# EDGAR Filing Document

**Accession Number:** 0000313212
**File Stem:** 0000313212-23-000194
**Filing Date:** 2023-2
**Character Count:** 142048
**Document Hash:** 01e656fdd0772d2b7980e2d44ea35e86
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000313212-23-000194.hdr.sgml**: 20230224

**ACCESSION NUMBER**: 0000313212-23-000194

**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:** 23667391

**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 Dynamic Global Bond Fund (Series ID: S000047983)

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

  - **Street Address 1:** 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 Dynamic Global Bond Fund

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

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

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

- **a. Date of fiscal year-end:** 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:** $4831117078.73

**Total Liabilities:** $357478598.87

**Net Assets:** $4473638479.86

**Cash Not Reported:** $373662721.78

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -2155.231677 | **1-Year:** -34663.834750 | **5-Year:** 367379.144090 | **10-Year:** -88080.572767 | **30-Year:** -36722.845365

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

- **3-Month:** 23195.109806 | **1-Year:** 55989.601047 | **5-Year:** 595195.372005 | **10-Year:** -15937.065102 | **30-Year:** -1730.517491

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000151117 | -2.82%               | -1.28%               | 1.38%                |
| Class ID C000159134 | -2.81%               | -1.27%               | 1.39%                |
| Class ID C000151118 | -2.84%               | -1.30%               | 1.36%                |
| Class ID C000219340 | -2.77%               | -1.23%               | 1.44%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-4473233.97             | $42206637.61                               |
| Month 2  | $-26138984.11            | $229277040.42                              |
| Month 3  | $-75878361.30            | $79478115.96                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Times China Holdings Ltd                                  | TIMES CHINA HOLDINGS LTD                                                 | CUSIP: ZO4873378<br>LEI: 2549000KTINB9ZPZP710 | Long             | DBT              | CORP              | KY        |     3220000 | PA      | $554133.95    | 0.01%             | 2026-03-22      | Fixed         | 6.20%                 | No            | 2                  | On Loan: No      |
| Times China Holdings Ltd                                  | TIMES CHINA HOLDINGS LTD                                                 | CUSIP: BK2863672<br>LEI: 2549000KTINB9ZPZP710 | Long             | DBT              | CORP              | KY        |    12750000 | PA      | $2217770.06   | 0.05%             | 2025-07-08      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| N/A                                                       | US ULTRA BOND CBT MAR23                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |        -997 | NC      | $808447.36    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| DEUTSCHE BANK                                             | USD/INR FWD 20230119 DEUTGB2L                                            | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |           1 | NC      | $250700.76    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                              | USD/EUR FWD 20230120 MSLNGB2X                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-83960.57    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                              | EUR/USD FWD 20230120 MSLNGB2X                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $26587.19     | 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      | $-18949.88    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                        | USD/TWD FWD 20230119 GSILGB2X                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-4373925.46  | -0.10%            |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                              | PHP/USD FWD 20230310 CITIGB2L                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | PH        |           1 | NC      | $-457757.26   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                       | EURO-BUXL 30Y BND MAR23                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |        -334 | NC      | $3770006.18   | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| UBS SECURITIES LLC                                        | USD/BRL FWD 20230302 UBSWGB2L                                            | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-16730.98    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| STANDARD CHARTERED SECURITIES                             | USD/NZD FWD 20230120 SCBLGB2L                                            | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | US        |           1 | NC      | $117898.47    | 0.00%             |  |  |  | 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      | $-2685138.03  | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank PLC - Wholesale (SING)                      | RON/USD FWD 20230120 BARCGB5G                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | RO        |           1 | NC      | $-267746.43   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| HSBC SECURITIES INC                                       | USD/SEK FWD 20230120 MRMDUS33                                            | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-29140.54    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                       | Fortenova Group TopCo B.V.                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     2557406 | PA      | $1040278.61   | 0.02%             | 2024-04-01      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                       | Fortenova STAK Stichting                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | NL        |      597196 | NS      | $242922.01    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                       | BONA FIDE INVSTMNT HLDNG LLC A                                           | CUSIP: TC1FCHS82<br>LEI: N/A                  | Long             | EC               | CORP              | US        |           0 | NS      | $2704355.25   | 0.06%             |  |  |  | Yes           | N/A                | On Loan: No      |
| DEUTSCHE BANK                                             | USD/BRL FWD 20230302 DEUTGB2L                                            | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |           1 | NC      | $21332.54     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| DEUTSCHE BANK                                             | MYR/USD FWD 20230310 DEUTGB2L                                            | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | MY        |           1 | NC      | $-5568.42     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC                           | ZAR/USD FWD 20230317 SBOSGB2X                                            | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | ZA        |           1 | NC      | $23473.67     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                        | CAD/USD FWD 20230120 CIBCCATT                                            | CUSIP: 000000000<br>LEI: 2IGI19DL77OX0HC3ZE78 | N/A              | DFE              | CORP              | CA        |           1 | NC      | $-1509998.40  | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank PLC - Wholesale (SING)                      | PLN/USD FWD 20230217 BARCGB5G                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | PL        |           1 | NC      | $485702.89    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank PLC - Wholesale (SING)                      | BRL/USD FWD 20230302 BARCGB5G                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | BR        |           1 | NC      | $43239.78     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BNP PARIBAS SECURITIES CORP                               | CLP/USD FWD 20230310 BNPAFRPP                                            | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | CL        |           1 | NC      | $173876.47    | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BNP PARIBAS SECURITIES CORP                               | USD/CLP FWD 20230310 BNPAFRPP                                            | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-7250526.92  | -0.16%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                              | USD/CAD FWD 20230120 MSLNGB2X                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-3036.64     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| RBC DOMINION SECURITIES INC                               | USD/JPY FWD 20230120 ROYCGB2L                                            | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1709730.56  | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| WELLS FARGO SECURITIES, LLC.                              | EUR/USD FWD 20230120 WFBIUS6W                                            | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | N/A              | DFE              | CORP              | US        |           1 | NC      | $2406515.99   | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC                           | USD/NZD FWD 20230120 SBOSGB2X                                            | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | US        |           1 | NC      | $880007.44    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                        | PHP/USD FWD 20230310 GSILGB2X                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | PH        |           1 | NC      | $59400.09     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                              | AUD/USD FWD 20230120 MSLNGB2X                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | AU        |           1 | NC      | $1348310.03   | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                              | CLP/USD FWD 20230310 MSLNGB2X                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | CL        |           1 | NC      | $156220.46    | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                              | USD/SEK FWD 20230120 MSLNGB2X                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-286420.40   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                                        | USD/CAD FWD 20230120 UBSWGB2L                                            | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |           1 | NC      | $98126.88     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                              | USD/GBP FWD 20230317 CITIGB2L                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $68311.68     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                                        | CZK/USD FWD 20230317 UBSWGB2L                                            | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | CZ        |           1 | NC      | $847493.36    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                                        | USD/CZK FWD 20230317 UBSWGB2L                                            | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1102494.55  | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| RBC DOMINION SECURITIES INC                               | EUR/USD FWD 20230120 ROYCGB2L                                            | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | US        |           1 | NC      | $344566.39    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                                        | USD/NZD FWD 20230120 UBSWGB2L                                            | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-5745622.40  | -0.13%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                                        | FXO_USD_OTC_E_PUT_JPY_USD_K_127.85_EFF_2022-12-20_MAT_2023-03-17         | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1509800.48   | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                              | FXO_USD_OTC_E_PUT_JPY_USD_K_128.8_EFF_2022-12-20_MAT_2023-02-17          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1294964.41   | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                              | CMBX BBB- CDSI S15 11/18/2064                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCR              | CORP              | US        |           1 | NC      | $2101860.05   | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                              | HYBB CDSI S39 5Y 12/20/2027                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-1784775.30  | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                              | HYBB CDSI S39 5Y 12/20/2027                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-1784854.31  | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                              | HYBB CDSI S39 5Y 12/20/2027                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-1784775.30  | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                        | CDX HY CDST S39 5Y 25-35 12/20/2027                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-1133375.34  | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                              | CMBX BBB- CDSI S15 11/18/2064                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCR              | CORP              | US        |           1 | NC      | $2071287.54   | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                       | CME - CAD IRS 12/9/27 PAY FIX                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |           1 | NC      | $1023899.94   | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                       | CME - CAD IRS 12/9/27 PAY FIX                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |           1 | NC      | $1002345.61   | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                       | CME - CAD IRS 12/9/27 PAY FIX                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |           1 | NC      | $1023295.07   | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                       | CME - CAD IRS 12/8/27 PAY FIX                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |           1 | NC      | $869781.92    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                       | CME - CAD IRS 12/8/27 PAY FIX                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |           1 | NC      | $822274.64    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                        | SWAPTION_IRS_USD_OTC_E_PAYER_K_3.78_EFF_2022-12-06_MAT_2023-12-06        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DIR              | CORP              | US        |           1 | NC      | $5568557.71   | 0.12%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                        | SWAPTION_IRS_USD_OTC_E_PAYER_K_3.78_EFF_2022-12-06_MAT_2023-12-06        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DIR              | CORP              | US        |           1 | NC      | $5568557.71   | 0.12%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                              | CMBX BBB- CDSI S15 11/18/2064                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCR              | CORP              | US        |           1 | NC      | $2054090.51   | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                        | POST HOLDINGS INC CDS 12/20/2027                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-95220.96    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                        | FXO_USD_OTC_E_CALL_EUR_USD_K_1.01_EFF_2022-12-01_MAT_2023-03-02          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $340884.90    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                              | HYBB CDSI S39 5Y 12/20/2027                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-1734923.89  | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                              | SWAPTION_IRS_USD_OTC_E_PAYER_K_3.63_EFF_2022-11-29_MAT_2023-11-29        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | US        |           1 | NC      | $7455625.87   | 0.17%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                              | SWAPTION_IRS_USD_OTC_E_PAYER_K_3.63_EFF_2022-11-29_MAT_2023-11-29        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | US        |           1 | NC      | $6372351.96   | 0.14%             |  |  |  | No            | 2                  | On Loan: No      |
| BARCLAYS                                                  | SWAPTION_CDX_USD_2I65BYEB7_OTC_E_PAYER_K_1_EFF_2022-11-28_MAT_2023-01-18 | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-336717.41   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| BARCLAYS                                                  | SWAPTION_CDX_USD_2I65BYEB7_OTC_E_PAYER_K_1_EFF_2022-11-28_MAT_2023-01-18 | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DCR              | CORP              | US        |           1 | NC      | $776621.80    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                        | POST HOLDINGS INC CDS 12/20/2027                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-142831.43   | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Iron Mountain Inc                                         | ICE_IRON MOUNTAIN INC CDS 12/20/2027                                     | CUSIP: 000000000<br>LEI: SQL3F6CKNNBM3SQGHX24 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-358215.46   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                              | HYBB CDSI S39 5Y 12/20/2027                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-1734607.88  | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                        | SWAPTION_CDX_USD_2I65BRZH6_OTC_E_PAYER_K_1_EFF_2022-11-17_MAT_2023-01-18 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-204237.32   | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                        | SWAPTION_CDX_USD__OTC_E_PAYER_K_1_EFF_2022-11-17_MAT_2023-01-18          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              | CORP              | US        |           1 | NC      | $742728.48    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Gap Inc/The                                               | ICE_GAP INC/THE CDS 12/20/2027                                           | CUSIP: 000000000<br>LEI: T2ZG1WRWZ4BUCMQL9224 | N/A              | DCR              | CORP              | US        |           1 | NC      | $4130863.64   | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| BARCLAYS                                                  | AMERICAN AIRLINES GROUP CDS 12/20/2023                                   | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-103240.32   | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BARCLAYS                                                  | ROYAL CARIBBEAN CRUISES CDS 12/20/2023                                   | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-18630.04    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                       | LCH - GBP SONIA IRS 10/11/52 PAY FIX                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |           1 | NC      | $-2279247.39  | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                       | LCH - GBP SONIA IRS 10/11/72 PAY FIX                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |           1 | NC      | $-4603614.54  | -0.10%            |  |  |  | No            | 2                  | On Loan: No      |
| BARCLAYS                                                  | ROYAL CARIBBEAN CRUISES CDS 12/20/2023                                   | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-18630.04    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                       | LCH - CNY IRS 9/30/27 PAY FIX                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |           1 | NC      | $142700.91    | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BARCLAYS                                                  | CCO HOLDINGS LLC CDS 12/20/2023                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DCR              | CORP              | US        |           1 | NC      | $277911.46    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                       | LCH - CNY IRS 9/29/27 PAY FIX                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |           1 | NC      | $101030.58    | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                       | ICE_CDX HY CDSI S39 5Y PRC 12/20/2027                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |           1 | NC      | $-4871457.64  | -0.11%            |  |  |  | No            | 2                  | On Loan: No      |
| BARCLAYS                                                  | FORD MOTOR COMPANY CDS 03/20/2023                                        | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DCR              | CORP              | US        |           1 | NC      | $128872.06    | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                       | LCH - CNY IRS 9/28/27 PAY FIX                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |           1 | NC      | $126519.72    | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                       | LCH - CNY IRS 9/28/27 PAY FIX                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |           1 | NC      | $395509.81    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                       | ICE_CDX HY CDSI S33 V13 5Y PRC 12/20/2024                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |           1 | NC      | $-7257516.46  | -0.16%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                       | LCH - CNY IRS 9/26/27 PAY FIX                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |           1 | NC      | $544908.84    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Sanofi                                                    | ICE_SANOFI CDS 12/20/2027                                                | CUSIP: 000000000<br>LEI: 549300E9PC51EN656011 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-431399.59   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                       | ICE_CDX IG CDSI S39 5Y 12/20/2027                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |           1 | NC      | $-7472282.96  | -0.17%            |  |  |  | No            | 2                  | On Loan: No      |
| Xerox Corp                                                | ICE_XEROX CORP CDS 12/20/2027                                            | CUSIP: 000000000<br>LEI: 4KF48RN45X1OO8UBLY20 | N/A              | DCR              | CORP              | US        |           1 | NC      | $2323421.91   | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Macy s Retail Holdings LLC                                | ICE_MACY'S INC CDS 12/20/2027                                            | CUSIP: 000000000<br>LEI: 549300JMONK27O4SQQ19 | N/A              | DCR              | CORP              | US        |           1 | NC      | $3429441.79   | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                       | ICE_CDX EM CDSI S38 5Y PRC 12/20/2027                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |           1 | NC      | $5231629.86   | 0.12%             |  |  |  | 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      | $-4600761.17  | -0.10%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                       | ICE_ITRX EUR CDSI S38 5Y 12/20/2027                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |           1 | NC      | $-10020.47    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BARCLAYS                                                  | MURPHY OIL CORP CDS 12/20/2023                                           | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-111056.86   | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BARCLAYS                                                  | AT&T INC CDS 06/20/2023                                                  | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DCR              | CORP              | US        |           1 | NC      | $26544.41     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Republic of South Africa Government International Bond    | ICE_SOUTH AFRICA CDS 12/20/2027                                          | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | N/A              | DCR              | CORP              | US        |           1 | NC      | $4407496.04   | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| Murphy