# EDGAR Filing Document

**Accession Number:** 0000313212
**File Stem:** 0001099263-25-003604
**Filing Date:** 2025-11
**Character Count:** 122651
**Document Hash:** a4a28e6bdad748ee6d08da56e1a11ac4
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001099263-25-003604.hdr.sgml**: 20251125

**ACCESSION NUMBER**: 0001099263-25-003604

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20250930

**FILED AS OF DATE**: 20251125

**DATE AS OF CHANGE**: 20251125

**PERIOD START**: 20251231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** T. Rowe Price International Funds, Inc.
- **CENTRAL INDEX KEY:** 0000313212

**ORGANIZATION NAME:**
- **EIN:** 521175211
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-02958
- **FILM NUMBER:** 251521865

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

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

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

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Baltimore

  - **State:** MD

  - **Foreign country:** US

  - **Zip / Postal Code:** 21231

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

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

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

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

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

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

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

- **b. Date as of which information is reported:** 2025-09-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $342215512.96

**Total Liabilities:** $8892790.43

**Net Assets:** $333322722.53

**Delayed Delivery Securities:** $224275.73

**Cash Not Reported:** $3275138.29

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -99.644017 | **1-Year:** -847.309357 | **5-Year:** -3374.039949 | **10-Year:** -1275.615488 | **30-Year:** -49.829558

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

- **3-Month:** -63.355704 | **1-Year:** 187.889323 | **5-Year:** 3155.346556 | **10-Year:** -1821.818246 | **30-Year:** -256.128495

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000101161 | -1.11%               | 2.59%                | 1.47%                |
| Class ID C000102979 | -1.09%               | 2.38%                | 1.67%                |
| Class ID C000166322 | -1.06%               | 2.41%                | 1.70%                |
| Class ID C000225813 | -1.01%               | 2.67%                | 1.55%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $703136.21               | $-5328449.46                               |
| Month 2  | $109212.17               | $5752686.05                                |
| Month 3  | $979517.59               | $2200998.18                                |

