34417RAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     18528000 | PA      | $18618318.44  | 0.41%             | 2052-07-30      | Fixed         | 7.21%                 | No            | 2                  | On Loan: No      |
| GNR 2020-185 BI                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                               | CUSIP: 38382LQ53<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      8046466 | PA      | $1033939.69   | 0.02%             | 2050-12-20      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| GNR 2021-97 IN                           | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                               | CUSIP: 38382VKV0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     17441868 | PA      | $2302789.41   | 0.05%             | 2049-08-20      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| GNR 2023-19 IO                           | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                               | CUSIP: 38383V3J5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     35712903 | PA      | $5655659.49   | 0.12%             | 2051-02-20      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| GNR 2023-151 IE                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                               | CUSIP: 38384DLF2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     29257860 | PA      | $4701883.77   | 0.10%             | 2051-11-20      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| GNR 2020-146 LI                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                               | CUSIP: 38382KWV1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     10796147 | PA      | $1359511.40   | 0.03%             | 2050-10-20      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| GNR 2020-176 AI                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                               | CUSIP: 38382LJQ5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      7400721 | PA      | $947770.80    | 0.02%             | 2050-11-20      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| GNR 2022-83 IO                           | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                               | CUSIP: 38383RA23<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     41167312 | PA      | $6238006.11   | 0.14%             | 2051-11-20      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| GNR 2021-44 AI                           | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                               | CUSIP: 38382PNF5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     14804381 | PA      | $1906564.60   | 0.04%             | 2051-03-20      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| GNR 2020-185 LI                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                               | CUSIP: 38382LS51<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     20016821 | PA      | $2535068.69   | 0.06%             | 2050-12-20      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| GRAY MEDIA INC 144A                      | GRAY MEDIA INC                                                         | CUSIP: 389375AN6<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |      1215000 | PA      | $1215970.22   | 0.03%             | 2032-07-15      | Fixed         | 9.62%                 | No            | 2                  | On Loan: No      |
| HNGRY 2020-1A A2 144A                    | HARDEE'S FUNDING LLC                                                   | CUSIP: 411707AH5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4334812 | PA      | $4172710.89   | 0.09%             | 2050-12-20      | Fixed         | 3.98%                 | No            | 2                  | On Loan: No      |
| HOLOGIC TL 2L BANKDEBT                   | HOPPER MERGER SUB INC                                                  | CUSIP: 43644ABP3<br>LEI: 9845009E9B4548A5N478 | Long             | LON              | CORP              | US        |      2550000 | PA      | $2524500.00   | 0.06%             | 2034-01-05      | Floating      | 0.00%                 | No            | 3                  | On Loan: No      |
| UBS SECURITIES LLC                       | HUF/USD FWD 20260417 UBSWGB2L                                          | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | HU        |            1 | NC      | $36110.25     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| HUNGARY GOVERNMENT BOND                  | HUNGARY GOVERNMENT BOND                                                | CUSIP: ZI7193496<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |  27284590000 | PA      | $81173688.14  | 1.78%             | 2035-10-24      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| N/A                                      | ICE_CDX HY CDSI S37 5Y V5 12/20/2026 BARC                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |            1 | NC      | $7212927.38   | 0.16%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                      | ICE_CDX HY CDSI S38 V5 5Y 06/20/2027 BARC                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |            1 | NC      | $5657922.68   | 0.12%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                      | ICE_CDX HY CDSI S45 V2 5Y 12/20/2030 BOFA                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |            1 | NC      | $27715758.88  | 0.61%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                      | ICE_CDX IG CDSI S45 5Y 12/20/2030 BARC                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |            1 | NC      | $40935289.89  | 0.90%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                      | ICE_GLENCORE INTERNATIONAL CDS 12/20/2026                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |            1 | NC      | $-300298.20   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                      | ICE_ORACLE CORP CDS 12/20/2030 MSLN                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |            1 | NC      | $-1939959.07  | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                      | ICE_PG&E CORP CDS 12/20/2027                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |            1 | NC      | $2754671.42   | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                      | ICE_RR DONNELLEY & SONS CO CDS 06/20/2027 BARC                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |            1 | NC      | $547502.53    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                      | ICE_RR DONNELLEY & SONS CO CDS 12/20/2026 BARC                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |            1 | NC      | $255959.95    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                       | IDR/USD FWD 20260710 GSILGB2X                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | ID        |            1 | NC      | $-22630.40    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| INDIA                                    | INDIA GOVERNMENT BOND                                                  | CUSIP: ZI2598574<br>LEI: 335800IV7VCDQGIOI391 | Long             | DBT              | NUSS              | IN        |   6001970000 | PA      | $63817253.73  | 1.40%             | 2033-08-14      | Fixed         | 7.18%                 | No            | 2                  | On Loan: No      |
| INDONESIA                                | INDONESIA TREASURY BOND                                                | CUSIP: YW8260831<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 394407000000 | PA      | $23097280.74  | 0.51%             | 2035-07-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| INTL BK RECON & DEVELOP                  | INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT                    | CUSIP: ZK2494902<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | N/A       |    837500000 | PA      | $8642569.82   | 0.19%             | 2028-04-24      | Fixed         | 6.85%                 | No            | 2                  | On Loan: No      |
| INSPIRE BRANDS TL B 1L BANKDEBT          | IRB HOLDING CORP                                                       | CUSIP: 44988LAM9<br>LEI: 549300HVW4WNWYBXN830 | Long             | LON              | CORP              | US        |      4469101 | PA      | $4455603.95   | 0.10%             | 2030-12-15      | Floating      | 6.18%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC             | ITRX EUR  S44 5Y 80 4/15/2026 MSLN                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCR              | CORP              | US        |            1 | NC      | $-326830.53   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                      | JPY IRS OPT 3M/10Y 2.065 5/7/26 PAY MSLN                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |            1 | NC      | $-1169327.01  | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                       | JPY/USD FWD 20260424 GSILGB2X                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | JP        |            1 | NC      | $-925980.04   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| HSBC SECURITIES INC                      | JPY/USD FWD 20260424 MRMDUS33                                          | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | JP        |            1 | NC      | $-3687821.61  | -0.08%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                       | JPY/USD FWD 20260424 UBSWGB2L                                          | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | JP        |            1 | NC      | $-1211014.13  | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| KAISA