Oil Corp                                           | ICE_MURPHY OIL CORP CDS 06/20/2027                                       | CUSIP: 000000000<br>LEI: QBKYQD0ODE7DC7PDIN91 | N/A              | DCR              | CORP              | US        |           1 | NC      | $569134.90    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                       | LCH - EUR ZCIS 8/15/27 REC CPI                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DO               | CORP              | US        |           1 | NC      | $33500.84     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                       | LCH - EUR ZCIS 8/15/27 REC CPI                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DO               | CORP              | US        |           1 | NC      | $-19593.40    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                       | LCH - EUR ZCIS 8/15/27 REC CPI                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DO               | CORP              | US        |           1 | NC      | $-11870.28    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                       | LCH - EUR ZCIS 8/15/27 REC CPI                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DO               | CORP              | US        |           1 | NC      | $421131.84    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                       | LCH - EUR ZCIS 8/15/27 REC CPI                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DO               | CORP              | US        |           1 | NC      | $339607.50    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                      | MURPHY OIL CORP CDS 06/20/2027                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |           1 | NC      | $142283.72    | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Occidental Petroleum Corp                                 | ICE_OCCIDENTAL PETROLEUM CDS 06/20/2027                                  | CUSIP: 000000000<br>LEI: IM7X0T3ECJW4C1T7ON55 | N/A              | DCR              | CORP              | US        |           1 | NC      | $406590.90    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| CREDIT SUISSE FIRST BOSTON                                | FORD MOTOR CREDIT CO CDS 06/20/2023                                      | CUSIP: 000000000<br>LEI: 1V8Y6QCX6YMJ2OELII46 | N/A              | DCR              | CORP              | US        |           1 | NC      | $226577.75    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Apache Corp                                               | ICE_APACHE CORP CDS 06/20/2027                                           | CUSIP: 000000000<br>LEI: 72ZZ1XRHOOU9P9X16K08 | N/A              | DCR              | CORP              | US        |           1 | NC      | $394598.30    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| CREDIT SUISSE FIRST BOSTON                                | CALPINE CORP CDS 06/20/2023                                              | CUSIP: 000000000<br>LEI: 1V8Y6QCX6YMJ2OELII46 | N/A              | DCR              | CORP              | US        |           1 | NC      | $382292.02    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                       | LCH - GBP SONIA IRS 3/17/52 PAY FIX                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |           1 | NC      | $8168928.51   | 0.18%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                       | LCH - GBP SONIA IRS 3/17/52 PAY FIX                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |           1 | NC      | $8059229.82   | 0.18%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                        | CDX HY CDST S37 5Y 25-35 12/20/2026                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-2232614.37  | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                        | CDX HY CDST S37 5Y 25-35 12/20/2026                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-2232614.37  | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                              | CDX HY CDST S37 5Y 25-35 12/20/2026                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-4465228.75  | -0.10%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                        | CDX HY CDST S37 5Y 25-35 12/20/2026                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-2232614.37  | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                        | CDX HY CDST S37 5Y 25-35 12/20/2026                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-2232614.37  | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                      | CDX HY CDST S37 5Y 25-35 12/20/2026                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-2381776.11  | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                                           | CDX HY CDST S37 5Y 25-35 12/20/2026                                      | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-1983369.93  | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| BARCLAYS                                                  | BAHRAIN CDS 12/20/2023                                                   | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DCR              | CORP              | US        |           1 | NC      | $16568.01     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK                                                  | GLENCORE FINANCE EUROPE CDS 06/20/23                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-231447.90   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| BARCLAYS                                                  | GLENCORE FINANCE EUROPE CDS 06/20/2023                                   | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-77256.94    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BARCLAYS                                                  | BAHRAIN CDS 12/20/2023                                                   | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DCR              | CORP              | US        |           1 | NC      | $16568.01     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK                                                  | GLENCORE FINANCE EUROPE CDS 06/20/2023                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-75149.94    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BARCLAYS                                                  | GLENCORE FINANCE EUROPE CDS 06/20/2023                                   | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-196976.93   | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                      | GLENCORE FINANCE EUROPE CDS 06/20/2023 - JPM                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-70233.58    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                      | ARCELORMITTAL CDS 12/20/2025                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |           1 | NC      | $1788074.29   | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                       | LCH - GBP SONIA IRS 9/27/51 PAY FIX                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |           1 | NC      | $47072121.36  | 1.05%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                       | LCH - GBP SONIA IRS 9/27/71 PAY FIX                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |           1 | NC      | $6190720.26   | 0.14%             |  |  |  | No            | 2                  | On Loan: No      |
| Glencore Finance Europe Ltd                               | ICE_GLENCORE INTERNATIONAL CDS 12/20/2026                                | CUSIP: 000000000<br>LEI: 213800WHKNIC1JQQG433 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-996489.81   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                      | ARCELORMITTAL CDS 12/20/2025                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |           1 | NC      | $1265893.30   | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                      | BAHRAIN CDS 6/20/2026                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |           1 | NC      | $502344.14    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                      | USD/EUR FWD 20230120 CHASGB2L                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-7700.10     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                      | EUR/USD FWD 20230120 CHASGB2L                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $34568.08     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| DEUTSCHE BANK                                             | THB/USD FWD 20230310 DEUTGB2L                                            | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | TH        |           1 | NC      | $-1472899.59  | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                        | EUR/USD FWD 20230120 GSILGB2X                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1703753.97   | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| BNP PARIBAS SECURITIES CORP                               | EUR/USD FWD 20230120 BNPAFRPP                                            | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-671623.65   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                              | KRW/USD FWD 20230119 MSLNGB2X                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | KR        |           1 | NC      | $-503691.80   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| DEUTSCHE BANK                                             | EUR/USD FWD 20230120 DEUTGB2L                                            | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |           1 | NC      | $285390.66    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| DEUTSCHE BANK                                             | USD/EUR FWD 20230120 DEUTGB2L                                            | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1783579.26  | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| BNP PARIBAS SECURITIES CORP                               | SEK/USD FWD 20230120 BNPAFRPP                                            | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | SE        |           1 | NC      | $-557625.58   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| BNP PARIBAS SECURITIES CORP                               | USD/SEK FWD 20230120 BNPAFRPP                                            | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |           1 | NC      | $27881.60     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank PLC - Wholesale (SING)                      | ZAR/USD FWD 20230317 BARCGB5G                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | ZA        |           1 | NC      | $-131137.02   | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                        | KRW/USD FWD 20230119 GSILGB2X                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | KR        |           1 | NC      | $252731.32    | 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        |        7176 | NC      | $-4944093.29  | -0.11%            |  |  |  | No            | 1                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                              | USD/MXN FWD 20230120 MSLNGB2X                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-266183.96   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                              | MXN/USD FWD 20230120 MSLNGB2X                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | MX        |           1 | NC      | $-615979.67   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                       | JPN 10Y BOND(OSE) MAR23                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | JP        |        -429 | NC      | $8550244.80   | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                       | EURO-BTP FUTURE MAR23                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |       -3145 | NC      | $26837722.57  | 0.60%             |  |  |  | No            | 1                  | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC                           | SEK/USD FWD 20230120 SBOSGB2X                                            | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | SE        |           1 | NC      | $381580.69    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC                           | USD/EUR FWD 20230120 SBOSGB2X                                            | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-1778468.03  | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC                           | EUR/USD FWD 20230120 SBOSGB2X                                            | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | US        |           1 | NC      | $428815.44    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                                        | EUR/USD FWD 20230120 UBSWGB2L                                            | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1379917.29   | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                                        | USD/EUR FWD 20230120 UBSWGB2L                                            | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-11745025.83 | -0.26%            |  |  |  | No            | 2                  | On Loan: No      |
