# EDGAR Filing Document

**Accession Number:** 0000313212
**File Stem:** 0001752724-23-020766
**Filing Date:** 2023-2
**Character Count:** 182071
**Document Hash:** bd091e9ad2bcef1e17db1d533130dd35
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-020766.hdr.sgml**: 20230209

**ACCESSION NUMBER**: 0001752724-23-020766

**CONFORMED SUBMISSION TYPE**: NPORT-P/A

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20220930

**FILED AS OF DATE**: 20230209

**DATE AS OF CHANGE**: 20230209

**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/A
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-02958
- **FILM NUMBER:** 23606016

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

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

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

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

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

## Series and Classes Contracts Data

### T. Rowe Price International Bond Fund (Series ID: S000001489)

| Class ID   | Class Name                                          | Ticker Symbol   |
|:---|:---|:---|
| C000004007 | T. Rowe Price International Bond Fund               | RPIBX           |
| C000004008 | T. Rowe Price International Bond Fund-Advisor Class | PAIBX           |
| C000159126 | T. Rowe Price International Bond Fund-I Class       | RPISX           |
| C000219335 | T. Rowe Price International Bond Fund-Z Class       | TRLZX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

  - **Street Address 1:** 100 East Pratt Street

  - **City:** Baltimore

  - **State:** MD

  - **Foreign country:** US

  - **Zip / Postal Code:** 21202

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

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

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

- **b. EDGAR series identifier (if any):** S000001489

- **c. LEI of Series:** C339HPVTHLLM709WSU55

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

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

- **b. Date as of which information is reported:** 2022-09-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $923676082.63

**Total Liabilities:** $60081650.76

**Net Assets:** $863594431.87

**Cash Not Reported:** $13939077.08

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -1372.95273600 | **1-Year:** -34173.74121700 | **5-Year:** -109354.39466700 | **10-Year:** -243627.51888400 | **30-Year:** -151443.34281800

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

- **3-Month:** -637.01278500 | **1-Year:** -1968.49840300 | **5-Year:** -3636.33483000 | **10-Year:** -15147.36522200 | **30-Year:** -2914.15999600

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000004008 | 2.83%                | -6.41%               | -7.26%               |
| Class ID C000159126 | 2.87%                | -6.13%               | -7.37%               |
| Class ID C000004007 | 2.87%                | -6.15%               | -7.26%               |
| Class ID C000219335 | 2.79%                | -6.10%               | -7.20%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-6119820.13             | $22309463.22                               |
| Month 2  | $-1067948.28             | $-41982536.73                              |
| Month 3  | $-6147677.79             | $-51737919.62                              |