**Designated Index Information**

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

- **Index Identifier:** JPRGBIGBLDIV

### Schedule of Portfolio Investments

| Name                                     | Title                                               | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |      Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   | Fair Value Level   | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| AGILE GROUP HOLDINGS LTD                 | AGILE GROUP HOLDINGS LTD                            | CUSIP: BK1999766<br>LEI: 549300ZRISRT38EEYY07 | Long             | DBT              | CORP              | KY        |       540000 | PA      | $32400.00     | 0.01%             | 2025-01-02      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| ASIAN INFRASTRUCTURE INV                 | ASIAN INFRASTRUCTURE INVESTMENT BANK/THE            | CUSIP: ZD2723355<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | CORP              | N/A       |     97000000 | PA      | $1100619.73   | 0.33%             | 2029-03-01      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| BENIN INTL GOV BOND                      | BENIN GOVERNMENT INTERNATIONAL BOND                 | CUSIP: ZF7641839<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |       914000 | PA      | $936907.88    | 0.28%             | 2038-02-13      | Fixed         | 7.96%                 | No            | 2                  | On Loan: No      |
| BONA FIDE INVSTMNT HLDNG LLC A 6/2023 PP | BONA FIDE INVSTMNT HLDNG LLC A 6/2023 PP            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |            0 | NS      | $376644.84    | 0.11%             |  |  |  | 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      | $229790.00    | 0.07%             |  |  |  | Yes           | N/A                | On Loan: No      |
| BONOS TESORERIA PESOS 144A               | BONOS DE LA TESORERIA DE LA REPUBLICA EN PESOS      | CUSIP: ZJ9151649<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    295000000 | PA      | $297795.45    | 0.09%             | 2037-11-01      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| BONOS TESORERIA PESOS 144A               | BONOS DE LA TESORERIA DE LA REPUBLICA EN PESOS      | CUSIP: BQ3398386<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    900000000 | PA      | $935346.31    | 0.28%             | 2028-10-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| BONOS TESORERIA PESOS 144A               | BONOS DE LA TESORERIA DE LA REPUBLICA EN PESOS      | CUSIP: AT3408966<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   3215000000 | PA      | $3257916.24   | 0.98%             | 2030-09-01      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| BONOS TESORERIA PESOS 144A               | BONOS DE LA TESORERIA DE LA REPUBLICA EN PESOS      | CUSIP: ZH7377901<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   1530000000 | PA      | $1617336.67   | 0.49%             | 2034-10-01      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| BRAZIL NTN-F                             | BRAZIL NOTAS DO TESOURO NACIONAL SERIE F            | CUSIP: ZF1603256<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     27087000 | PA      | $4172739.72   | 1.25%             | 2035-01-01      | Fixed         | 10.00%                | No            | 2                  | On Loan: No      |
| NOTA DO TESOURO NACIONAL                 | BRAZIL NOTAS DO TESOURO NACIONAL SERIE F            | CUSIP: BT2749815<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |      4502000 | PA      | $714265.46    | 0.21%             | 2033-01-01      | 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        |     69601000 | PA      | $11459337.49  | 3.44%             | 2031-01-01      | Fixed         | 10.00%                | No            | 2                  | On Loan: No      |
| NOTA DO TESOURO NACIONAL                 | BRAZIL NOTAS DO TESOURO NACIONAL SERIE F            | CUSIP: AQ6084745<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     14933000 | PA      | $2580493.92   | 0.77%             | 2029-01-01      | Fixed         | 10.00%                | No            | 2                  | On Loan: No      |
| NOTA DO TESOURO NACIONAL                 | BRAZIL NOTAS DO TESOURO NACIONAL SERIE F            | CUSIP: JV5341526<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     18975000 | PA      | $3414793.34   | 1.02%             | 2027-01-01      | Fixed         | 10.00%                | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC             | BRL IRS 01/04/2027  REC FIX MSLN                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | US        |            1 | NC      | $-187171.80   | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                       | BRL IRS 01/04/2027 REC FIX GSIL_C                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DIR              | CORP              | US        |            1 | NC      | $-63137.84    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC             | BRL IRS 01/04/2027 REC FIX MSLN                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | US        |            1 | NC      | $-207732.51   | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC             | BRL IRS 1/4/2027 REC FIX MSLN                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | US        |            1 | NC      | $-144928.63   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| BNP PARIBAS SECURITIES CORP              | BRL/USD FWD 20251202 BNPAFRPP                       | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | BR        |            1 | NC      | $21832.93     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                     | BRL/USD FWD 20251202 CHASGB2L                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | BR        |            1 | NC      | $11241.36     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| DEUTSCHE BANK                            | BRL/USD FWD 20251202 DEUTGB2L                       | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | BR        |            1 | NC      | $169291.35    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| THE BANK OF NEW YORK MELLON              | BRL/USD FWD 20251202 IRVTGB2X                       | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              | CORP              | BR        |            1 | NC      | $1146.54      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                     | CAD/USD FWD 20251024 CHASGB2L                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | CA        |            1 | NC      | $-632.60      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                             | CAD/USD FWD 20251024 CITIGB2L                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | CA        |            1 | NC      | $48158.66     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| TORONTO DOMINION SECURITIES              | CAD/USD FWD 20251024 TDOMCATT                       | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | N/A              | DFE              | CORP              | CA        |            1 | NC      | $-18968.76    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                          | CHF/USD FWD 20251024 BOFAUS6N                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | CH        |            1 | NC      | $-745.54      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                     | CHF/USD FWD 20251024 CHASGB2L                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | CH        |            1 | NC      | $-973.30      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC          | CHF/USD FWD 20251024 SBOSGB2X                       | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | CH        |            1 | NC      | $-1449.55     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CHINA GOVERNMENT BOND                    | CHINA GOVERNMENT BOND                               | CUSIP: ZQ5976324<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     17050000 | PA      | $2552072.27   | 0.77%             | 2029-11-21      | Fixed         | 3.13%                 | No            | 2                  | On Loan: No      |
| CHINA                                    | CHINA GOVERNMENT BOND                               | CUSIP: YV2264450<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     14050000 | PA      | $2018417.24   | 0.61%             | 2034-08-25      | Fixed         | 2.11%                 | No            | 2                  | On Loan: No      |
| CHINA GOVERNMENT BOND                    | CHINA GOVERNMENT BOND                               | CUSIP: YW4797141<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |      8270000 | PA      | $1212254.01   | 0.36%             | 2054-07-25      | Fixed         | 2.47%                 | No            | 2                  | On Loan: No      |
| CHINA                                    | CHINA GOVERNMENT BOND                               | CUSIP: ZO3452687<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     14020000 | PA      | $2536710.14   | 0.76%             | 2050-09-14      | Fixed         | 3.81%                 | No            | 2                  | On Loan: No      |
| CITIGROUP GLOB MKT CB 0% 2/26            | CITIGROUP GLOBAL MARKETS HOLDINGS INC/UNITED STATES | CUSIP: ZL3668817<br>LEI: 82VOJDD5PTRDMVVMGV31 | Long             | DBT              | CORP              | US        |      3000000 | PA      | $380869.95    | 0.11%             | 2026-02-26      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                     | CLP/USD FWD 20251107 CHASGB2L                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | CL        |            1 | NC      | $2768.00      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| DEUTSCHE BANK                            | CLP/USD FWD 20251107 DEUTGB2L                       | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | CL        |            1 | NC      | $-21263.54    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                       | CLP/USD FWD 20251107 GSILGB2X                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | CL        |            1 | NC      | $-372.52      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| HSBC SECURITIES INC                      | CLP/USD FWD 20251107 MRMDUS33                       | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | CL        |            1 | NC      | $35739.76     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                      | CME - MXN IRS 1/24/35 PAY FIX_C                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |            1 | NC      | $-284154.29   | -0.09%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                      | CME - MXN IRS 11/15/29 REC FIX GSIL_C               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |            1 | NC      | $245325.86    | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                      | CME-CZK IRS 7/1/28 REC FIX MRMD_C                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |            1 | NC      | $-21500.97    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                          | CNH/USD FWD 20251212 BOFAUS6N                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | CN        |            1 | NC      | $242.03       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                     | CNH/USD FWD 20251212 CHASGB2L                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | CN        |            1 | NC      | $2959.63      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                       | CNH/USD FWD 20251212 UBSWGB2L                       | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | CN        |            1 | NC      | $-8739.76     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BNP PARIBAS SECURITIES CORP              | CNY IRS 3/25/32 REC FIX_C                           | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DIR              | CORP              | US        |            1 | NC      | $-7395.36     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| COLOMBIA                                 | COLOMBIAN TES                                       | CUSIP: EK6999263<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  18330000000 | PA      | $4141478.55   | 1.24%             | 2030-09-18      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| COLOMBIA GREEN                           | COLOMBIAN TES                                       | CUSIP: BR7105587<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  20577900000 | PA      | $4389027.47   | 1.32%             | 2031-03-26      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| COLOMBIA                                 | COLOMBIAN TES                                       | CUSIP: YW3418426<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   6600000000 | PA      | $1624956.02   | 0.49%             | 2046-07-25      | Fixed         | 11.50%                | No            | 2                  | On Loan: No      |
