# EDGAR Filing Document

**Accession Number:** 0000313212
**File Stem:** 0000313212-23-000197
**Filing Date:** 2023-2
**Character Count:** 190276
**Document Hash:** 38244ad2f573096ea5254132f157906a
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000313212-23-000197.hdr.sgml**: 20230224

**ACCESSION NUMBER**: 0000313212-23-000197

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230224

**DATE AS OF CHANGE**: 20230224

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** T. Rowe Price International Funds, Inc.
- **CENTRAL INDEX KEY:** 0000313212
- **IRS NUMBER:** 521175211
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-02958
- **FILM NUMBER:** 23667406

**BUSINESS ADDRESS:**
- **STREET 1:** 100 EAST PRATT STREET
- **CITY:** BALTIMORE
- **STATE:** MD
- **ZIP:** 21202
- **BUSINESS PHONE:** 410-345-2000

**MAIL ADDRESS:**
- **STREET 1:** 100 EAST PRATT STREET
- **CITY:** BALTIMORE
- **STATE:** MD
- **ZIP:** 21202

**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 International Bond Fund (USD Hedged) (Series ID: S000058280)

| Class ID   | Class Name                                                       | Ticker Symbol   |
|:---|:---|:---|
| C000191032 | T. Rowe Price International Bond Fund (USD Hedged)               | TNIBX           |
| C000191033 | T. Rowe Price International Bond Fund (USD Hedged)-Advisor Class | TTABX           |
| C000191034 | T. Rowe Price International Bond Fund (USD Hedged)-I Class       | TNBMX           |
| C000218089 | T. Rowe Price International Bond Fund (USD Hedged)-Z Class       | TRMZX           |

## 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:** 100 East Pratt Street

  - **City:** Baltimore

  - **State:** MD

  - **Foreign country:** US

  - **Zip / Postal Code:** 21202

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

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

- **a. Name of Series:** T. Rowe Price International Bond Fund (USD Hedged)

- **b. EDGAR series identifier (if any):** S000058280

- **c. LEI of Series:** 549300A3CV9FBEEC1242

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

- **a. Date of fiscal year-end:** 2022-12-31

- **b. Date as of which information is reported:** 2022-12-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $6223634394.52

**Total Liabilities:** $541575632.60

**Net Assets:** $5682058761.92

**Cash Not Reported:** $9238413.11

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -4101.330067 | **1-Year:** -44646.984450 | **5-Year:** -48265.618869 | **10-Year:** -77109.754507 | **30-Year:** -28469.466731

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

- **3-Month:** -808.942546 | **1-Year:** -6817.686938 | **5-Year:** 68111.021870 | **10-Year:** -22628.919956 | **30-Year:** -2777.568541

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000191032 | -0.02%               | 2.55%                | -2.31%               |
| Class ID C000191034 | 0.12%                | 2.45%                | -2.18%               |
| Class ID C000218089 | 0.04%                | 2.61%                | -2.24%               |
| Class ID C000191033 | -0.03%               | 2.53%                | -2.33%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-146482217.17           | $144010084.24                              |
| Month 2  | $-39582387.24            | $392622064.10                              |
| Month 3  | $-65079559.38            | $88890577.99                               |

**Designated Index Information**

- **Index Name:** Bloomberg Barclays Global Aggregate ex-USD Total Return Index Value Hedged USD (Returns)