GROUP HOLDINGS LTD 144A            | KAISA GROUP HOLDINGS LTD                                               | CUSIP: YK2408416<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |      2296509 | PA      | $48905.17     | 0.00%             | 2028-12-28      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| KAISA GROUP HOLDINGS LTD 144A            | KAISA GROUP HOLDINGS LTD                                               | CUSIP: YK2130051<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |      6981451 | PA      | $133434.50    | 0.00%             | 2031-12-28      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| KAISA GROUP HOLDINGS LTD CB 0  144A      | KAISA GROUP HOLDINGS LTD                                               | CUSIP: YK2138690<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |      2731130 | PA      | $38522.28     | 0.00%             | 2028-12-31      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| KAISA GROUP HOLDINGS LTD 144A            | KAISA GROUP HOLDINGS LTD                                               | CUSIP: YK2129871<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |      6570157 | PA      | $112910.09    | 0.00%             | 2032-12-28      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| KAISA GROUP HOLDINGS LTD 144A            | KAISA GROUP HOLDINGS LTD                                               | CUSIP: YK2130309<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |      4633874 | PA      | $80643.95     | 0.00%             | 2030-12-28      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| KAISA GROUP HOLDINGS LTD CB 0  144A      | KAISA GROUP HOLDINGS LTD                                               | CUSIP: YK2410966<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |      3413912 | PA      | $44770.74     | 0.00%             | 2031-12-31      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| KAISA GROUP HOLDINGS LTD 144A            | KAISA GROUP HOLDINGS LTD                                               | CUSIP: YK2152865<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |      1570920 | PA      | $37891.80     | 0.00%             | 2027-12-28      | Fixed         | 7.72%                 | No            | 2                  | On Loan: No      |
| KAISA GROUP HOLDINGS LTD CB 0  144A      | KAISA GROUP HOLDINGS LTD                                               | CUSIP: YK2439700<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |      6440536 | PA      | $67614.05     | 0.00%             | 2032-12-31      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| KAISA GROUP HOLDINGS LTD CB 0  144A      | KAISA GROUP HOLDINGS LTD                                               | CUSIP: YK2163615<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |      2731130 | PA      | $3277.36      | 0.00%             | 2029-12-31      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| KAISA GROUP HOLDINGS LTD CB 0  144A      | KAISA GROUP HOLDINGS LTD                                               | CUSIP: YK2407939<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |      1365565 | PA      | $17927.34     | 0.00%             | 2026-12-31      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| KAISA GROUP HOLDINGS LTD 144A            | KAISA GROUP HOLDINGS LTD                                               | CUSIP: YK2137973<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |      3844539 | PA      | $76636.01     | 0.00%             | 2029-12-28      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| KAISA GROUP HOLDINGS LTD CB 0  144A      | KAISA GROUP HOLDINGS LTD                                               | CUSIP: YK2128873<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |      1707034 | PA      | $3414.07      | 0.00%             | 2027-12-31      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| KAISA GROUP HOLDINGS LTD CB 0  . 144A    | KAISA GROUP HOLDINGS LTD                                               | CUSIP: YK2170958<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |      3413912 | PA      | $10168.21     | 0.00%             | 2030-12-31      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| KONA SPC LTD 144A                        | KONA SPC LTD                                                           | CUSIP: DC2967016<br>LEI: 254900UKS4SVVOMZWX26 | Long             | DBT              | CORP              | KY        |     21500000 | PA      | $24956974.50  | 0.55%             | 2026-12-29      | Floating      | 4.97%                 | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                          | KRW/USD FWD 20260410 BOFAUS6N                                          | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | KR        |            1 | NC      | $-1021947.20  | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                          | KRW/USD FWD 20260710 BOFAUS6N                                          | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | KR        |            1 | NC      | $451816.93    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| KYRGYZ REP INTL BOND 144A                | KYRGYZ REPUBLIC INTERNATIONAL BOND                                     | CUSIP: 50158LAA6<br>LEI: N/A                  | Long             | DBT              | NUSS              | KG        |      8300000 | PA      | $8296059.46   | 0.18%             | 2030-06-03      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| KYRGYZ REP INTL BOND                     | KYRGYZ REPUBLIC INTERNATIONAL BOND                                     | CUSIP: YO9129793<br>LEI: N/A                  | Long             | DBT              | NUSS              | KG        |     15075000 | PA      | $15067842.94  | 0.33%             | 2030-06-03      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS SECURITIES CORP              | KZT/USD FWD 20260410 BNPAFRPP                                          | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | KZ        |            1 | NC      | $606825.62    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| DEUTSCHE BANK                            | KZT/USD FWD 20260410 DEUTGB2L                                          | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | KZ        |            1 | NC      | $920237.50    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                      | LCH - INR IRS 5/26/2028 REC FIX CHAS                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |            1 | NC      | $-218410.81   | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                      | LCH - SEK IRS 8/22/35 PAY FIX_C                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |            1 | NC      | $365902.11    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                      | LCH - SEK IRS 8/22/35 PAY FIX_C                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |            1 | NC      | $185840.94    | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                      | LCH - SEK IRS 8/22/35 PAY FIX_C                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |            1 | NC      | $182951.06    | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                      | LCH - SEK IRS 8/25/35 PAY FIX_C                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |            1 | NC      | $302311.99    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                      | LCH - USD ZCIS 1/25/33 REC CPI                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DO               | CORP              | US        |            1 | NC      | $204534.84    | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                      | LCH - USD ZCIS 1/25/33 REC CPI                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DO               | CORP              | US        |            1 | NC      | $212352.09    | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                      | LCH - USD ZCIS 12/12/33 REC CPI BARC                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DO               | CORP              | US        |            1 | NC      | $148286.57    | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                      | LCH - USD ZCIS 12/12/33 REC CPI BARC                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DO               | CORP              | US        |            1 | NC      | $188958.31    | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                      | LCH - USD ZCIS 12/12/33 REC CPI BOFA                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DO               | CORP              | US        |            1 | NC      | $240675.05    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                      | LCH - USD ZCIS 12/12/33 REC CPI CHAS                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DO               | CORP              | US        |            1 | NC      | $248692.79    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                      | LCH - USD ZCIS 12/12/33 REC CPI CHAS                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DO               | CORP              | US        |            1 | NC      | $257086.28    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                      | LCH - USD ZCIS 3/27/33 REC CPI                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DO               | CORP              | US        |            1 | NC      | $142843.80    | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                      | LCH - USD ZCIS 3/27/33 REC CPI                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DO               | CORP              | US        |            1 | NC      | $153564.14    | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                      | LCH - USD ZCIS 5/14/26 REC CPI_C                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DO               | CORP              | US        |            1 | NC      | $-2081096.09  | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                      | LCH - USD ZCIS 5/7/30 REC CPI_C                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DO               | CORP              | US        |            1 | NC      | $186550.48    | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                      | LCH - USD ZCIS 6/14/34 REC CPI BARC                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DO               | CORP              | US        |            1 | NC      | $-540850.02   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                      | LCH - USD ZCIS 6/14/34 REC CPI BARC                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DO               | CORP              | US        |            1 | NC      | $-541169.66   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                      | LCH-CAD IRS 2/20/36 PAY FIX BOFM_C                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |            1 | NC      | $709219.59    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                      | LCH-CAD IRS 2/20/36 PAY FIX CITI_C                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |            1 | NC      | $723997.13    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                      | LCH-CAD IRS 2/20/36 PAY FIX CITI_C                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |            1 | NC      | $705782.95    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                      | LCH-CAD IRS 2/20/36 PAY FIX ROYC_C                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |            1 | NC      | $726402.78    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                      | LCH-CAD IRS 2/20/36 PAY FIX ROYC_C                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |            1 | NC      | $651092.90    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                      | LCH-CAD IRS 2/5/36 PAY FIX BOFM_C                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |            1 | NC      | $-51373.85    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                      | LCH-CAD IRS 2/5/36 PAY FIX BOFM_C                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |            1 | NC      | $-53233.74    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                      | LCH-CAD IRS 2/5/36 PAY FIX ROYC_C                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |            1 | NC      | $-46059.88    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                      | LCH-CAD IRS 2/5/36 PAY FIX ROYC_C                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |            1 | NC      | $-51373.85    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                      | LCH-CAD IRS 3/25/31 PAY FIX BOFM_C                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |            1 | NC      | $-368601.75   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                      | LCH-CAD IRS 3/25/31 PAY FIX BOFM_C                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |            1 | NC      | $-488682.77   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                      | LCH-CAD IRS 3/25/31 PAY FIX NOSC_C                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |            1 | NC      | $-464318.41   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                      | LCH-CAD IRS 3/25/31 PAY FIX NOSC_C                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |            1 | NC      | $-439475.33   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                      | LCH-GBP IRS 3/11/28 REC FIX CITI_C                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |            1 | NC      | $-10651382.14 | -0.23%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                      | LCH-GBP IRS 3/20/28 REC FIX CITI_C                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |            1 | NC      | $4778130.11   | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                      | LCH-GBP IRS 3/9/28 REC FIX CITI_C                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |            1 | NC      | $-13105560.11 | -0.29%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                      | LCH-NZD IRS 2/13/29 REC FIX UBSW_C                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |            1 | NC      | $-1516761.78  | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                      | LCH-NZD IRS 2/13/31 REC FIX CITI_C                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |            1 | NC      | $-389263.34   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                      | LCH-NZD IRS 2/13/31 REC FIX CITI_C                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |            1 | NC      | $-396720.75   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                      | LCH-NZD IRS 2/13/31 REC FIX CITI_C                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |            1 | NC      | $-519013.66   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                      | LCH-NZD IRS 2/27/29 REC FIX UBSW_C                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |            1 | NC      | $-1948922.51  | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                      | LCH-NZD IRS 2/27/31 REC FIX CITI_C                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |            1 | NC      | $-1709139.32  | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                      | LCH-NZD IRS 3/12/31 REC FIX CITI_C                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |            1 | NC      | $-886202.64   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                      | LCH-NZD IRS 3/12/31 REC FIX CITI_C                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |            1 | NC      | $-291514.56   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                      | LCH-NZD IRS 3/13/31 REC FIX UBSW_C                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |            1 | NC      | $-383023.45   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                      | LCH-NZD IRS 3/16/31 REC FIX UBSW_C                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |            1 | NC      | $-161804.61   | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                      | LCH-NZD IRS 3/4/29 REC FIX CHAS_C                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |            1 | NC      | $-807252.67   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                      | LCH-NZD IRS 3/4/31 REC FIX CITI_C                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |            1 | NC      | $-700544.60   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                      | LCH-SEK IRS 1/29/36 PAY FIX MSLN_C                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |            1 | NC      | $314511.41    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                      | LCH-SEK IRS 3/4/36 PAY FIX MSLN_C                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |            1 | NC      | $308533.71    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                      | LCH-SGD IRS 1/30/36 REC FIX BOFA_C                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |            1 | NC      | $-183361.29   | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                      | LCH-SGD IRS 1/30/36 REC FIX SCBL_C                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |            1 | NC      | $-185981.94   | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                      | LCH-SGD IRS 2/6/36 REC FIX CITI_C                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |            1 | NC      | $-10646.09    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                      | LCH-SGD IRS 2/6/36 REC FIX CITI_C                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |            1 | NC      | $-10711.80    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                      | LCH-USD ZCIS 7/9/26 REC CPI GSIL_C                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DO               | CORP              | US        |            1 | NC      | $456321.69    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                      | LCH-USD ZCIS 7/9/26 REC CPI GSIL_C                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DO               | CORP              | US        |            1 | NC      | $582071.39    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| LLOYDS BANKING GROUP PLC                 | LLOYDS BANKING GROUP PLC                                               | CUSIP: 53944YAX1<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |      7735000 | PA      | $7948411.94   | 0.17%             | 2035-01-05      | Variable      | 5.68%                 | No            | 2                  | On Loan: No      |
| LONGFOR HOLDINGS LTD                     | LONGFOR GROUP HOLDINGS LTD                                             | CUSIP: ZP2926464<br>LEI: 254900UJX27B2F1JYR13 | Long             | DBT              | CORP              | KY        |     11115000 | PA      | $7658950.66   | 0.17%             | 2032-01-13      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| MACLEAN TL B 2L BANKDEBT                 | MACLEAN                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10440000 | PA      | $10335600.00  | 0.23%             | 2033-01-22      | None          | 0.00%                 | No            | 3                  | On Loan: No      |