**Designated Index Information**

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

- **Index Identifier:** LG38TRUU

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| AQUA + INV (ZURICH INS)                                      | Aquarius & Investments PLC for Zurich Insurance Co Ltd                      | CUSIP: 000000000<br>LEI: 635400GCDUBCNKKFJC68 | Long             | DBT              | CORP              | IE        |    1069000 | PA      | $1048857.32   | 0.12%             | 2043-10-02      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE LONDON                                       | Credit Agricole SA/London                                                   | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    1400000 | PA      | $1328479.34   | 0.15%             | 2024-09-16      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| ABJA INVESTMENT CO                                           | ABJA Investment Co Pte Ltd                                                  | CUSIP: 000000000<br>LEI: 254900E6OE5YJ9WCCU19 | Long             | DBT              | CORP              | SG        |    1219000 | PA      | $1135208.13   | 0.13%             | 2028-01-24      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association                    | EUR/USD FORWARD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-9039.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                     | CDS HELLENIC REPUBLIC GOVERNMENT BOND                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCR              | CORP              | US        |          1 | NC      | $-4152.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                             | IRS MXN                                                                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |          1 | NC      | $-707314.79   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                        | CDS HELLENIC REPUBLIC GOVERNMENT BOND                                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |          1 | NC      | $-2332.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS Securities LLC                                           | JPY/USD FORWARD                                                             | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |          1 | NC      | $335075.65    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America, National Association                        | RON/USD FORWARD                                                             | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-31219.95    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KOREA EXCHANGE                                               | KFE 3 YEAR TREASURY BOND                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | KR        |        885 | NC      | $-762151.32   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| ENCORE CAPITAL GROUP INC                                     | Encore Capital Group Inc                                                    | CUSIP: 000000000<br>LEI: 5493000UVC6H49CIH830 | Long             | DBT              | CORP              | US        |     910000 | PA      | $893797.94    | 0.10%             | 2026-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT                            | Eurex 30 Year Euro BUXL                                                     | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |         -9 | NC      | $113021.75    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                             | IRS CZK                                                                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |          1 | NC      | $33247.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association                    | USD/NOK FORWARD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-144883.44   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                                      | Hungary Government Bond                                                     | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        | 8174010000 | PA      | $9966094.89   | 1.15%             | 2033-04-20      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                            | CDS HELLENIC REPUBLIC GOVERNMENT BOND                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |          1 | NC      | $6.02         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                              | CDS ITRAXX.EU.XO.38.V1                                                      | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |          1 | NC      | $965767.63    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRY GARDEN HLDGS                                         | Country Garden Holdings Co Ltd                                              | CUSIP: 000000000<br>LEI: 549300MGHLPT1EFHGF84 | Long             | DBT              | CORP              | KY        |     250000 | PA      | $88750.00     | 0.01%             | 2025-09-17      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| BUNGE FINANCE EUROPE BV                                      | Bunge Finance Europe BV                                                     | CUSIP: 000000000<br>LEI: 549300BIPDLRC1B3OO64 | Long             | DBT              | CORP              | NL        |    2070000 | PA      | $2003466.43   | 0.23%             | 2023-06-16      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| CELLNEX TELECOM SA                                           | Cellnex Telecom SA                                                          | CUSIP: 000000000<br>LEI: 5493008T4YG3AQUI7P67 | Long             | DBT              | CORP              | ES        |    1300000 | PA      | $895017.92    | 0.10%             | 2030-10-23      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                               | USD/THB FORWARD                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-98428.66    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MONTREAL EXCHANGE                                            | Montreal Exchange 10 Year Canadian Bond                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | CA        |        229 | NC      | $-267881.66   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| ROGERS COMMUNICATIONS 4/2 144A CP 0.0000 20221108            | ROGERS COMMUNICATIONS 4/2 144A CP 0.0000 20221108                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6400000 | PA      | $6375095.49   | 0.74%             | 2022-11-08      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVT CPI LINKED                                        | Japanese Government CPI Linked Bond                                         | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  879005000 | PA      | $6249359.32   | 0.72%             | 2024-03-10      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| JAPAN (10 YEAR ISSUE)                                        | Japan Government Ten Year Bond                                              | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 2089800000 | PA      | $14600587.76  | 1.69%             | 2025-03-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| STATE STREET GLOBAL MARKETS, LLC                             | JPY/USD FORWARD                                                             | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-2145331.30  | -0.25%            |  |  |  | No            |                  2 | On Loan: No      |
| ABERTIS INFRAESTRUCTURAS                                     | Abertis Infraestructuras SA                                                 | CUSIP: 000000000<br>LEI: 549300GKFVWI02JQ5332 | Long             | DBT              | CORP              | ES        |    1300000 | PA      | $1103251.11   | 0.13%             | 2031-03-27      | Fixed         | 3.00%                 | No            |                  2 | On Loan: —       |
| HSBC BANK PLC                                                | HSBC Bank PLC                                                               | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | Long             | DBT              | CORP              | GB        |      12000 | PA      | $13449.78     | 0.00%             | 2023-07-07      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SERBIA                                           | Serbia International Bond                                                   | CUSIP: 000000000<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |    1742000 | PA      | $901972.79    | 0.10%             | 2036-09-23      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                            | USD/KRW FORWARD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-1959696.15  | -0.23%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF CYPRUS                                           | Cyprus Government International Bond                                        | CUSIP: 000000000<br>LEI: 213800IOEYYAHPDLUL60 | Long             | DBT              | NUSS              | CY        |     425000 | PA      | $384944.77    | 0.04%             | 2027-04-16      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association                    | CAD/USD FORWARD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |          1 | NC      | $87450.83     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                      | Goldman Sachs Group Inc/The                                                 | CUSIP: 000000000<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    1204000 | PA      | $1080956.26   | 0.13%             | 2026-07-27      | Fixed         | 1.62%                 | No            |                  2 | On Loan: —       |
| UBS Securities LLC                                           | INR/USD FORWARD                                                             | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |          1 | NC      | $30804.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BBVA BANCOMER SA TEXAS                                       | BBVA Bancomer SA/Texas                                                      | CUSIP: 000000000<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |    1900000 | PA      | $1629515.79   | 0.19%             | 2034-09-13      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                                     | Spain Government Bond                                                       | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |   11540000 | PA      | $9838714.31   | 1.14%             | 2029-07-30      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| IRELAND GOVERNMENT BOND                                      | Ireland Government Bond                                                     | CUSIP: 000000000<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |     983000 | PA      | $807127.43    | 0.09%             | 2045-02-18      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                            | USD/IDR FORWARD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-26063.59    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                       | General Motors Financial Co Inc                                             | CUSIP: 000000000<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $865462.55    | 0.10%             | 2026-02-26      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association                    | USD/CNH FORWARD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-5816.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TESCO CORP TREASURY SERV                                     | Tesco Corporate Treasury Services PLC                                       | CUSIP: 000000000<br>LEI: 21380018AJDKNF3A6712 | Long             | DBT              | CORP              | GB        |    1000000 | PA      | $865815.37    | 0.10%             | 2026-05-29      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| KFW                                                          | Kreditanstalt fuer Wiederaufbau                                             | CUSIP: 500769BQ6<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |     924000 | PA      | $694423.11    | 0.08%             | 2037-06-02      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| TELE2 AB                                                     | Tele2 AB                                                                    | CUSIP: 000000000<br>LEI: 213800EKD193RVI9HL76 | Long             | DBT              | CORP              | SE        |     310000 | PA      | $232643.68    | 0.03%             | 2031-03-23      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| T ROWE PRICE GOVERNMENT RESERVE INVESTMENT FUND - Collateral | T ROWE PRICE GOVERNMENT RESERVE INVESTMENT FUND - Collateral                | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   36477050 | NS      | $36477050.06  | 4.22%             |  |  |  | No            |                  1 | On Loan: No      |
| IRELAND GOVERNMENT BOND                                      | Ireland Government Bond                                                     | CUSIP: 000000000<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |    5534000 | PA      | $4518940.77   | 0.52%             | 2030-10-18      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| IRELAND GOVERNMENT BOND                                      | Ireland Government Bond                                                     | CUSIP: 000000000<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |    6850000 | PA      | $6159491.74   | 0.71%             | 2031-03-18      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| STATE STREET GLOBAL MARKETS, LLC                             | USD/CZK FORWARD                                                             | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | US        |          1 | NC      | $175650.40    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                                 | USD/GBP FORWARD                                                             | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |          1 | NC      | $252105.70    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| LEVIATHAN BOND LTD                                           | Leviathan Bond Ltd                                                          | CUSIP: 000000000<br>LEI: 254900D9T8VKYVQNZ220 | Long             | DBT              | CORP              | IL        |    1000000 | PA      | $918750.00    | 0.11%             | 2027-06-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| REPUBLIC OF CYPRUS                                           | Cyprus Government International Bond                                        | CUSIP: 000000000<br>LEI: 213800IOEYYAHPDLUL60 | Long             | DBT              | NUSS              | CY        |    6519000 | PA      | $5944530.87   | 0.69%             | 2028-09-25      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| STATE STREET GLOBAL MARKETS, LLC                             | EUR/USD FORWARD                                                             | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | US        |          1 | NC      | $16804.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL CO                                         | Saudi Arabian Oil Co                                                        | CUSIP: 000000000<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |    1000000 | PA      | $859368.00    | 0.10%             | 2039-04-16      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| AXIATA SPV2 BHD                                              | Axiata SPV2 Bhd                                                             | CUSIP: 000000000<br>LEI: 254900P49KQFQ10AF282 | Long             | DBT              | CORP              | MY        |     400000 | PA      | $325729.17    | 0.04%             | 2030-08-19      | Fixed         | 2.16%                 | No            |                  2 | On Loan: —       |