- **Index Identifier:** LG38TRUH

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| N/A                                                                         | AUST 3YR BOND FUT MAR23                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | AU        |        4255 | NC      | $-4155276.39  | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| Romanian Government International Bond                                      | ROMANIAN GOVERNMENT INTERNATIONAL BOND                                        | CUSIP: BT9807624<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    12830000 | PA      | $11503190.30  | 0.20%             | 2028-03-07      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Cyprus Government International Bond                                        | CYPRUS GOVERNMENT INTERNATIONAL BOND                                          | CUSIP: BT4945783<br>LEI: 213800IOEYYAHPDLUL60 | Long             | DBT              | NUSS              | CY        |    19769000 | PA      | $15584341.53  | 0.27%             | 2032-01-20      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| Graphic Packaging International LLC                                         | GRAPHIC PACKAGING INTERNATIONAL LLC                                           | CUSIP: BS3572366<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |     2975000 | PA      | $2766898.09   | 0.05%             | 2029-02-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Albania Government International Bond                                       | ALBANIA GOVERNMENT INTERNATIONAL BOND                                         | CUSIP: BS5203325<br>LEI: 254900EDM43U3SGRND29 | Long             | DBT              | NUSS              | AL        |    11810000 | PA      | $10301092.68  | 0.18%             | 2031-11-23      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| Highland Holdings Sarl                                                      | HIGHLAND HOLDINGS SARL                                                        | CUSIP: BS2119425<br>LEI: 549300WGY8GPJM4PQR36 | Long             | DBT              | CORP              | LU        |     3635000 | PA      | $3391548.16   | 0.06%             | 2026-12-15      | Fixed         | 0.32%                 | No            |                  2 | On Loan: No      |
| Altice Financing SA                                                         | ALTICE FINANCING SA                                                           | CUSIP: BQ8377260<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |     1775000 | PA      | $1523725.09   | 0.03%             | 2029-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK                                                               | USD/INR FWD 20230119 DEUTGB2L                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |           1 | NC      | $5683.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                                                          | TWD/USD FWD 20230119 GSILGB2X                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | TW        |           1 | NC      | $-903421.66   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                                                          | CZK/USD FWD 20230113 GSILGB2X                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | CZ        |           1 | NC      | $-197554.32   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK                                                               | HUF/USD FWD 20230113 DEUTGB2L                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | HU        |           1 | NC      | $-10594976.45 | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N A                                                                | USD/EUR FWD 20230224 CITIGB2L                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-31120.48    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N A                                                                | EUR/USD FWD 20230224 CITIGB2L                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $98890.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS SECURITIES LLC                                                          | JPY/USD FWD 20230120 UBSWGB2L                                                 | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | JP        |           1 | NC      | $3502282.44   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES INC                                                         | JPY/USD FWD 20230120 MRMDUS33                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | JP        |           1 | NC      | $5278603.07   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP                                                 | USD/BRL FWD 20230302 BNPAFRPP                                                 | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-222396.01   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC                                             | CHF/USD FWD 20230120 SBOSGB2X                                                 | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | CH        |           1 | NC      | $96081.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                                          | USD/CAD FWD 20230120 CIBCCATT                                                 | CUSIP: 000000000<br>LEI: 2IGI19DL77OX0HC3ZE78 | N/A              | DFE              | CORP              | US        |           1 | NC      | $163865.28    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP                                                 | EUR/USD FWD 20230131 BNPAFRPP                                                 | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-42763642.41 | -0.75%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                                                        | SGD/USD FWD 20230317 CHASGB2L                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | SG        |           1 | NC      | $-42344.59    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC                                             | EUR/USD FWD 20230131 SBOSGB2X                                                 | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-5921995.35  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC                                             | USD/NOK FWD 20230120 SBOSGB2X                                                 | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-840162.07   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| RBC DOMINION SECURITIES INC                                                 | JPY/USD FWD 20230120 ROYCGB2L                                                 | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | JP        |           1 | NC      | $2264055.66   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                                                        | MXN/USD FWD 20230113 CHASGB2L                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | MX        |           1 | NC      | $-1505560.71  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N A                                                                | USD/GBP FWD 20230224 CITIGB2L                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $191325.53    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES INC                                                         | USD/EUR FWD 20230131 MRMDUS33                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-524700.90   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES INC                                                         | EUR/USD FWD 20230131 MRMDUS33                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $54474.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                                                        | EUR/USD FWD 20230131 CHASGB2L                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-181713.45   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS SECURITIES LLC                                                          | CAD/USD FWD 20230120 UBSWGB2L                                                 | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | CA        |           1 | NC      | $-513405.31   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP                                                 | USD/CLP FWD 20230119 BNPAFRPP                                                 | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1650043.79   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N A                                                                | ZAR/USD FWD 20230113 CITIGB2L                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | ZA        |           1 | NC      | $1709307.31   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N A                                                                | RSD/USD FWD 20230317 CITIGB2L                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | RS        |           1 | NC      | $-93266.99    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED SECURITIES                                               | USD/CAD FWD 20230120 SCBLGB2L                                                 | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | US        |           1 | NC      | $35947.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC                                             | USD/INR FWD 20230119 SBOSGB2X                                                 | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | US        |           1 | NC      | $48109.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS SECURITIES LLC                                                          | CHF/USD FWD 20230120 UBSWGB2L                                                 | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | CH        |           1 | NC      | $10850896.84  | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS SECURITIES LLC                                                          | USD/CHF FWD 20230120 UBSWGB2L                                                 | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1345050.86  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO SECURITIES, LLC.                                                | CLP/USD FWD 20230119 WFBIUS6W                                                 | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | N/A              | DFE              | CORP              | CL        |           1 | NC      | $1829820.73   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK                                                               | GBP/USD FWD 20230224 DEUTGB2L                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | GB        |           1 | NC      | $-105289.16   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N A                                                                | USD/SEK FWD 20230224 CITIGB2L                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $54845.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                         | LCH - EUR IRS 12/30/27 REC FIX                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |           1 | NC      | $-760548.17   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA                                                             | FXO_USD_OTC_E_PUT_JPY_USD_K_128.8_EFF_2022-12-20_MAT_2023-02-17               | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $846751.56    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                | FXO_USD_OTC_E_PUT_JPY_USD_K_127.85_EFF_2022-12-20_MAT_2023-03-17              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $987228.60    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                         | LCH - EUR ZCIS 12/15/27 PAY CPI                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DO               | CORP              | US        |           1 | NC      | $-677319.77   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                         | LCH - EUR ZCIS 12/15/27 PAY CPI                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DO               | CORP              | US        |           1 | NC      | $-687869.41   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                         | LCH - EUR IRS 12/16/29 REC FIX                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |           1 | NC      | $-1720331.26  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS SECURITIES LLC                                                          | FXO_USD_OTC_E_CALL_CAD_USD_K_1.389_EFF_2022-12-06_MAT_2023-03-03              | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |           1 | NC      | $554006.27    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N A                                                                | FXO_USD_OTC_E_CALL_GBP_USD_K_1.1945_EFF_2022-12-02_MAT_2023-02-03             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1003050.29   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                         | LCH - EUR IRS 11/30/32 REC FIX                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |           1 | NC      | $-90230.31    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                         | LCH - EUR IRS 11/30/32 REC FIX                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |           1 | NC      | $-216865.07   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                         | LCH - EUR IRS 11/24/32 REC FIX                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |           1 | NC      | $-156198.70   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                         | LCH - EUR IRS 11/24/32 REC FIX                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |           1 | NC      | $-50965.93    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                         | LCH - EUR IRS 11/23/32 REC FIX                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |           1 | NC      | $-3617014.57  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                         | LCH - EUR IRS 11/21/32 REC FIX                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |           1 | NC      | $-528300.62   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                         | LCH - EUR IRS 11/21/32 REC FIX                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |           1 | NC      | $-184810.97   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                         | LCH - EUR IRS 11/18/32 REC FIX                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |           1 | NC      | $-166943.29   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                         | LCH - EUR IRS 11/17/32 REC FIX                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |           1 | NC      | $-99807.70    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                         | LCH - EUR IRS 11/17/32 REC FIX                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |           1 | NC      | $-620485.47   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                | FXO_USD_OTC_E_CALL_EUR_USD_K_0.987_EFF_2022-11-14_MAT_2023-01-06              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $12.38        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS SECURITIES LLC                                                          | FXO_USD_OTC_E_CALL_EUR_USD_K_0.9875_EFF_2022-11-11_MAT_2022-12-30             | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |           1 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N A                                                                | FXO_USD_OTC_E_CALL_EUR_USD_K_0.97_EFF_2022-11-10_MAT_2022-12-30               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LANXESS AG                                                                  | ICE_LANXESS AG CDS 12/20/2027                                                 | CUSIP: 000000000<br>LEI: 529900PTLRE72EMYIJ77 | N/A              | DCR              | CORP              | US        |           1 | NC      | $648818.96    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                         | ICE_ITRX XOVER CDSI S38 5Y 12/20/2027                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |           1 | NC      | $-2983023.32  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                         | ICE_ITRX EUR SNRFIN CDSI S38 5Y 12/20/2027                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |           1 | NC      | $-84255.58    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                         | CME - CZK IRS 6/22/27 REC FIX                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |           1 | NC      | $1425431.23   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                         | CME - CZK IRS 6/22/27 REC FIX                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |           1 | NC      | $697638.80    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                         | CME - CZK IRS 6/21/27 REC FIX                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |           1 | NC      | $645069.02    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                         | CME - CZK IRS 6/21/27 REC FIX                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |           1 | NC      | $645069.02    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                         | LCH - EUR IRS 5/2/32 REC FIX                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |           1 | NC      | $-3832762.38  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                         | LCH - EUR IRS 4/21/32 REC FIX                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |           1 | NC      | $-3799950.49  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                         | LCH - EUR IRS 4/4/32 REC FIX                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |           1 | NC      | $-8031779.82  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                         | LCH - EUR IRS 3/2/32 REC FIX                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |           1 | NC      | $-28010560.25 | -0.49%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS                                                                    | GREECE CDS 12/20/2024                                                         | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DCR              | CORP              | US        |           1 | NC      | $119381.89    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                | GREECE CDS 12/20/2024                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCR              | CORP              | US        |           1 | NC      | $35532.