| DIAMOND SPORTS TL EXIT 1L BANKDEBT PP    | MAIN STREET SPORTS GROUP                                               | CUSIP: 25277EAB8<br>LEI: 549300MPO5H6LGX4RJ82 | Long             | LON              | CORP              | US        |      1161654 | PA      | $191672.99    | 0.00%             | 2028-01-02      | Floating      | 15.00%                | No            | 2                  | On Loan: No      |
| MALAYSIA                                 | MALAYSIA GOVERNMENT BOND                                               | CUSIP: AT4277287<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     31190000 | PA      | $8665213.36   | 0.19%             | 2048-07-06      | Fixed         | 4.92%                 | No            | 2                  | On Loan: No      |
| MEX BONOS DESARR FIX RT                  | MEXICAN BONOS                                                          | CUSIP: ZN7935812<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   4128416000 | PA      | $211509746.06 | 4.63%             | 2033-05-26      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| MEXICO                                   | MEXICAN BONOS                                                          | CUSIP: YN3190611<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    744316000 | PA      | $38118207.49  | 0.83%             | 2036-02-21      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| MEXICO                                   | MEXICAN BONOS                                                          | CUSIP: EI8047355<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    470271000 | PA      | $25031425.38  | 0.55%             | 2031-05-29      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                     | MXN/USD FWD 20260417 CHASGB2L                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | MX        |            1 | NC      | $-3325.68     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                       | MXN/USD FWD 20260417 GSILGB2X                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | MX        |            1 | NC      | $-199174.91   | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| HSBC SECURITIES INC                      | MXN/USD FWD 20260417 MRMDUS33                                          | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | MX        |            1 | NC      | $-34862.78    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                       | MXN/USD FWD 20260417 UBSWGB2L                                          | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | MX        |            1 | NC      | $154852.41    | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC SECURITIES INC                      | MYR/USD FWD 20260605 MRMDUS33                                          | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | MY        |            1 | NC      | $-158666.77   | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| NATWEST MARKETS PLC                      | NATWEST MARKETS PLC                                                    | CUSIP: ZK9888114<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |      2050000 | PA      | $2724256.69   | 0.06%             | 2026-06-22      | Fixed         | 6.62%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS EMISS. & HAND GMBH           | NDX US 12/18/26 P21900                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |          256 | NC      | $29282560.00  | 0.64%             |  |  |  | No            | 2                  | On Loan: No      |
| BNP PARIBAS EMISS. & HAND GMBH           | NDX US 12/18/26 P22000                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |          255 | NC      | $29852850.00  | 0.65%             |  |  |  | No            | 2                  | On Loan: No      |
| BNP PARIBAS EMISS. & HAND GMBH           | NDX US 12/18/26 P26400                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |          -85 | NC      | $-25551425.00 | -0.56%            |  |  |  | No            | 2                  | On Loan: No      |
| BNP PARIBAS EMISS. & HAND GMBH           | NDX US 12/18/26 P26500                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |          -85 | NC      | $-26095850.00 | -0.57%            |  |  |  | No            | 2                  | On Loan: No      |
| NEW ZEALAND GOVERNMENT                   | NEW ZEALAND GOVERNMENT BOND                                            | CUSIP: BR2219516<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |    221329000 | PA      | $81997664.58  | 1.80%             | 2051-05-15      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| NEW ZEALAND                              | NEW ZEALAND GOVERNMENT BOND                                            | CUSIP: ZD1738370<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |    175822000 | PA      | $95961375.99  | 2.10%             | 2054-05-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| NEW ZEALAND                              | NEW ZEALAND GOVERNMENT BOND                                            | CUSIP: YV1744767<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |    216000000 | PA      | $119305738.88 | 2.61%             | 2036-05-15      | Fixed         | 4.25%                 | 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      | $674506.12    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                       | NOK/USD FWD 20260424 GSILGB2X                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | NO        |            1 | NC      | $-322893.23   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| NORWAY                                   | NORWAY GOVERNMENT BOND                                                 | CUSIP: YR2442626<br>LEI: 549300L0BT3FJTN9MX24 | Long             | DBT              | NUSS              | NO        |    386097000 | PA      | $38106420.74  | 0.83%             | 2035-06-12      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| NORWAY                                   | NORWAY GOVERNMENT BOND                                                 | CUSIP: ZM8878765<br>LEI: 549300L0BT3FJTN9MX24 | Long             | DBT              | NUSS              | NO        |    504497000 | PA      | $47792598.00  | 1.05%             | 2033-08-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| NORWAY                                   | NORWAY GOVERNMENT BOND                                                 | CUSIP: BN9945377<br>LEI: 549300L0BT3FJTN9MX24 | Long             | DBT              | NUSS              | NO        |    482000000 | PA      | $42376081.71  | 0.93%             | 2031-09-17      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| NORWAY                                   | NORWAY GOVERNMENT BOND                                                 | CUSIP: BG0207897<br>LEI: 549300L0BT3FJTN9MX24 | Long             | DBT              | NUSS              | NO        |    182278000 | PA      | $16591892.80  | 0.36%             | 2030-08-19      | Fixed         | 1.38%                 | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                       | NZD/USD FWD 20260424 GSILGB2X                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | NZ        |            1 | NC      | $-130991.72   | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| OAK-EAGLE ACQUIRECO INC 144A             | OAK-EAGLE ACQUIRECO INC                                                | CUSIP: 67124CAB9<br>LEI: 6488ICS9P20290MA1H31 | Long             | DBT              | CORP              | US        |      2190000 | PA      | $2290227.25   | 0.05%             | 2034-07-01      | Fixed         | 8.75%                 | No            | 2                  | On Loan: No      |
| ORACLE CORP                              | ORACLE CORP                                                            | CUSIP: 68389XEB7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     43735000 | PA      | $40510003.28  | 0.89%             | 2056-02-04      | Fixed         | 6.70%                 | No            | 2                  | On Loan: No      |
| PayJoy Asset Fund (Cayman) LP Class B PP | PAYJOY ASSET FUND (CAYMAN) LP CLASS B PP                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |            0 | NS      | $7340000.00   | 0.16%             |  |  |  | Yes           | N/A                | On Loan: No      |
| PEMEX PROJ FDG MASTER TR                 | PETROLEOS MEXICANOS                                                    | CUSIP: 706451BG5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     22665000 | PA      | $21058777.25  | 0.46%             | 2035-06-15      | Fixed         | 6.62%                 | No            | 2                  | On Loan: No      |
| PETROLEOS MEXICANOS                      | PETROLEOS MEXICANOS                                                    | CUSIP: 71654QDD1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     23976000 | PA      | $20780947.19  | 0.46%             | 2050-01-23      | Fixed         | 7.69%                 | No            | 2                  | On Loan: No      |
| QATAR PETROLEUM                          | QATARENERGY                                                            | CUSIP: BQ3267144<br>LEI: 254900QTESJKJ3P87J26 | Long             | DBT              | CORP              | QA        |      8240000 | PA      | $7254871.19   | 0.16%             | 2031-07-12      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| REALPAGE INC TL B 1L BANKDEBT            | REALPAGE INC                                                           | CUSIP: 75605VAD4<br>LEI: 5493001RSFZX4122A604 | Long             | LON              | CORP              | US        |      2592825 | PA      | $2479674.12   | 0.05%             | 2028-04-24      | Floating      | 6.96%                 | No            | 2                  | On Loan: No      |