| HSBC SECURITIES INC                                       | HUF/USD FWD 20230317 MRMDUS33                                            | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | HU        |           1 | NC      | $-54329.55    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                       | LONG GILT FUTURE MAR23                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | GB        |       -1742 | NC      | $11699408.14  | 0.26%             |  |  |  | No            | 1                  | On Loan: No      |
| GOLDMAN SACHS & CO                                        | MXN/USD FWD 20230120 GSILGB2X                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | MX        |           1 | NC      | $-933857.69   | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                        | CAD/USD FWD 20230120 GSILGB2X                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | CA        |           1 | NC      | $14026.09     | 0.00%             |  |  |  | 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      | $-12115808.34 | -0.27%            |  |  |  | No            | 2                  | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC                           | ILS/USD FWD 20230119 SBOSGB2X                                            | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | IL        |           1 | NC      | $14645.38     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                              | RON/USD FWD 20230120 CITIGB2L                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | RO        |           1 | NC      | $-1564268.92  | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                      | MXN/USD FWD 20230120 CHASGB2L                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | MX        |           1 | NC      | $-2040231.29  | -0.05%            |  |  |  | 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      | $-362198.09   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                              | USD/NZD FWD 20230120 MSLNGB2X                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-16856632.87 | -0.38%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                        | NZD/USD FWD 20230120 GSILGB2X                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | NZ        |           1 | NC      | $-1073442.21  | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                                        | AUD/USD FWD 20230120 UBSWGB2L                                            | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | AU        |           1 | NC      | $122709.08    | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                                        | USD/AUD FWD 20230120 UBSWGB2L                                            | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-2014440.91  | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                              | RSD/USD FWD 20230120 CITIGB2L                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | RS        |           1 | NC      | $-1131819.46  | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                      | AUD/USD FWD 20230120 CHASGB2L                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | AU        |           1 | NC      | $186765.63    | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                                           | USD/EUR FWD 20230120 BOFAUS6N                                            | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-50358684.46 | -1.13%            |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                                           | EUR/USD FWD 20230120 BOFAUS6N                                            | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $2266048.78   | 0.05%             |  |  |  | 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      | $-114056.60   | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                              | SEK/USD FWD 20230120 CITIGB2L                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | SE        |           1 | NC      | $-12726516.36 | -0.28%            |  |  |  | No            | 2                  | On Loan: No      |
| Castellum AB                                              | CASTELLUM AB                                                             | CUSIP: AV6454640<br>LEI: 549300GU5OHTR1T5IY68 | Long             | DBT              | CORP              | SE        |    12220000 | PA      | $12531893.67  | 0.28%             | 2023-11-20      | Fixed         | 2.12%                 | No            | 2                  | On Loan: —       |
| Malaysia Government Bond                                  | MALAYSIA GOVERNMENT BOND                                                 | CUSIP: JK3819022<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |    67360000 | PA      | $15702235.47  | 0.35%             | 2046-03-15      | Fixed         | 4.74%                 | No            | 2                  | On Loan: No      |
| Brazil Notas do Tesouro Nacional Serie F                  | BRAZIL NOTAS DO TESOURO NACIONAL SERIE F                                 | CUSIP: JV5341526<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |  1179928000 | PA      | $205416730.01 | 4.59%             | 2027-01-01      | Fixed         | 10.00%                | No            | 2                  | On Loan: No      |
| Kaisa Group Holdings Ltd                                  | KAISA GROUP HOLDINGS LTD                                                 | CUSIP: AO0808615<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |    15890000 | PA      | $2224635.75   | 0.05%             | 2023-06-30      | Fixed         | 8.50%                 | No            | 2                  | On Loan: No      |
| Mexican Bonos                                             | MEXICAN BONOS                                                            | CUSIP: QJ1649335<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |  1952900000 | PA      | $90775916.15  | 2.03%             | 2026-03-05      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Bonos de la Tesoreria de la Republica en pesos            | BONOS DE LA TESORERIA DE LA REPUBLICA EN PESOS                           | CUSIP: EK8775448<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        | 62540000000 | PA      | $70548732.68  | 1.58%             | 2026-03-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Deutsche Bundesrepublik Inflation Linked Bond             | DEUTSCHE BUNDESREPUBLIK INFLATION LINKED BOND                            | CUSIP: EK7815401<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |   254351464 | PA      | $269357230.03 | 6.02%             | 2026-04-15      | Fixed         | 0.10%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS SECURITIES CORP                               | MXN/USD FWD 20230120 BNPAFRPP                                            | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | MX        |           1 | NC      | $-242176.11   | -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        | 18320800000 | PA      | $133780648.16 | 2.99%             | 2052-09-20      | Fixed         | 1.40%                 | No            | 2                  | On Loan: No      |
| QatarEnergy Trading LLC                                   | QATARENERGY                                                              | CUSIP: BQ3267144<br>LEI: 254900QTESJKJ3P87J26 | Long             | DBT              | CORP              | QA        |     8240000 | PA      | $6840691.44   | 0.15%             | 2031-07-12      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| CIFI Holdings Group Co Ltd                                | CIFI HOLDINGS GROUP CO LTD                                               | CUSIP: BP4631027<br>LEI: 549300WGKSV867C0JF48 | Long             | DBT              | CORP              | KY        |    10055000 | PA      | $2657649.72   | 0.06%             | 2026-08-17      | Fixed         | 4.45%                 | No            | 2                  | On Loan: —       |
| Hungary Government Bond                                   | HUNGARY GOVERNMENT BOND                                                  | CUSIP: ZO9985268<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        | 14978100000 | PA      | $23354748.92  | 0.52%             | 2033-04-20      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| CIFI Holdings Group Co Ltd                                | CIFI HOLDINGS GROUP CO LTD                                               | CUSIP: BN3253588<br>LEI: 549300WGKSV867C0JF48 | Long             | DBT              | CORP              | KY        |    11400000 | PA      | $3027284.02   | 0.07%             | 2027-04-12      | Fixed         | 4.38%                 | No            | 2                  | On Loan: —       |
| Country Garden Holdings Co Ltd                            | COUNTRY GARDEN HOLDINGS CO LTD                                           | CUSIP: BN3275383<br>LEI: 549300MGHLPT1EFHGF84 | Long             | DBT              | CORP              | KY        |    22424000 | PA      | $11863209.11  | 0.27%             | 2031-01-12      | Fixed         | 3.30%                 | No            | 2                  | On Loan: —       |
| Altice France Holding SA                                  | ALTICE FRANCE HOLDING SA                                                 | CUSIP: BH5192878<br>LEI: 5299000JVHXKJPOE6H40 | Long             | DBT              | CORP              | LU        |     3780000 | PA      | $2583522.73   | 0.06%             | 2028-02-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| New Zealand Government Bond                               | NEW ZEALAND GOVERNMENT BOND                                              | CUSIP: BR2219516<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |   209229000 | PA      | $95156896.11  | 2.13%             | 2051-05-15      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| Shimao Group Holdings Ltd                                 | SHIMAO GROUP HOLDINGS LTD                                                | CUSIP: BR4151782<br>LEI: 254900WTJ6B5CU69ZD26 | Long             | DBT              | CORP              | KY        |     2220000 | PA      | $421799.49    | 0.01%             | 2027-01-16      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| Hungary Government Bond                                   | HUNGARY GOVERNMENT BOND                                                  | CUSIP: BT4396433<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        | 37696900000 | PA      | $73347744.09  | 1.64%             | 2032-11-24      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Czech Republic Government Bond                            | CZECH REPUBLIC GOVERNMENT BOND                                           | CUSIP: BO7153865<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |  1550000000 | PA      | $51989256.11  | 1.16%             | 2032-06-23      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| Shimao Group Holdings Ltd                                 | SHIMAO GROUP HOLDINGS LTD                                                | CUSIP: BN2966586<br>LEI: 254900WTJ6B5CU69ZD26 | Long             | DBT              | CORP              | KY        |    17195000 | PA      | $3215671.00   | 0.07%             | 2031-01-11      | Fixed         | 3.45%                 | No            | 2                  | On Loan: No      |