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                         | CME - PLN IRS 2.85 04/06/2028                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |           1 | NC      | $497717.40    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                         | CME - PLN IRS 2.91 03/27/2028                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |           1 | NC      | $498040.74    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                         | CME - PLN IRS 3.03 05/18/2028                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |           1 | NC      | $292742.38    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                         | CME - PLN IRS 2.92 05/07/2028                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |           1 | NC      | $492656.74    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                         | CME - EUR IRS 0.8575 09/22/2027 - ML                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |           1 | NC      | $67132.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                         | CME - PLN IRS 3.075 02/27/2028 - JPM                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |           1 | NC      | $234838.65    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA                                                             | GREECE CDS 12/20/2024                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $32493.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS                                                                    | GREECE CDS 06/20/2024                                                         | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DCR              | CORP              | US        |           1 | NC      | $15464.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA                                                             | GREECE CDS 12/20/2029                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-246767.15   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA                                                             | GREECE CDS 12/20/2029                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-246767.15   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA                                                             | GREECE CDS 12/20/2024                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $64987.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS                                                                    | GREECE CDS 06/20/2024                                                         | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DCR              | CORP              | US        |           1 | NC      | $15464.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS                                                                    | GREECE CDS 06/2024                                                            | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DCR              | CORP              | US        |           1 | NC      | $30928.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                         | IRS_MXN_3226573893_CME_5.4986_28D_MXN-TIIE-BANXICO_28D_MAT_2027-05-04_FXD-FLT | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |           1 | NC      | $-3289133.65  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                         | CME - PLN IRS 3.1584 02/14/2028 - JPM                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |           1 | NC      | $344507.42    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                         | IRS_PLN_CME_1.775_1Y_PLN-WIBOR-WIBO_6M_EFF_2019-10-22_MAT_2029-10-22_FXD-FLT  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |           1 | NC      | $1793423.61   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                         | CME - PLN IRS 3.14900 02/13/2028 - JPM                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |           1 | NC      | $457095.24    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK                                                                    | GREECE CDS 06/20/2025                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $12179.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK                                                                    | GREECE CDS 06/20/2025                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $24353.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                | GREECE CDS 06/20/2025                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCR              | CORP              | US        |           1 | NC      | $15422.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA                                                             | GREECE CDS 12/20/2024                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $32493.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                         | LCH - EUR IRS 11/4/25 REC FIX                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |           1 | NC      | $-2738985.36  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                         | LCH - EUR IRS 10/20/25 REC FIX                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |           1 | NC      | $-3648816.71  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                         | LCH - EUR IRS 6/29/28 REC FIX                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |           1 | NC      | $-1394409.36  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                         | IRS_PLN_CME_1.78_1Y_PLN-WIBOR-WIBO_6M_EFF_2019-10-22_MAT_2029-10-22_FXD-FLT   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |           1 | NC      | $1253970.69   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                         | LCH - EUR IRS 6/28/28 REC FIX                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |           1 | NC      | $-1389110.25  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                         | LCH - EUR IRS 6/3/28 REC FIX                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |           1 | NC      | $-585718.37   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                         | LCH - EUR IRS 6/1/28 REC FIX                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |           1 | NC      | $-3766849.55  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                         | LCH - EUR IRS 5/19/28 REC FIX                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |           1 | NC      | $-5755318.44  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Hellenic Republic Government Bond                                           | ICE - GREECE CDS 06/20/2026                                                   | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-90.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                         | CME - PLN IRS 3.16 02/12/2028 - JPM                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |           1 | NC      | $112570.64    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                         | CME - PLN IRS 3.16 02/12/2028 - JPM                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |           1 | NC      | $173494.19    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC                                             | HUF/USD FWD 20230113 SBOSGB2X                                                 | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | HU        |           1 | NC      | $-718577.68   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N A                                                                | CLP/USD FWD 20230119 CITIGB2L                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | CL        |           1 | NC      | $429771.62    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                | GBP/USD FWD 20230224 MSLNGB2X                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | GB        |           1 | NC      | $30096.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                | USD/GBP FWD 20230224 MSLNGB2X                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-5184659.29  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK                                                               | THB/USD FWD 20230310 DEUTGB2L                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | TH        |           1 | NC      | $-1759407.32  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK                                                               | USD/MXN FWD 20230113 DEUTGB2L                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-21404.31    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA                                                             | GBP/USD FWD 20230224 BOFAUS6N                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | GB        |           1 | NC      | $62122.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA                                                             | USD/GBP FWD 20230224 BOFAUS6N                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-358981.16   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS SECURITIES LLC                                                          | USD/INR FWD 20230119 UBSWGB2L                                                 | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |           1 | NC      | $294756.30    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                         | KOREA 3YR BND FUT MAR23                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | KR        |        5372 | NC      | $-3701179.69  | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                         | KOREA 10YR BND FU MAR23                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | KR        |         935 | NC      | $-2499137.08  | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| UBS SECURITIES LLC                                                          | CZK/USD FWD 20230113 UBSWGB2L                                                 | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | CZ        |           1 | NC      | $-10121729.01 | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                                                        | CHF/USD FWD 20230120 CHASGB2L                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | CH        |           1 | NC      | $94655.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                         | JPN 10Y BOND(OSE) MAR23                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | JP        |        -187 | NC      | $3845149.28   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| JP MORGAN CHASE BANK                                                        | CNH/USD FWD 20230113 CHASGB2L                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | CN        |           1 | NC      | $-3310598.49  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC - Wholesale (SING)                                        | SEK/USD FWD 20230224 BARCGB5G                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | SE        |           1 | NC      | $-255875.30   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                         | EURO-BTP FUTURE MAR23                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |        -566 | NC      | $1506348.23   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP                                                 | USD/JPY FWD 20230120 BNPAFRPP                                                 | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-21567249.26 | -0.38%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                | CHF/USD FWD 20230120 MSLNGB2X                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | CH        |           1 | NC      | $316392.87    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP                                                 | USD/GBP FWD 20230224 BNPAFRPP                                                 | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $118971.60    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS SECURITIES LLC                                                          | ZAR/USD FWD 20230113 UBSWGB2L                                                 | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | ZA        |           1 | NC      | $-512317.08   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK                                                               | USD/CAD FWD 20230120 DEUTGB2L                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |           1 | NC      | $105406.70    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                                                        | GBP/USD FWD 20230224 CHASGB2L                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | GB        |           1 | NC      | $-54538.33    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES INC                                                         | EUR/USD FWD 20230224 MRMDUS33                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-21651332.01 | -0.38%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                                                        | EUR/USD FWD 20230224 CHASGB2L                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $33159.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N A                                                                | USD/JPY FWD 20230120 CITIGB2L                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-2313746.38  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N A                                                                | JPY/USD FWD 20230120 CITIGB2L                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | JP        |           1 | NC      | $2014978.36   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC                                             | EUR/USD FWD 20230324 SBOSGB2X                                                 | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1896840.64  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC                                             | USD/ILS FWD 20230119 SBOSGB2X                                                 | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-16028.41    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP                                                 | CLP/USD FWD 20230119 BNPAFRPP                                                 | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | CL        |           1 | NC      | $-7458709.20  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N A                                                                | THB/USD FWD 20230310 CITIGB2L                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | TH        |           1 | NC      | $-72939.97    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                                                          | SEK/USD FWD 20230224 GSILGB2X                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | SE        |           1 | NC      | $-106032.78   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES INC                                                         | MYR/USD FWD 20230310 MRMDUS33                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | MY        |           1 | NC      | $-1556818.25  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES INC                                                         | CLP/USD FWD 20230119 MRMDUS33                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | CL        |           1 | NC      | $413972.31    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS SECURITIES LLC                                                          | SGD/USD FWD 20230317 UBSWGB2L                                                 | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | SG        |           1 | NC      | $-275281.52   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                         | EURO-SCHATZ FUT MAR23                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |        1018 | NC      | $-1223079.76  | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| UBS SECURITIES LLC                                                          | AUD/USD FWD 20230120 UBSWGB2L                                                 | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | AU        |           1 | NC      | $-8571862.62  | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                                                        | USD/AUD FWD 20230120 CHASGB2L                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-102665.06   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC                                             | GBP/USD FWD 20230224 SBOSGB2X                                                 | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | GB        |           1 | NC      | $-79789.54    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA                                                             | USD/JPY FWD 20230120 BOFAUS6N                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-3653096.64  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N A                                                                | MXN/USD FWD 20230113 CITIGB2L                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | MX        |           1 | NC      | $-755219.67   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                         | CAN 10YR BOND FUT MAR23                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | CA        |        1599 | NC      | $-5219654.63  | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                         | CAN 10YR BOND FUT MAR23                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | CA        |         396 | NC      | $-1292672.44  | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                         | CAN 10YR BOND FUT MAR23                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | CA        |          96 | NC      | $-313375.14   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE BANK                                                               | JPY/USD FWD 20230120 DEUTGB2L                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | JP        |           1 | NC      | $-23297636.14 | -0.41%            |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED SECURITIES                                               | USD/MYR FWD 20230310 SCBLGB2L                                                 | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-490243.82   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N A                                                                | SGD/USD FWD 20230317 CITIGB2L                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | SG        |           1 | NC      | $-107592.02   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Cologix Canadian Issuer LP                                                  | COLOGIX CANADIAN ISSUER LP                                                    | CUSIP: 19521DAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | CA        |     8230000 | PA      | $5545038.48   | 0.10%             | 2052-01-25      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                | CLP/USD FWD 20230119 MSLNGB2X                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | CL        |           1 | NC      | $1811664.31   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Next Group PLC                                                              | NEXT GROUP PLC                                                                | CUSIP: LW0418464<br>LEI: 213800O8TRZCFJ9R5760 | Long             | DBT              | CORP              | GB        |     7491000 | PA      | $7974476.05   | 0.14%             | 2028-05-18      | Fixed         | 3.62%                 | No            |                  2 | On Loan: —       |