| COLOMBIA                                 | COLOMBIAN TES                                       | CUSIP: YP3932751<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   9588200000 | PA      | $2562608.66   | 0.77%             | 2040-11-28      | Fixed         | 12.75%                | No            | 2                  | On Loan: No      |
| COLOMBIA                                 | COLOMBIAN TES                                       | CUSIP: EJ5096460<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   8173800000 | PA      | $1910496.79   | 0.57%             | 2028-04-28      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| TITULOS DE TESORERIA                     | COLOMBIAN TES                                       | CUSIP: YM8536158<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   4250000000 | PA      | $1087303.21   | 0.33%             | 2035-01-24      | Fixed         | 11.75%                | No            | 2                  | On Loan: No      |
| COLOMBIA                                 | COLOMBIAN TES                                       | CUSIP: BN5058530<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   3889000000 | PA      | $687053.30    | 0.21%             | 2036-07-09      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| COLOMBIA                                 | COLOMBIAN TES                                       | CUSIP: ZM3975335<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  12025000000 | PA      | $3319421.55   | 1.00%             | 2033-02-09      | Fixed         | 13.25%                | No            | 2                  | On Loan: No      |
| BNP PARIBAS SECURITIES CORP              | COP/USD FWD 20251205 BNPAFRPP                       | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | CO        |            1 | NC      | $8777.24      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                          | COP/USD FWD 20251205 BOFAUS6N                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | CO        |            1 | NC      | $2116.44      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                     | COP/USD FWD 20251205 CHASGB2L                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | CO        |            1 | NC      | $-3229.14     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                       | COP/USD FWD 20251205 UBSWGB2L                       | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | CO        |            1 | NC      | $-259847.11   | -0.08%            |  |  |  | No            | 2                  | On Loan: No      |
| CZECH REPUBLIC                           | CZECH REPUBLIC GOVERNMENT BOND                      | CUSIP: AP5145606<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    284310000 | PA      | $11476773.33  | 3.44%             | 2033-10-13      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| CZECH REPUBLIC                           | CZECH REPUBLIC GOVERNMENT BOND                      | CUSIP: ZI2447426<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |     66030000 | PA      | $3219826.34   | 0.97%             | 2032-11-11      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                          | CZK/USD FWD 20251017 BOFAUS6N                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | CZ        |            1 | NC      | $-46370.64    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                     | CZK/USD FWD 20251017 CHASGB2L                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | CZ        |            1 | NC      | $-16254.00    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                     | CZK/USD FWD 20251017 CHASGB2L                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | CZ        |            1 | NC      | $4269.66      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                             | CZK/USD FWD 20251017 CITIGB2L                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | CZ        |            1 | NC      | $-73440.69    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| HSBC SECURITIES INC                      | CZK/USD FWD 20251017 MRMDUS33                       | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | CZ        |            1 | NC      | $39341.19     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC             | CZK/USD FWD 20251017 MSLNGB2X                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | CZ        |            1 | NC      | $672.44       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| STANDARD CHARTERED SECURITIES            | CZK/USD FWD 20251017 SCBLGB2L                       | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | CZ        |            1 | NC      | $3972.44      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| DOMINICAN REPUBLIC 144A                  | DOMINICAN REPUBLIC INTERNATIONAL BOND               | CUSIP: 25714PFA1<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     44800000 | PA      | $779825.25    | 0.23%             | 2036-06-01      | Fixed         | 10.75%                | No            | 2                  | On Loan: No      |
| CITIBANK N A                             | EGP/USD FWD 20251104 CITIGB2L                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | EG        |            1 | NC      | $22513.22     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                             | EGP/USD FWD 20251112 CITIGB2L                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | EG        |            1 | NC      | $33597.32     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                             | EGP/USD FWD 20260115 CITIGB2L                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | EG        |            1 | NC      | $3253.56      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| EGYPT                                    | EGYPT GOVERNMENT BOND                               | CUSIP: BM0257337<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     28100000 | PA      | $587331.25    | 0.18%             | 2025-10-20      | Fixed         | 14.37%                | No            | 2                  | On Loan: No      |
| EGYPT                                    | EGYPT GOVERNMENT INTERNATIONAL BOND                 | CUSIP: AM2612894<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      1150000 | PA      | $1017017.92   | 0.31%             | 2047-01-31      | Fixed         | 8.50%                 | No            | 2                  | On Loan: No      |
| EGYPT T BILL                             | EGYPT TREASURY BILLS                                | CUSIP: YQ3569791<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     53500000 | PA      | $998374.26    | 0.30%             | 2026-03-17      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| EGYPT T BILL                             | EGYPT TREASURY BILLS                                | CUSIP: YS2589879<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     25700000 | PA      | $504612.32    | 0.15%             | 2025-12-30      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| RBC DOMINION SECURITIES INC              | EUR/USD FWD 20251121 ROYCGB2L                       | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-1080.20     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| STANDARD CHARTERED SECURITIES            | EUR/USD FWD 20251121 SCBLGB2L                       | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-24148.67    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| OEZ5 EURO-BOBL FUTURE  DEC25             | EURO-BOBL FUTURE  DEC25                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |          -35 | NC      | $-456.76      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| OEZ5 EURO-BOBL FUTURE  DEC25             | EURO-BOBL FUTURE  DEC25                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |          -34 | NC      | $-443.71      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| RXZ5 EURO-BUND FUTURE  DEC25             | EURO-BUND FUTURE  DEC25                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |          -12 | NC      | $-8470.31     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| EUROPEAN BK RECON & DEV                  | EUROPEAN BANK FOR RECONSTRUCTION & DEVELOPMENT      | CUSIP: YU0074481<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | N/A       |    113800000 | PA      | $1259456.52   | 0.38%             | 2036-10-03      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| EUROPEAN BK RECON & DEV                  | EUROPEAN BANK FOR RECONSTRUCTION & DEVELOPMENT      | CUSIP: YS4327138<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | N/A       |     75200000 | PA      | $845615.96    | 0.25%             | 2032-01-13      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| EXPORT DEVELOPMNT CANADA                 | EXPORT DEVELOPMENT CANADA                           | CUSIP: ZN6613451<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | DBT              | NUSS              | CA        |     14510000 | PA      | $340710.91    | 0.10%             | 2025-12-05      | Fixed         | 30.00%                | No            | 2                  | On Loan: No      |
| BNP PARIBAS SECURITIES CORP              | FXO EUR PUT/BRL CALL AT 6.31 10/9/25 BNPA           | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |            1 | NC      | $29409.54     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| STANDARD CHARTERED SECURITIES            | FXO USD CALL/JPY PUT AT 150.46 10/17/25 SCBL        | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | US        |            1 | NC      | $3969.30      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| STANDARD CHARTERED SECURITIES            | FXO USD CALL/JPY PUT AT 150.46 10/17/25 SCBL        | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | US        |            1 | NC      | $10032.20     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BNP PARIBAS SECURITIES CORP              | GBP/USD FWD 20251121 BNPAFRPP                       | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | GB        |            1 | NC      | $-9064.72     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS FIN C INTL CB 0 03/15/2027 | GOLDMAN SACHS FINANCE CORP INTERNATIONAL LTD        | CUSIP: ZD4389940<br>LEI: 549300KQWCT26VXWW684 | Long             | DBT              | CORP              | JE        |       500000 | PA      | $904098.75    | 0.27%             | 2027-03-15      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                     | HKD/USD FWD 20251003 CHASGB2L                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | HK        |            1 | NC      | $-59.54       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| HTA GROUP LTD CB 2.875% 03/27 CVT        | HTA GROUP LTD/MAURITIUS                             | CUSIP: BO5266180<br>LEI: 213800WEFU8O8X6EPU13 | Long             | DBT              | CORP              | MU        |       800000 | PA      | $779918.02    | 0.23%             | 2027-03-18      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                          | HUF/USD FWD 20251017 BOFAUS6N                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | HU        |            1 | NC      | $10328.75     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                     | HUF/USD FWD 20251017 CHASGB2L                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | HU        |            1 | NC      | $15570.22     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                             | HUF/USD FWD 20251017 CITIGB2L                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | HU        |            1 | NC      | $-1215.41     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| HUNGARY                                  | HUNGARY GOVERNMENT BOND                             | CUSIP: BT4398900<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   1437090000 | PA      | $4147495.47   | 1.24%             | 2028-03-23      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| HUNGARY                                  | HUNGARY GOVERNMENT BOND                             | CUSIP: YP1098753<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    628700000 | PA      | $1917724.88   | 0.58%             | 2031-07-23      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| HUNGARY GOVERNMENT BOND                  | HUNGARY GOVERNMENT BOND                             | CUSIP: ZO9985268<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   1196460000 | PA      | $2669657.44   | 0.80%             | 2033-04-20      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| HUNGARY                                  | HUNGARY GOVERNMENT BOND                             | CUSIP: AR0226704<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    217910000 | PA      | $436493.25    | 0.13%             | 2038-10-27      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| HUNGARY                                  | HUNGARY GOVERNMENT BOND                             | CUSIP: BT4396433<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   1834000000 | PA      | $4926758.09   | 1.48%             | 2032-11-24      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| N/A                                      | ICE_CDX EM CDSI S42 5Y 12/20/2029                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |            1 | NC      | $13633.56     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                      | ICE_CDX EM CDSI S43 5Y 06/20/2030 BARC              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |            1 | NC      | $41990.79     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                      | ICE_CDX HY CDSI S44 5Y 06/20/2030 BOFA              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |            1 | NC      | $-200366.38   | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                      | ICE_ITRX XOVER CDSI S43 5Y 06/20/2030               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |            1 | NC      | $-252392.17   | -0.08%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                     | IDR/USD FWD 20251010 CHASGB2L                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | ID        |            1 | NC      | $-61476.91    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| RBC DOMINION SECURITIES INC              | IDR/USD FWD 20251010 ROYCGB2L                       | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | ID        |            1 | NC      | $-10065.40    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                       | IDR/USD FWD 20251010 UBSWGB2L                       | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | ID        |            1 | NC      | $-36358.24    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| INDIA                                    | INDIA GOVERNMENT BOND                               | CUSIP: YW7593752<br>LEI: 335800IV7VCDQGIOI391 | Long             | DBT              | NUSS              | IN        |    183290000 | PA      | $2039566.05   | 0.61%             | 2054-08-05      | Fixed         | 7.09%                 | No            | 2                  | On Loan: No      |
| INDIA                                    | INDIA GOVERNMENT BOND                               | CUSIP: BY4725150<br>LEI: 335800IV7VCDQGIOI391 | Long             | DBT              | NUSS              | IN        |     20000000 | PA      | $234309.41    | 0.07%             | 2032-08-22      | Fixed         | 7.26%                 | No            | 2                  | On Loan: No      |
| INDIA                                    | INDIA GOVERNMENT BOND                               | CUSIP: BT4506932<br>LEI: 335800IV7VCDQGIOI391 | Long             | DBT              | NUSS              | IN        |     48900000 | PA      | $551985.73    | 0.17%             | 2032-01-17      | Fixed         | 6.54%                 | No            | 2                  | On Loan: No      |
| INDIA                                    | INDIA GOVERNMENT BOND                               | CUSIP: ZJ8780851<br>LEI: 335800IV7VCDQGIOI391 | Long             | DBT              | NUSS              | IN        |    158080000 | PA      | $1833672.50   | 0.55%             | 2037-07-24      | Fixed         | 7.18%                 | No            | 2                  | On Loan: No      |
| INDIA                                    | INDIA GOVERNMENT BOND                               | CUSIP: BY8961033<br>LEI: 335800IV7VCDQGIOI391 | Long             | DBT              | NUSS              | IN        |     76570000 | PA      | $879806.77    | 0.26%             | 2052-09-12      | Fixed         | 7.36%                 | No            | 2                  | On Loan: No      |
| INDIA GOVERNMENT BOND                    | INDIA GOVERNMENT BOND                               | CUSIP: ZM7643111<br>LEI: 335800IV7VCDQGIOI391 | Long             | DBT              | NUSS              | IN        |    535000000 | PA      | $6260540.16   | 1.88%             | 2033-02-06      | Fixed         | 7.26%                 | No            | 2                  | On Loan: No      |
| INDIA                                    | INDIA GOVERNMENT BOND                               | CUSIP: BM1186626<br>LEI: 335800IV7VCDQGIOI391 | Long             | DBT              | NUSS              | IN        |    271020000 | PA      | $2875080.71   | 0.86%             | 2050-12-17      | Fixed         | 6.67%                 | No            | 2                  | On Loan: No      |
| INDIA GOVERNMENT BOND                    | INDIA GOVERNMENT BOND                               | CUSIP: YO0526393<br>LEI: 335800IV7VCDQGIOI391 | Long             | DBT              | NUSS              | IN        |    106000000 | PA      | $1177847.42   | 0.35%             | 2035-05-05      | Fixed         | 6.33%                 | No            | 2                  | On Loan: No      |
| INDONESIA                                | INDONESIA TREASURY BOND                             | CUSIP: AF1743877<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  46835000000 | PA      | $3207544.09   | 0.96%             | 2036-05-15      | Fixed         | 8.25%                 | No            | 2                  | On Loan: No      |
| INDONESIA GOVERNMENT                     | INDONESIA TREASURY BOND                             | CUSIP: AZ8693857<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  20100000000 | PA      | $1281081.01   | 0.38%             | 2030-09-15      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| INDONESIA                                | INDONESIA TREASURY BOND                             | CUSIP: UV4168299<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  46007000000 | PA      | $3156027.75   | 0.95%             | 2031-05-15      | Fixed         | 8.75%                 | No            | 2                  | On Loan: No      |
| INDONESIA                                | INDONESIA TREASURY BOND                             | CUSIP: EJ3390386<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 120446000000 | PA      | $7382873.63   | 2.21%             | 2033-05-15      | Fixed         | 6.62%                 | No            | 2                  | On Loan: No      |
| INDONESIA GOVERNMENT                     | INDONESIA TREASURY BOND                             | CUSIP: BQ3771400<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  40570000000 | PA      | $2438679.38   | 0.73%             | 2027-04-15      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| INDONESIA                                | INDONESIA TREASURY BOND                             | CUSIP: ZQ4375866<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  71940000000 | PA      | $4594835.64   | 1.38%             | 2040-04-15      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| INDONESIA                                | INDONESIA TREASURY BOND                             | CUSIP: BQ3772713<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  28100000000 | PA      | $1735741.97   | 0.52%             | 2032-04-15      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| INDONESIA                                | INDONESIA TREASURY BOND                             | CUSIP: ZI4194448<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  13845000000 | PA      | $847149.50    | 0.25%             | 2034-02-15      | Fixed         | 6.62%                 | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                     | INR/USD FWD 20251010 CHASGB2L                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | IN        |            1 | NC      | $-13937.70    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                             | INR/USD FWD 20251010 CITIGB2L                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | IN        |            1 | NC      | $-2882.91     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| DEUTSCHE BANK                            | INR/USD FWD 20251010 DEUTGB2L                       | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | IN        |            1 | NC      | $-26487.18    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                       | INR/USD FWD 20251010 UBSWGB2L                       | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | IN        |            1 | NC      | $-245057.00   | -0.07%            |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                             | INR/USD FWD 20260109 CITIGB2L                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | IN        |            1 | NC      | $-3831.61     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| INTER-AMERICAN DEVEL BK                  | INTER-AMERICAN DEVELOPMENT BANK                     | CUSIP: ZH0461629<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | CORP              | N/A       |    195000000 | PA      | $2246693.42   | 0.67%             | 2030-10-06      | Fixed         | 7.35%                 | No            | 2                  | On Loan: No      |
| INTL BK RECON & DEVELOP                  | INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT | CUSIP: ZK0871929<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | N/A       |     74100000 | PA      | $827145.91    | 0.25%             | 2030-04-17      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| INTL BK RECON & DEVELOP                  | INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT | CUSIP: BN8716951<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | N/A       |  22000000000 | PA      | $1316726.07   | 0.40%             | 2026-02-09      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| INTL BK RECON & DEVELOP                  | INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT | CUSIP: ZF7294944<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | N/A       |     97000000 | PA      | $1100357.53   | 0.33%             | 2030-02-06      | Fixed         | 6.89%                 | No            | 2                  | On Loan: No      |
| INTL FINANCE CORP                        | INTERNATIONAL FINANCE CORP                          | CUSIP: BO1963327<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | CORP              | N/A       |   5750000000 | PA      | $1429998.01   | 0.43%             | 2026-02-26      | Fixed         | 3.59%                 | No            | 2                  | On Loan: No      |
| IVORY COAST                              | IVORY COAST GOVERNMENT INTERNATIONAL BOND           | CUSIP: ZQ0630710<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |      1065000 | PA      | $1169596.27   | 0.35%             | 2040-10-17      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| IVORY COAST 144A                         | IVORY COAST GOVERNMENT INTERNATIONAL BOND           | CUSIP: 221625AT3<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |       790000 | PA      | $822509.16    | 0.25%             | 2033-01-30      | Fixed         | 7.62%                 | No            | 2                  | On Loan: No      |