| Serbia Treasury Bonds                                     | SERBIA TREASURY BONDS                                                    | CUSIP: BG1390940<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |  5187930000 | PA      | $39441940.53  | 0.88%             | 2032-08-20      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Southern Co/The                                           | SOUTHERN CO/THE                                                          | CUSIP: BR3544508<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     7590000 | PA      | $6309410.32   | 0.14%             | 2081-09-15      | Variable      | 1.88%                 | No            | 2                  | On Loan: No      |
| Kaisa Group Holdings Ltd                                  | KAISA GROUP HOLDINGS LTD                                                 | CUSIP: BP2862657<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |     2800000 | PA      | $394133.71    | 0.01%             | 2025-11-11      | Fixed         | 11.70%                | No            | 2                  | On Loan: No      |
| IRB Holding Corp                                          | IRB HOLDING CORP                                                         | CUSIP: 44988LAH0<br>LEI: 549300HVW4WNWYBXN830 | Long             | LON              | CORP              | US        |     4632488 | PA      | $4490038.51   | 0.10%             | 2027-12-15      | Floating      | 7.32%                 | No            | 2                  | On Loan: No      |
| CoreLogic Inc                                             | CORELOGIC INC                                                            | CUSIP: 000000000<br>LEI: 54930086CD8K2UIL0516 | Long             | LON              | CORP              | US        |     5850000 | PA      | $4097925.00   | 0.09%             | 2029-06-04      | Floating      | 10.94%                | No            | 2                  | On Loan: No      |
| RealPage Inc                                              | REALPAGE INC                                                             | CUSIP: 75605VAD4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     2681062 | PA      | $2544328.31   | 0.06%             | 2028-04-24      | Floating      | 7.38%                 | No            | 2                  | On Loan: No      |
| Life Time Inc                                             | LIFE TIME INC                                                            | CUSIP: 50218KAG3<br>LEI: 549300PALKE96VYH4X17 | Long             | LON              | CORP              | US        |     2496426 | PA      | $2480049.18   | 0.06%             | 2024-12-16      | Floating      | 9.48%                 | No            | 2                  | On Loan: No      |
| Clear Channel Outdoor Holdings Inc                        | CLEAR CHANNEL OUTDOOR HO                                                 | CUSIP: 18452RAD7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     7909312 | PA      | $7189011.41   | 0.16%             | 2026-08-21      | Floating      | 7.91%                 | No            | 2                  | On Loan: No      |
| Nascar Holdings LLC                                       | NASCAR HOLDINGS LLC                                                      | CUSIP: 63108EAB4<br>LEI: 254900HRWKQR5V0WN013 | Long             | LON              | CORP              | US        |      945685 | PA      | $942734.41    | 0.02%             | 2026-10-19      | Floating      | 6.88%                 | No            | 2                  | On Loan: No      |
| Longfor Group Holdings Ltd                                | LONGFOR GROUP HOLDINGS LTD                                               | CUSIP: ZP2926464<br>LEI: 254900UJX27B2F1JYR13 | Long             | DBT              | CORP              | KY        |    11115000 | PA      | $7727531.58   | 0.17%             | 2032-01-13      | Fixed         | 3.85%                 | No            | 2                  | On Loan: —       |
| Kaisa Group Holdings Ltd                                  | KAISA GROUP HOLDINGS LTD                                                 | CUSIP: ZS8035041<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |     8854000 | PA      | $1246307.10   | 0.03%             | 2023-01-30      | Fixed         | 11.50%                | No            | 2                  | On Loan: No      |
| Brazil Notas do Tesouro Nacional Serie F                  | BRAZIL NOTAS DO TESOURO NACIONAL SERIE F                                 | CUSIP: ZP2084801<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |   175949000 | PA      | $29138938.97  | 0.65%             | 2031-01-01      | Fixed         | 10.00%                | No            | 2                  | On Loan: No      |
| Kaisa Group Holdings Ltd                                  | KAISA GROUP HOLDINGS LTD                                                 | CUSIP: ZQ1490049<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |    13051000 | PA      | $1816612.28   | 0.04%             | 2023-10-22      | Fixed         | 11.95%                | No            | 2                  | On Loan: No      |
| India Government Bond                                     | INDIA GOVERNMENT BOND                                                    | CUSIP: ZR8860481<br>LEI: 335800IV7VCDQGIOI391 | Long             | DBT              | NUSS              | IN        |  1253000000 | PA      | $14494391.39  | 0.32%             | 2029-10-07      | Fixed         | 6.45%                 | No            | 2                  | On Loan: No      |
| Cyprus Government International Bond                      | CYPRUS GOVERNMENT INTERNATIONAL BOND                                     | CUSIP: ZS3023307<br>LEI: 213800IOEYYAHPDLUL60 | Long             | DBT              | NUSS              | CY        |    20454000 | PA      | $17408045.17  | 0.39%             | 2049-05-03      | Fixed         | 2.75%                 | No            | 2                  | On Loan: —       |
| CITIBANK N A                                              | INR/USD FWD 20230119 CITIGB2L                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | IN        |           1 | NC      | $-58476.85    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Republic of South Africa Government Bond                  | REPUBLIC OF SOUTH AFRICA GOVERNMENT BOND                                 | CUSIP: EJ7500048<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |   920000000 | PA      | $48284263.96  | 1.08%             | 2030-01-31      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| Malaysia Government Bond                                  | MALAYSIA GOVERNMENT BOND                                                 | CUSIP: AT4277287<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |    89920000 | PA      | $21306249.03  | 0.48%             | 2048-07-06      | Fixed         | 4.92%                 | No            | 2                  | On Loan: No      |
| RBC DOMINION SECURITIES INC                               | MXN/USD FWD 20230120 ROYCGB2L                                            | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | MX        |           1 | NC      | $31970.08     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| RBC DOMINION SECURITIES INC                               | USD/MXN FWD 20230120 ROYCGB2L                                            | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-4185158.80  | -0.09%            |  |  |  | No            | 2                  | On Loan: No      |
| Romania Government Bond                                   | ROMANIA GOVERNMENT BOND                                                  | CUSIP: AU3524892<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |   313590000 | PA      | $58741317.68  | 1.31%             | 2029-02-12      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Merlin Entertainments Ltd                                 | MERLIN ENTERTAINMENTS LTD                                                | CUSIP: AS4561989<br>LEI: 549300ZTI0VEFO6WV007 | Long             | DBT              | CORP              | GB        |     1215000 | PA      | $1136025.00   | 0.03%             | 2026-06-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Mexican Bonos                                             | MEXICAN BONOS                                                            | CUSIP: AM7523740<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   590834000 | PA      | $27061964.87  | 0.60%             | 2047-11-07      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| Serbia Treasury Bonds                                     | SERBIA TREASURY BONDS                                                    | CUSIP: AR1346840<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |  5669670000 | PA      | $49759399.74  | 1.11%             | 2028-02-08      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Thailand Government Bond                                  | THAILAND GOVERNMENT BOND                                                 | CUSIP: AP5381383<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |   952465000 | PA      | $23829380.97  | 0.53%             | 2067-06-17      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| HDFC Bank Ltd                                             | HDFC BANK LTD                                                            | CUSIP: AR7752579<br>LEI: 335800ZQ6I4E2JXENC50 | Long             | DBT              | CORP              | IN        |  1200000000 | PA      | $14388481.71  | 0.32%             | 2025-03-22      | Fixed         | 8.10%                 | No            | 2                  | On Loan: No      |
| Israel Government Bond - Fixed                            | ISRAEL GOVERNMENT BOND - FIXED                                           | CUSIP: AM6641311<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |   308651000 | PA      | $88039322.88  | 1.97%             | 2047-03-31      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| S&P 500 INDEX                                             | SPX US 01/20/23 P3650                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        1745 | NC      | $3106100.00   | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| Thailand Government Bond                                  | THAILAND GOVERNMENT BOND                                                 | CUSIP: EJ5804210<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |  2436938414 | PA      | $68338822.97  | 1.53%             | 2028-03-12      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| 1MDB Global Investments Ltd                               | 1MDB GLOBAL INVESTMENTS LTD                                              | CUSIP: EJ6045714<br>LEI: N/A                  | Long             | DBT              | NUSS              | VG        |    16300000 | PA      | $15958962.11  | 0.36%             | 2023-03-09      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| Republic of South Africa Government Bond                  | REPUBLIC OF SOUTH AFRICA GOVERNMENT BOND                                 | CUSIP: EJ2359143<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |  1325810000 | PA      | $61010863.77  | 1.36%             | 2048-02-28      | Fixed         | 8.75%                 | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                                           | HUF/USD FWD 20230317 BOFAUS6N                                            | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | HU        |           1 | NC      | $-5131252.26  | -0.11%            |  |  |  | No            | 2                  | On Loan: No      |
| United Kingdom Inflation-Linked Gilt                      | UNITED KINGDOM INFLATION-LINKED GILT                                     | CUSIP: EJ3889007<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |   506679447 | PA      | $624224538.51 | 13.95%            | 2024-03-22      | Fixed         | 0.12%                 | No            | 2                  | On Loan: No      |
| Romania Government Bond                                   | ROMANIA GOVERNMENT BOND                                                  | CUSIP: EJ0387625<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    64950000 | PA      | $13094960.03  | 0.29%             | 2027-07-26      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| HSBC SECURITIES INC                                       | AUD/USD FWD 20230120 MRMDUS33                                            | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | AU        |           1 | NC      | $4284896.12   | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| Mexican Bonos                                             | MEXICAN BONOS                                                            | CUSIP: EH6834517<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |  1016500000 | PA      | $50772053.22  | 1.13%             | 2029-05-31      | Fixed         | 8.50%                 | No            | 2                  | On Loan: No      |