| JAB Holdings BV                                                             | JAB HOLDINGS BV                                                               | CUSIP: AM8379308<br>LEI: 529900RRNKUM3INJGF98 | Long             | DBT              | CORP              | NL        |     5900000 | PA      | $5618469.84   | 0.10%             | 2028-05-18      | Fixed         | 2.00%                 | No            |                  2 | On Loan: —       |
| Romanian Government International Bond                                      | ROMANIAN GOVERNMENT INTERNATIONAL BOND                                        | CUSIP: AU8220306<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     3963000 | PA      | $3513537.25   | 0.06%             | 2029-03-11      | Fixed         | 2.88%                 | No            |                  2 | On Loan: —       |
| Goldman Sachs Group Inc/The                                                 | GOLDMAN SACHS GROUP INC/THE                                                   | CUSIP: AN5498158<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     5700000 | PA      | $5950307.20   | 0.10%             | 2024-05-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                                    | MALAYSIA GOVERNMENT BOND                                                      | CUSIP: JK3819022<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |   310065000 | PA      | $72279002.97  | 1.27%             | 2046-03-15      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| Banco de Bogota SA                                                          | BANCO DE BOGOTA SA                                                            | CUSIP: LW0752441<br>LEI: 549300LYHE7LWSKDZT53 | Long             | DBT              | CORP              | CO        |     5800000 | PA      | $5697836.60   | 0.10%             | 2026-05-12      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| Latvia Government International Bond                                        | LATVIA GOVERNMENT INTERNATIONAL BOND                                          | CUSIP: QZ7335404<br>LEI: 25490002QDEB2KTLNK39 | Long             | DBT              | NUSS              | LV        |    64671000 | PA      | $61940230.36  | 1.09%             | 2026-10-07      | Fixed         | 0.38%                 | No            |                  2 | On Loan: —       |
| Slovenia Government Bond                                                    | SLOVENIA GOVERNMENT BOND                                                      | CUSIP: AL0067887<br>LEI: 485100000LWQHIX4XX88 | Long             | DBT              | NUSS              | SI        |    14425000 | PA      | $10886440.11  | 0.19%             | 2040-11-03      | Fixed         | 1.75%                 | No            |                  2 | On Loan: —       |
| Brazil Notas do Tesouro Nacional Serie F                                    | BRAZIL NOTAS DO TESOURO NACIONAL SERIE F                                      | CUSIP: JV5341526<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    86665000 | PA      | $15087734.94  | 0.27%             | 2027-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                        | BANK OF AMERICA CORP                                                          | CUSIP: AM3441673<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     5786000 | PA      | $6017538.98   | 0.11%             | 2025-02-07      | Variable      | 1.38%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                                | CAIXABANK SA                                                                  | CUSIP: AO2478318<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |     9400000 | PA      | $9868532.07   | 0.17%             | 2028-07-14      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| Crh Finance UK PLC                                                          | CRH FINANCE UK PLC                                                            | CUSIP: QJ9379273<br>LEI: 549300MQJDHXCWSM5880 | Long             | DBT              | CORP              | GB        |    10000000 | PA      | $10960582.49  | 0.19%             | 2029-12-02      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                     | BPCE SA                                                                       | CUSIP: AM0928672<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |     3000000 | PA      | $3209198.40   | 0.06%             | 2023-01-18      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| BBVA Bancomer SA/Texas                                                      | BBVA BANCOMER SA/TEXAS                                                        | CUSIP: AQ7459029<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |    11800000 | PA      | $10610931.46  | 0.19%             | 2033-01-18      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Akelius Residential Property AB                                             | AKELIUS RESIDENTIAL PROPERTY AB                                               | CUSIP: AN5956965<br>LEI: 213800REBFN6T3PU8L97 | Long             | DBT              | CORP              | SE        |     6390000 | PA      | $6315055.23   | 0.11%             | 2025-02-07      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Slovenia Government Bond                                                    | SLOVENIA GOVERNMENT BOND                                                      | CUSIP: UV4163928<br>LEI: 485100000LWQHIX4XX88 | Long             | DBT              | NUSS              | SI        |    34752000 | PA      | $32527991.14  | 0.57%             | 2045-08-07      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                      | ROMANIAN GOVERNMENT INTERNATIONAL BOND                                        | CUSIP: LW1795365<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    16560000 | PA      | $15395508.63  | 0.27%             | 2028-05-26      | Fixed         | 2.88%                 | No            |                  2 | On Loan: —       |
| Legal & General Group PLC                                                   | LEGAL & GENERAL GROUP PLC                                                     | CUSIP: QJ2205897<br>LEI: 213800JH9QQWHLO99821 | Long             | DBT              | CORP              | GB        |     5685000 | PA      | $6684288.90   | 0.12%             | 2045-10-27      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bond                                                   | SINGAPORE GOVERNMENT BOND                                                     | CUSIP: EK9375735<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |    15670000 | PA      | $11545656.94  | 0.20%             | 2025-06-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Australia Government Bond                                                   | AUSTRALIA GOVERNMENT BOND                                                     | CUSIP: QZ5429456<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |    28048000 | PA      | $15142936.38  | 0.27%             | 2047-03-21      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA/London                                                   | CREDIT AGRICOLE SA/LONDON                                                     | CUSIP: AL6886769<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |     5200000 | PA      | $5118360.96   | 0.09%             | 2026-12-20      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Israel Government Bond - Fixed                                              | ISRAEL GOVERNMENT BOND - FIXED                                                | CUSIP: EK8892565<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |   153957436 | PA      | $41639713.31  | 0.73%             | 2025-08-31      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Japanese Government CPI Linked Bond                                         | JAPANESE GOVERNMENT CPI LINKED BOND                                           | CUSIP: EK9047615<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 10056288000 | PA      | $78530843.36  | 1.38%             | 2025-03-10      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bond                                              | JAPAN GOVERNMENT TEN YEAR BOND                                                | CUSIP: EK7837587<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 11668850000 | PA      | $89608481.37  | 1.58%             | 2025-03-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Slovenia Government Bond                                                    | SLOVENIA GOVERNMENT BOND                                                      | CUSIP: EK8128572<br>LEI: 485100000LWQHIX4XX88 | Long             | DBT              | NUSS              | SI        |    11285000 | PA      | $9254235.06   | 0.16%             | 2035-03-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: —       |
| Ireland Government Bond                                                     | IRELAND GOVERNMENT BOND                                                       | CUSIP: EK7325393<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |     5630000 | PA      | $4720662.02   | 0.08%             | 2045-02-18      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Sky Ltd                                                                     | SKY LTD                                                                       | CUSIP: EK6080361<br>LEI: 2138003TS48MQKF4BZ29 | Long             | DBT              | CORP              | GB        |     5244000 | PA      | $5562862.71   | 0.10%             | 2023-11-24      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                      | ROMANIAN GOVERNMENT INTERNATIONAL BOND                                        | CUSIP: EK5379202<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     2725000 | PA      | $2876952.42   | 0.05%             | 2024-10-28      | Fixed         | 2.88%                 | No            |                  2 | On Loan: —       |
| Japanese Government CPI Linked Bond                                         | JAPANESE GOVERNMENT CPI LINKED BOND                                           | CUSIP: EK5349312<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  8822823200 | PA      | $68902592.06  | 1.21%             | 2024-09-10      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                       | CHINA GOVERNMENT BOND                                                         | CUSIP: BY2971822<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |   510000000 | PA      | $72236488.92  | 1.27%             | 2032-08-15      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| Allianz SE                                                                  | ALLIANZ SE                                                                    | CUSIP: EK4884681<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |    13400000 | PA      | $13824632.67  | 0.24%             | N/A             | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                           | JAPAN GOVERNMENT THIRTY YEAR BOND                                             | CUSIP: EK4826393<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  9286250000 | PA      | $75320233.16  | 1.33%             | 2044-09-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Transurban Finance Co Pty Ltd                                               | TRANSURBAN FINANCE CO PTY LTD                                                 | CUSIP: EK4655081<br>LEI: 54930081LPJMUMEA6E57 | Long             | DBT              | CORP              | AU        |     7836000 | PA      | $8165343.57   | 0.14%             | 2024-09-16      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| New South Wales Treasury Corp                                               | NEW SOUTH WALES TREASURY CORP                                                 | CUSIP: EK4579513<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |    46975600 | PA      | $31981738.09  | 0.56%             | 2026-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Japan Treasury Discount Bill                                                | JAPAN TREASURY DISCOUNT BILL                                                  | CUSIP: ZN1227489<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 43000000000 | PA      | $327776379.15 | 5.77%             | 2023-05-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                    | BUNDESREPUBLIK DEUTSCHLAND BUNDESANLEIHE                                      | CUSIP: BX3343023<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |   322416000 | PA      | $319497386.71 | 5.62%             | 2032-08-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                         | FRENCH REPUBLIC GOVERNMENT BOND OAT                                           | CUSIP: BT2718364<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |    98637000 | PA      | $79316185.66  | 1.40%             | 2032-05-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                    | BUNDESREPUBLIK DEUTSCHLAND BUNDESANLEIHE                                      | CUSIP: BT2450315<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |    38343000 | PA      | $32610078.47  | 0.57%             | 2032-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: —       |
| JP MORGAN CHASE BANK                                                        | JPY/USD FWD 20230120 CHASGB2L                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | JP        |           1 | NC      | $916553.39    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Treasury Discount Bill                                                | JAPAN TREASURY DISCOUNT BILL                                                  | CUSIP: BZ4304763<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 43123000000 | PA      | $328603568.76 | 5.78%             | 2023-01-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                       | CHINA GOVERNMENT BOND                                                         | CUSIP: BV8098048<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |   180000000 | PA      | $26436440.01  | 0.47%             | 2052-04-15      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| Vmed O2 UK Financing I PLC                                                  | VMED O2 UK FINANCING I PLC                                                    | CUSIP: BQ1812974<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |     5145000 | PA      | $4732647.73   | 0.08%             | 2031-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Serbia International Bond                                                   | SERBIA INTERNATIONAL BOND                                                     | CUSIP: BR4457197<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |    13065000 | PA      | $7921570.89   | 0.14%             | 2036-09-23      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Serbia International Bond                                                   | SERBIA INTERNATIONAL BOND                                                     | CUSIP: BR4452776<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |    26075000 | PA      | $20080299.79  | 0.35%             | 2028-09-23      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Japanese Government CPI Linked Bond                                         | JAPANESE GOVERNMENT CPI LINKED BOND                                           | CUSIP: BP5432623<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  7041906414 | PA      | $55603910.38  | 0.98%             | 2031-03-10      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                           | JAPAN GOVERNMENT THIRTY YEAR BOND                                             | CUSIP: BZ6879135<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  8124950000 | PA      | $59329345.73  | 1.04%             | 2052-09-20      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Hungary Government International Bond                                       | HUNGARY GOVERNMENT INTERNATIONAL BOND                                         | CUSIP: ZN3745520<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |     8464000 | PA      | $9010031.38   | 0.16%             | 2027-02-22      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson Euro Finance Sarl                                          | BECTON DICKINSON EURO FINANCE SARL                                            | CUSIP: BQ9087645<br>LEI: 549300W40NLZ25XUTH09 | Long             | DBT              | CORP              | LU        |     1450000 | PA      | $1274286.16   | 0.02%             | 2028-08-13      | Fixed         | 0.33%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                              | MORGAN STANLEY                                                                | CUSIP: BP2887050<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     4931000 | PA      | $4538992.23   | 0.08%             | 2027-10-29      | Variable      | 0.41%                 | No            |                  2 | On Loan: No      |