| Barclays Bank PLC - Wholesale (SING)     | JPY/USD FWD 20251024 BARCGB5G                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | JP        |            1 | NC      | $-2799.01     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| WELLS FARGO SECURITIES, LLC.             | JPY/USD FWD 20251024 WFBIUS6W                       | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | N/A              | DFE              | CORP              | JP        |            1 | NC      | $-11048.66    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                       | KRW/USD FWD 20251010 GSILGB2X                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | KR        |            1 | NC      | $18333.06     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| WELLS FARGO SECURITIES, LLC.             | KRW/USD FWD 20251010 WFBIUS6W                       | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | N/A              | DFE              | CORP              | KR        |            1 | NC      | $-58301.36    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                      | LCH - CNY IRS 12/19/29 REC FIX BOFA_C               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |            1 | NC      | $-8556.70     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                      | LCH - CNY IRS 4/2/30 REC FIX_C                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |            1 | NC      | $-1902.30     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                      | LCH - CNY IRS 9/8/30 REC FIX_C                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |            1 | NC      | $-5027.73     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                      | LCH - INR IRS 1/6/30 REC FIX DEUT_C                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |            1 | NC      | $48370.26     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                      | LCH - INR IRS 11/5/29 REC FIX NBIL_C                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |            1 | NC      | $42319.59     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                      | LCH - INR IRS 11/5/34 REC FIX GSIL_C                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |            1 | NC      | $29702.95     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                      | LCH - INR IRS 2/4/30 REC FIX_C                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |            1 | NC      | $20226.49     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                      | LCH - INR IRS 2/4/35 REC FIX_C                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |            1 | NC      | $21883.38     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                      | LCH - INR IRS 5/17/29 REC FIX MRMD                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |            1 | NC      | $51303.01     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                      | LCH - INR IRS 6/20/31 REC FIX CHAS                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |            1 | NC      | $35466.68     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                      | LCH - INR IRS 9/3/29 REC FIX MSLN                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |            1 | NC      | $11737.33     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                      | LCH - PLN IRS 5/9/28 REC FIX BOFA                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |            1 | NC      | $47358.54     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                      | LCH - PLN IRS 6/10/30 PAY FIX_C                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |            1 | NC      | $-2111.36     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                      | LCH-INR IRS 7/1/32 REC FIX BARC_C                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |            1 | NC      | $-1290.17     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                      | LCH-INR IRS 9/29/32 REC FIX CITI_C                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |            1 | NC      | $-1303.65     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                      | LCH-PLN IRS 6/11/30 PAY FIX GSIL_C                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |            1 | NC      | $-1840.22     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                      | LCH-PLN IRS 6/11/30 PAY FIX GSIL_C                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |            1 | NC      | $-1097.64     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                      | LCH-PLN IRS 6/12/30 PAY FIX BARC_C                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |            1 | NC      | $-7696.43     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                      | LCH-PLN IRS 6/12/30 PAY FIX GSIL_C                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |            1 | NC      | $-7379.71     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                      | LCH-PLN IRS 9/29/32 PAY FIX BARC_C                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |            1 | NC      | $-2849.03     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MALAYSIA                                 | MALAYSIA GOVERNMENT BOND                            | CUSIP: EJ8543401<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     16161000 | PA      | $4403344.72   | 1.32%             | 2043-09-30      | Fixed         | 4.93%                 | No            | 2                  | On Loan: No      |
| MALAYSIA                                 | MALAYSIA GOVERNMENT BOND                            | CUSIP: BJ9810216<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     12105000 | PA      | $2941880.95   | 0.88%             | 2050-06-15      | Fixed         | 4.07%                 | No            | 2                  | On Loan: No      |
| MALAYSIA                                 | MALAYSIA GOVERNMENT BOND                            | CUSIP: EI2160261<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     13100000 | PA      | $3276172.42   | 0.98%             | 2030-04-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| MALAYSIA                                 | MALAYSIA GOVERNMENT BOND                            | CUSIP: ZQ6789759<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     16345000 | PA      | $3898742.03   | 1.17%             | 2040-05-22      | Fixed         | 3.76%                 | No            | 2                  | On Loan: No      |
| MALAYSIA GOVERNMENT                      | MALAYSIA GOVERNMENT BOND                            | CUSIP: AS4638860<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     17575000 | PA      | $4510625.48   | 1.35%             | 2033-11-07      | Fixed         | 4.64%                 | No            | 2                  | On Loan: No      |
| MALAYSIA                                 | MALAYSIA GOVERNMENT BOND                            | CUSIP: YO3740777<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     14747000 | PA      | $3520979.74   | 1.06%             | 2030-05-15      | Fixed         | 3.34%                 | No            | 2                  | On Loan: No      |
| MEXICO                                   | MEXICAN BONOS                                       | CUSIP: BX4963407<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     57124000 | PA      | $2717735.65   | 0.82%             | 2053-07-31      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| MEXICO                                   | MEXICAN BONOS                                       | CUSIP: EK1693424<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     79515000 | PA      | $4112268.01   | 1.23%             | 2034-11-23      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| MEXICO                                   | MEXICAN BONOS                                       | CUSIP: EH6944449<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     92854000 | PA      | $4877491.76   | 1.46%             | 2038-11-18      | Fixed         | 8.50%                 | No            | 2                  | On Loan: No      |
| MEX BONOS DESARR FIX RT                  | MEXICAN BONOS                                       | CUSIP: ZN7935812<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     72850000 | PA      | $3759753.28   | 1.13%             | 2033-05-26      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| MEXICO                                   | MEXICAN BONOS                                       | CUSIP: YR0988158<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    159763000 | PA      | $8817832.71   | 2.65%             | 2030-02-28      | Fixed         | 8.50%                 | No            | 2                  | On Loan: No      |
| MEXICO                                   | MEXICAN BONOS                                       | CUSIP: EI8047355<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     40169000 | PA      | $2139176.12   | 0.64%             | 2031-05-29      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| MEXICO UDI INFL INDX                     | MEXICAN UDIBONOS                                    | CUSIP: BN8404384<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     33693564 | PA      | $1664671.14   | 0.50%             | 2031-11-27      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| MONTENEGRO 144A                          | MONTENEGRO GOVERNMENT INTERNATIONAL BOND            | CUSIP: 857305AA4<br>LEI: 747800V014106FYLL014 | Long             | DBT              | NUSS              | ME        |      1110000 | PA      | $1184628.04   | 0.36%             | 2031-03-12      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| MOROCCO 144A                             | MOROCCO GOVERNMENT INTERNATIONAL BOND               | CUSIP: YQ5985318<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |       760000 | PA      | $922031.91    | 0.28%             | 2035-04-02      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                          | MXN/USD FWD 20251017 BOFAUS6N                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | MX        |            1 | NC      | $29106.49     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                     | MXN/USD FWD 20251017 CHASGB2L                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | MX        |            1 | NC      | $19282.81     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                       | MXN/USD FWD 20251017 GSILGB2X                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | MX        |            1 | NC      | $-8261.42     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC             | MXN/USD FWD 20251017 MSLNGB2X                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | MX        |            1 | NC      | $10959.21     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| WELLS FARGO SECURITIES, LLC.             | MXN/USD FWD 20251017 WFBIUS6W                       | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | N/A              | DFE              | CORP              | MX        |            1 | NC      | $125491.17    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                          | MYR/USD FWD 20251205 BOFAUS6N                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | MY        |            1 | NC      | $-23407.06    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                     | MYR/USD FWD 20251205 CHASGB2L                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | MY        |            1 | NC      | $4264.21      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| NATIONAL BANK OF UZBEKIS                 | NATIONAL BANK OF UZBEKISTAN                         | CUSIP: YX9828980<br>LEI: 253400TZJ7T1YULTGN68 | Long             | DBT              | NUSS              | UZ        |      1090000 | PA      | $1172207.29   | 0.35%             | 2029-07-05      | Fixed         | 8.50%                 | No            | 2                  | On Loan: No      |