| ARION BANKI HF                                               | Arion Banki HF                                                              | CUSIP: 000000000<br>LEI: RIL4VBPDB0M7Z3KXSF19 | Long             | DBT              | CORP              | IS        |    1500000 | PA      | $1457998.33   | 0.17%             | 2023-03-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                      | BPCE SA                                                                     | CUSIP: 000000000<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    1400000 | PA      | $1368818.19   | 0.16%             | 2023-01-18      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| WI TREASURY BILL                                             | United States Treasury Bill- When Issued                                    | CUSIP: 912796S34<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   12470000 | PA      | $12334362.81  | 1.43%             | 2023-01-26      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| IRELAND GOVERNMENT BOND                                      | Ireland Government Bond                                                     | CUSIP: 000000000<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |     522000 | PA      | $367728.09    | 0.04%             | 2050-05-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BANCO DE SABADELL SA                                         | Banco de Sabadell SA                                                        | CUSIP: 000000000<br>LEI: SI5RG2M0WQQLZCXKRM20 | Long             | DBT              | CORP              | ES        |     800000 | PA      | $614491.35    | 0.07%             | 2028-06-16      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| ZIGGO BV                                                     | Ziggo BV                                                                    | CUSIP: 000000000<br>LEI: 213800TQASLF9JXH5J59 | Long             | DBT              | CORP              | NL        |     510000 | PA      | $366122.18    | 0.04%             | 2030-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CYPRUS                                           | Cyprus Government International Bond                                        | CUSIP: 000000000<br>LEI: 213800IOEYYAHPDLUL60 | Long             | DBT              | NUSS              | CY        |    1575000 | PA      | $1404054.67   | 0.16%             | 2026-02-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association                    | USD/CNH FORWARD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |          1 | NC      | $5914.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                               | USD/CNH FORWARD                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |          1 | NC      | $19550.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Securities LLC                                           | EUR/USD FORWARD                                                             | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-181662.72   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| GRAPHIC PACKAGING INTERN                                     | Graphic Packaging International LLC                                         | CUSIP: 000000000<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |     625000 | PA      | $469768.59    | 0.05%             | 2029-02-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| TK ELEVATOR MIDCO GMBH                                       | TK Elevator Midco GmbH                                                      | CUSIP: 000000000<br>LEI: 254900K869UN2ZWVB351 | Long             | DBT              | CORP              | DE        |     490000 | PA      | $402140.00    | 0.05%             | 2027-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                     | CAD/USD FORWARD                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-97637.94    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                                          | United Kingdom Gilt                                                         | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    5292792 | PA      | $6133643.28   | 0.71%             | 2046-12-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                    | IRS EUR                                                                     | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-93502.11    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BLACKSTONE PP EUR HOLD                                       | Blackstone Property Partners Europe Holdings Sarl                           | CUSIP: 000000000<br>LEI: 213800Y3B5GQFBGVHP79 | Long             | DBT              | CORP              | LU        |    1700000 | PA      | $1273955.23   | 0.15%             | 2029-03-12      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Cologix Data Centers Issuer LL                               | Cologix Canadian Issuer LP                                                  | CUSIP: 19521DAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | CA        |    1690000 | PA      | $1131511.49   | 0.13%             | 2052-01-25      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                            | USD/IDR FORWARD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | US        |          1 | NC      | $6532.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SINGAPORE GOVERNMENT                                         | Singapore Government Bond                                                   | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |    6400000 | PA      | $4279856.57   | 0.50%             | 2029-07-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| GRUENENTHAL GMBH                                             | Gruenenthal GmbH                                                            | CUSIP: 000000000<br>LEI: 529900SH895E31PGLA72 | Long             | DBT              | CORP              | DE        |     200000 | PA      | $167480.74    | 0.02%             | 2026-11-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| SWEDISH GOVERNMENT                                           | Sweden Government Bond                                                      | CUSIP: 000000000<br>LEI: ERE94C0BSULG2RM19605 | Long             | DBT              | NUSS              | SE        |  188020000 | PA      | $17097517.33  | 1.98%             | 2032-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| UBS Securities LLC                                           | USD/CAD FORWARD                                                             | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |          1 | NC      | $384519.23    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE                                           | Long Gilt                                                                   | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              | CORP              | GB        |         39 | NC      | $-585589.11   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                     | Capital One Financial Corp                                                  | CUSIP: 14040HCC7<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    2100000 | PA      | $1620263.74   | 0.19%             | 2029-06-12      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                               | USD/HUF FORWARD                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |          1 | NC      | $149907.72    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Securities LLC                                           | INR/USD FORWARD                                                             | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |          1 | NC      | $105373.63    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                              | CDS REPUBLIC OF GREECE                                                      | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |          1 | NC      | $-30241.30    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association                    | CNH/USD FORWARD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |          1 | NC      | $15594.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                        | CDS HELLENIC REPUBLIC GOVERNMENT BOND                                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |          1 | NC      | $-2332.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DNB BOLIGKREDITT AS                                          | DNB Boligkreditt AS                                                         | CUSIP: 000000000<br>LEI: 5967007LIEEXZX659K67 | Long             | DBT              | CORP              | NO        |    3245000 | PA      | $3184078.56   | 0.37%             | 2022-11-21      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| STATE STREET GLOBAL MARKETS, LLC                             | ZAR/USD FORWARD                                                             | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-322415.59   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| MARKS & SPENCER PLC                                          | Marks & Spencer PLC                                                         | CUSIP: 000000000<br>LEI: 213800CN1RI3UCIZWB95 | Long             | DBT              | CORP              | GB        |     450000 | PA      | $454604.45    | 0.05%             | 2025-06-12      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ALBANIA                                          | Albania Government International Bond                                       | CUSIP: 000000000<br>LEI: 254900EDM43U3SGRND29 | Long             | DBT              | NUSS              | AL        |     860000 | PA      | $766486.48    | 0.09%             | 2025-10-09      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association                    | USD/JPY FORWARD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |          1 | NC      | $21588.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LANDSBANKINN HF                                              | Landsbankinn HF                                                             | CUSIP: 000000000<br>LEI: 549300TLZPT6JELDWM92 | Long             | DBT              | CORP              | IS        |    1675000 | PA      | $1444507.52   | 0.17%             | 2025-05-23      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| OBRIGACOES DO TESOURO                                        | Portugal Obrigacoes do Tesouro OT                                           | CUSIP: 000000000<br>LEI: 549300P6U1FJ3IMP7K42 | Long             | DBT              | NUSS              | PT        |    1470000 | PA      | $1571630.72   | 0.18%             | 2045-02-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| NEXT GROUP PLC                                               | Next Group PLC                                                              | CUSIP: 000000000<br>LEI: 213800O8TRZCFJ9R5760 | Long             | DBT              | CORP              | GB        |    1787000 | PA      | $1604001.45   | 0.19%             | 2028-05-18      | Fixed         | 3.62%                 | No            |                  2 | On Loan: —       |
| BANCO COMERC PORTUGUES                                       | Banco Comercial Portugues SA                                                | CUSIP: 000000000<br>LEI: JU1U6S0DG9YLT7N8ZV32 | Long             | DBT              | CORP              | PT        |    1200000 | PA      | $1033462.73   | 0.12%             | 2027-12-07      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                      | USD/THB FORWARD                                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |          1 | NC      | $70936.17     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SINGAPORE GOVERNMENT                                         | Singapore Government Bond                                                   | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |    2600000 | PA      | $1760577.89   | 0.20%             | 2025-06-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                                 | JPY/USD FORWARD                                                             | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |          1 | NC      | $12429.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                     | Thailand Government Bond                                                    | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |  526571000 | PA      | $12790895.12  | 1.48%             | 2031-12-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UBS Securities LLC                                           | USD/THB FORWARD                                                             | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |          1 | NC      | $376768.49    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                            | BRL/USD FORWARD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | US        |          1 | NC      | $66191.52     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                      | INR/USD FORWARD                                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |          1 | NC      | $140325.01    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CIRSA FINANCE INTER                                          | Cirsa Finance International Sarl                                            | CUSIP: 000000000<br>LEI: 254900KUJN6DHWH2K029 | Long             | DBT              | CORP              | LU        |    1002021 | PA      | $954848.19    | 0.11%             | 2023-12-20      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                             | IRS CZK                                                                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |          1 | NC      | $39721.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIKA SLOVENIJA                                          | Slovenia Government Bond                                                    | CUSIP: 000000000<br>LEI: 485100000LWQHIX4XX88 | Long             | DBT              | NUSS              | SI        |     955000 | PA      | $717492.87    | 0.08%             | 2031-02-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                                             | French Republic Government Bond OAT                                         | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |   10756000 | PA      | $8553306.40   | 0.99%             | 2036-05-25      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                      | Romanian Government International Bond                                      | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    2610000 | PA      | $1992914.35   | 0.23%             | 2028-03-07      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                 | Ecopetrol SA                                                                | CUSIP: 279158AP4<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    1225000 | PA      | $859306.88    | 0.10%             | 2031-11-02      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| SEVERN TRENT WATER UTIL                                      | Severn Trent Utilities Finance PLC                                          | CUSIP: 000000000<br>LEI: 213800KY9PT6WBH33232 | Long             | DBT              | CORP              | GB        |     104000 | PA      | $116024.82    | 0.01%             | 2024-02-26      | Fixed         | 6.12%                 | No            |                  2 | On Loan: —       |
| REPUBLIC OF PHILIPPINES                                      | Philippine Government International Bond                                    | CUSIP: 000000000<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |     910000 | PA      | $818330.68    | 0.09%             | 2025-04-28      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                               | USD/ILS FORWARD                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |          1 | NC      | $307318.55    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                      | INR/USD FORWARD                                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-656.18      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                             | IRS PLN                                                                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |          1 | NC      | $116633.55    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                      | USD/CNH FORWARD                                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-230803.41   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS Securities LLC                                           | INR/USD FORWARD                                                             | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |          1 | NC      | $11821.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CROATIA                                                      | Croatia Government International Bond                                       | CUSIP: 000000000<br>LEI: 74780000O00QGQ7CER13 | Long             | DBT              | NUSS              | HR        |    1206000 | PA      | $853107.96    | 0.10%             | 2033-03-04      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                               | ZAR/USD FORWARD                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-76230.23    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                               | CDS HELLENIC REPUBLIC GOVERNMENT BOND                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |          1 | NC      | $-6562.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                                       | China Development Bank                                                      | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |   60000000 | PA      | $8515670.49   | 0.99%             | 2030-03-10      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                             | USD/INR FORWARD                                                             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-139908.74   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CANADA-GOV'T WI                                              | Canadian When Issued Government Bond                                        | CUSIP: 135087M84<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |   47579000 | PA      | $31534714.34  | 3.65%             | 2027-03-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                               | Morgan Stanley                                                              | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    1269000 | PA      | $1069393.65   | 0.12%             | 2027-10-29      | Fixed         | 0.41%                 | No            |                  2 | On Loan: No      |