| Philippine Government International Bond                  | PHILIPPINE GOVERNMENT INTERNATIONAL BOND                                 | CUSIP: 718286BM8<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |  1679000000 | PA      | $27522761.54  | 0.62%             | 2036-01-14      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| Mexican Bonos                                             | MEXICAN BONOS                                                            | CUSIP: EG1116375<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |  3630400000 | PA      | $175784651.73 | 3.93%             | 2027-06-03      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                                        | HUF/USD FWD 20230317 UBSWGB2L                                            | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | HU        |           1 | NC      | $-144837.86   | -0.00%            |  |  |  | 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      | $10296592.24  | 0.23%             |  |  |  | No            | 2                  | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC                           | USD/JPY FWD 20230120 SBOSGB2X                                            | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-4619690.74  | -0.10%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                              | USD/JPY FWD 20230120 MSLNGB2X                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $18925220.15  | 0.42%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                                        | PHP/USD FWD 20230310 UBSWGB2L                                            | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | PH        |           1 | NC      | $-362886.95   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                      | USD/GBP FWD 20230317 CHASGB2L                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-3679857.44  | -0.08%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                                        | RON/USD FWD 20230120 UBSWGB2L                                            | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | RO        |           1 | NC      | $-46522.59    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                              | TWD/USD FWD 20230119 CITIGB2L                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | TW        |           1 | NC      | $-347634.19   | -0.01%            |  |  |  | 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      | $-9827863.90  | -0.22%            |  |  |  | No            | 2                  | On Loan: No      |
| BNP PARIBAS SECURITIES CORP                               | AUD/USD FWD 20230120 BNPAFRPP                                            | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | AU        |           1 | NC      | $-1177559.44  | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| NATWEST BANK PLC                                          | USD/GBP FWD 20230317 RBOSGB2R                                            | CUSIP: 000000000<br>LEI: 213800IBT39XQ9C4CP71 | N/A              | DFE              | CORP              | US        |           1 | NC      | $11842373.89  | 0.26%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                              | FI TRS USD PAY IBOXHY 06/20/23                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCR              | CORP              | US        |           1 | NC      | $399008.37    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Vistra Corp                                               | VISTRA CORP                                                              | CUSIP: 92840MAC6<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |     7285000 | PA      | $6683987.50   | 0.15%             | N/A             | Variable      | 7.00%                 | No            | 2                  | On Loan: No      |
| Verus Securitization Trust 2022-1                         | VERUS SECURITIZATION TRUST 2022-1                                        | CUSIP: 92538WAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    16968247 | PA      | $14747310.59  | 0.33%             | 2067-01-25      | Variable      | 2.72%                 | No            | 2                  | On Loan: No      |
| United States Treasury Note/Bond                          | UNITED STATES TREASURY NOTE/BOND                                         | CUSIP: 91282CFZ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   395400000 | PA      | $393175875.00 | 8.79%             | 2027-11-30      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Vnet Group Inc                                            | VNET GROUP INC                                                           | CUSIP: 90138VAB3<br>LEI: 529900672GYJQ3T38I58 | Long             | DBT              | CORP              | KY        |     1430000 | PA      | $1183041.86   | 0.03%             | 2026-02-01      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Townsquare Media Inc                                      | TOWNSQUARE MEDIA INC                                                     | CUSIP: 892231AB7<br>LEI: 549300XBA8C68H0DR538 | Long             | DBT              | CORP              | US        |     9850000 | PA      | $8766500.00   | 0.20%             | 2026-02-01      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| Towd Point Mortgage Trust 2018-1                          | TOWD POINT MORTGAGE TRUST 2018-1                                         | CUSIP: 89176EAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1127147 | PA      | $1086811.03   | 0.02%             | 2058-01-25      | Variable      | 3.00%                 | No            | 2                  | On Loan: No      |
| Towd Point Mortgage Trust 2018-3                          | TOWD POINT MORTGAGE TRUST 2018-3                                         | CUSIP: 89175MAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2323889 | PA      | $2196975.47   | 0.05%             | 2058-05-25      | Variable      | 3.69%                 | No            | 2                  | On Loan: No      |
| Towd Point Mortgage Trust 2017-6                          | TOWD POINT MORTGAGE TRUST 2017-6                                         | CUSIP: 89175JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1380161 | PA      | $1316193.18   | 0.03%             | 2057-10-25      | Variable      | 2.75%                 | No            | 2                  | On Loan: No      |
| Toronto-Dominion Bank/The                                 | TORONTO-DOMINION BANK/THE                                                | CUSIP: 89117F8Z5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    15285000 | PA      | $15783153.44  | 0.35%             | 2082-10-31      | Variable      | 8.12%                 | No            | 2                  | On Loan: No      |
| Tobacco Settlement Financing Corp/VA                      | TOBACCO SETTLEMENT FINANCING CORP/VA                                     | CUSIP: 88880NAT6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    11530000 | PA      | $10386695.58  | 0.23%             | 2046-06-01      | Fixed         | 6.71%                 | No            | 2                  | On Loan: No      |
| TRK 2022-INV1 Trust                                       | TRK 2022-INV1 TRUST                                                      | CUSIP: 872635AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    14768318 | PA      | $12943562.76  | 0.29%             | 2057-02-25      | Variable      | 2.58%                 | No            | 2                  | On Loan: No      |
| RBC DOMINION SECURITIES INC                               | USD/SEK FWD 20230120 ROYCGB2L                                            | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-113070.65   | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Select Medical Corp                                       | SELECT MEDICAL CORP                                                      | CUSIP: 816196AT6<br>LEI: 549300X05KS0JKR8CB50 | Long             | DBT              | CORP              | US        |    17100000 | PA      | $16074000.00  | 0.36%             | 2026-08-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes Series 2022-B     | SANTANDER BANK AUTO CREDIT-LINKED NOTES SERIES 2022-B                    | CUSIP: 80290CAZ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     6103184 | PA      | $6052014.08   | 0.14%             | 2032-08-16      | Fixed         | 6.79%                 | No            | 2                  | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes Series 2022-B     | SANTANDER BANK AUTO CREDIT-LINKED NOTES SERIES 2022-B                    | CUSIP: 80290CAY0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2590007 | PA      | $2574899.31   | 0.06%             | 2032-08-16      | Fixed         | 5.92%                 | No            | 2                  | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes Series 2022-A     | SANTANDER BANK AUTO CREDIT-LINKED NOTES SERIES 2022-A                    | CUSIP: 80290CAS3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    13432942 | PA      | $13114177.32  | 0.29%             | 2032-05-15      | Fixed         | 5.28%                 | No            | 2                  | On Loan: No      |
| Barclays Bank PLC - Wholesale (SING)                      | PHP/USD FWD 20230310 BARCGB5G                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | PH        |           1 | NC      | $69975.49     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank PLC - Wholesale (SING)                      | EUR/USD FWD 20230120 BARCGB5G                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-25896.42    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                        | CLP/USD FWD 20230310 GSILGB2X                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | CL        |           1 | NC      | $75220.12     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| SBA Tower Trust                                           | SBA TOWER TRUST                                                          | CUSIP: 78403DAN0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     7420000 | PA      | $6987645.36   | 0.16%             | 2025-01-15      | Fixed         | 2.84%                 | No            | 2                  | On Loan: No      |
| Rivian Holdings LLC/Rivian LLC/Rivian Automotive LLC      | RIVIAN HOLDINGS LLC/RIVIAN LLC/RIVIAN AUTOMOTIVE LLC                     | CUSIP: 76954LAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    14775000 | PA      | $14294812.50  | 0.32%             | 2026-10-15      | Floating      | 10.16%                | 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        |    83953753 | NS      | $83953752.86  | 1.88%             |  |  |  | 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        |   505159569 | NS      | $505159569.09 | 11.29%            |  |  |  | No            | 1                  | On Loan: No      |
| Commonwealth of Puerto Rico                               | COMMONWEALTH OF PUERTO RICO                                              | CUSIP: 74514L3T2<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | PR        |     4847592 | PA      | $2120821.38   | 0.05%             | 2043-11-01      | Variable      | 0.00%                 | No            | 2                  | On Loan: No      |