| CITIBANK N A                             | NGN/USD FWD 20251002 CITIGB2L                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | NG        |            1 | NC      | $45428.05     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                             | NGN/USD FWD 20251119 CITIGB2L                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | NG        |            1 | NC      | $49661.48     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                             | NGN/USD FWD 20260107 CITIGB2L                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | NG        |            1 | NC      | $73757.43     | 0.02%             |  |  |  | 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      | $2681.67      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| NIGERIA T-BILL                           | NIGERIA OMO BILL                                    | CUSIP: YN0266430<br>LEI: 549300G1JG004Y3K8S97 | Long             | DBT              | NUSS              | NG        |   1375000000 | PA      | $885224.24    | 0.27%             | 2026-01-20      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS SECURITIES CORP              | PEN/USD FWD 20251010 BNPAFRPP                       | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | PE        |            1 | NC      | $10804.80     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                     | PEN/USD FWD 20251010 CHASGB2L                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | PE        |            1 | NC      | $25577.18     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| DEUTSCHE BANK                            | PEN/USD FWD 20251010 DEUTGB2L                       | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | PE        |            1 | NC      | $-27308.31    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| STANDARD CHARTERED SECURITIES            | PEN/USD FWD 20251010 SCBLGB2L                       | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | PE        |            1 | NC      | $-8207.66     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                       | PEN/USD FWD 20251010 UBSWGB2L                       | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | PE        |            1 | NC      | $-30480.14    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| WELLS FARGO SECURITIES, LLC.             | PEN/USD FWD 20251010 WFBIUS6W                       | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | N/A              | DFE              | CORP              | PE        |            1 | NC      | $25531.51     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| PERU                                     | PERU GOVERNMENT BOND                                | CUSIP: AO4008642<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     11798000 | PA      | $3605142.90   | 1.08%             | 2032-08-12      | Fixed         | 6.15%                 | No            | 2                  | On Loan: No      |
| PERU 144A                                | PERUVIAN GOVERNMENT INTERNATIONAL BOND              | CUSIP: 715638FB3<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      6706000 | PA      | $2040577.94   | 0.61%             | 2035-08-12      | Fixed         | 6.85%                 | No            | 2                  | On Loan: No      |
| PERU                                     | PERUVIAN GOVERNMENT INTERNATIONAL BOND              | CUSIP: EG6623797<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      1510000 | PA      | $454577.47    | 0.14%             | 2037-08-12      | Fixed         | 6.90%                 | No            | 2                  | On Loan: No      |
| PETROLEOS MEXICANOS SR 14-2              | PETROLEOS MEXICANOS                                 | CUSIP: EK6310859<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     12010000 | PA      | $633527.08    | 0.19%             | 2026-11-12      | Fixed         | 7.47%                 | No            | 2                  | On Loan: No      |
| PHILIPPINES                              | PHILIPPINE GOVERNMENT BOND                          | CUSIP: ZF4229844<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    192300000 | PA      | $3363296.40   | 1.01%             | 2034-01-25      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| PHILIPPINES                              | PHILIPPINE GOVERNMENT BOND                          | CUSIP: ZJ9336752<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    144010000 | PA      | $2527334.94   | 0.76%             | 2030-07-27      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                       | PLN/USD FWD 20251114 GSILGB2X                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | PL        |            1 | NC      | $1467.32      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| NATWEST BANK PLC                         | PLN/USD FWD 20251114 RBOSGB2R                       | CUSIP: 000000000<br>LEI: 213800IBT39XQ9C4CP71 | N/A              | DFE              | CORP              | PL        |            1 | NC      | $1116.95      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                       | PLN/USD FWD 20251114 UBSWGB2L                       | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | PL        |            1 | NC      | $-4282.33     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| REPUBLIC OF COTE D'IVOIR 144A            | REPUBLIC OF COTE D'IVOIRE                           | CUSIP: YQ7565134<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    505000000 | PA      | $905356.38    | 0.27%             | 2028-04-01      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| POLAND                                   | REPUBLIC OF POLAND GOVERNMENT BOND                  | CUSIP: ZD5986595<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      9000000 | PA      | $2487801.88   | 0.75%             | 2029-07-25      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| POLAND                                   | REPUBLIC OF POLAND GOVERNMENT BOND                  | CUSIP: ZN1430620<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      7108000 | PA      | $2114240.27   | 0.63%             | 2028-07-25      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| POLAND                                   | REPUBLIC OF POLAND GOVERNMENT BOND                  | CUSIP: ZN9554595<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      4188000 | PA      | $1208818.01   | 0.36%             | 2033-10-25      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| POLAND INFL INDX                         | REPUBLIC OF POLAND GOVERNMENT BOND                  | CUSIP: YX8347198<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      3620492 | PA      | $892937.69    | 0.27%             | 2036-08-25      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| POLAND                                   | REPUBLIC OF POLAND GOVERNMENT BOND                  | CUSIP: AX1032579<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     20090000 | PA      | $5149693.88   | 1.54%             | 2029-10-25      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| POLAND                                   | REPUBLIC OF POLAND GOVERNMENT BOND                  | CUSIP: ZB2921763<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      1065000 | PA      | $285598.66    | 0.09%             | 2034-10-25      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| POLAND                                   | REPUBLIC OF POLAND GOVERNMENT BOND                  | CUSIP: EH5337827<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      5945000 | PA      | $1700176.78   | 0.51%             | 2029-04-25      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| SOUTH AFRICA                             | REPUBLIC OF SOUTH AFRICA GOVERNMENT BOND            | CUSIP: EJ2359143<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    128630000 | PA      | $6436454.08   | 1.93%             | 2048-02-28      | Fixed         | 8.75%                 | No            | 2                  | On Loan: No      |
| SOUTH AFRICA                             | REPUBLIC OF SOUTH AFRICA GOVERNMENT BOND            | CUSIP: EI2585962<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     18129000 | PA      | $995791.32    | 0.30%             | 2031-02-28      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| SOUTH AFRICA                             | REPUBLIC OF SOUTH AFRICA GOVERNMENT BOND            | CUSIP: EK7732887<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     83931000 | PA      | $4774262.92   | 1.43%             | 2035-02-28      | Fixed         | 8.88%                 | No            | 2                  | On Loan: No      |
| SOUTH AFRICA                             | REPUBLIC OF SOUTH AFRICA GOVERNMENT BOND            | CUSIP: EJ7498649<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    147678000 | PA      | $7447637.12   | 2.23%             | 2044-01-31      | Fixed         | 8.75%                 | No            | 2                  | On Loan: No      |
| SOUTH AFRICA                             | REPUBLIC OF SOUTH AFRICA GOVERNMENT BOND            | CUSIP: EJ7500097<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     43554000 | PA      | $2490381.63   | 0.75%             | 2032-03-31      | Fixed         | 8.25%                 | No            | 2                  | On Loan: No      |
| ROMANIA                                  | ROMANIA GOVERNMENT BOND                             | CUSIP: AU3524892<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     20090000 | PA      | $4325667.21   | 1.30%             | 2029-02-12      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| ROMANIA                                  | ROMANIA GOVERNMENT BOND                             | CUSIP: BP3061523<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      2695000 | PA      | $488368.74    | 0.15%             | 2036-04-28      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| ROMANIA GOVERNMENT BOND                  | ROMANIA GOVERNMENT BOND                             | CUSIP: ZH1927131<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     17010000 | PA      | $3870955.18   | 1.16%             | 2034-07-31      | Fixed         | 7.10%                 | No            | 2                  | On Loan: No      |
| Barclays Bank PLC - Wholesale (SING)     | RON/USD FWD 20251017 BARCGB5G                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | RO        |            1 | NC      | $1700.35      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BNP PARIBAS SECURITIES CORP              | RON/USD FWD 20251017 BNPAFRPP                       | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | RO        |            1 | NC      | $15232.14     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                     | RON/USD FWD 20251017 CHASGB2L                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | RO        |            1 | NC      | $6884.46      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                       | RON/USD FWD 20251017 GSILGB2X                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | RO        |            1 | NC      | $7441.22      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                             | RSD/USD FWD 20251114 CITIGB2L                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | RS        |            1 | NC      | $8279.89      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| SERBIA                                   | SERBIA INTERNATIONAL BOND                           | CUSIP: AZ2286302<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |      1050000 | PA      | $1147450.92   | 0.34%             | 2029-06-26      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| SRI LANKA GOVT BOND                      | SRI LANKA GOVERNMENT BONDS                          | CUSIP: YS1442807<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |     10233412 | PA      | $26251.34     | 0.01%             | 2038-09-15      | Floating      | 0.00%                 | No            | 3                  | On Loan: No      |
| SRI LANKA GOVT BOND                      | SRI LANKA GOVERNMENT BONDS                          | CUSIP: YS1447673<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |     10233412 | PA      | $25537.02     | 0.01%             | 2042-09-15      | Floating      | 0.00%                 | No            | 3                  | On Loan: No      |
| SRI LANKA GOVT BOND                      | SRI LANKA GOVERNMENT BONDS                          | CUSIP: YS1443839<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |     10233412 | PA      | $26039.02     | 0.01%             | 2039-09-15      | Floating      | 0.00%                 | No            | 3                  | On Loan: No      |