| Interchile SA                                                               | INTERCHILE SA                                                                 | CUSIP: BQ6100474<br>LEI: 549300Y105FQQX6RCE16 | Long             | DBT              | CORP              | CL        |     8000000 | PA      | $6623605.12   | 0.12%             | 2056-06-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Mondelez International Holdings Netherlands BV                              | MONDELEZ INTERNATIONAL HOLDINGS NETHERLANDS BV                                | CUSIP: BR2463874<br>LEI: 549300CW356R8I7N8D33 | Long             | DBT              | CORP              | NL        |     6160000 | PA      | $5146529.21   | 0.09%             | 2029-09-09      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Finance I BV                                       | THERMO FISHER SCIENTIFIC FINANCE I BV                                         | CUSIP: BR7759565<br>LEI: 549300SM0PJC1F3RPL91 | Long             | DBT              | CORP              | NL        |     1890000 | PA      | $1629364.49   | 0.03%             | 2030-10-18      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Tele2 AB                                                                    | TELE2 AB                                                                      | CUSIP: BO6073452<br>LEI: 213800EKD193RVI9HL76 | Long             | DBT              | CORP              | SE        |     4600000 | PA      | $3720578.05   | 0.07%             | 2031-03-23      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Bank Hapoalim BM                                                            | BANK HAPOALIM BM                                                              | CUSIP: BR9645804<br>LEI: B6ARUI4946ST4S7WOU88 | Long             | DBT              | CORP              | IL        |     6450000 | PA      | $5548999.50   | 0.10%             | 2032-01-21      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Serbia International Bond                                                   | SERBIA INTERNATIONAL BOND                                                     | CUSIP: BO2494579<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |    10435000 | PA      | $6805511.83   | 0.12%             | 2033-03-03      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                | BARCLAYS PLC                                                                  | CUSIP: BP4060995<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     6000000 | PA      | $4691718.12   | 0.08%             | 2032-05-12      | Variable      | 1.11%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                       | CHINA GOVERNMENT BOND                                                         | CUSIP: BY6368488<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |   860000000 | PA      | $121087552.17 | 2.13%             | 2032-09-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                           | JAPAN GOVERNMENT THIRTY YEAR BOND                                             | CUSIP: BV8018210<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 10935750000 | PA      | $72262276.10  | 1.27%             | 2052-03-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bond                                                   | SINGAPORE GOVERNMENT BOND                                                     | CUSIP: EK3442887<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |   149773000 | PA      | $110672563.30 | 1.95%             | 2029-07-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Finance Corp                                             | BERKSHIRE HATHAWAY FINANCE CORP                                               | CUSIP: BV0736157<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |     5119000 | PA      | $4612152.76   | 0.08%             | 2030-03-18      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC | ARDAGH METAL PACKAGING FINANCE USA LLC / ARDAGH METAL PACKAGING FINANCE PLC   | CUSIP: BO2884290<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5325000 | PA      | $4130781.98   | 0.07%             | 2029-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bundesobligation                                                            | BUNDESOBLIGATION                                                              | CUSIP: BT4293416<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |   162482000 | PA      | $155895913.02 | 2.74%             | 2027-04-16      | None          | 0.00%                 | No            |                  2 | On Loan: —       |
| Bank of America Corp                                                        | BANK OF AMERICA CORP                                                          | CUSIP: EK3355527<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $5282403.14   | 0.09%             | 2024-06-19      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Hungary Government Bond                                                     | HUNGARY GOVERNMENT BOND                                                       | CUSIP: ZO9985268<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        | 45278670000 | PA      | $70601209.05  | 1.24%             | 2033-04-20      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bond                                                   | SINGAPORE GOVERNMENT BOND                                                     | CUSIP: BM0763284<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |    44175000 | PA      | $30844664.40  | 0.54%             | 2025-11-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| EMG SUKUK Ltd                                                               | EMG SUKUK LTD                                                                 | CUSIP: EK3181816<br>LEI: 549300ZBBW15DAXN4O07 | Long             | DBT              | NUSS              | KY        |     5800000 | PA      | $5730835.00   | 0.10%             | 2024-06-18      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| Verisure Holding AB                                                         | VERISURE HOLDING AB                                                           | CUSIP: BK4334524<br>LEI: 549300VQQCWGISM3N408 | Long             | DBT              | CORP              | SE        |     1600000 | PA      | $1543794.43   | 0.03%             | 2026-07-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands II BV                               | TEVA PHARMACEUTICAL FINANCE NETHERLANDS II BV                                 | CUSIP: ZO4448841<br>LEI: 549300HSQCIKJAOYIT23 | Long             | DBT              | CORP              | NL        |     1245000 | PA      | $1306415.88   | 0.02%             | 2025-01-31      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| Medtronic Global Holdings SCA                                               | MEDTRONIC GLOBAL HOLDINGS SCA                                                 | CUSIP: ZO6400725<br>LEI: 549300JXMTTP8GKYIX14 | Long             | DBT              | CORP              | LU        |     2969000 | PA      | $2639053.74   | 0.05%             | 2028-10-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Brazil Notas do Tesouro Nacional Serie B                                    | BRAZIL NOTAS DO TESOURO NACIONAL SERIE B                                      | CUSIP: ZP2084785<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    32380115 | PA      | $6114029.41   | 0.11%             | 2025-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                           | JAPAN GOVERNMENT THIRTY YEAR BOND                                             | CUSIP: BX7150259<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 10616750000 | PA      | $76115561.13  | 1.34%             | 2052-06-20      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Bundesobligation                                                            | BUNDESOBLIGATION                                                              | CUSIP: BX3039894<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |   181955000 | PA      | $183636567.88 | 3.23%             | 2027-10-15      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                                                 | AMERICAN HONDA FINANCE CORP                                                   | CUSIP: BM6819999<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     4097000 | PA      | $4232000.49   | 0.07%             | 2026-11-25      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| PLT VII Finance Sarl                                                        | PLT VII FINANCE SARL                                                          | CUSIP: BK4220475<br>LEI: 894500SKZV4JDP64R249 | Long             | DBT              | CORP              | LU        |     1150000 | PA      | $1162745.27   | 0.02%             | 2026-01-05      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                                    | MALAYSIA GOVERNMENT BOND                                                      | CUSIP: BJ9810216<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |   115179000 | PA      | $23883225.90  | 0.42%             | 2050-06-15      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| Bellis Acquisition Co PLC                                                   | BELLIS ACQUISITION CO PLC                                                     | CUSIP: BN9675065<br>LEI: 259400CYE2267UB4A481 | Long             | DBT              | CORP              | GB        |     1450000 | PA      | $1420612.97   | 0.03%             | 2026-02-16      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| North Macedonia Government International Bond                               | NORTH MACEDONIA GOVERNMENT INTERNATIONAL BOND                                 | CUSIP: BO3834849<br>LEI: 635400RD1N6RVNCE4958 | Long             | DBT              | NUSS              | MK        |    12000000 | PA      | $10092001.36  | 0.18%             | 2028-03-10      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Albania Government International Bond                                       | ALBANIA GOVERNMENT INTERNATIONAL BOND                                         | CUSIP: BJ9488302<br>LEI: 254900EDM43U3SGRND29 | Long             | DBT              | NUSS              | AL        |     4085000 | PA      | $3915831.88   | 0.07%             | 2027-06-16      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Jerrold Finco PLC                                                           | JERROLD FINCO PLC                                                             | CUSIP: ZP7634477<br>LEI: 213800F7AYNHLL1BPR31 | Long             | DBT              | CORP              | GB        |      580000 | PA      | $600394.79    | 0.01%             | 2026-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                    | COOPERATIEVE RABOBANK UA                                                      | CUSIP: EK2758630<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $110257.45    | 0.00%             | 2029-05-23      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Czech Republic Government Bond                                              | CZECH REPUBLIC GOVERNMENT BOND                                                | CUSIP: EK1213702<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |   691350000 | PA      | $28415562.15  | 0.50%             | 2025-09-17      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| TK Elevator Midco GmbH                                                      | TK ELEVATOR MIDCO GMBH                                                        | CUSIP: BK2987372<br>LEI: 254900K869UN2ZWVB351 | Long             | DBT              | CORP              | DE        |     2745000 | PA      | $2599089.91   | 0.05%             | 2027-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| Hungary Government Bond                                                     | HUNGARY GOVERNMENT BOND                                                       | CUSIP: BT4396433<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |  1077550000 | PA      | $2096614.35   | 0.04%             | 2032-11-24      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                       | CHINA GOVERNMENT BOND                                                         | CUSIP: BR8945304<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |   170000000 | PA      | $25686465.18  | 0.45%             | 2051-10-18      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| Iceland Government International Bond                                       | ICELAND GOVERNMENT INTERNATIONAL BOND                                         | CUSIP: BN7922691<br>LEI: 254900IPCJWRC6XAJN15 | Long             | DBT              | NUSS              | IS        |    10385000 | PA      | $9146799.41   | 0.16%             | 2028-04-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Banco de Sabadell SA                                                        | BANCO DE SABADELL SA                                                          | CUSIP: BP9815211<br>LEI: SI5RG2M0WQQLZCXKRM20 | Long             | DBT              | CORP              | ES        |     4000000 | PA      | $3435116.87   | 0.06%             | 2028-06-16      | Variable      | 0.88%                 | No            |                  2 | On Loan: No      |
| Hellenic Republic Government Bond                                           | HELLENIC REPUBLIC GOVERNMENT BOND                                             | CUSIP: BN7651852<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |    17599000 | PA      | $13973509.43  | 0.25%             | 2031-06-18      | Fixed         | 0.75%                 | No            |                  2 | On Loan: —       |
| Leviathan Bond Ltd                                                          | LEVIATHAN BOND LTD                                                            | CUSIP: BK6709046<br>LEI: 254900D9T8VKYVQNZ220 | Long             | DBT              | CORP              | IL        |     5700000 | PA      | $5514750.00   | 0.10%             | 2027-06-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                  | VERIZON COMMUNICATIONS INC                                                    | CUSIP: BJ4447196<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     5270000 | PA      | $4251769.92   | 0.07%             | 2033-05-18      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Gruenenthal GmbH                                                            | GRUENENTHAL GMBH                                                              | CUSIP: BP1531568<br>LEI: 529900SH895E31PGLA72 | Long             | DBT              | CORP              | DE        |      990000 | PA      | $966434.91    | 0.02%             | 2026-11-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Slovenia Government Bond                                                    | SLOVENIA GOVERNMENT BOND                                                      | CUSIP: BN3326814<br>LEI: 485100000LWQHIX4XX88 | Long             | DBT              | NUSS              | SI        |     4975000 | PA      | $3961226.34   | 0.07%             | 2031-02-12      | None          | 0.00%                 | No            |                  2 | On Loan: —       |
| Cellnex Telecom SA                                                          | CELLNEX TELECOM SA                                                            | CUSIP: ZO9508185<br>LEI: 5493008T4YG3AQUI7P67 | Long             | DBT              | CORP              | ES        |     4800000 | PA      | $3955355.57   | 0.07%             | 2030-10-23      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                                                 | AMERICAN HONDA FINANCE CORP                                                   | CUSIP: BH8301070<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     4680000 | PA      | $4866879.28   | 0.09%             | 2024-10-18      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Serbia International Bond                                                   | SERBIA INTERNATIONAL BOND                                                     | CUSIP: BR4415765<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |    12725000 | PA      | $7715422.09   | 0.14%             | 2036-09-23      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Encore Capital Group Inc                                                    | ENCORE CAPITAL GROUP INC                                                      | CUSIP: ZO3891934<br>LEI: 5493000UVC6H49CIH830 | Long             | DBT              | CORP              | US        |     3480000 | PA      | $3463622.10   | 0.06%             | 2025-10-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                       | CHINA GOVERNMENT BOND                                                         | CUSIP: BM4399226<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |   100000000 | PA      | $14862469.61  | 0.26%             | 2030-11-19      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| InPost SA                                                                   | INPOST SA                                                                     | CUSIP: BQ1783969<br>LEI: 2221003M23QLERR89585 | Long             | DBT              | CORP              | LU        |     1740000 | PA      | $1545943.89   | 0.03%             | 2027-07-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Philippine Government International Bond                                    | PHILIPPINE GOVERNMENT INTERNATIONAL BOND                                      | CUSIP: BP1537383<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |     4245000 | PA      | $4221522.85   | 0.07%             | 2025-04-28      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                           | JAPAN GOVERNMENT THIRTY YEAR BOND                                             | CUSIP: BT3860645<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   586150000 | PA      | $3578802.16   | 0.06%             | 2051-12-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                         | UNITED KINGDOM GILT                                                           | CUSIP: BJ7876565<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    22419000 | PA      | $12058324.93  | 0.21%             | 2050-10-22      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Landsbankinn HF                                                             | LANDSBANKINN HF                                                               | CUSIP: BO1546940<br>LEI: 549300TLZPT6JELDWM92 | Long             | DBT              | CORP              | IS        |     8060000 | PA      | $7378848.96   | 0.13%             | 2025-05-23      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                                      | STANDARD CHARTERED PLC                                                        | CUSIP: BJ8144633<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |     9070000 | PA      | $8918767.50   | 0.16%             | 2030-09-09      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                    | THAILAND GOVERNMENT BOND                                                      | CUSIP: BP2211780<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |  3200559000 | PA      | $89086689.74  | 1.57%             | 2031-12-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Infrastrutture Wireless Italiane SpA                                        | INFRASTRUTTURE WIRELESS ITALIANE SPA                                          | CUSIP: ZO9261934<br>LEI: 81560066183FE361C071 | Long             | DBT              | CORP              | IT        |     4612000 | PA      | $4179987.53   | 0.07%             | 2028-10-21      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Tesco Corporate Treasury Services PLC                                       | TESCO CORPORATE TREASURY SERVICES PLC                                         | CUSIP: BS1441242<br>LEI: 21380018AJDKNF3A6712 | Long             | DBT              | CORP              | GB        |     4850000 | PA      | $4789407.15   | 0.08%             | 2028-11-02      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Equate Petrochemical BV                                                     | EQUATE PETROCHEMICAL BV                                                       | CUSIP: BP2041641<br>LEI: 635400Y3Z5R4NJSMQ630 | Long             | DBT              | CORP              | NL        |     3125000 | PA      | $2730468.75   | 0.05%             | 2028-04-28      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Serbia Treasury Bonds                                                       | SERBIA TREASURY BONDS                                                         | CUSIP: BG1390940<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |  2276590000 | PA      | $17308083.84  | 0.30%             | 2032-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                       | CHINA GOVERNMENT BOND                                                         | CUSIP: BP5955698<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |   270000000 | PA      | $39309700.32  | 0.69%             | 2031-05-27      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| UBS SECURITIES LLC                                                          | USD/SEK FWD 20230224 UBSWGB2L                                                 | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |           1 | NC      | $127277.61    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                | THERMO FISHER SCIENTIFIC INC                                                  | CUSIP: BH4498748<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |      842000 | PA      | $796540.58    | 0.01%             | 2032-04-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United Group BV                                                             | UNITED GROUP BV                                                               | CUSIP: BQ6035274<br>LEI: 213800PC85O8BJ7DU398 | Long             | DBT              | CORP              | NL        |     3105000 | PA      | $2460244.36   | 0.04%             | 2028-08-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson Euro Finance Sarl                                          | BECTON DICKINSON EURO FINANCE SARL                                            | CUSIP: BN9906858<br>LEI: 549300W40NLZ25XUTH09 | Long             | DBT              | CORP              | LU        |     1874000 | PA      | $1393524.21   | 0.02%             | 2036-02-12      | Fixed         | 1.21%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                    | BUNDESREPUBLIK DEUTSCHLAND BUNDESANLEIHE                                      | CUSIP: BR2469814<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |    11680200 | PA      | $6080743.09   | 0.11%             | 2052-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Japanese Government CPI Linked Bond                                         | JAPANESE GOVERNMENT CPI LINKED BOND                                           | CUSIP: EK1626937<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  5263704900 | PA      | $40944918.15  | 0.72%             | 2024-03-10      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bond                                                   | SINGAPORE GOVERNMENT BOND                                                     | CUSIP: BQ1798256<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |    53221000 | PA      | $35376428.63  | 0.62%             | 2031-07-01      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Cyprus Government International Bond                                        | CYPRUS GOVERNMENT INTERNATIONAL BOND                                          | CUSIP: BH6216213<br>LEI: 213800IOEYYAHPDLUL60 | Long             | DBT              | NUSS              | CY        |     2130000 | PA      | $2064547.37   | 0.04%             | 2027-04-16      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Deuce Finco Plc                                                             | DEUCE FINCO PLC                                                               | CUSIP: BP8782586<br>LEI: 9845007DA2BC863E8437 | Long             | DBT              | CORP              | GB        |     1600000 | PA      | $1539293.17   | 0.03%             | 2027-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Vmed O2 UK Financing I PLC                                                  | VMED O2 UK FINANCING I PLC                                                    | CUSIP: BQ1812982<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |     5630000 | PA      | $5178776.82   | 0.09%             | 2031-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                    | CANADIAN GOVERNMENT BOND                                                      | CUSIP: 135087M84<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |   319546000 | PA      | $216035752.14 | 3.80%             | 2027-03-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| QNB Finance Ltd                                                             | QNB FINANCE LTD                                                               | CUSIP: ZP9011815<br>LEI: 549300MY0DXTHQEX5O57 | Long             | DBT              | CORP              | KY        |     8200000 | PA      | $7547280.00   | 0.13%             | 2027-02-12      | Fixed         | 2.75%                 | No            |                  2 | On Loan: —       |
| Romanian Government International Bond                                      | ROMANIAN GOVERNMENT INTERNATIONAL BOND                                        | CUSIP: BJ5968158<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    23390000 | PA      | $20554277.05  | 0.36%             | 2030-05-26      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                             | GENERAL MOTORS FINANCIAL CO INC                                               | CUSIP: BG1643058<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $9544988.56   | 0.17%             | 2026-02-26      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| Ziggo BV                                                                    | ZIGGO BV                                                                      | CUSIP: ZQ1506224<br>LEI: 213800TQASLF9JXH5J59 | Long             | DBT              | CORP              | NL        |     2720000 | PA      | $2322980.98   | 0.04%             | 2030-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: —       |
| Nationale-Nederlanden Bank NV/The Netherlands                               | NATIONALE-NEDERLANDEN BANK NV/THE NETHERLANDS                                 | CUSIP: ZQ6802594<br>LEI: 724500BICUQ0LF1AH770 | Long             | DBT              | CORP              | NL        |     5300000 | PA      | $5243626.09   | 0.09%             | 2025-02-26      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                          | CREDIT AGRICOLE SA                                                            | CUSIP: ZP3171193<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |     1000000 | PA      | $799990.10    | 0.01%             | 2032-01-14      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                    | THAILAND GOVERNMENT BOND                                                      | CUSIP: ZQ3490328<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |   132630000 | PA      | $3667413.96   | 0.06%             | 2029-12-17      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Cyprus Government International Bond                                        | CYPRUS GOVERNMENT INTERNATIONAL BOND                                          | CUSIP: ZP4820376<br>LEI: 213800IOEYYAHPDLUL60 | Long             | DBT              | NUSS              | CY        |      395000 | PA      | $273484.99    | 0.00%             | 2040-01-21      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Axiata SPV2 Bhd                                                             | AXIATA SPV2 BHD                                                               | CUSIP: BK8837563<br>LEI: 254900P49KQFQ10AF282 | Long             | DBT              | CORP              | MY        |     3210000 | PA      | $2594995.20   | 0.05%             | 2030-08-19      | Fixed         | 2.16%                 | No            |                  2 | On Loan: —       |
| Hannover Rueck SE                                                           | HANNOVER RUECK SE                                                             | CUSIP: BK2910671<br>LEI: 529900KIN5BE45V5KB18 | Long             | DBT              | CORP              | DE        |     4800000 | PA      | $3970461.76   | 0.07%             | 2040-10-08      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| Norway Government Bond                                                      | NORWAY GOVERNMENT BOND                                                        | CUSIP: EK1132415<br>LEI: 549300L0BT3FJTN9MX24 | Long             | DBT              | NUSS              | NO        |   104912000 | PA      | $10686314.39  | 0.19%             | 2024-03-14      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Tesco Corporate Treasury Services PLC                                       | TESCO CORPORATE TREASURY SERVICES PLC                                         | CUSIP: ZQ7670032<br>LEI: 21380018AJDKNF3A6712 | Long             | DBT              | CORP              | GB        |     5250000 | PA      | $5070914.33   | 0.09%             | 2026-05-29      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Dar Al-Arkan Sukuk Co Ltd                                                   | DAR AL-ARKAN SUKUK CO LTD                                                     | CUSIP: ZQ0609409<br>LEI: 5493000UYHRBXEIYUQ69 | Long             | DBT              | NUSS              | KY        |     4330000 | PA      | $4205893.54   | 0.07%             | 2025-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                       | CHINA GOVERNMENT BOND                                                         | CUSIP: ZQ5976324<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |   310000000 | PA      | $45557467.91  | 0.80%             | 2029-11-21      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Altice France SA/France                                                     | ALTICE FRANCE SA/FRANCE                                                       | CUSIP: ZR5945186<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |      505000 | PA      | $404897.77    | 0.01%             | 2028-01-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                | THERMO FISHER SCIENTIFIC INC                                                  | CUSIP: ZR7668893<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |     5170000 | PA      | $4339331.66   | 0.08%             | 2031-10-01      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Australia Government Bond                                                   | AUSTRALIA GOVERNMENT BOND                                                     | CUSIP: ZP5624975<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |    53848000 | PA      | $28744063.32  | 0.51%             | 2032-05-21      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Volkswagen Leasing GmbH                                                     | VOLKSWAGEN LEASING GMBH                                                       | CUSIP: AZ1285495<br>LEI: 5299004GLEUX88BSNB74 | Long             | DBT              | CORP              | DE        |     5135000 | PA      | $4970720.75   | 0.09%             | 2026-06-19      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| International Game Technology PLC                                           | INTERNATIONAL GAME TECHNOLOGY PLC                                             | CUSIP: AZ0981300<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | DBT              | CORP              | GB        |     2410000 | PA      | $2444681.19   | 0.04%             | 2026-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| International Game Technology PLC                                           | INTERNATIONAL GAME TECHNOLOGY PLC                                             | CUSIP: AZ0978447<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | DBT              | CORP              | GB        |     4550000 | PA      | $4615476.93   | 0.08%             | 2026-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| Danske Bank A/S                                                             | DANSKE BANK A/S                                                               | CUSIP: ZQ4664830<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |     4700000 | PA      | $4595923.55   | 0.08%             | 2030-02-12      | Variable      | 1.38%                 | No            |                  2 | On Loan: No      |
| FCA Bank SpA/Ireland                                                        | FCA BANK SPA/IRELAND                                                          | CUSIP: ZR4791730<br>LEI: 549300V1VN70Q7PQ7234 | Long             | DBT              | CORP              | IT        |     5800000 | PA      | $5840253.17   | 0.10%             | 2024-09-13      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Hannover Rueck SE                                                           | HANNOVER RUECK SE                                                             | CUSIP: ZR8868088<br>LEI: 529900KIN5BE45V5KB18 | Long             | DBT              | CORP              | DE        |     4700000 | PA      | $3840350.70   | 0.07%             | 2039-10-09      | Variable      | 1.12%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                         | UNITED KINGDOM GILT                                                           | CUSIP: AZ2780841<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    55319000 | PA      | $62397085.41  | 1.10%             | 2025-06-07      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Blackstone Property Partners Europe Holdings Sarl                           | BLACKSTONE PROPERTY PARTNERS EUROPE HOLDINGS SARL                             | CUSIP: ZR4791987<br>LEI: 213800Y3B5GQFBGVHP79 | Long             | DBT              | CORP              | LU        |     9970000 | PA      | $7750287.08   | 0.14%             | 2029-03-12      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Serbia International Bond                                                   | SERBIA INTERNATIONAL BOND                                                     | CUSIP: AZ2272021<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |    14635000 | PA      | $11277195.83  | 0.20%             | 2029-06-26      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Westlake Corp                                                               | WESTLAKE CORP                                                                 | CUSIP: AZ5984929<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |    14435000 | PA      | $12393851.17  | 0.22%             | 2029-07-17      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                  | CAPITAL ONE FINANCIAL CORP                                                    | CUSIP: 14040HCC7<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    11300000 | PA      | $9592437.33   | 0.17%             | 2029-06-12      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Summer BidCo BV                                                             | SUMMER BIDCO BV                                                               | CUSIP: ZS5903621<br>LEI: 724500EOJYP21L3XM206 | Long             | DBT              | CORP              | NL        |     1505312 | PA      | $1175017.26   | 0.02%             | 2025-11-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: —       |
| Saudi Arabian Oil Co                                                        | SAUDI ARABIAN OIL CO                                                          | CUSIP: ZS0947920<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |     5800000 | PA      | $5204641.60   | 0.09%             | 2039-04-16      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                         | INTESA SANPAOLO SPA                                                           | CUSIP: AZ3706928<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |     5200000 | PA      | $4652402.64   | 0.08%             | 2029-07-04      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| LeasePlan Corp NV                                                           | LEASEPLAN CORP NV                                                             | CUSIP: ZS8242795<br>LEI: 724500C60L930FVHS484 | Long             | DBT              | CORP              | NL        |     8200000 | PA      | $8690966.42   | 0.15%             | N/A             | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| Bangkok Bank PCL/Hong Kong                                                  | BANGKOK BANK PCL/HONG KONG                                                    | CUSIP: ZR6527587<br>LEI: 549300CCL2BKJGMYXV60 | Long             | DBT              | CORP              | TH        |     9700000 | PA      | $8126910.84   | 0.14%             | 2034-09-25      | Variable      | 3.73%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                       | CHINA GOVERNMENT BOND                                                         | CUSIP: AZ1695297<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    80000000 | PA      | $13255762.71  | 0.23%             | 2069-06-24      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Cyprus Government International Bond                                        | CYPRUS GOVERNMENT INTERNATIONAL BOND                                          | CUSIP: ZS3023307<br>LEI: 213800IOEYYAHPDLUL60 | Long             | DBT              | NUSS              | CY        |     2832000 | PA      | $2410266.15   | 0.04%             | 2049-05-03      | Fixed         | 2.75%                 | No            |                  2 | On Loan: —       |
| Morgan Stanley                                                              | MORGAN STANLEY                                                                | CUSIP: ZS3025377<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     3049000 | PA      | $3207632.02   | 0.06%             | 2024-07-26      | Variable      | 0.64%                 | No            |                  2 | On Loan: No      |
| UniCredit SpA                                                               | UNICREDIT SPA                                                                 | CUSIP: AX2154406<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |     6100000 | PA      | $6441201.66   | 0.11%             | 2029-02-20      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                              | BNP PARIBAS SA                                                                | CUSIP: AW7468688<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     9300000 | PA      | $9270467.38   | 0.16%             | 2027-01-23      | Variable      | 2.12%                 | No            |                  2 | On Loan: No      |