| Commonwealth of Puerto Rico                               | COMMONWEALTH OF PUERTO RICO                                              | CUSIP: 74514L3R6<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | PR        |     1322744 | PA      | $715023.29    | 0.02%             | 2033-07-01      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Commonwealth of Puerto Rico                               | COMMONWEALTH OF PUERTO RICO                                              | CUSIP: 74514L3Q8<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | PR        |      343672 | PA      | $318522.74    | 0.01%             | 2024-07-01      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Commonwealth of Puerto Rico                               | COMMONWEALTH OF PUERTO RICO                                              | CUSIP: 74514L3P0<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | PR        |     1121218 | PA      | $840562.22    | 0.02%             | 2046-07-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Commonwealth of Puerto Rico                               | COMMONWEALTH OF PUERTO RICO                                              | CUSIP: 74514L3N5<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | PR        |     1078109 | PA      | $844157.62    | 0.02%             | 2041-07-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Commonwealth of Puerto Rico                               | COMMONWEALTH OF PUERTO RICO                                              | CUSIP: 74514L3M7<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | PR        |      792950 | PA      | $648685.51    | 0.01%             | 2037-07-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Commonwealth of Puerto Rico                               | COMMONWEALTH OF PUERTO RICO                                              | CUSIP: 74514L3L9<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | PR        |      923898 | PA      | $777542.12    | 0.02%             | 2035-07-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Commonwealth of Puerto Rico                               | COMMONWEALTH OF PUERTO RICO                                              | CUSIP: 74514L3K1<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | PR        |     1027849 | PA      | $891206.45    | 0.02%             | 2033-07-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Commonwealth of Puerto Rico                               | COMMONWEALTH OF PUERTO RICO                                              | CUSIP: 74514L3J4<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | PR        |     1083929 | PA      | $1120748.12   | 0.03%             | 2031-07-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Commonwealth of Puerto Rico                               | COMMONWEALTH OF PUERTO RICO                                              | CUSIP: 74514L3H8<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | PR        |     1115968 | PA      | $1141872.74   | 0.03%             | 2029-07-01      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| Commonwealth of Puerto Rico                               | COMMONWEALTH OF PUERTO RICO                                              | CUSIP: 74514L3G0<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | PR        |     1134370 | PA      | $1155772.39   | 0.03%             | 2027-07-01      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| Commonwealth of Puerto Rico                               | COMMONWEALTH OF PUERTO RICO                                              | CUSIP: 74514L3F2<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | PR        |     1144738 | PA      | $1153367.26   | 0.03%             | 2025-07-01      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| Commonwealth of Puerto Rico                               | COMMONWEALTH OF PUERTO RICO                                              | CUSIP: 74514L3E5<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | PR        |      573961 | PA      | $573960.20    | 0.01%             | 2023-07-01      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Progress Residential 2022-SFR5 Trust                      | PROGRESS RESIDENTIAL 2022-SFR5 TRUST                                     | CUSIP: 74332YAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1095000 | PA      | $1001940.33   | 0.02%             | 2039-06-17      | Fixed         | 5.73%                 | No            | 2                  | On Loan: No      |
| DEUTSCHE BANK                                             | HUF/USD FWD 20230317 DEUTGB2L                                            | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | HU        |           1 | NC      | $-45779.80    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| DEUTSCHE BANK                                             | INR/USD FWD 20230119 DEUTGB2L                                            | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | IN        |           1 | NC      | $-71497.05    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank PLC - Wholesale (SING)                      | JPY/USD FWD 20230120 BARCGB5G                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | JP        |           1 | NC      | $-519932.72   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Pacific Gas and Electric Co                               | PACIFIC GAS AND ELECTRIC CO                                              | CUSIP: 694308JN8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     6233000 | PA      | $4880015.16   | 0.11%             | 2050-07-01      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| Pacific Gas and Electric Co                               | PACIFIC GAS AND ELECTRIC CO                                              | CUSIP: 694308JJ7<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     9775000 | PA      | $6121017.03   | 0.14%             | 2050-08-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Pacific Gas and Electric Co                               | PACIFIC GAS AND ELECTRIC CO                                              | CUSIP: 694308JH1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     2250000 | PA      | $1531910.25   | 0.03%             | 2040-08-01      | Fixed         | 3.30%                 | No            | 2                  | On Loan: No      |
| PG&E Corp                                                 | PG&E CORP                                                                | CUSIP: 69331CAH1<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |     2395000 | PA      | $2191425.00   | 0.05%             | 2028-07-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: —       |
| NextEra Energy Capital Holdings Inc                       | NEXTERA ENERGY CAPITAL HOLDINGS INC                                      | CUSIP: 65339KCJ7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     8435000 | PA      | $8297728.81   | 0.19%             | 2032-07-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Natixis Commercial Mortgage Securities Trust 2019-MILE    | NATIXIS COMMERCIAL MORTGAGE SECURITIES TRUST 2019-MILE                   | CUSIP: 63875FAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7500000 | PA      | $7172541.75   | 0.16%             | 2036-07-15      | Floating      | 5.82%                 | No            | 2                  | On Loan: No      |
| NXP BV / NXP Funding LLC / NXP USA Inc                    | NXP BV / NXP FUNDING LLC / NXP USA INC                                   | CUSIP: 62954HBB3<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    10730000 | PA      | $10092562.89  | 0.23%             | 2033-01-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: —       |
| NGL Energy Partners LP / NGL Energy Finance Corp          | NGL ENERGY PARTNERS LP / NGL ENERGY FINANCE CORP                         | CUSIP: 62913TAJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     6000000 | PA      | $5820000.00   | 0.13%             | 2023-11-01      | Fixed         | 7.50%                 | No            | 2                  | On Loan: —       |
| Motion Bondco DAC                                         | MOTION BONDCO DAC                                                        | CUSIP: 61978XAA5<br>LEI: 635400KFD3IETNQLA755 | Long             | DBT              | CORP              | IE        |     2200000 | PA      | $1875500.00   | 0.04%             | 2027-11-15      | Fixed         | 6.62%                 | No            | 2                  | On Loan: No      |
| Republic of South Africa Government Bond                  | REPUBLIC OF SOUTH AFRICA GOVERNMENT BOND                                 | CUSIP: CP5073947<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |  1797220000 | PA      | $111979512.01 | 2.50%             | 2026-12-21      | Fixed         | 10.50%                | No            | 2                  | On Loan: No      |
| Lions Gate Capital Holdings LLC                           | LIONS GATE CAPITAL HOLDINGS LLC                                          | CUSIP: 53627NAE1<br>LEI: 549300MWJHNLR35C0837 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $2300000.00   | 0.05%             | 2029-04-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Barclays Bank PLC - Wholesale (SING)                      | HUF/USD FWD 20230317 BARCGB5G                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | HU        |           1 | NC      | $-216545.59   | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| KeyCorp                                                   | KEYCORP                                                                  | CUSIP: 49326EEN9<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    12945000 | PA      | $12257219.21  | 0.27%             | 2033-06-01      | Variable      | 4.79%                 | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                                           | SEK/USD FWD 20230120 BOFAUS6N                                            | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | SE        |           1 | NC      | $-1568601.38  | -0.04%            |  |  |  | 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      | $-2431511.19  | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC                           | AUD/USD FWD 20230120 SBOSGB2X                                            | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | AU        |           1 | NC      | $-48738.37    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Hardee s Funding LLC                                      | HARDEE'S FUNDING LLC                                                     | CUSIP: 411707AH5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4483500 | PA      | $3839490.06   | 0.09%             | 2050-12-20      | Fixed         | 3.98%                 | No            | 2                  | On Loan: No      |
| Hardee s Funding LLC                                      | HARDEE'S FUNDING LLC                                                     | CUSIP: 411707AD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    10806197 | PA      | $10148563.88  | 0.23%             | 2048-06-20      | Fixed         | 4.96%                 | No            | 2                  | On Loan: No      |
| HSBC Holdings PLC                                         | HSBC HOLDINGS PLC                                                        | CUSIP: 404280DS5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    16190000 | PA      | $17112668.10  | 0.38%             | 2033-11-03      | Variable      | 8.11%                 | No            | 2                  | On Loan: No      |
| HSBC Holdings PLC                                         | HSBC HOLDINGS PLC                                                        | CUSIP: 404280DR7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    16100000 | PA      | $16887032.40  | 0.38%             | 2028-11-03      | Variable      | 7.39%                 | 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      | $-53240.18    | -0.00%            |  |  |  | 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      | $663699.35    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                        | EUR/USD FWD 20230120 CIBCCATT                                            | CUSIP: 000000000<br>LEI: 2IGI19DL77OX0HC3ZE78 | N/A              | DFE              | CORP              | US        |           1 | NC      | $27992.63     | 0.00%             |  |  |  | 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      | $-2699224.58  | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2022-DNA2                   | FREDDIE MAC STACR REMIC TRUST 2022-DNA2                                  | CUSIP: 35564KRE1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    10355939 | PA      | $10184455.36  | 0.23%             | 2042-02-25      | Floating      | 5.23%                 | No            | 2                  | On Loan: No      |
| FOCUS Brands Funding LLC                                  | FOCUS BRANDS FUNDING LLC                                                 | CUSIP: 34417RAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    19152000 | PA      | $18345164.54  | 0.41%             | 2052-07-30      | Fixed         | 7.21%                 | No            | 2                  | On Loan: No      |
| Exeter Automobile Receivables Trust 2021-2                | EXETER AUTOMOBILE RECEIVABLES TRUST 2021-2                               | CUSIP: 30166RAG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    17480000 | PA      | $15937320.08  | 0.36%             | 2028-02-15      | Fixed         | 2.21%                 | 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      | $-6089522.07  | -0.14%            |  |  |  | No            | 2                  | On Loan: No      |