| UBS Securities LLC                                           | MXN/USD FORWARD                                                             | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-163348.03   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)                                        | Japan Government Thirty Year Bond                                           | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   53700000 | PA      | $314883.18    | 0.04%             | 2051-12-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                  | CDS GREECE                                                                  | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | N/A              | DCR              | CORP              | US        |          1 | NC      | $-64327.02    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                               | INR/USD FORWARD                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |          1 | NC      | $151882.64    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                              | CDS BASF SE                                                                 | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |          1 | NC      | $13716.15     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EMG SUKUK LTD                                                | EMG SUKUK Ltd                                                               | CUSIP: 000000000<br>LEI: 549300ZBBW15DAXN4O07 | Long             | DBT              | CORP              | KY        |    1200000 | PA      | $1172923.20   | 0.14%             | 2024-06-18      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS                                          | Braskem Netherlands Finance BV                                              | CUSIP: 000000000<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |    1125000 | PA      | $911193.75    | 0.11%             | 2030-01-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association                    | ZAR/USD FORWARD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-41737.85    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EASTERN POWER NETWORKS                                       | Eastern Power Networks PLC                                                  | CUSIP: 000000000<br>LEI: 213800U5R8Q5KGM2KU56 | Long             | DBT              | CORP              | GB        |      38000 | PA      | $42227.79     | 0.00%             | 2024-03-08      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                              | CDS LANXESS AG                                                              | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |          1 | NC      | $185597.69    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BANGKOK BANK PCL/HK                                          | Bangkok Bank PCL/Hong Kong                                                  | CUSIP: 000000000<br>LEI: 549300CCL2BKJGMYXV60 | Long             | DBT              | CORP              | TH        |    1750000 | PA      | $1439926.25   | 0.17%             | 2034-09-25      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| HANNOVER RE                                                  | Hannover Rueck SE                                                           | CUSIP: 000000000<br>LEI: 529900KIN5BE45V5KB18 | Long             | DBT              | CORP              | DE        |     700000 | PA      | $513668.71    | 0.06%             | 2039-10-09      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                      | USD/MXN FORWARD                                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-5376.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                        | CDS HELLENIC REPUBLIC GOVERNMENT BOND                                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |          1 | NC      | $-4665.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                                          | United Kingdom Gilt                                                         | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    5385000 | PA      | $6268759.44   | 0.73%             | 2030-12-07      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| STATE STREET GLOBAL MARKETS, LLC                             | USD/MXN FORWARD                                                             | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | US        |          1 | NC      | $196674.47    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                       | Standard Chartered PLC                                                      | CUSIP: 000000000<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    2000000 | PA      | $1782024.92   | 0.21%             | 2030-09-09      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| STATE GRID OVERSEAS INV                                      | State Grid Overseas Investment BVI Ltd                                      | CUSIP: 000000000<br>LEI: 3003006V8BHG5158QO96 | Long             | DBT              | CORP              | VG        |    2000000 | PA      | $1853601.89   | 0.21%             | 2025-05-02      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| ISRAEL FIXED BOND                                            | Israel Government Bond - Fixed                                              | CUSIP: 000000000<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |   18294000 | PA      | $6458534.18   | 0.75%             | 2042-01-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                                     | Thailand Government Bond                                                    | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |  123099000 | PA      | $3390469.12   | 0.39%             | 2031-06-20      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| HIGHLAND HOLDINGS SARL                                       | Highland Holdings Sarl                                                      | CUSIP: 000000000<br>LEI: 549300WGY8GPJM4PQR36 | Long             | DBT              | CORP              | LU        |     765000 | PA      | $645329.70    | 0.07%             | 2026-12-15      | Fixed         | 0.32%                 | No            |                  2 | On Loan: No      |
| BANCO DE CREDITO DEL PER                                     | Banco de Credito del Peru S.A.                                              | CUSIP: 05971V2C8<br>LEI: 549300EQYQ8SCQZ4BY14 | Long             | DBT              | CORP              | PE        |    1170000 | PA      | $1025523.39   | 0.12%             | 2030-07-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVT CPI LINKED                                        | Japanese Government CPI Linked Bond                                         | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  437574884 | PA      | $3308855.83   | 0.38%             | 2030-03-10      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CYPRUS                                           | Cyprus Government International Bond                                        | CUSIP: 000000000<br>LEI: 213800IOEYYAHPDLUL60 | Long             | DBT              | NUSS              | CY        |    3426000 | PA      | $2526162.53   | 0.29%             | 2032-01-20      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| INTERCHILE SA                                                | Interchile SA                                                               | CUSIP: 000000000<br>LEI: 549300Y105FQQX6RCE16 | Long             | DBT              | CORP              | CL        |    1700000 | PA      | $1249442.98   | 0.14%             | 2056-06-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CYPRUS                                           | Cyprus Government International Bond                                        | CUSIP: 000000000<br>LEI: 213800IOEYYAHPDLUL60 | Long             | DBT              | NUSS              | CY        |     642000 | PA      | $492015.64    | 0.06%             | 2049-05-03      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                                     | Italy Buoni Poliennali Del Tesoro                                           | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    6202000 | PA      | $4252355.94   | 0.49%             | 2067-03-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                        | Province of Ontario Canada                                                  | CUSIP: 68323AAY0<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     996000 | PA      | $649766.79    | 0.08%             | 2043-06-02      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UBS Securities LLC                                           | PEN/USD FORWARD                                                             | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-36686.38    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET GLOBAL MARKETS, LLC                             | USD/JPY FORWARD                                                             | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | US        |          1 | NC      | $369090.54    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC            | JPY/USD FORWARD                                                             | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | US        |          1 | NC      | $54065.72     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                     | CDS HELLENIC REPUBLIC OF GREECE                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCR              | CORP              | US        |          1 | NC      | $-2116.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America, National Association                        | JPY/USD FORWARD                                                             | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |          1 | NC      | $249375.77    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| INMOBILIARIA COLONIAL SO                                     | Inmobiliaria Colonial Socimi SA                                             | CUSIP: 000000000<br>LEI: 95980020140005007414 | Long             | DBT              | CORP              | ES        |    1500000 | PA      | $1361377.65   | 0.16%             | 2025-11-28      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                   | USD/HUF FORWARD                                                             | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-39958.75    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association                    | GBP/USD FORWARD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |          1 | NC      | $42425.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                             | IRS CZK                                                                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |          1 | NC      | $84438.04     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC            | USD/GBP FORWARD                                                             | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | US        |          1 | NC      | $53232.82     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                      | GBP/USD FORWARD                                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-683941.13   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| RBC DOMINION SECURITIES INC.                                 | EUR/USD FORWARD                                                             | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | US        |          1 | NC      | $4888.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                               | CNH/USD FORWARD                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |          1 | NC      | $580275.22    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                               | CDS HELLENIC REPUBLIC GOVERNMENT BOND                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |          1 | NC      | $-39848.88    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIA                                                      | Romanian Government International Bond                                      | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    3700000 | PA      | $2871186.09   | 0.33%             | 2028-05-26      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| NEXT GROUP PLC                                               | Next Group PLC                                                              | CUSIP: 000000000<br>LEI: 213800O8TRZCFJ9R5760 | Long             | DBT              | CORP              | GB        |     540000 | PA      | $534407.18    | 0.06%             | 2026-10-02      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SERBIA                                           | Serbia International Bond                                                   | CUSIP: 000000000<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |    2885000 | PA      | $1879735.83   | 0.22%             | 2029-06-26      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                                                | HSBC Bank PLC                                                               | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | Long             | DBT              | CORP              | GB        |     407000 | PA      | $340077.07    | 0.04%             | 2046-03-24      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| C&W SENIOR FINANCING DAC                                     | C&W Senior Financing DAC                                                    | CUSIP: 12674TAA4<br>LEI: 5493009O8OIWZPZRY516 | Long             | DBT              | CORP              | IE        |    1050000 | PA      | $859314.75    | 0.10%             | 2027-09-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| QNB FINANCE LTD                                              | QNB Finance Ltd                                                             | CUSIP: 000000000<br>LEI: 549300MY0DXTHQEX5O57 | Long             | DBT              | CORP              | KY        |    1000000 | PA      | $906250.00    | 0.10%             | 2027-02-12      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                               | GBP/USD FORWARD                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |          1 | NC      | $217239.77    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                         | Bank of America Corp                                                        | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    1414000 | PA      | $1345491.91   | 0.16%             | 2025-02-07      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SERBIA                                           | Serbia International Bond                                                   | CUSIP: 000000000<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |    4900000 | PA      | $3220505.55   | 0.37%             | 2028-09-23      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                    | IRS EUR                                                                     | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-690443.21   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association                    | USD/CZK FORWARD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-8264.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET GLOBAL MARKETS, LLC                             | USD/CNH FORWARD                                                             | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | US        |          1 | NC      | $496243.37    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                                 | CLP/USD FORWARD                                                             | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-20861.96    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association                    | EUR/USD FORWARD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-455744.32   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET GLOBAL MARKETS, LLC                             | USD/CNH FORWARD                                                             | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-299661.20   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS Securities LLC                                           | CLP/USD FORWARD                                                             | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-131935.93   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                             | USD/EUR FORWARD                                                             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-608508.47   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association                    | SEK/USD FORWARD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-26900.15    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                               | AUD/USD FORWARD                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |          1 | NC      | $151399.77    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| TENCENT HOLDINGS LTD                                         | Tencent Holdings Ltd                                                        | CUSIP: 88032XBC7<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | CORP              | KY        |    1100000 | PA      | $721127.14    | 0.08%             | 2051-04-22      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL                                     | Brazil Notas do Tesouro Nacional Serie B                                    | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |   23105435 | PA      | $4296822.22   | 0.50%             | 2025-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC            | KRW/USD FORWARD                                                             | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-95510.59    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| AUSTRALIAN GOVERNMENT                                        | Australia Government Bond                                                   | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |    4280000 | PA      | $2268542.01   | 0.26%             | 2047-03-21      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ISRAEL FIXED BOND                                            | Israel Government Bond - Fixed                                              | CUSIP: 000000000<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |   28725389 | PA      | $7733931.91   | 0.90%             | 2025-08-31      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                                 | USD/CLP FORWARD                                                             | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |          1 | NC      | $8339.