| SRI LANKA GOVT BOND                      | SRI LANKA GOVERNMENT BONDS                          | CUSIP: YS1165853<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |     10233412 | PA      | $26910.24     | 0.01%             | 2036-03-15      | Floating      | 0.00%                 | No            | 3                  | On Loan: No      |
| SRI LANKA GOVT BOND                      | SRI LANKA GOVERNMENT BONDS                          | CUSIP: YS1440678<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |     10233412 | PA      | $26491.14     | 0.01%             | 2037-09-15      | Floating      | 0.00%                 | No            | 3                  | On Loan: No      |
| SRI LANKA GOVT BOND                      | SRI LANKA GOVERNMENT BONDS                          | CUSIP: YS1448564<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |     10233412 | PA      | $25406.47     | 0.01%             | 2043-09-15      | Floating      | 0.00%                 | No            | 3                  | On Loan: No      |
| SRI LANKA GOVT BOND                      | SRI LANKA GOVERNMENT BONDS                          | CUSIP: YS1444886<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |     10233412 | PA      | $25850.99     | 0.01%             | 2040-09-15      | Floating      | 0.00%                 | No            | 3                  | On Loan: No      |
| SRI LANKA GOVT BOND                      | SRI LANKA GOVERNMENT BONDS                          | CUSIP: YS1446519<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |     10233412 | PA      | $25684.47     | 0.01%             | 2041-09-15      | Floating      | 0.00%                 | No            | 3                  | On Loan: No      |
| REPUBLIC OF SRI LANKA 144A               | SRI LANKA GOVERNMENT INTERNATIONAL BOND             | CUSIP: YS0765125<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |       324690 | PA      | $311459.06    | 0.09%             | 2028-04-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF SRI LANKA 144A               | SRI LANKA GOVERNMENT INTERNATIONAL BOND             | CUSIP: YS0765604<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |       592200 | PA      | $390460.41    | 0.12%             | 2038-06-15      | Variable      | 1.00%                 | No            | 2                  | On Loan: No      |
| STANDARD CHARTERED BK/LN 144A            | STANDARD CHARTERED BANK                             | CUSIP: BM6823504<br>LEI: RILFO74KP1CM8P6PCT96 | Long             | DBT              | CORP              | GB        |  46100000000 | PA      | $3088049.92   | 0.93%             | 2029-03-20      | Fixed         | 9.00%                 | No            | 2                  | On Loan: No      |
| T. Rowe Price Government Reserve Fund    | T. Rowe Price Government Reserve Fund               | CUSIP: 76105Y109<br>LEI: 5493002Y0IYARJVQ5N24 | Long             | STIV             | RF                | US        |     33545208 | NS      | $33545208.33  | 10.06%            |  |  |  | No            | 1                  | On Loan: No      |
| THAILAND                                 | THAILAND GOVERNMENT BOND                            | CUSIP: EI4240764<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |     10867000 | PA      | $381037.68    | 0.11%             | 2031-06-20      | Fixed         | 3.65%                 | No            | 2                  | On Loan: No      |
| THAILAND                                 | THAILAND GOVERNMENT BOND                            | CUSIP: QJ1898080<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |     28213000 | PA      | $1029883.39   | 0.31%             | 2036-06-17      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| THAILAND                                 | THAILAND GOVERNMENT BOND                            | CUSIP: BK8156469<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    202227000 | PA      | $6309835.49   | 1.89%             | 2035-12-17      | Fixed         | 1.58%                 | No            | 2                  | On Loan: No      |
| THAILAND                                 | THAILAND GOVERNMENT BOND                            | CUSIP: BP2211780<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |     52920000 | PA      | $1704972.22   | 0.51%             | 2031-12-17      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| THAILAND GOVERNMENT BOND                 | THAILAND GOVERNMENT BOND                            | CUSIP: ZJ6874573<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |     45000000 | PA      | $1446105.25   | 0.43%             | 2029-03-17      | Fixed         | 2.40%                 | No            | 2                  | On Loan: No      |
| THAILAND                                 | THAILAND GOVERNMENT BOND                            | CUSIP: ZF0235696<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |     33285000 | PA      | $1142037.83   | 0.34%             | 2034-06-17      | Fixed         | 2.80%                 | No            | 2                  | On Loan: No      |
| THAILAND INFL INDX                       | THAILAND GOVERNMENT BOND                            | CUSIP: EJ5804210<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |     92680227 | PA      | $2821396.55   | 0.85%             | 2028-03-12      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| THAILAND                                 | THAILAND GOVERNMENT BOND                            | CUSIP: ZO8401234<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |     66030000 | PA      | $2076085.25   | 0.62%             | 2042-06-17      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| THAILAND                                 | THAILAND GOVERNMENT BOND                            | CUSIP: EI9595063<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    139793000 | PA      | $4993526.02   | 1.50%             | 2032-06-25      | Fixed         | 3.77%                 | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                     | THB/USD FWD 20251204 CHASGB2L                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | TH        |            1 | NC      | $-647.97      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| TIMES CHINA HLDG LTD                     | TIMES CHINA HOLDINGS LTD                            | CUSIP: BK2863672<br>LEI: 2549000KTINB9ZPZP710 | Long             | DBT              | CORP              | KY        |      1000000 | PA      | $37500.00     | 0.01%             | 2025-07-08      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Barclays Bank PLC - Wholesale (SING)     | TRY/USD FWD 20251016 BARCGB5G                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | TR        |            1 | NC      | $55459.01     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| BNP PARIBAS SECURITIES CORP              | TRY/USD FWD 20251016 BNPAFRPP                       | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | TR        |            1 | NC      | $13227.13     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                     | TRY/USD FWD 20251016 CHASGB2L                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | TR        |            1 | NC      | $18374.02     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC SECURITIES INC                      | TRY/USD FWD 20251016 MRMDUS33                       | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | TR        |            1 | NC      | $2516.08      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank PLC - Wholesale (SING)     | TRY/USD FWD 20251120 BARCGB5G                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | TR        |            1 | NC      | $14510.36     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                          | TRY/USD FWD 20251120 BOFAUS6N                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | TR        |            1 | NC      | $-51789.65    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                             | TRY/USD FWD 20251120 CITIGB2L                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | TR        |            1 | NC      | $-6398.64     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC          | TRY/USD FWD 20251120 SBOSGB2X                       | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | TR        |            1 | NC      | $45815.95     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| TURKEY                                   | TURKIYE GOVERNMENT BOND                             | CUSIP: ZJ9945776<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     54753000 | PA      | $873432.64    | 0.26%             | 2033-07-13      | Fixed         | 17.80%                | No            | 2                  | On Loan: No      |
| TURKEY                                   | TURKIYE GOVERNMENT BOND                             | CUSIP: ZH5408328<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    188295000 | PA      | $4229806.96   | 1.27%             | 2033-10-05      | Fixed         | 26.20%                | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                     | TWD/USD FWD 20251009 CHASGB2L                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | TW        |            1 | NC      | $-19338.94    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| STANDARD CHARTERED SECURITIES            | TWD/USD FWD 20251009 SCBLGB2L                       | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | TW        |            1 | NC      | $-7785.30     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| TYX5P 112 PUT OPT 10YR FUT NOV 25        | TYX5P    112 PIT                                    | CUSIP: 000000000<br>LEI: 254900HROIFWPRGM1V77 | N/A              | DIR              | CORP              | US        |           42 | NC      | $15093.75     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| TYX5P 112 PUT OPT 10YR FUT NOV 25        | TYX5P    112 PIT                                    | CUSIP: 000000000<br>LEI: 254900HROIFWPRGM1V77 | N/A              | DIR              | CORP              | US        |           73 | NC      | $26234.38     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| UKRAINE                                  | UKRAINE GOVERNMENT BOND                             | CUSIP: ZF9816934<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     92000000 | PA      | $2265439.16   | 0.68%             | 2026-01-28      | Fixed         | 17.60%                | No            | 2                  | On Loan: No      |
| U S TREASURY BILL                        | UNITED STATES TREASURY BILL                         | CUSIP: 912797QS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      3000000 | PA      | $2979173.34   | 0.89%             | 2025-12-04      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                 | URUGUAY GOVERNMENT INTERNATIONAL BOND               | CUSIP: 760942BF8<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |     12038000 | PA      | $332166.06    | 0.10%             | 2033-07-20      | Fixed         | 9.75%                 | No            | 2                  | On Loan: No      |