| GHANA                                    | REPUBLIC OF GHANA GOVERNMENT BONDS                                     | CUSIP: ZM7793510<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |     73066000 | PA      | $5202119.24   | 0.11%             | 2038-02-02      | Fixed         | 10.00%                | No            | 2                  | On Loan: No      |
| RIVIAN AUTO INC 4.625% 03/29 CB          | RIVIAN AUTO INC SR UNSECURED 144A 03/29 4.625                          | CUSIP: 76954AAB9<br>LEI: 25490004LNKJ84MFYY24 | Long             | DBT              | CORP              | US        |      5831000 | PA      | $6244226.80   | 0.14%             | 2029-03-15      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| RIVIAN HLD/AUTO LLC 144A                 | RIVIAN HOLDINGS LLC/RIVIAN LLC/RIVIAN AUTOMOTIVE LLC                   | CUSIP: 76954LAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5795000 | PA      | $5619087.79   | 0.12%             | 2031-01-15      | Fixed         | 10.00%                | No            | 2                  | On Loan: No      |
| ROMANIA                                  | ROMANIAN GOVERNMENT INTERNATIONAL BOND                                 | CUSIP: YK6552771<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     35100000 | PA      | $39541931.57  | 0.87%             | 2033-06-07      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| BARCLAYS                                 | RR DONNELLEY & SONS CO CDS 12/20/2026                                  | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DCR              | CORP              | US        |            1 | NC      | $215557.31    | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| RUFIJI BV 144A                           | RUFIJI BV                                                              | CUSIP: DH1866713<br>LEI: 2138002PSD6UU8BI9K98 | Long             | DBT              | CORP              | NL        | 151520000000 | PA      | $12425569.18  | 0.27%             | 2028-03-30      | Fixed         | 17.75%                | No            | 2                  | On Loan: No      |
| SANTANDER HOLDINGS USA                   | SANTANDER HOLDINGS USA INC                                             | CUSIP: 80282KBK1<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |     22850000 | PA      | $22895351.35  | 0.50%             | 2027-05-31      | Variable      | 6.12%                 | No            | 2                  | On Loan: No      |
| SASOL FINANCING USA LLC                  | SASOL FINANCING USA LLC                                                | CUSIP: ZK3493416<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |      7865000 | PA      | $8212559.58   | 0.18%             | 2029-05-03      | Fixed         | 8.75%                 | No            | 2                  | On Loan: No      |
| SASOL FINANCING USA LLC                  | SASOL FINANCING USA LLC                                                | CUSIP: 80386WAD7<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |      6906000 | PA      | $6231565.96   | 0.14%             | 2031-03-18      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| SERBIA                                   | SERBIA TREASURY BONDS                                                  | CUSIP: BG1390940<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |   1941220000 | PA      | $18554537.20  | 0.41%             | 2032-08-20      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| SERBIA                                   | SERBIA TREASURY BONDS                                                  | CUSIP: AR1346840<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |   3479010000 | PA      | $34936999.74  | 0.77%             | 2028-02-08      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| SHIMAO GROUP HOLDINGS LT 144A            | SHIMAO GROUP HOLDINGS LTD                                              | CUSIP: YQ4311896<br>LEI: 254900WTJ6B5CU69ZD26 | Long             | DBT              | CORP              | KY        |     11250548 | PA      | $418970.41    | 0.01%             | 2031-07-21      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| SHIMAO GROUP HOLDINGS LTD                | SHIMAO GROUP HOLDINGS LTD                                              | CUSIP: 000000000<br>LEI: 254900WTJ6B5CU69ZD26 | Long             | EC               | CORP              | KY        |     12903771 | NS      | $285018.66    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| SINGAPORE                                | SINGAPORE GOVERNMENT BOND                                              | CUSIP: LW9539104<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |     42486000 | PA      | $32917604.16  | 0.72%             | 2036-08-01      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| SIRIUS XM RADIO INC 144A                 | SIRIUS XM RADIO LLC                                                    | CUSIP: 82967NBA5<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |      5643000 | PA      | $5634002.03   | 0.12%             | 2027-08-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| SOCIETE GENERALE 144A                    | SOCIETE GENERALE SA                                                    | CUSIP: 83368RBX9<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |      7355000 | PA      | $7589126.78   | 0.17%             | 2035-01-19      | Variable      | 6.07%                 | No            | 2                  | On Loan: No      |
| SOCIETE GENERALE 144A                    | SOCIETE GENERALE SA                                                    | CUSIP: 83368RBW1<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |     10160000 | PA      | $10377044.15  | 0.23%             | 2030-01-19      | Variable      | 5.63%                 | No            | 2                  | On Loan: —       |
| SOUTHERN CO                              | SOUTHERN CO/THE                                                        | CUSIP: BR3544508<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |      7590000 | PA      | $8508420.72   | 0.19%             | 2081-09-15      | Variable      | 1.88%                 | No            | 2                  | On Loan: No      |
| MIDAS OPCO HOLDINGS LLC 144A             | STAGWELL GLOBAL LLC                                                    | CUSIP: 59565JAA9<br>LEI: 984500904E015Z0C1F82 | Long             | DBT              | CORP              | US        |     17057000 | PA      | $16259211.41  | 0.36%             | 2029-08-15      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC             | SWAPTION_IRS_USD_OTC_E_RECEIVER_K_3_EFF_2024-05-02_MAT_2026-05-04 MSLN | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | US        |            1 | NC      | $109069.37    | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| SYNOPSYS INC                             | SYNOPSYS INC                                                           | CUSIP: 871607AG2<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |     14670000 | PA      | $14011206.49  | 0.31%             | 2055-04-01      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| SYNOPSYS INC                             | SYNOPSYS INC                                                           | CUSIP: 871607AE7<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |      7125000 | PA      | $7137899.87   | 0.16%             | 2035-04-01      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| T. Rowe Price Government Reserve Fund    | T. Rowe Price Government Reserve Fund                                  | CUSIP: 76105Y109<br>LEI: 5493002Y0IYARJVQ5N24 | Long             | STIV             | RF                | US        |    472924029 | NS      | $472924029.43 | 10.36%            |  |  |  | No            | 1                  | On Loan: No      |
| THAILAND INFL INDX                       | THAILAND GOVERNMENT BOND                                               | CUSIP: EJ5804210<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |   4044166564 | PA      | $122850840.22 | 2.69%             | 2028-03-12      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                       | THB/USD FWD 20260605 GSILGB2X                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | TH        |            1 | NC      | $7676978.76   | 0.17%             |  |  |  | No            | 2                  | On Loan: No      |
| TIMES CHINA HLDG LTD 144A                | TIMES CHINA HOLDINGS LTD                                               | CUSIP: DC0403931<br>LEI: 2549000KTINB9ZPZP710 | Long             | DBT              | CORP              | KY        |      1379575 | PA      | $44298.00     | 0.00%             | 2029-03-30      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| TIMES CHINA HLDG LTD CB 0  144a          | TIMES CHINA HOLDINGS LTD                                               | CUSIP: DC0423012<br>LEI: 2549000KTINB9ZPZP710 | Long             | DBT              | CORP              | KY        |      6160506 | PA      | $48009.47     | 0.00%             | 2027-03-30      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| TIMES CHINA HLDG LTD 144A                | TIMES CHINA HOLDINGS LTD                                               | CUSIP: DC0410548<br>LEI: 2549000KTINB9ZPZP710 | Long             | DBT              | CORP              | KY        |      5146262 | PA      | $154790.45    | 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        |      1370105 | PA      | $8583.24      | 0.00%             | 2027-03-30      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| TOBACCO STL FIN CORP TXBL SER A-1        | TOBACCO SETTLEMENT FINANCING CORP/VA                                   | CUSIP: 88880NAT6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     10910000 | PA      | $8497623.35   | 0.19%             | 2046-06-01      | Fixed         | 6.71%                 | No            | 2                  | On Loan: No      |