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WESTLAKE CORP                                                | Westlake Corp                                                               | CUSIP: 960413AV4<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |    2180000 | PA      | $1601975.81   | 0.19%             | 2029-07-17      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| BANK HAPOALIM                                                | Bank Hapoalim BM                                                            | CUSIP: 000000000<br>LEI: B6ARUI4946ST4S7WOU88 | Long             | DBT              | CORP              | IL        |    1280000 | PA      | $1061299.20   | 0.12%             | 2032-01-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                                             | French Republic Government Bond OAT                                         | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |   16087000 | PA      | $12245502.18  | 1.42%             | 2032-05-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                   | MYR/USD FORWARD                                                             | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |          1 | NC      | $508909.31    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                             | IRS PLN                                                                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |          1 | NC      | $117086.80    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SINGAPORE GOVERNMENT                                         | Singapore Government Bond                                                   | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |    3045000 | PA      | $1935824.96   | 0.22%             | 2025-11-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                                          | United Kingdom Gilt                                                         | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    4299000 | PA      | $2171061.91   | 0.25%             | 2050-10-22      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT                            | Eurex 10 Year Euro BUND                                                     | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |        224 | NC      | $-1420437.80  | -0.16%            |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF LATVIA                                           | Latvia Government International Bond                                        | CUSIP: 000000000<br>LEI: 25490002QDEB2KTLNK39 | Long             | DBT              | NUSS              | LV        |   14133000 | PA      | $12473006.02  | 1.44%             | 2026-10-07      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                      | TWD/USD FORWARD                                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-749.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                            | TWD/USD FORWARD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | US        |          1 | NC      | $199973.18    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| FISERV INC                                                   | Fiserv Inc                                                                  | CUSIP: 337738AW8<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     270000 | PA      | $259477.35    | 0.03%             | 2023-07-01      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| DAR AL-ARKAN SUKUK CO LT                                     | Dar Al-Arkan Sukuk Co Ltd                                                   | CUSIP: 000000000<br>LEI: 5493000UYHRBXEIYUQ69 | Long             | DBT              | CORP              | KY        |    1000000 | PA      | $969169.00    | 0.11%             | 2025-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| AUSTRALIAN GOVERNMENT                                        | Australia Government Bond                                                   | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |    8241000 | PA      | $4168166.34   | 0.48%             | 2032-05-21      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN INTL FIN NV                                       | Volkswagen International Finance NV                                         | CUSIP: 000000000<br>LEI: 5299004PWNHKYTR23649 | Long             | DBT              | CORP              | NL        |     200000 | PA      | $176767.70    | 0.02%             | 2027-03-30      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association                    | ZAR/USD FORWARD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |          1 | NC      | $389747.82    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                   | CNH/USD FORWARD                                                             | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |          1 | NC      | $63744.59     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PLT VII FINANCE SARL                                         | PLT VII Finance Sarl                                                        | CUSIP: 000000000<br>LEI: 894500SKZV4JDP64R249 | Long             | DBT              | CORP              | LU        |     200000 | PA      | $176394.30    | 0.02%             | 2026-01-05      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| HELLENIC REPUBLIC                                            | Hellenic Republic Government Bond                                           | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |    3809000 | PA      | $2682615.97   | 0.31%             | 2031-06-18      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                                       | China Development Bank                                                      | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |   90000000 | PA      | $13023744.50  | 1.51%             | 2026-03-03      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                       | American Honda Finance Corp                                                 | CUSIP: 026657AS5<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     796000 | PA      | $710565.77    | 0.08%             | 2026-11-25      | Fixed         | 0.75%                 | No            |                  2 | On Loan: —       |
| HSBC SECURITIES (USA) INC.                                   | USD/AUD FORWARD                                                             | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-9437.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SINGAPORE GOVERNMENT                                         | Singapore Government Bond                                                   | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |     230000 | PA      | $119079.55    | 0.01%             | 2051-10-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                                 | KRW/USD FORWARD                                                             | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-42906.62    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                  | CDS GREECE                                                                  | CUSIP: 000000000<br>LEI: 9DJT3UXIJIZJI4WXO774 | N/A              | DCR              | CORP              | US        |          1 | NC      | $-64327.02    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SUMMER BIDCO BV                                              | Summer BidCo BV                                                             | CUSIP: 000000000<br>LEI: 724500EOJYP21L3XM206 | Long             | DBT              | CORP              | NL        |     269400 | PA      | $195134.75    | 0.02%             | 2025-11-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SERBIA                                           | Serbia International Bond                                                   | CUSIP: 000000000<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |    2090000 | PA      | $1142339.42   | 0.13%             | 2033-03-03      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)                                        | Japan Government Thirty Year Bond                                           | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 1890250000 | PA      | $11983294.27  | 1.39%             | 2052-03-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                                       | China Development Bank                                                      | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |  130000000 | PA      | $18893560.23  | 2.19%             | 2027-07-10      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                                          | United Kingdom Gilt                                                         | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    9058000 | PA      | $9152907.46   | 1.06%             | 2025-06-07      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)                                        | Japan Government Thirty Year Bond                                           | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 1283000000 | PA      | $10764328.34  | 1.25%             | 2039-09-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| PUERTO RICO CMWLTH                                           | Commonwealth of Puerto Rico                                                 | CUSIP: 74514L3T2<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | US        |    4144249 | PA      | $2072124.50   | 0.24%             | 2043-11-01      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| UBS Securities LLC                                           | CNH/USD FORWARD                                                             | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |          1 | NC      | $525705.12    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| LEGAL & GENERAL GROUP                                        | Legal & General Group PLC                                                   | CUSIP: 000000000<br>LEI: 213800JH9QQWHLO99821 | Long             | DBT              | CORP              | GB        |    1125000 | PA      | $1157463.18   | 0.13%             | 2045-10-27      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| UBS Securities LLC                                           | ZAR/USD FORWARD                                                             | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |          1 | NC      | $344634.30    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                                       | China Development Bank                                                      | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |  160000000 | PA      | $23248919.90  | 2.69%             | 2027-01-14      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT                            | Eurex 2 Year Euro SCHATZ                                                    | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |       -337 | NC      | $329909.85    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                    | IRS EUR                                                                     | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-1100951.09  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS Securities LLC                                           | USD/SEK FORWARD                                                             | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |          1 | NC      | $846482.89    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                                 | USD/AUD FORWARD                                                             | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |          1 | NC      | $147321.70    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| FCA BANK SPA IRELAND                                         | FCA Bank SpA/Ireland                                                        | CUSIP: 000000000<br>LEI: 549300V1VN70Q7PQ7234 | Long             | DBT              | CORP              | IT        |    1000000 | PA      | $924157.75    | 0.11%             | 2024-09-13      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                        | China Government Bond                                                       | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |  150000000 | PA      | $21815397.39  | 2.53%             | 2026-06-06      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                                                  | Ivory Coast Government International Bond                                   | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    1650000 | PA      | $1088708.88   | 0.13%             | 2032-01-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC            | USD/EUR FORWARD                                                             | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-25840.81    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIA                                                      | Romanian Government International Bond                                      | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    4258000 | PA      | $2663776.51   | 0.31%             | 2031-07-16      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| TRIVIUM PACKAGING FIN                                        | Trivium Packaging Finance BV                                                | CUSIP: 000000000<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |     175000 | PA      | $153747.30    | 0.02%             | 2026-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                                          | Malaysia Government Bond                                                    | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |   19810000 | PA      | $4258813.70   | 0.49%             | 2033-11-07      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVT CPI LINKED                                        | Japanese Government CPI Linked Bond                                         | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 1718238200 | PA      | $12300011.66  | 1.42%             | 2025-03-10      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                   | USD/ZAR FORWARD                                                             | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-377590.60   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                            | CDS HELLENIC REPUBLIC GOVERNMENT BOND                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |          1 | NC      | $6.02         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                           | Banco Santander SA                                                          | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    1000000 | PA      | $924510.57    | 0.11%             | 2025-01-17      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                     | USD/JPY FORWARD                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-2087665.75  | -0.24%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                            | SEK/USD FORWARD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | US        |          1 | NC      | $434450.56    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                      | THB/USD FORWARD                                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |          1 | NC      | $55296.74     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                               | CNH/USD FORWARD                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-19143.42    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| 1MDB GLOBAL INVESTMENTS                                      | 1MDB Global Investments Ltd                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | VG        |    9100000 | PA      | $8718126.51   | 1.01%             | 2023-03-09      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| UBS Securities LLC                                           | USD/ZAR FORWARD                                                             | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-78319.91    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                             | INR/USD FORWARD                                                             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |          1 | NC      | $466.87       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                     | ILS/USD FORWARD                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-7826.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                             | IRS CZK                                                                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |          1 | NC      | $33247.