| TYZ5 US 10YR NOTE (CBT)DEC25             | US 10YR NOTE (CBT)DEC25                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |           -8 | NC      | $2928.19      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| TYZ5 US 10YR NOTE (CBT)DEC25             | US 10YR NOTE (CBT)DEC25                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |          -23 | NC      | $8418.55      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| UXYZ5 US 10YR ULTRA FUT DEC25            | US 10YR ULTRA FUT DEC25                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |          -32 | NC      | $-35795.52    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| FVZ5 US 5YR NOTE (CBT) DEC25             | US 5YR NOTE (CBT) DEC25                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |          -32 | NC      | $-26.56       | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| WNZ5 US ULTRA BOND CBT DEC25             | US ULTRA BOND CBT DEC25                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |           -8 | NC      | $-23698.88    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| JP MORGAN CHASE BANK                     | USD/BRL FWD 20251202 CHASGB2L                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-16156.67    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                       | USD/BRL FWD 20251202 GSILGB2X                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-10149.61    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| TORONTO DOMINION SECURITIES              | USD/CAD FWD 20251024 TDOMCATT                       | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | N/A              | DFE              | CORP              | US        |            1 | NC      | $19055.88     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                       | USD/CHF FWD 20251024 GSILGB2X                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |            1 | NC      | $19231.77     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                     | USD/CLP FWD 20251107 CHASGB2L                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-1188.48     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                     | USD/CNH FWD 20251212 CHASGB2L                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-1625.31     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC          | USD/CNH FWD 20251212 SBOSGB2X                       | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-26160.18    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                     | USD/COP FWD 20251205 CHASGB2L                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-5978.34     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| SOCIETE GENERALE                         | USD/COP FWD 20251205 SOGEFRPP                       | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              | CORP              | US        |            1 | NC      | $1063.64      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                     | USD/EUR FWD 20251121 CHASGB2L                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-888.37      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| STANDARD CHARTERED SECURITIES            | USD/EUR FWD 20251121 SCBLGB2L                       | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-28011.81    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                     | USD/HUF FWD 20251017 CHASGB2L                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-6499.12     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC          | USD/HUF FWD 20251017 SBOSGB2X                       | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-34151.72    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank PLC - Wholesale (SING)     | USD/IDR FWD 20251010 BARCGB5G                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-6615.43     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                     | USD/IDR FWD 20251010 CHASGB2L                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |            1 | NC      | $30386.01     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                             | USD/IDR FWD 20251010 CITIGB2L                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |            1 | NC      | $3006.34      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| RBC DOMINION SECURITIES INC              | USD/IDR FWD 20251010 ROYCGB2L                       | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | US        |            1 | NC      | $11147.73     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                     | USD/INR FWD 20251010 CHASGB2L                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |            1 | NC      | $3337.65      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                             | USD/INR FWD 20251010 CITIGB2L                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |            1 | NC      | $2658.15      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| DEUTSCHE BANK                            | USD/INR FWD 20251010 DEUTGB2L                       | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |            1 | NC      | $56745.19     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| RBC DOMINION SECURITIES INC              | USD/INR FWD 20251010 ROYCGB2L                       | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-25885.86    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| STANDARD CHARTERED SECURITIES            | USD/INR FWD 20251010 SCBLGB2L                       | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | US        |            1 | NC      | $8776.76      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| SOCIETE GENERALE                         | USD/INR FWD 20251010 SOGEFRPP                       | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              | CORP              | US        |            1 | NC      | $7807.98      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BNP PARIBAS SECURITIES CORP              | USD/INR FWD 20251107 BNPAFRPP                       | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-41705.23    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| RBC DOMINION SECURITIES INC              | USD/INR FWD 20251107 ROYCGB2L                       | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-4786.72     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BNP PARIBAS SECURITIES CORP              | USD/JPY FWD 20251024 BNPAFRPP                       | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |            1 | NC      | $8511.35      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                     | USD/JPY FWD 20251024 CHASGB2L                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-2463.70     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                     | USD/KRW FWD 20251010 CHASGB2L                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |            1 | NC      | $17717.41     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC SECURITIES INC                      | USD/KRW FWD 20251010 MRMDUS33                       | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-30055.47    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| BNP PARIBAS SECURITIES CORP              | USD/MXN FWD 20251017 BNPAFRPP                       | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |            1 | NC      | $13990.81     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                     | USD/MXN FWD 20251017 CHASGB2L                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-58165.99    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC             | USD/MXN FWD 20251017 MSLNGB2X                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-61606.89    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                     | USD/MYR FWD 20251205 CHASGB2L                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-2366.65     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                             | USD/NGN FWD 20251002 CITIGB2L                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-4910.18     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                     | USD/PEN FWD 20251010 CHASGB2L                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-4845.81     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                             | USD/PEN FWD 20251010 CITIGB2L                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |            1 | NC      | $12115.64     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| WELLS FARGO SECURITIES, LLC.             | USD/PEN FWD 20251010 WFBIUS6W                       | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-61446.37    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank PLC - Wholesale (SING)     | USD/PHP FWD 20251205 BARCGB5G                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-1123.35     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                          | USD/PHP FWD 20251205 BOFAUS6N                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |            1 | NC      | $17327.30     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                     | USD/PHP FWD 20251205 CHASGB2L                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |            1 | NC      | $18599.59     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                     | USD/PLN FWD 20251114 CHASGB2L                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |            1 | NC      | $77165.54     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                     | USD/PLN FWD 20251114 CHASGB2L                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-2081.56     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                     | USD/RON FWD 20251017 CHASGB2L                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-5299.10     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                             | USD/RSD FWD 20251017 CITIGB2L                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |            1 | NC      | $973.16       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                     | USD/THB FWD 20251204 CHASGB2L                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |            1 | NC      | $1292.72      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                             | USD/THB FWD 20251204 CITIGB2L                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-1066.12     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                       | USD/THB FWD 20251204 GSILGB2X                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |            1 | NC      | $17455.07     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                       | USD/THB FWD 20251204 UBSWGB2L                       | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-4482.66     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                     | USD/TRY FWD 20251016 CHASGB2L                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-8333.20     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                          | USD/TWD FWD 20251009 BOFAUS6N                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |            1 | NC      | $223.01       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                     | USD/TWD FWD 20251009 CHASGB2L                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-1363.08     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                       | USD/TWD FWD 20251009 GSILGB2X                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |            1 | NC      | $307509.94    | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| RBC DOMINION SECURITIES INC              | USD/TWD FWD 20251009 ROYCGB2L                       | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | US        |            1 | NC      | $3370.38      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                     | USD/ZAR FWD 20251017 CHASGB2L                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |            1 | NC      | $-24971.22    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                     | ZAR/USD FWD 20251017 CHASGB2L                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | ZA        |            1 | NC      | $38426.40     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                             | ZAR/USD FWD 20251017 CITIGB2L                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | ZA        |            1 | NC      | $29972.72     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC             | ZAR/USD FWD 20251017 MSLNGB2X                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | ZA        |            1 | NC      | $11345.52     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC          | ZAR/USD FWD 20251017 SBOSGB2X                       | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | ZA        |            1 | NC      | $6413.15      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |

### Signature

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

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

**Signature:** /s/ Alan Dupski

**Name of Signer:** Alan Dupski

**Title:** Treasurer & Vice President