| Enel Finance International NV                             | ENEL FINANCE INTERNATIONAL NV                                            | CUSIP: 29278GBB3<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |     5200000 | PA      | $5570047.60   | 0.12%             | 2052-10-14      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| Enel Finance International NV                             | ENEL FINANCE INTERNATIONAL NV                                            | CUSIP: 29278GAZ1<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |     8100000 | PA      | $8322750.00   | 0.19%             | 2025-10-14      | Fixed         | 6.80%                 | No            | 2                  | On Loan: No      |
| Drive Auto Receivables Trust 2020-2                       | DRIVE AUTO RECEIVABLES TRUST 2020-2                                      | CUSIP: 26208VAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2975000 | PA      | $2911495.95   | 0.07%             | 2028-05-15      | Fixed         | 3.05%                 | No            | 2                  | On Loan: No      |
| DRIVEN BRANDS FUNDING LLC                                 | DRIVEN BRANDS FUNDING LLC                                                | CUSIP: 26208LAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4840300 | PA      | $4268733.17   | 0.10%             | 2049-10-20      | Fixed         | 3.98%                 | No            | 2                  | On Loan: No      |
| DRIVEN BRANDS FUNDING LLC                                 | DRIVEN BRANDS FUNDING LLC                                                | CUSIP: 26208LAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2354075 | PA      | $2186314.20   | 0.05%             | 2048-04-20      | Fixed         | 4.74%                 | No            | 2                  | On Loan: No      |
| Dominican Republic International Bond                     | DOMINICAN REPUBLIC INTERNATIONAL BOND                                    | CUSIP: 25714PEP9<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     5435000 | PA      | $5021184.64   | 0.11%             | 2029-02-22      | Fixed         | 5.50%                 | 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      | $-527447.84   | -0.01%            |  |  |  | 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      | $27824.40     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| DISH Network Corp                                         | DISH NETWORK CORP                                                        | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |    23545000 | PA      | $24133625.00  | 0.54%             | 2027-11-15      | Fixed         | 11.75%                | No            | 2                  | On Loan: No      |
| Danske Bank A/S                                           | DANSKE BANK A/S                                                          | CUSIP: 23636AAW1<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    20245000 | PA      | $18839754.06  | 0.42%             | 2024-06-22      | Fixed         | 1.23%                 | No            | 2                  | On Loan: No      |
| CoreLogic Inc                                             | CORELOGIC INC                                                            | CUSIP: 21871DAD5<br>LEI: 54930086CD8K2UIL0516 | Long             | DBT              | CORP              | US        |    11695000 | PA      | $8946675.00   | 0.20%             | 2028-05-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Connecticut Avenue Securities Trust 2022-R06              | CONNECTICUT AVENUE SECURITIES TRUST 2022-R06                             | CUSIP: 20754NAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6102293 | PA      | $6178297.37   | 0.14%             | 2042-05-25      | Floating      | 6.68%                 | 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      | $5327392.87   | 0.12%             |  |  |  | No            | 2                  | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                        | ZAR/USD FWD 20230317 CIBCCATT                                            | CUSIP: 000000000<br>LEI: 2IGI19DL77OX0HC3ZE78 | N/A              | DFE              | CORP              | ZA        |           1 | NC      | $-3930664.66  | -0.09%            |  |  |  | No            | 2                  | On Loan: No      |
| WELLS FARGO SECURITIES, LLC.                              | CLP/USD FWD 20230310 WFBIUS6W                                            | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | N/A              | DFE              | CORP              | CL        |           1 | NC      | $91465.62     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                                        | ILS/USD FWD 20230119 UBSWGB2L                                            | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | IL        |           1 | NC      | $-3042667.46  | -0.07%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                                        | USD/ILS FWD 20230119 UBSWGB2L                                            | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-279369.07   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Citigroup Inc                                             | CITIGROUP INC                                                            | CUSIP: 172967NU1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    21555000 | PA      | $20217167.37  | 0.45%             | 2033-05-24      | Variable      | 4.91%                 | No            | 2                  | On Loan: No      |
| HSBC SECURITIES INC                                       | EUR/USD FWD 20230120 MRMDUS33                                            | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-650440.61   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Carmax Auto Owner Trust 2019-2                            | CARMAX AUTO OWNER TRUST 2019-2                                           | CUSIP: 14316LAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     6340000 | PA      | $6277136.36   | 0.14%             | 2025-02-18      | Fixed         | 3.16%                 | No            | 2                  | On Loan: No      |
| Cantor Commercial Real Estate Lending 2019-CF1            | CANTOR COMMERCIAL REAL ESTATE LENDING 2019-CF1                           | CUSIP: 12529MDH8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4517000 | PA      | $4008000.05   | 0.09%             | 2052-05-15      | Variable      | 4.66%                 | No            | 2                  | On Loan: No      |
| BRAVO Residential Funding Trust 2022-NQM2                 | BRAVO RESIDENTIAL FUNDING TRUST 2022-NQM2                                | CUSIP: 10568KAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4484871 | PA      | $4252672.52   | 0.10%             | 2061-11-25      | Variable      | 4.27%                 | No            | 2                  | On Loan: No      |
| Braskem Netherlands Finance BV                            | BRASKEM NETHERLANDS FINANCE BV                                           | CUSIP: 10554TAE5<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |    17530000 | PA      | $13611455.99  | 0.30%             | 2050-01-31      | Fixed         | 5.88%                 | No            | 2                  | On Loan: —       |
| Benchmark 2020-B16 Mortgage Trust                         | BENCHMARK 2020-B16 MORTGAGE TRUST                                        | CUSIP: 08161NAH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5730000 | PA      | $4751360.69   | 0.11%             | 2053-02-15      | Variable      | 2.94%                 | No            | 2                  | On Loan: No      |
| Barclays PLC                                              | BARCLAYS PLC                                                             | CUSIP: 06738ECE3<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    16130000 | PA      | $16963469.36  | 0.38%             | 2033-11-02      | Variable      | 7.44%                 | No            | 2                  | On Loan: No      |
| Barclays PLC                                              | BARCLAYS PLC                                                             | CUSIP: 06738ECD5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    16040000 | PA      | $16671575.00  | 0.37%             | 2028-11-02      | Variable      | 7.38%                 | No            | 2                  | On Loan: No      |
| BANK 2020-BNK25                                           | BANK 2020-BNK25                                                          | CUSIP: 06539WBE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     8515000 | PA      | $6959249.90   | 0.16%             | 2063-01-15      | Fixed         | 2.84%                 | No            | 2                  | On Loan: No      |
| BX Commercial Mortgage Trust 2019-IMC                     | BX COMMERCIAL MORTGAGE TRUST 2019-IMC                                    | CUSIP: 05608BAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5535000 | PA      | $5174869.65   | 0.12%             | 2034-04-15      | Floating      | 6.47%                 | No            | 2                  | On Loan: No      |
| BBCMS Mortgage Trust 2020-C6                              | BBCMS MORTGAGE TRUST 2020-C6                                             | CUSIP: 05492TAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7995000 | PA      | $6622463.97   | 0.15%             | 2053-02-15      | Fixed         | 2.84%                 | No            | 2                  | On Loan: No      |
| Applebee s Funding LLC / IHOP Funding LLC                 | APPLEBEE'S FUNDING LLC / IHOP FUNDING LLC                                | CUSIP: 03789XAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4407480 | PA      | $4330736.96   | 0.10%             | 2049-06-05      | Fixed         | 4.19%                 | No            | 2                  | On Loan: No      |
| Ally Financial Inc                                        | ALLY FINANCIAL INC                                                       | CUSIP: 02005NBL3<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    44650000 | PA      | $43214859.70  | 0.97%             | 2023-10-02      | Fixed         | 1.45%                 | No            | 2                  | On Loan: No      |
| STANDARD CHARTERED SECURITIES                             | USD/KRW FWD 20230119 SCBLGB2L                                            | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-8740519.05  | -0.20%            |  |  |  | No            | 2                  | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust | AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST                | CUSIP: 00774MBA2<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     6390000 | PA      | $6270283.35   | 0.14%             | 2023-09-29      | Floating      | 4.99%                 | No            | 2                  | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust | AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST                | CUSIP: 00774MAX3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    15025000 | PA      | $11673177.93  | 0.26%             | 2032-01-30      | Fixed         | 3.30%                 | No            | 2                  | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust | AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST                | CUSIP: 00774MAW5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    13050000 | PA      | $10908051.30  | 0.24%             | 2028-10-29      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust | AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST                | CUSIP: 00774MAN5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    15701000 | PA      | $15887323.77  | 0.36%             | 2025-07-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust | AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST                | CUSIP: 00774MAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    11431000 | PA      | $10882940.71  | 0.24%             | 2025-01-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| AEP Texas Inc                                             | AEP TEXAS INC                                                            | CUSIP: 00108WAQ3<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    10785000 | PA      | $10322097.02  | 0.23%             | 2052-05-15      | Fixed         | 5.25%                 | 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