| Fiserv Inc                                                                  | FISERV INC                                                                    | CUSIP: AZ1871211<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     9825000 | PA      | $9871750.74   | 0.17%             | 2031-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fiserv Inc                                                                  | FISERV INC                                                                    | CUSIP: AZ1871179<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     1090000 | PA      | $1153792.45   | 0.02%             | 2023-07-01      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Trivium Packaging Finance BV                                                | TRIVIUM PACKAGING FINANCE BV                                                  | CUSIP: AZ7426796<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |      710000 | PA      | $690112.91    | 0.01%             | 2026-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Abertis Infraestructuras SA                                                 | ABERTIS INFRAESTRUCTURAS SA                                                   | CUSIP: AX7293555<br>LEI: 549300GKFVWI02JQ5332 | Long             | DBT              | CORP              | ES        |     4300000 | PA      | $3971320.26   | 0.07%             | 2031-03-27      | Fixed         | 3.00%                 | No            |                  2 | On Loan: —       |
| Braskem Netherlands Finance BV                                              | BRASKEM NETHERLANDS FINANCE BV                                                | CUSIP: ZQ3579112<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |     6200000 | PA      | $5286824.32   | 0.09%             | 2030-01-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CITIBANK N A                                                                | USD/INR FWD 20230119 CITIGB2L                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $227618.83    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ireland Government Bond                                                     | IRELAND GOVERNMENT BOND                                                       | CUSIP: ZS5382107<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |     2696000 | PA      | $1949159.28   | 0.03%             | 2050-05-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Albania Government International Bond                                       | ALBANIA GOVERNMENT INTERNATIONAL BOND                                         | CUSIP: AU6543170<br>LEI: 254900EDM43U3SGRND29 | Long             | DBT              | NUSS              | AL        |     5310000 | PA      | $5308626.97   | 0.09%             | 2025-10-09      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Cyprus Government International Bond                                        | CYPRUS GOVERNMENT INTERNATIONAL BOND                                          | CUSIP: AW9847533<br>LEI: 213800IOEYYAHPDLUL60 | Long             | DBT              | NUSS              | CY        |     2716000 | PA      | $2470194.23   | 0.04%             | 2034-02-26      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Volkswagen Leasing GmbH                                                     | VOLKSWAGEN LEASING GMBH                                                       | CUSIP: AT9684297<br>LEI: 5299004GLEUX88BSNB74 | Long             | DBT              | CORP              | DE        |     5350000 | PA      | $5373900.92   | 0.09%             | 2025-08-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: —       |
| Malaysia Government Bond                                                    | MALAYSIA GOVERNMENT BOND                                                      | CUSIP: AT4277287<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |   119656000 | PA      | $28352096.68  | 0.50%             | 2048-07-06      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                                 | NATIONWIDE BUILDING SOCIETY                                                   | CUSIP: AR5417662<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |     2770000 | PA      | $2764109.57   | 0.05%             | 2026-03-08      | Variable      | 1.50%                 | No            |                  2 | On Loan: No      |
| Czech Republic Government Bond                                              | CZECH REPUBLIC GOVERNMENT BOND                                                | CUSIP: AR3931334<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |  1917560000 | PA      | $73699151.23  | 1.30%             | 2029-07-23      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Cirsa Finance International Sarl                                            | CIRSA FINANCE INTERNATIONAL SARL                                              | CUSIP: AT2681639<br>LEI: 254900KUJN6DHWH2K029 | Long             | DBT              | CORP              | LU        |      410256 | PA      | $434951.29    | 0.01%             | 2023-12-20      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| Arion Banki HF                                                              | ARION BANKI HF                                                                | CUSIP: AR7387871<br>LEI: RIL4VBPDB0M7Z3KXSF19 | Long             | DBT              | CORP              | IS        |     5500000 | PA      | $5862771.15   | 0.10%             | 2023-03-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Altice France SA/France                                                     | ALTICE FRANCE SA/FRANCE                                                       | CUSIP: AT6218768<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |     1305000 | PA      | $1216285.32   | 0.02%             | 2027-02-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Next Group PLC                                                              | NEXT GROUP PLC                                                                | CUSIP: EJ8437034<br>LEI: 213800O8TRZCFJ9R5760 | Long             | DBT              | CORP              | GB        |      982000 | PA      | $1122546.46   | 0.02%             | 2026-10-02      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                          | BANCO SANTANDER SA                                                            | CUSIP: AQ6886024<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     5800000 | PA      | $5889487.45   | 0.10%             | 2025-01-17      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                           | JAPAN GOVERNMENT TWENTY YEAR BOND                                             | CUSIP: AN9584326<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  4378850000 | PA      | $31683602.26  | 0.56%             | 2037-06-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| Transcanada Trust                                                           | TRANSCANADA TRUST                                                             | CUSIP: 89356BAD0<br>LEI: 549300Y0MFCAXLBWUV51 | Long             | DBT              | CORP              | CA        |    27134000 | PA      | $17900223.65  | 0.32%             | 2077-05-18      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| Cyprus Government International Bond                                        | CYPRUS GOVERNMENT INTERNATIONAL BOND                                          | CUSIP: AO0359395<br>LEI: 213800IOEYYAHPDLUL60 | Long             | DBT              | NUSS              | CY        |     1668000 | PA      | $1775618.87   | 0.03%             | 2024-06-27      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                           | JAPAN GOVERNMENT TWENTY YEAR BOND                                             | CUSIP: AM8503287<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  8878050000 | PA      | $65403574.23  | 1.15%             | 2037-03-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Inmobiliaria Colonial Socimi SA                                             | INMOBILIARIA COLONIAL SOCIMI SA                                               | CUSIP: AQ1248246<br>LEI: 95980020140005007414 | Long             | DBT              | CORP              | ES        |     7300000 | PA      | $7172966.63   | 0.13%             | 2025-11-28      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Landsbankinn HF                                                             | LANDSBANKINN HF                                                               | CUSIP: AQ1095068<br>LEI: 549300TLZPT6JELDWM92 | Long             | DBT              | CORP              | IS        |     1000000 | PA      | $1058155.88   | 0.02%             | 2023-05-30      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                 | PROLOGIS LP                                                                   | CUSIP: 74340XBF7<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |     5048000 | PA      | $5091549.02   | 0.09%             | 2029-06-30      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                                    | MALAYSIA GOVERNMENT BOND                                                      | CUSIP: AS4638860<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |   121750000 | PA      | $28827992.92  | 0.51%             | 2033-11-07      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson and Co                                                     | BECTON DICKINSON AND CO                                                       | CUSIP: AS5816366<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |     7393000 | PA      | $8455485.42   | 0.15%             | 2025-05-24      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| Israel Government International Bond                                        | ISRAEL GOVERNMENT INTERNATIONAL BOND                                          | CUSIP: AM0206418<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    18046000 | PA      | $17864676.68  | 0.31%             | 2027-01-18      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                     | INDONESIA GOVERNMENT INTERNATIONAL BOND                                       | CUSIP: LW3626055<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    40797000 | PA      | $42549236.84  | 0.75%             | 2028-06-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UniCredit SpA                                                               | UNICREDIT SPA                                                                 | CUSIP: JK2700306<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |     5086000 | PA      | $5438755.51   | 0.10%             | 2023-03-04      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Minejesa Capital BV                                                         | MINEJESA CAPITAL BV                                                           | CUSIP: AO6253857<br>LEI: 549300KS7ERCP10BKC35 | Long             | DBT              | CORP              | NL        |     8300000 | PA      | $6476536.15   | 0.11%             | 2037-08-10      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Cyprus Government International Bond                                        | CYPRUS GOVERNMENT INTERNATIONAL BOND                                          | CUSIP: LW9388882<br>LEI: 213800IOEYYAHPDLUL60 | Long             | DBT              | NUSS              | CY        |     6740000 | PA      | $7257544.81   | 0.13%             | 2023-07-26      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Slovenia Government Bond                                                    | SLOVENIA GOVERNMENT BOND                                                      | CUSIP: JK2522817<br>LEI: 485100000LWQHIX4XX88 | Long             | DBT              | NUSS              | SI        |     7145000 | PA      | $6803404.68   | 0.12%             | 2032-03-03      | Fixed         | 2.25%                 | No            |                  2 | On Loan: —       |
| Nationwide Building Society                                                 | NATIONWIDE BUILDING SOCIETY                                                   | CUSIP: AO4071640<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |     5050000 | PA      | $5094183.77   | 0.09%             | 2029-07-25      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                         | PETROLEOS MEXICANOS                                                           | CUSIP: JK3977689<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    35958000 | PA      | $38547053.40  | 0.68%             | 2023-03-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA/London                                                   | CREDIT AGRICOLE SA/LONDON                                                     | CUSIP: AM0713363<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |     5800000 | PA      | $5967529.67   | 0.11%             | 2024-09-16      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                 | GOLDMAN SACHS GROUP INC/THE                                                   | CUSIP: LW9531713<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     4137000 | PA      | $4116112.96   | 0.07%             | 2026-07-27      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| State Grid Overseas Investment BVI Ltd                                      | STATE GRID OVERSEAS INVESTMENT BVI LTD                                        | CUSIP: AS2544888<br>LEI: 3003006V8BHG5158QO96 | Long             | DBT              | CORP              | VG        |    10000000 | PA      | $10014461.17  | 0.18%             | 2025-05-02      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                           | ITALY BUONI POLIENNALI DEL TESORO                                             | CUSIP: QZ7665156<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    37508000 | PA      | $26309787.44  | 0.46%             | 2067-03-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| ABJA Investment Co Pte Ltd                                                  | ABJA INVESTMENT CO PTE LTD                                                    | CUSIP: AQ8490791<br>LEI: 254900E6OE5YJ9WCCU19 | Long             | DBT              | CORP              | SG        |     7256000 | PA      | $7091629.25   | 0.12%             | 2028-01-24      | Fixed         | 5.45%                 | No            |                  2 | On Loan: —       |
| Banco Comercial Portugues SA                                                | BANCO COMERCIAL PORTUGUES SA                                                  | CUSIP: AQ1803867<br>LEI: JU1U6S0DG9YLT7N8ZV32 | Long             | DBT              | CORP              | PT        |     3900000 | PA      | $3648568.88   | 0.06%             | 2027-12-07      | Variable      | 6.89%                 | No            |                  2 | On Loan: No      |
| Cirsa Finance International Sarl                                            | CIRSA FINANCE INTERNATIONAL SARL                                              | CUSIP: AT2561211<br>LEI: 254900KUJN6DHWH2K029 | Long             | DBT              | CORP              | LU        |      890497 | PA      | $944100.15    | 0.02%             | 2023-12-20      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Bunge Finance Europe BV                                                     | BUNGE FINANCE EUROPE BV                                                       | CUSIP: LW0620515<br>LEI: 549300BIPDLRC1B3OO64 | Long             | DBT              | CORP              | NL        |     9220000 | PA      | $9801547.81   | 0.17%             | 2023-06-16      | Fixed         | 1.85%                 | No            |                  2 | On Loan: —       |
| Volkswagen International Finance NV                                         | VOLKSWAGEN INTERNATIONAL FINANCE NV                                           | CUSIP: AM9628026<br>LEI: 5299004PWNHKYTR23649 | Long             | DBT              | CORP              | NL        |     1300000 | PA      | $1248070.84   | 0.02%             | 2027-03-30      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                         | FRENCH REPUBLIC GOVERNMENT BOND OAT                                           | CUSIP: JK7596303<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |    65636000 | PA      | $54507751.60  | 0.96%             | 2036-05-25      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| CITIBANK N A                                                                | EUR/USD FWD 20230324 CITIGB2L                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $164937.39    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                                    | MALAYSIA GOVERNMENT BOND                                                      | CUSIP: EJ6316693<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |    51500000 | PA      | $11419791.80  | 0.20%             | 2033-04-15      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| Aquarius & Investments PLC for Zurich Insurance Co Ltd                      | AQUARIUS & INVESTMENTS PLC FOR ZURICH INSURANCE CO LTD                        | CUSIP: EJ5699842<br>LEI: 635400GCDUBCNKKFJC68 | Long             | DBT              | CORP              | IE        |     2131000 | PA      | $2257678.94   | 0.04%             | 2043-10-02      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Marks & Spencer PLC                                                         | MARKS & SPENCER PLC                                                           | CUSIP: EJ4718650<br>LEI: 213800CN1RI3UCIZWB95 | Long             | DBT              | CORP              | GB        |     1713000 | PA      | $1989916.52   | 0.04%             | 2025-06-12      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| 1MDB Global Investments Ltd                                                 | 1MDB GLOBAL INVESTMENTS LTD                                                   | CUSIP: EJ6045714<br>LEI: N/A                  | Long             | DBT              | NUSS              | VG        |    49400000 | PA      | $48366425.04  | 0.85%             | 2023-03-09      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Severn Trent Utilities Finance PLC                                          | SEVERN TRENT UTILITIES FINANCE PLC                                            | CUSIP: EC0959402<br>LEI: 213800KY9PT6WBH33232 | Long             | DBT              | CORP              | GB        |      206000 | PA      | $251324.94    | 0.00%             | 2024-02-26      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Israel Government Bond - Fixed                                              | ISRAEL GOVERNMENT BOND - FIXED                                                | CUSIP: EI9396645<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |   117027000 | PA      | $41653120.71  | 0.73%             | 2042-01-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                  | PROVINCE OF ONTARIO CANADA                                                    | CUSIP: 68323AAY0<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     5239000 | PA      | $3440521.72   | 0.06%             | 2043-06-02      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Sweden Government Bond                                                      | SWEDEN GOVERNMENT BOND                                                        | CUSIP: EJ0857460<br>LEI: ERE94C0BSULG2RM19605 | Long             | DBT              | NUSS              | SE        |  1214390000 | PA      | $115291316.83 | 2.03%             | 2032-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: —       |