| TORONTO-DOMINION BANK                    | TORONTO-DOMINION BANK/THE                                              | CUSIP: 89117F8Z5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     15285000 | PA      | $15752839.76  | 0.34%             | 2082-10-31      | Variable      | 8.12%                 | No            | 2                  | On Loan: No      |
| TPMT 2018-1 A1 144A                      | TOWD POINT MORTGAGE TRUST 2018-1                                       | CUSIP: 89176EAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        93366 | PA      | $92913.53     | 0.00%             | 2058-01-25      | Variable      | 3.00%                 | No            | 2                  | On Loan: No      |
| TOWNSQUARE TL B 1L BANKDEBT              | TOWNSQUARE MEDIA INC                                                   | CUSIP: 8922319C7<br>LEI: 549300XBA8C68H0DR538 | Long             | LON              | CORP              | US        |     15699717 | PA      | $11323577.86  | 0.25%             | 2030-02-19      | Floating      | 8.59%                 | No            | 2                  | On Loan: No      |
| TOYOTA MOTOR FINANCE BV                  | TOYOTA MOTOR FINANCE NETHERLANDS BV                                    | CUSIP: ZN6807335<br>LEI: 724500OPA8GZSQUNSR96 | Long             | DBT              | CORP              | NL        |      6735000 | PA      | $8913621.95   | 0.20%             | 2026-06-08      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| TPIC CLASS A SR TERM NOTES PP            | TPIC Rollup Sr Term Notes PP                                           | CUSIP: 000000000<br>LEI: 98450079E44D2D1B6432 | Long             | DBT              | CORP              | US        |       316774 | PA      | $345556.27    | 0.01%             | 2026-12-10      | Fixed         | 46.47%                | Yes           | 3                  | On Loan: No      |
| TPIC SPV I LLC 2024-1 A1 PP              | TPIC SPV I LLC                                                         | CUSIP: 872660AA3<br>LEI: 98450079E44D2D1B6432 | Long             | ABS-O            | CORP              | US        |      3878899 | PA      | $2916486.11   | 0.06%             | 2044-11-30      | Fixed         | 7.13%                 | Yes           | 3                  | On Loan: No      |
| GRS - SECURITY LENDING COLLATERAL        | TREASURY RESERVE FUND - Collateral                                     | CUSIP: 000000000<br>LEI: 549300SIV6FPS9Y7IH33 | Long             | STIV             | RF                | US        |      9883967 | NS      | $9883966.60   | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| TRIP.COM GROUP LTD CB 0.75% 06/29        | TRIP.COM GROUP LTD                                                     | CUSIP: 89677QAB3<br>LEI: 2549004RMYDSRQL4KW41 | Long             | DBT              | CORP              | KY        |      8401000 | PA      | $8714842.22   | 0.19%             | 2029-06-15      | Fixed         | 0.75%                 | No            | 2                  | On Loan: No      |
| TRK 2022-INV1 A1 144A                    | TRK 2022-INV1 TRUST                                                    | CUSIP: 872635AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8580679 | PA      | $8014818.32   | 0.18%             | 2057-02-25      | Variable      | 2.58%                 | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                       | TRS SOUSDCYC 1Y 01/19/2027/119027128/GSILGB2XXXX_C                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | DE        |            1 | NC      | $-415412.75   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                       | TRS SOUSDCYC 1Y 01/19/2027/119962437/GSILGB2XXXX_C                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | DE        |            1 | NC      | $-168326.84   | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                       | TRS SOUSDCYC 1Y 1/19/2027/118803960/GSILGB2XXXX_C                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | DE        |            1 | NC      | $-403318.59   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                       | TRS SOUSDCYC 2Y 01/19/2027/118571279/GSILGB2XXXX_C                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |            1 | NC      | $-1250986.72  | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                       | TRS SOUSFALT 2Y 01/19/2028/117681047/GSILGB2XXXX_C                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | DE        |            1 | NC      | $730429.01    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                       | TRS SOUSFALT 2Y 01/19/2028/117976895/GSILGB2XXXX_C                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |            1 | NC      | $718559.54    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                       | TRS SOUSFALT 2Y 01/19/2028/119174743/GSILGB2XXXX_C                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | DE        |            1 | NC      | $1657708.65   | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                       | TRS SOUSFALT 2Y 01/19/2028/119962435/GSILGB2XXXX_C                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | DE        |            1 | NC      | $239580.72    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank PLC - Wholesale (SING)     | TRY/USD FWD 20260416 BARCGB5G                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | TR        |            1 | NC      | $392990.29    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                             | UAH/USD FWD 20260507 CITIGB2L                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | UA        |            1 | NC      | $37718.79     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UKRAINE                                  | UKRAINE GOVERNMENT INTERNATIONAL BOND                                  | CUSIP: YV4644170<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      7010000 | PA      | $3271029.34   | 0.07%             | 2036-02-01      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| UKRAINE GOVERNMENT                       | UKRAINE GOVERNMENT INTERNATIONAL BOND                                  | CUSIP: YV4638727<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      3080000 | PA      | $1628757.21   | 0.04%             | 2035-02-01      | Variable      | 4.50%                 | No            | 2                  | On Loan: No      |
| UKRAINE                                  | UKRAINE GOVERNMENT INTERNATIONAL BOND                                  | CUSIP: YV4639147<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      1320000 | PA      | $683188.55    | 0.01%             | 2036-02-01      | Variable      | 4.50%                 | No            | 2                  | On Loan: No      |
| BARCLAYS                                 | UNISYS CORP CDS 12/20/2027                                             | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DCR              | CORP              | US        |            1 | NC      | $-76549.09    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BARCLAYS                                 | UNISYS CORP CDS 12/20/2027                                             | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DCR              | CORP              | US        |            1 | NC      | $-229647.28   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| UNITED KINGDOM                           | UNITED KINGDOM GILT                                                    | CUSIP: YT0326355<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    256300000 | PA      | $339001064.34 | 7.42%             | 2028-03-07      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| UNITED KINGDOM GILT                      | UNITED KINGDOM GILT                                                    | CUSIP: YR0755938<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    112843000 | PA      | $145454031.59 | 3.19%             | 2035-03-07      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| UNITED KINGDOM GILT                      | UNITED KINGDOM GILT                                                    | CUSIP: YJ2653774<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    115690000 | PA      | $150778409.36 | 3.30%             | 2031-03-07      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| UNITED KINGDOM                           | UNITED KINGDOM GILT                                                    | CUSIP: ZF2680865<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    159478375 | PA      | $175752567.97 | 3.85%             | 2054-07-31      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| TIPS                                     | UNITED STATES TREASURY INFLATION INDEXED BONDS                         | CUSIP: 91282CCA7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     68585272 | PA      | $68637128.42  | 1.50%             | 2026-04-15      | Fixed         | 0.12%                 | No            | 2                  | On Loan: No      |