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                                          | Malaysia Government Bond                                                    | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |   70374000 | PA      | $14666427.56  | 1.70%             | 2046-03-15      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| BONOS TESORERIA PESOS                                        | Bonos de la Tesoreria de la Republica en pesos                              | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        | 3445000000 | PA      | $3256790.35   | 0.38%             | 2026-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINAN                                             | Vmed O2 UK Financing I PLC                                                  | CUSIP: 000000000<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |     750000 | PA      | $592033.89    | 0.07%             | 2031-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BONOS TESORERIA PESOS                                        | Bonos de la Tesoreria de la Republica en pesos                              | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |  770000000 | PA      | $712090.27    | 0.08%             | 2028-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                                | UniCredit SpA                                                               | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |    1150000 | PA      | $1094654.60   | 0.13%             | 2029-02-20      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                    | IRS EUR                                                                     | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-109583.10   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LEASEPLAN CORPORATION NV                                     | LeasePlan Corp NV                                                           | CUSIP: 000000000<br>LEI: 724500C60L930FVHS484 | Long             | DBT              | CORP              | NL        |    1500000 | PA      | $1313879.53   | 0.15%             | N/A             | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                                       | Republic of Poland Government Bond                                          | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |   46568000 | PA      | $8081030.93   | 0.94%             | 2027-05-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                                      | Nationwide Building Society                                                 | CUSIP: 000000000<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |     950000 | PA      | $871693.22    | 0.10%             | 2029-07-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIKA SLOVENIJA                                          | Slovenia Government Bond                                                    | CUSIP: 000000000<br>LEI: 485100000LWQHIX4XX88 | Long             | DBT              | NUSS              | SI        |    6140000 | PA      | $5580978.99   | 0.65%             | 2045-08-07      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| RBC DOMINION SECURITIES INC.                                 | USD/JPY FORWARD                                                             | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-55489.06    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                               | USD/INR FORWARD                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |          1 | NC      | $1430.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                             | IRS PLN                                                                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |          1 | NC      | $230726.27    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BECTON DICKINSON AND CO                                      | Becton Dickinson and Co                                                     | CUSIP: 075887CG2<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    1018000 | PA      | $1031155.61   | 0.12%             | 2025-05-24      | Fixed         | 3.02%                 | No            |                  2 | On Loan: —       |
| STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC            | USD/MYR FORWARD                                                             | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | US        |          1 | NC      | $186521.15    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                     | JPY/USD FORWARD                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |          1 | NC      | $90447.40     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association                    | CHF/USD FORWARD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |          1 | NC      | $9766.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America, National Association                        | USD/JPY FORWARD                                                             | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-96027.70    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HETA ASSET RESOLUTION AG                                     | Heta Asset Resolution AG                                                    | CUSIP: 000000000<br>LEI: U78UGTWI6G2WOHEONU22 | Long             | DBT              | CORP              | AT        |    9700000 | PA      | $9527019.01   | 1.10%             | 2022-12-13      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO SECURITIES, LLC                                  | CLP/USD FORWARD                                                             | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-139485.93   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| T. ROWE PRICE GOVERNMENT RESERVE FUND                        | T. ROWE PRICE GOVERNMENT RESERVE FUND                                       | CUSIP: 76105Y109<br>LEI: 5493002Y0IYARJVQ5N24 | Long             | STIV             | RF                | US        |   25263023 | NS      | $25263023.32  | 2.93%             |  |  |  | No            |                  1 | On Loan: No      |
| STATE OF ISRAEL                                              | Israel Government International Bond                                        | CUSIP: 000000000<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    3044000 | PA      | $2739001.87   | 0.32%             | 2027-01-18      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association                    | USD/HUF FORWARD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |          1 | NC      | $40455.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                               | USD/GBP FORWARD                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-324559.80   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                       | American Honda Finance Corp                                                 | CUSIP: 026657AR7<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     847000 | PA      | $811142.81    | 0.09%             | 2024-10-18      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                     | BRL/USD FORWARD                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |          1 | NC      | $56101.24     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Securities LLC                                           | USD/BRL FORWARD                                                             | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |          1 | NC      | $75256.48     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF ALBANIA                                          | Albania Government International Bond                                       | CUSIP: 000000000<br>LEI: 254900EDM43U3SGRND29 | Long             | DBT              | NUSS              | AL        |     720000 | PA      | $613162.40    | 0.07%             | 2027-06-16      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UBS Securities LLC                                           | CHF/USD FORWARD                                                             | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-454718.70   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                  | BNP Paribas SA                                                              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    1000000 | PA      | $910525.25    | 0.11%             | 2027-01-23      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| TESCO CORP TREASURY SERV                                     | Tesco Corporate Treasury Services PLC                                       | CUSIP: 000000000<br>LEI: 21380018AJDKNF3A6712 | Long             | DBT              | CORP              | GB        |     950000 | PA      | $790598.91    | 0.09%             | 2028-11-02      | Fixed         | 1.88%                 | No            |                  2 | On Loan: —       |
| ROMANIA                                                      | Romanian Government International Bond                                      | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     305000 | PA      | $289996.03    | 0.03%             | 2024-10-28      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)                                        | Japan Government Thirty Year Bond                                           | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  226650000 | PA      | $1544565.02   | 0.18%             | 2052-06-20      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| ENCORE CAPITAL GROUP INC                                     | Encore Capital Group Inc                                                    | CUSIP: 000000000<br>LEI: 5493000UVC6H49CIH830 | Long             | DBT              | CORP              | US        |     540000 | PA      | $491202.04    | 0.06%             | 2025-10-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)                                        | Japan Government Thirty Year Bond                                           | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 2300250000 | PA      | $19940797.80  | 2.31%             | 2037-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                  | Prologis LP                                                                 | CUSIP: 74340XBF7<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    1252000 | PA      | $1099045.18   | 0.13%             | 2029-06-30      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                   | Fiserv Inc                                                                  | CUSIP: 337738BA5<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    1800000 | PA      | $1537851.11   | 0.18%             | 2031-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNITED GROUP BV                                              | United Group BV                                                             | CUSIP: 000000000<br>LEI: 213800PC85O8BJ7DU398 | Long             | DBT              | CORP              | NL        |     650000 | PA      | $449477.39    | 0.05%             | 2028-08-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT                            | Eurex 5 Year Euro BOBL                                                      | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |        557 | NC      | $-1686310.32  | -0.20%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                             | IRS PLN                                                                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |          1 | NC      | $329974.77    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                   | CNH/USD FORWARD                                                             | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-8046.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                               | RSD/USD FORWARD                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |          1 | NC      | $22894.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                                 | USD/JPY FORWARD                                                             | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-1457153.57  | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                               | USD/ILS FORWARD                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-621113.41   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| RBC DOMINION SECURITIES INC.                                 | USD/JPY FORWARD                                                             | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | US        |          1 | NC      | $195380.25    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MERCADOLIBRE INC                                             | MercadoLibre Inc                                                            | CUSIP: 58733RAF9<br>LEI: 549300DKPDN9M5S8GB14 | Long             | DBT              | CORP              | US        |    1380000 | PA      | $1002859.80   | 0.12%             | 2031-01-14      | Fixed         | 3.12%                 | No            |                  2 | On Loan: —       |
| JPMorgan Chase Bank, National Association                    | USD/CZK FORWARD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-9489.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                      | USD/SGD FORWARD                                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |          1 | NC      | $309478.50    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET GLOBAL MARKETS, LLC                             | USD/EUR FORWARD                                                             | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-7891.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS Securities LLC                                           | USD/CLP FORWARD                                                             | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |          1 | NC      | $365351.27    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                                       | China Development Bank                                                      | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |   20000000 | PA      | $2943606.16   | 0.34%             | 2029-05-21      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                             | Altice France SA/France                                                     | CUSIP: 000000000<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |     375000 | PA      | $316521.85    | 0.04%             | 2027-02-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NORTH MACEDONIA                                              | North Macedonia Government International Bond                               | CUSIP: 000000000<br>LEI: 635400RD1N6RVNCE4958 | Long             | DBT              | NUSS              | MK        |    2600000 | PA      | $1903835.33   | 0.22%             | 2028-03-10      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                      | KRW/USD FORWARD                                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |          1 | NC      | $47200.61     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                   | USD/EUR FORWARD                                                             | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-428863.77   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| NN BANK NV NETHERLANDS                                       | Nationale-Nederlanden Bank NV/The Netherlands                               | CUSIP: 000000000<br>LEI: 724500BICUQ0LF1AH770 | Long             | DBT              | CORP              | NL        |    1000000 | PA      | $908849.37    | 0.11%             | 2025-02-26      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                     | USD/NZD FORWARD                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-257049.35   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| ALTICE FINANCING SA                                          | Altice Financing SA                                                         | CUSIP: 000000000<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |     365000 | PA      | $277342.54    | 0.03%             | 2029-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                        | China Government Bond                                                       | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |   10000000 | PA      | $1665468.81   | 0.19%             | 2069-06-24      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FRANCE (GOVT OF)                                             | French Republic Government Bond OAT                                         | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |   18353000 | PA      | $10189554.86  | 1.18%             | 2052-05-25      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL HOTELS                                      | InterContinental Hotels Group PLC                                           | CUSIP: 000000000<br>LEI: 2138007ZFQYRUSLU3J98 | Long             | DBT              | CORP              | GB        |    1729000 | PA      | $1920900.99   | 0.22%             | 2022-11-28      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SUZANO AUSTRIA GMBH                                          | Suzano Austria GmbH                                                         | CUSIP: 86964WAH5<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |     900000 | PA      | $781605.00    | 0.09%             | 2030-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| MALAYSIA GOVERNMENT                                          | Malaysia Government Bond                                                    | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |   12586000 | PA      | $2326691.44   | 0.27%             | 2050-06-15      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ICELAND                                          | Iceland Government International Bond                                       | CUSIP: 000000000<br>LEI: 254900IPCJWRC6XAJN15 | Long             | DBT              | NUSS              | IS        |    2249000 | PA      | $1820947.92   | 0.21%             | 2028-04-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVT CPI LINKED                                        | Japanese Government CPI Linked Bond                                         | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 1526314200 | PA      | $10883201.33  | 1.26%             | 2024-09-10      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| BANCO DE BOGOTA SA                                           | Banco de Bogota SA                                                          | CUSIP: 000000000<br>LEI: 549300LYHE7LWSKDZT53 | Long             | DBT              | CORP              | CO        |    1050000 | PA      | $983440.50    | 0.11%             | 2026-05-12      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                                                  | Ivory Coast Government International Bond                                   | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |     675000 | PA      | $445380.90    | 0.05%             | 2032-01-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SERBIA                                           | Serbia International Bond                                                   | CUSIP: 000000000<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |    2450000 | PA      | $1268561.04   | 0.15%             | 2036-09-23      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                     | AUD/USD FORWARD                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-30606.42    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association                    | USD/EUR FORWARD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |          1 | NC      | $86181.05     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                                 | CAD/USD FORWARD                                                             | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |          1 | NC      | $1127488.98   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIA                                                      | Romanian Government International Bond                                      | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    3571000 | PA      | $2643451.63   | 0.31%             | 2030-05-26      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| MINEJESA CAPITAL BV                                          | Minejesa Capital BV                                                         | CUSIP: 000000000<br>LEI: 549300KS7ERCP10BKC35 | Long             | DBT              | CORP              | NL        |    1800000 | PA      | $1289475.00   | 0.15%             | 2037-08-10      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                             | USD/EUR FORWARD                                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-32797.92    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC            | CAD/USD FORWARD                                                             | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-28772.49    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                      | Mexican Bonos                                                               | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   21234000 | PA      | $994153.33    | 0.12%             | 2029-05-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ALLIANZ SE                                                   | Allianz SE                                                                  | CUSIP: 000000000<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |    2300000 | PA      | $2132956.32   | 0.25%             | N/A             | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| STATE STREET GLOBAL MARKETS, LLC                             | USD/CAD FORWARD                                                             | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | US        |          1 | NC      | $293735.10    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| VMED O2 UK FINAN                                             | Vmed O2 UK Financing I PLC                                                  | CUSIP: 000000000<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |    1095000 | PA      | $863501.42    | 0.10%             | 2031-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                                       | China Development Bank                                                      | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |   20000000 | PA      | $3002108.36   | 0.35%             | 2028-07-06      | Fixed         | 4.04%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                             | IRS PLN                                                                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |          1 | NC      | $114246.43    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America, National Association                        | USD/CNH FORWARD                                                             | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |          1 | NC      | $128318.12    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Securities LLC                                           | USD/IDR FORWARD                                                             | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-175336.53   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association                    | USD/ILS FORWARD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-54255.88    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association                    | CAD/USD FORWARD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-22713.85    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TEVA PHARM FNC NL II                                         | Teva Pharmaceutical Finance Netherlands II BV                               | CUSIP: 000000000<br>LEI: 549300HSQCIKJAOYIT23 | Long             | DBT              | CORP              | NL        |     210000 | PA      | $200644.66    | 0.02%             | 2025-01-31      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UBS Securities LLC                                           | JPY/USD FORWARD                                                             | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-142043.19   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                             | EUR/USD FORWARD                                                             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |          1 | NC      | $290204.47    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                               | Czech Republic Government Bond                                              | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |  142040000 | PA      | $5178496.21   | 0.60%             | 2025-09-17      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)                                        | Japan Government Thirty Year Bond                                           | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 1555850000 | PA      | $12079794.41  | 1.40%             | 2044-09-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                             | INR/USD FORWARD                                                             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |          1 | NC      | $68.46        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ADANI PORTS AND SPECIAL                                      | Adani Ports & Special Economic Zone Ltd                                     | CUSIP: 00652MAG7<br>LEI: 335800QOAXP5TM7OYP69 | Long             | DBT              | CORP              | IN        |    1600000 | PA      | $1402752.22   | 0.16%             | 2027-08-04      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| SINGAPORE GOVERNMENT                                         | Singapore Government Bond                                                   | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |   15380000 | PA      | $9198765.95   | 1.07%             | 2031-07-01      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                             | IRS PLN                                                                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |          1 | NC      | $455159.63    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW S WALES TREASURY CRP                                     | New South Wales Treasury Corp                                               | CUSIP: 000000000<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |    9397400 | PA      | $6010205.36   | 0.70%             | 2026-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND                                     | Bundesrepublik Deutschland Bundesanleihe                                    | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |   35604000 | PA      | $28764621.76  | 3.33%             | 2032-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: —       |
| CHINA GOVERNMENT BOND                                        | China Government Bond                                                       | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |   60000000 | PA      | $8701087.35   | 1.01%             | 2029-11-21      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                                 | PLN/USD FORWARD                                                             | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |          1 | NC      | $521977.95    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| BELLIS ACQUISITION CO PL                                     | Bellis Acquisition Co PLC                                                   | CUSIP: 000000000<br>LEI: 259400CYE2267UB4A481 | Long             | DBT              | CORP              | GB        |     450000 | PA      | $378292.72    | 0.04%             | 2026-02-16      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                   | GBP/USD FORWARD                                                             | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |          1 | NC      | $252309.20    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| KINGDOM OF MOROCCO                                           | Morocco Government International Bond                                       | CUSIP: 000000000<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |    1100000 | PA      | $953156.94    | 0.11%             | 2026-03-30      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| RBC DOMINION SECURITIES INC.                                 | AUD/USD FORWARD                                                             | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-18782.32    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INFRASTRUTTURE WIRELESS                                      | Infrastrutture Wireless Italiane SpA                                        | CUSIP: 000000000<br>LEI: 81560066183FE361C071 | Long             | DBT              | CORP              | IT        |     700000 | PA      | $551592.72    | 0.06%             | 2028-10-21      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| EQUATE PETROCHEMICAL BV                                      | Equate Petrochemical BV                                                     | CUSIP: 29441WAD7<br>LEI: 635400Y3Z5R4NJSMQ630 | Long             | DBT              | CORP              | NL        |    1985000 | PA      | $1686033.20   | 0.20%             | 2028-04-28      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)                                        | Japan Government Twenty Year Bond                                           | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  592500000 | PA      | $4043926.10   | 0.47%             | 2037-06-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                          | Petroleos Mexicanos                                                         | CUSIP: 000000000<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    6134000 | PA      | $6010087.72   | 0.70%             | 2023-03-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                            | USD/CLP FORWARD                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | US        |          1 | NC      | $140504.61    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF CYPRUS                                           | Cyprus Government International Bond                                        | CUSIP: 000000000<br>LEI: 213800IOEYYAHPDLUL60 | Long             | DBT              | NUSS              | CY        |    2781000 | PA      | $2827262.68   | 0.33%             | 2025-11-04      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                               | SGD/USD FORWARD                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-5774.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS Securities LLC                                           | COP/USD FORWARD                                                             | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-44190.83    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MONDELEZ INTL HLDINGS NE                                     | Mondelez International Holdings Netherlands BV                              | CUSIP: 000000000<br>LEI: 549300CW356R8I7N8D33 | Long             | DBT              | CORP              | NL        |     689000 | PA      | $523889.41    | 0.06%             | 2029-09-09      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                            | CDS HELLENIC REPUBLIC OF GREECE                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |          1 | NC      | $12.03        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HANNOVER RE                                                  | Hannover Rueck SE                                                           | CUSIP: 000000000<br>LEI: 529900KIN5BE45V5KB18 | Long             | DBT              | CORP              | DE        |     900000 | PA      | $669251.64    | 0.08%             | 2040-10-08      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BONOS TESORERIA PESOS                                        | Bonos de la Tesoreria de la Republica en pesos                              | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        | 5720000000 | PA      | $5171960.47   | 0.60%             | 2030-09-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CYPRUS                                           | Cyprus Government International Bond                                        | CUSIP: 000000000<br>LEI: 213800IOEYYAHPDLUL60 | Long             | DBT              | NUSS              | CY        |     547000 | PA      | $475707.83    | 0.06%             | 2034-02-26      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                                        | China Government Bond                                                       | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |   60000000 | PA      | $8633539.54   | 1.00%             | 2025-10-22      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                                       | China Development Bank                                                      | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |   30000000 | PA      | $4434236.45   | 0.51%             | 2031-03-01      | Fixed         | 3.66%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC            | MYR/USD FORWARD                                                             | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-8524.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                               | RSD/USD FORWARD                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |          1 | NC      | $71039.06     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRY GARDEN HLDGS                                         | Country Garden Holdings Co Ltd                                              | CUSIP: 000000000<br>LEI: 549300MGHLPT1EFHGF84 | Long             | DBT              | CORP              | KY        |     400000 | PA      | $156982.48    | 0.02%             | 2024-01-27      | Fixed         | 8.00%                 | No            |                  2 | On Loan: —       |