| Thailand Government Bond                                                    | THAILAND GOVERNMENT BOND                                                      | CUSIP: EI4240764<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |   694772000 | PA      | $21889934.37  | 0.39%             | 2031-06-20      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| America Movil SAB de CV                                                     | AMERICA MOVIL SAB DE CV                                                       | CUSIP: EI2982383<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |     4930000 | PA      | $6043590.62   | 0.11%             | 2030-06-28      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Mexican Bonos                                                               | MEXICAN BONOS                                                                 | CUSIP: EH6834517<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   163115000 | PA      | $8147253.77   | 0.14%             | 2029-05-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                           | JAPAN GOVERNMENT THIRTY YEAR BOND                                             | CUSIP: EI0048054<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  4702950000 | PA      | $41507726.41  | 0.73%             | 2039-09-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Enel Finance International NV                                               | ENEL FINANCE INTERNATIONAL NV                                                 | CUSIP: EH9717446<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |     2663000 | PA      | $3241647.94   | 0.06%             | 2024-08-14      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES INC                                                         | CNH/USD FWD 20230317 MRMDUS33                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | CN        |           1 | NC      | $-1219619.19  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                           | JAPAN GOVERNMENT THIRTY YEAR BOND                                             | CUSIP: EG9384082<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 10432550000 | PA      | $95789632.74  | 1.69%             | 2037-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                         | UNITED KINGDOM GILT                                                           | CUSIP: EF3964238<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    35581797 | PA      | $44143648.76  | 0.78%             | 2046-12-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                             | KREDITANSTALT FUER WIEDERAUFBAU                                               | CUSIP: 500769BQ6<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |     5202000 | PA      | $3983371.95   | 0.07%             | 2037-06-02      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| UBS SECURITIES LLC                                                          | USD/CLP FWD 20230119 UBSWGB2L                                                 | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-3440790.32  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS SECURITIES LLC                                                          | CLP/USD FWD 20230119 UBSWGB2L                                                 | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | CL        |           1 | NC      | $2828781.89   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC                                             | JPY/USD FWD 20230120 SBOSGB2X                                                 | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | JP        |           1 | NC      | $-44460831.82 | -0.78%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                | JPY/USD FWD 20230120 MSLNGB2X                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | JP        |           1 | NC      | $-43338601.85 | -0.76%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N A                                                                | CNH/USD FWD 20230113 CITIGB2L                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | CN        |           1 | NC      | $-10823283.29 | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC                                             | USD/CNH FWD 20230113 SBOSGB2X                                                 | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-848700.63   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC                                             | CNH/USD FWD 20230113 SBOSGB2X                                                 | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | CN        |           1 | NC      | $13432133.66  | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS SECURITIES LLC                                                          | PLN/USD FWD 20230217 UBSWGB2L                                                 | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | PL        |           1 | NC      | $-5997009.08  | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                                                          | JPY/USD FWD 20230120 GSILGB2X                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | JP        |           1 | NC      | $-327094.57   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Bill                                                 | UNITED STATES TREASURY BILL                                                   | CUSIP: 912796S34<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   349239000 | PA      | $348338689.80 | 6.13%             | 2023-01-26      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP                                                 | EUR/USD FWD 20230224 BNPAFRPP                                                 | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-441911.30   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Tencent Holdings Ltd                                                        | TENCENT HOLDINGS LTD                                                          | CUSIP: 88032XBC7<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | CORP              | KY        |     7000000 | PA      | $4972667.14   | 0.09%             | 2051-04-22      | Fixed         | 3.84%                 | No            |                  2 | On Loan: —       |
| Tencent Holdings Ltd                                                        | TENCENT HOLDINGS LTD                                                          | CUSIP: 88032XAV6<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | CORP              | KY        |    10200000 | PA      | $6467435.87   | 0.11%             | 2050-06-03      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK                                                               | EUR/USD FWD 20230324 DEUTGB2L                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-16864782.85 | -0.30%            |  |  |  | No            |                  2 | On Loan: No      |
| Suzano Austria GmbH                                                         | SUZANO AUSTRIA GMBH                                                           | CUSIP: 86964WAH5<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |     5800000 | PA      | $5440545.00   | 0.10%             | 2030-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES INC                                                         | GBP/USD FWD 20230224 MRMDUS33                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | GB        |           1 | NC      | $69883.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| T Rowe Price Government Reserve Investment Fund                             | T ROWE PRICE GOVERNMENT RESERVE INVESTMENT FUND - Collateral                  | CUSIP: 76105YYY8<br>LEI: 5493007QR86JJLYO6D96 | Long             | STIV             | RF                | US        |   171146049 | NS      | $171146049.10 | 3.01%             |  |  |  | No            |                  1 | On Loan: No      |
| T Rowe Price Government Reserve Investment Fund                             | T ROWE PRICE GOVERNMENT RESERVE INVESTMENT FUND                               | CUSIP: 76105Y109<br>LEI: 5493007QR86JJLYO6D96 | Long             | STIV             | RF                | US        |    61736363 | NS      | $61736362.54  | 1.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Commonwealth of Puerto Rico                                                 | COMMONWEALTH OF PUERTO RICO                                                   | CUSIP: 74514L3T2<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | PR        |    22245826 | PA      | $9732549.03   | 0.17%             | 2043-11-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                                                        | RSD/USD FWD 20230217 CHASGB2L                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | RS        |           1 | NC      | $-672747.44   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES INC                                                         | CNH/USD FWD 20230113 MRMDUS33                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | CN        |           1 | NC      | $-6534338.01  | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS SECURITIES LLC                                                          | INR/USD FWD 20230119 UBSWGB2L                                                 | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | IN        |           1 | NC      | $-47891.97    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MercadoLibre Inc                                                            | MERCADOLIBRE INC                                                              | CUSIP: 58733RAF9<br>LEI: 549300DKPDN9M5S8GB14 | Long             | DBT              | CORP              | US        |     6325000 | PA      | $4898080.00   | 0.09%             | 2031-01-14      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| UBS SECURITIES LLC                                                          | EUR/USD FWD 20230324 UBSWGB2L                                                 | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |           1 | NC      | $10974.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC                                             | SGD/USD FWD 20230317 SBOSGB2X                                                 | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | SG        |           1 | NC      | $-1494624.79  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC                                             | GBP/USD FWD 20230224 SBOSGB2X                                                 | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | GB        |           1 | NC      | $-2755767.20  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA                                                             | SEK/USD FWD 20230224 BOFAUS6N                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | SE        |           1 | NC      | $-89329.60    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED SECURITIES                                               | JPY/USD FWD 20230120 SCBLGB2L                                                 | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | JP        |           1 | NC      | $-1773046.93  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC                                             | USD/AUD FWD 20230120 SBOSGB2X                                                 | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-109579.86   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RBC DOMINION SECURITIES INC                                                 | USD/CAD FWD 20230120 ROYCGB2L                                                 | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1550870.73   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC                                             | CAD/USD FWD 20230120 SBOSGB2X                                                 | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | CA        |           1 | NC      | $1009870.05   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC                                             | USD/CAD FWD 20230120 SBOSGB2X                                                 | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-3934987.43  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                | BRL/USD FWD 20230302 MSLNGB2X                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | BR        |           1 | NC      | $-223562.73   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Eastern Power Networks PLC                                                  | EASTERN POWER NETWORKS PLC                                                    | CUSIP: ED3422240<br>LEI: 213800U5R8Q5KGM2KU56 | Long             | DBT              | CORP              | GB        |       62000 | PA      | $75431.61     | 0.00%             | 2024-03-08      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC                                             | CZK/USD FWD 20230113 SBOSGB2X                                                 | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | CZ        |           1 | NC      | $358294.17    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC                                             | USD/CZK FWD 20230113 SBOSGB2X                                                 | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-338171.85   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                | EUR/USD FWD 20230224 MSLNGB2X                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $131457.56    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N A                                                                | AUD/USD FWD 20230120 CITIGB2L                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | AU        |           1 | NC      | $-4512266.26  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Equate Petrochemical BV                                                     | EQUATE PETROCHEMICAL BV                                                       | CUSIP: 29441WAD7<br>LEI: 635400Y3Z5R4NJSMQ630 | Long             | DBT              | CORP              | NL        |     9170000 | PA      | $8012287.50   | 0.14%             | 2028-04-28      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| UBS SECURITIES LLC                                                          | EUR/USD FWD 20230224 UBSWGB2L                                                 | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |           1 | NC      | $429437.21    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ecopetrol SA                                                                | ECOPETROL SA                                                                  | CUSIP: 279158AP4<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |     6760000 | PA      | $5177381.59   | 0.09%             | 2031-11-02      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                                                          | INR/USD FWD 20230119 GSILGB2X                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | IN        |           1 | NC      | $-268275.52   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                                                          | USD/INR FWD 20230119 GSILGB2X                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $630.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Canadian Government Real Return Bond                                        | CANADIAN GOVERNMENT REAL RETURN BOND                                          | CUSIP: 135087WV2<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    63449153 | PA      | $57085025.14  | 1.00%             | 2031-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP                                                 | MYR/USD FWD 20230310 BNPAFRPP                                                 | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | MY        |           1 | NC      | $-173129.12   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N A                                                                | ILS/USD FWD 20230119 CITIGB2L                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | IL        |           1 | NC      | $229350.02    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N A                                                                | USD/ILS FWD 20230119 CITIGB2L                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $2936917.38   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC                                             | USD/EUR FWD 20230224 SBOSGB2X                                                 | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-17848112.71 | -0.31%            |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC                                             | EUR/USD FWD 20230224 SBOSGB2X                                                 | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | US        |           1 | NC      | $686577.65    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Celulosa Arauco y Constitucion SA                                           | CELULOSA ARAUCO Y CONSTITUCION SA                                             | CUSIP: 151191BJ1<br>LEI: 549300QEKV8G0AMNQD28 | Long             | DBT              | CORP              | CL        |    12060000 | PA      | $11264854.17  | 0.20%             | 2030-01-29      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                                                          | EUR/USD FWD 20230324 GSILGB2X                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-36645.38    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N A                                                                | CAD/USD FWD 20230120 CITIGB2L                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | CA        |           1 | NC      | $-547742.83   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N A                                                                | USD/CAD FWD 20230120 CITIGB2L                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-509777.50   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA                                                             | EUR/USD FWD 20230131 BOFAUS6N                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-215001.60   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Banco de Credito del Peru S.A.                                              | BANCO DE CREDITO DEL PERU S.A.                                                | CUSIP: 05971V2C8<br>LEI: 549300EQYQ8SCQZ4BY14 | Long             | DBT              | CORP              | PE        |     6175000 | PA      | $5606343.08   | 0.10%             | 2030-07-01      | Variable      | 3.12%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                         | UNITED KINGDOM GILT                                                           | CUSIP: EC2565959<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |   238931000 | PA      | $301854135.91 | 5.31%             | 2032-06-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2022-12-31

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

**Signature:** /s/ Alan Dupski

**Name of Signer:** Alan Dupski

**Title:** Treasurer & Vice President