| US TREASURY N/B                          | UNITED STATES TREASURY NOTE/BOND                                       | CUSIP: 91282CKK6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     49860000 | PA      | $49900900.78  | 1.09%             | 2026-04-30      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| TYM6 US 10YR NOTE (CBT)JUN26             | US 10YR NOTE (CBT)JUN26                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |          -64 | NC      | $101724.98    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| TYM6 US 10YR NOTE (CBT)JUN26             | US 10YR NOTE (CBT)JUN26                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |        -3379 | NC      | $5370761.22   | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| UXYM6 US 10YR ULTRA FUT JUN26            | US 10YR ULTRA FUT JUN26                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |        -4599 | NC      | $11752773.37  | 0.26%             |  |  |  | No            | 1                  | On Loan: No      |
| UXYM6 US 10YR ULTRA FUT JUN26            | US 10YR ULTRA FUT JUN26                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |         -396 | NC      | $1011980.49   | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| UXYM6 US 10YR ULTRA FUT JUN26            | US 10YR ULTRA FUT JUN26                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |          -51 | NC      | $130330.82    | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| FVM6 US 5YR NOTE (CBT) JUN26             | US 5YR NOTE (CBT) JUN26                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |        -2791 | NC      | $-1189182.91  | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| FVM6 US 5YR NOTE (CBT) JUN26             | US 5YR NOTE (CBT) JUN26                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |        -2596 | NC      | $-1106097.76  | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| USM6 US LONG BOND(CBT) JUN26             | US LONG BOND(CBT) JUN26                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |            1 | NC      | $-3712.36     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| GOLDMAN SACHS & CO                       | USD IRS OPT 1Y/10Y 4.96 1/27/27 PAY GSIL                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DIR              | CORP              | US        |            1 | NC      | $1914525.37   | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                          | USD IRS OPT 6M/5Y 2.75 4/1/26 REC BOFA                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              | CORP              | US        |            1 | NC      | $0.00         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                       | USD IRS OPT 6M/5Y 2.75 4/14/26 REC GSIL                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DIR              | CORP              | US        |            1 | NC      | $536.83       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                       | USD IRS OPT 6M/5Y 2.85 4/1/26 REC GSIL                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DIR              | CORP              | US        |            1 | NC      | $0.00         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BNP PARIBAS SECURITIES CORP              | USD/AUD FWD 20260522 BNPAFRPP                                          | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-1055627.53  | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| DEUTSCHE BANK                            | USD/AUD FWD 20260522 DEUTGB2L                                          | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-1200631.34  | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                       | USD/AUD FWD 20260522 GSILGB2X                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-234547.57   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| HSBC SECURITIES INC                      | USD/AUD FWD 20260522 MRMDUS33                                          | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-1307083.64  | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                       | USD/BRL FWD 20260602 UBSWGB2L                                          | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-2652394.91  | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                       | USD/CAD FWD 20260424 GSILGB2X                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |            1 | NC      | $56326.88     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                          | USD/CLP FWD 20260508 BOFAUS6N                                          | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |            1 | NC      | $27245.05     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                             | USD/CLP FWD 20260508 CITIGB2L                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |            1 | NC      | $62593.07     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                       | USD/CLP FWD 20260508 UBSWGB2L                                          | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |            1 | NC      | $2235494.90   | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                          | USD/COP FWD 20260605 BOFAUS6N                                          | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-275703.10   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                       | USD/COP FWD 20260605 GSILGB2X                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-55990.15    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                       | USD/COP FWD 20260605 UBSWGB2L                                          | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-33813.32    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| WELLS FARGO SECURITIES, LLC.             | USD/COP FWD 20260605 WFBIUS6W                                          | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-2679988.19  | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                             | USD/EGP FWD 20260615 CITIGB2L                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-2475751.19  | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                             | USD/EGP FWD 20260914 CITIGB2L                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-2000331.30  | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                       | USD/EUR FWD 20260424 GSILGB2X                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |            1 | NC      | $3738203.50   | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC SECURITIES INC                      | USD/EUR FWD 20260424 MRMDUS33                                          | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |            1 | NC      | $467181.20    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC             | USD/EUR FWD 20260424 MSLNGB2X                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-11080.70    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BNP PARIBAS SECURITIES CORP              | USD/GBP FWD 20260424 BNPAFRPP                                          | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-27171.39    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                     | USD/GBP FWD 20260424 CHASGB2L                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |            1 | NC      | $292639.51    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                             | USD/GBP FWD 20260424 CITIGB2L                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-144070.48   | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| DEUTSCHE BANK                            | USD/GBP FWD 20260424 DEUTGB2L                                          | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |            1 | NC      | $4376344.71   | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                       | USD/GBP FWD 20260424 GSILGB2X                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |            1 | NC      | $252099.07    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC             | USD/GBP FWD 20260424 MSLNGB2X                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-252240.73   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| NOMURA SECURITIES INTL INC               | USD/GBP FWD 20260424 NOMAGB2L                                          | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | N/A              | DFE              | CORP              | US        |            1 | NC      | $4063228.24   | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC          | USD/GBP FWD 20260424 SBOSGB2X                                          | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | US        |            1 | NC      | $80280.32     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                       | USD/GBP FWD 20260424 UBSWGB2L                                          | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |            1 | NC      | $1790516.41   | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                       | USD/HUF FWD 20260417 GSILGB2X                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-1624889.22  | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                       | USD/HUF FWD 20260417 UBSWGB2L                                          | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |            1 | NC      | $1353005.53   | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                     | USD/IDR FWD 20260710 CHASGB2L                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |            1 | NC      | $158.63       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC SECURITIES INC                      | USD/INR FWD 20260410 MRMDUS33                                          | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-62775.74    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                       | USD/INR FWD 20260410 UBSWGB2L                                          | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |            1 | NC      | $4353099.05   | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                          | USD/JPY FWD 20260424 BOFAUS6N                                          | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |            1 | NC      | $934126.16    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                     | USD/JPY FWD 20260424 CHASGB2L                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-50611.57    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                       | USD/JPY FWD 20260424 GSILGB2X                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |            1 | NC      | $3933940.18   | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC SECURITIES INC                      | USD/JPY FWD 20260424 MRMDUS33                                          | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |            1 | NC      | $1598115.92   | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| RBC DOMINION SECURITIES INC              | USD/JPY FWD 20260424 ROYCGB2L                                          | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-20908.22    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| STANDARD CHARTERED SECURITIES            | USD/JPY FWD 20260424 SCBLGB2L                                          | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-327064.12   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                       | USD/JPY FWD 20260424 UBSWGB2L                                          | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |            1 | NC      | $1471397.59   | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                             | USD/KES FWD 20260410 CITIGB2L                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-32303.74    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                          | USD/KRW FWD 20260410 BOFAUS6N                                          | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |            1 | NC      | $360486.03    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC SECURITIES INC                      | USD/KRW FWD 20260410 MRMDUS33                                          | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-3919719.55  | -0.09%            |  |  |  | No            | 2                  | On Loan: No      |
| RBC DOMINION SECURITIES INC              | USD/KRW FWD 20260410 ROYCGB2L                                          | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-796693.20   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                          | USD/MXN FWD 20260417 BOFAUS6N                                          | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-803352.45   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                     | USD/MXN FWD 20260417 CHASGB2L                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |            1 | NC      | $290830.68    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                       | USD/MXN FWD 20260417 GSILGB2X                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |            1 | NC      | $1396917.76   | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC SECURITIES INC                      | USD/MXN FWD 20260417 MRMDUS33                                          | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |            1 | NC      | $451842.41    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| RBC DOMINION SECURITIES INC              | USD/MXN FWD 20260417 ROYCGB2L                                          | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-1219681.95  | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                       | USD/MXN FWD 20260417 UBSWGB2L                                          | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-325785.93   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                          | USD/MYR FWD 20260605 BOFAUS6N                                          | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |            1 | NC      | $1794951.42   | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                       | USD/NOK FWD 20260424 GSILGB2X                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-4116934.32  | -0.09%            |  |  |  | No            | 2                  | On Loan: No      |
| BNP PARIBAS SECURITIES CORP              | USD/NZD FWD 20260424 BNPAFRPP                                          | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |            1 | NC      | $1178645.71   | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                       | USD/NZD FWD 20260424 GSILGB2X                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |            1 | NC      | $369404.55    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC SECURITIES INC                      | USD/NZD FWD 20260424 MRMDUS33                                          | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |            1 | NC      | $188674.59    | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                     | USD/RSD FWD 20260417 CHASGB2L                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-59113.57    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                             | USD/RSD FWD 20260417 CITIGB2L                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |            1 | NC      | $504797.91    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                             | USD/RSD FWD 20260717 CITIGB2L                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-2597.98     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                       | USD/SEK FWD 20260630 UBSWGB2L                                          | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-181561.28   | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BNP PARIBAS SECURITIES CORP              | USD/SGD FWD 20260612 BNPAFRPP                                          | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |            1 | NC      | $23602.60     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                          | USD/SGD FWD 20260612 BOFAUS6N                                          | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |            1 | NC      | $107525.82    | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                       | USD/SGD FWD 20260612 GSILGB2X                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |            1 | NC      | $16806.00     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| DEUTSCHE BANK                            | USD/UAH FWD 20260604 DEUTGB2L                                          | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-714.16      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| P&P SYNERGY SEC 1 S.a.r.l. PP            | VACA MUERTA SUR FRN PP                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | AR        |      7352000 | PA      | $7358616.80   | 0.16%             | 2030-07-08      | Variable      | 9.34%                 | Yes           | 2                  | On Loan: No      |
| VERIZON COMMUNICATIONS                   | VERIZON COMMUNICATIONS INC                                             | CUSIP: 92343VHG2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     19390000 | PA      | $18977308.67  | 0.42%             | 2036-01-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| VERIZON COMMUNICATIONS                   | VERIZON COMMUNICATIONS INC                                             | CUSIP: 92343VHJ6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      4295000 | PA      | $4174055.51   | 0.09%             | 2055-11-30      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| VERUS 2022-1 A1 144A                     | VERUS SECURITIZATION TRUST 2022-1                                      | CUSIP: 92538WAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     12150528 | PA      | $11475227.28  | 0.25%             | 2067-01-25      | Variable      | 3.72%                 | No            | 2                  | On Loan: No      |
| VISTRA CORP 144A                         | VISTRA CORP                                                            | CUSIP: 92840MAC6<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |      7285000 | PA      | $7288692.69   | 0.16%             | N/A             | Variable      | 7.00%                 | No            | 2                  | On Loan: No      |
| ZAMBIA                                   | ZAMBIA GOVERNMENT BOND                                                 | CUSIP: DC3289683<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |     57803000 | PA      | $3255060.73   | 0.07%             | 2035-12-22      | Fixed         | 17.50%                | No            | 2                  | On Loan: No      |
| ZAMBIA                                   | ZAMBIA GOVERNMENT BOND                                                 | CUSIP: DC3289675<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |     37697000 | PA      | $2091064.05   | 0.05%             | 2030-12-22      | Fixed         | 16.49%                | No            | 2                  | On Loan: No      |
| CITIBANK N A                             | ZMW/USD FWD 20260410 CITIGB2L                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | ZM        |            1 | NC      | $935342.44    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |

### Signature

**Date Signed:** 2026-05-05

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

**Signature:** /s/ Alan Dupski

**Name of Signer:** Alan Dupski

**Title:** Treasurer & Vice President