| UNICREDIT SPA                                                | UniCredit SpA                                                               | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |    1414000 | PA      | $1384446.48   | 0.16%             | 2023-03-04      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| TENCENT HOLDINGS LTD                                         | Tencent Holdings Ltd                                                        | CUSIP: 88032XAV6<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | CORP              | KY        |    1850000 | PA      | $1128171.01   | 0.13%             | 2050-06-03      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                     | Thermo Fisher Scientific Inc                                                | CUSIP: 883556CC4<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |     955000 | PA      | $735084.00    | 0.09%             | 2031-10-01      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                                 | USD/MYR FORWARD                                                             | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |          1 | NC      | $511444.15    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                       | Verizon Communications Inc                                                  | CUSIP: 92343VFJ8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     835000 | PA      | $623740.08    | 0.07%             | 2033-05-18      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                        | Indonesia Government International Bond                                     | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    6942000 | PA      | $6495138.14   | 0.75%             | 2028-06-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CYPRUS                                           | Cyprus Government International Bond                                        | CUSIP: 000000000<br>LEI: 213800IOEYYAHPDLUL60 | Long             | DBT              | NUSS              | CY        |      50000 | PA      | $31639.44     | 0.00%             | 2040-01-21      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| VERISURE HOLDING AB                                          | Verisure Holding AB                                                         | CUSIP: 000000000<br>LEI: 549300VQQCWGISM3N408 | Long             | DBT              | CORP              | SE        |     260000 | PA      | $218254.98    | 0.03%             | 2026-07-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                               | USD/ILS FORWARD                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |          1 | NC      | $574697.08    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association                    | USD/CZK FORWARD                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |          1 | NC      | $27317.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| THERMO FISHER SC FNCE I                                      | Thermo Fisher Scientific Finance I BV                                       | CUSIP: 000000000<br>LEI: 549300SM0PJC1F3RPL91 | Long             | DBT              | CORP              | NL        |     593000 | PA      | $466557.18    | 0.05%             | 2030-10-18      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                   | CNH/USD FORWARD                                                             | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-780582.10   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUCE FINCO                                                  | Deuce Finco Plc                                                             | CUSIP: 000000000<br>LEI: 9845007DA2BC863E8437 | Long             | DBT              | CORP              | GB        |     345000 | PA      | $287243.21    | 0.03%             | 2027-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVT CPI LINKED                                        | Japanese Government CPI Linked Bond                                         | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 1977614210 | PA      | $14520495.35  | 1.68%             | 2031-03-10      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                      | Romanian Government International Bond                                      | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    2764000 | PA      | $1673938.92   | 0.19%             | 2032-01-28      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                                 | USD/CLP FORWARD                                                             | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |          1 | NC      | $202678.75    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                                          | United Kingdom Gilt                                                         | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |   23559000 | PA      | $26604676.19  | 3.08%             | 2032-06-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ALBANIA                                          | Albania Government International Bond                                       | CUSIP: 000000000<br>LEI: 254900EDM43U3SGRND29 | Long             | DBT              | NUSS              | AL        |    2730000 | PA      | $1967161.46   | 0.23%             | 2031-11-23      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT                            | Euro-BTP Italian Bond                                                       | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |        223 | NC      | $-1100408.82  | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| CHINA DEVELOPMENT BANK                                       | China Development Bank                                                      | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |   10000000 | PA      | $1481894.16   | 0.17%             | 2030-10-20      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                      | USD/TWD FORWARD                                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |          1 | NC      | $13341.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                                       | China Development Bank                                                      | CUSIP: 000000000<br>LEI: 300300C1020111000029 | Long             | DBT              | NUSS              | CN        |   70000000 | PA      | $10201545.44  | 1.18%             | 2026-08-13      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIKA SLOVENIJA                                          | Slovenia Government Bond                                                    | CUSIP: 000000000<br>LEI: 485100000LWQHIX4XX88 | Long             | DBT              | NUSS              | SI        |    2093000 | PA      | $1632425.62   | 0.19%             | 2035-03-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: —       |
| MORGAN STANLEY & CO. LLC                                     | USD/CNH FORWARD                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-85003.95    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                               | CDS HELLENIC REPUBLIC GOVERNMENT BOND                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |          1 | NC      | $-3281.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS Securities LLC                                           | USD/THB FORWARD                                                             | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-358038.37   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| AMERICA MOVIL SAB DE CV                                      | America Movil SAB de CV                                                     | CUSIP: 000000000<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |     930000 | PA      | $992114.54    | 0.11%             | 2030-06-28      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| STATE STREET GLOBAL MARKETS, LLC                             | CAD/USD FORWARD                                                             | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-17463.60    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                              | Danske Bank A/S                                                             | CUSIP: 000000000<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    1475000 | PA      | $1295595.47   | 0.15%             | 2030-02-12      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CYPRUS                                           | Cyprus Government International Bond                                        | CUSIP: 000000000<br>LEI: 213800IOEYYAHPDLUL60 | Long             | DBT              | NUSS              | CY        |    1201000 | PA      | $1194107.13   | 0.14%             | 2023-07-26      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC            | USD/KRW FORWARD                                                             | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | US        |          1 | NC      | $2634.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BECTON DICKINSON EURO                                        | Becton Dickinson Euro Finance Sarl                                          | CUSIP: 000000000<br>LEI: 549300W40NLZ25XUTH09 | Long             | DBT              | CORP              | LU        |     408000 | PA      | $269669.85    | 0.03%             | 2036-02-12      | Fixed         | 1.21%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                              | CDS ITRAXX.FINSR.38.V1                                                      | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |          1 | NC      | $970052.97    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| AKELIUS RESIDENTIAL AB                                       | Akelius Residential Property AB                                             | CUSIP: 000000000<br>LEI: 213800REBFN6T3PU8L97 | Long             | DBT              | CORP              | SE        |    1010000 | PA      | $932874.71    | 0.11%             | 2025-02-07      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                            | CDS HELLENIC REPUBLIC OF GREECE                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |          1 | NC      | $-7115.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CANADIAN GOVERNMENT RRB                                      | Canadian Government Real Return Bond                                        | CUSIP: 135087WV2<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |   22942749 | PA      | $20497083.63  | 2.37%             | 2031-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                      | USD/CNH FORWARD                                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-134201.24   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                                          | Malaysia Government Bond                                                    | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |    4000000 | PA      | $808667.52    | 0.09%             | 2033-04-15      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| MEDTRONIC GLOBAL HLDINGS                                     | Medtronic Global Holdings SCA                                               | CUSIP: 000000000<br>LEI: 549300JXMTTP8GKYIX14 | Long             | DBT              | CORP              | LU        |     554000 | PA      | $452031.11    | 0.05%             | 2028-10-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| STATE STREET GLOBAL MARKETS, LLC                             | DKK/USD FORWARD                                                             | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-130517.74   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| AUSTRALIAN SECURITIES EXCHANGE TRADE24                       | SFE 3 YEAR AUSTRALIAN BOND                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | AU        |        599 | NC      | $-285488.02   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| CAIXABANK SA                                                 | CaixaBank SA                                                                | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    2100000 | PA      | $2004079.74   | 0.23%             | 2028-07-14      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                    | IRS EUR                                                                     | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-5045243.43  | -0.58%            |  |  |  | No            |                  2 | On Loan: No      |
| INPOST NA                                                    | InPost SA                                                                   | CUSIP: 000000000<br>LEI: 2221003M23QLERR89585 | Long             | DBT              | CORP              | LU        |     365000 | PA      | $270077.28    | 0.03%             | 2027-07-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| COUNTRY GARDEN HLDGS                                         | Country Garden Holdings Co Ltd                                              | CUSIP: 000000000<br>LEI: 549300MGHLPT1EFHGF84 | Long             | DBT              | CORP              | KY        |    1050000 | PA      | $352265.41    | 0.04%             | 2025-05-27      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE LONDON                                       | Credit Agricole SA/London                                                   | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    1100000 | PA      | $989557.47    | 0.11%             | 2026-12-20      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                    | IRS EUR                                                                     | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-387952.41   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| SKY LTD                                                      | Sky Ltd                                                                     | CUSIP: 000000000<br>LEI: 2138003TS48MQKF4BZ29 | Long             | DBT              | CORP              | GB        |     881000 | PA      | $853080.23    | 0.10%             | 2023-11-24      | Fixed         | 1.88%                 | No            |                  2 | On Loan: —       |
| UK CLEARING HOUSE LIMITED                                    | IRS EUR                                                                     | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-1391672.62  | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, National Association                               | INR/USD FORWARD                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |          1 | NC      | $20481.64     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                   | USD/THB FORWARD                                                             | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |          1 | NC      | $57845.07     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                               | Czech Republic Government Bond                                              | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |  309070000 | PA      | $10526026.44  | 1.22%             | 2029-07-23      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA TRUST                                            | Transcanada Trust                                                           | CUSIP: 89356BAD0<br>LEI: 549300Y0MFCAXLBWUV51 | Long             | DBT              | CORP              | CA        |    4481000 | PA      | $2929396.78   | 0.34%             | 2077-05-18      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                     | CLP/USD FORWARD                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-38810.34    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                     | USD/CHF FORWARD                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-152130.74   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| VOLKSWAGEN LEASING GMBH                                      | Volkswagen Leasing GmbH                                                     | CUSIP: 000000000<br>LEI: 5299004GLEUX88BSNB74 | Long             | DBT              | CORP              | DE        |    1630000 | PA      | $1466663.74   | 0.17%             | 2026-06-19      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                      | USD/INR FORWARD                                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-150767.64   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                      | TWD/USD FORWARD                                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |          1 | NC      | $192104.25    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SERBIA TREASURY BONDS                                        | Serbia Treasury Bonds                                                       | CUSIP: 000000000<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |  479110000 | PA      | $3141045.88   | 0.36%             | 2032-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIKA SLOVENIJA                                          | Slovenia Government Bond                                                    | CUSIP: 000000000<br>LEI: 485100000LWQHIX4XX88 | Long             | DBT              | NUSS              | SI        |    2675000 | PA      | $1951389.49   | 0.23%             | 2040-11-03      | Fixed         | 1.75%                 | No            |                  2 | On Loan: —       |
| CELULOSA ARAUCO CONSTITU                                     | Celulosa Arauco y Constitucion SA                                           | CUSIP: 151191BJ1<br>LEI: 549300QEKV8G0AMNQD28 | Long             | DBT              | CORP              | CL        |    2335000 | PA      | $1919288.28   | 0.22%             | 2030-01-29      | Fixed         | 4.20%                 | No            |                  2 | On Loan: —       |
| BERKSHIRE HATHAWAY FIN                                       | Berkshire Hathaway Finance Corp                                             | CUSIP: 000000000<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    1020000 | PA      | $837697.54    | 0.10%             | 2030-03-18      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                     | Thermo Fisher Scientific Inc                                                | CUSIP: 000000000<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |     156000 | PA      | $136244.43    | 0.02%             | 2032-04-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| ARDAGH METAL PACKAGING                                       | Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1130000 | PA      | $787169.01    | 0.09%             | 2029-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-02-09

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

**Signature:** Alan S. Dupski

**Name of Signer:** Alan S. Dupski

**Title:** Treasurer & Vice President