# EDGAR Filing Document

**Accession Number:** 0000313212
**File Stem:** 0000313212-23-000189
**Filing Date:** 2023-2
**Character Count:** 175110
**Document Hash:** af4549016442a20901c8f689337113f2
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000313212-23-000189.hdr.sgml**: 20230224

**ACCESSION NUMBER**: 0000313212-23-000189

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230224

**DATE AS OF CHANGE**: 20230224

**PERIOD START**: 20221231

**FILER**: 

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-02958
- **FILM NUMBER:** 23667262

**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:** 2022-12-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $961887596.89

**Total Liabilities:** $70054765.95

**Net Assets:** $891832830.94

**Cash Not Reported:** $14965950.89

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -738.245407 | **1-Year:** -7674.627232 | **5-Year:** -8201.172835 | **10-Year:** -11829.526821 | **30-Year:** -4146.620866

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

- **3-Month:** -138.180793 | **1-Year:** -1190.953992 | **5-Year:** 15010.567987 | **10-Year:** -3032.985001 | **30-Year:** -211.835709

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000159126 | -0.48%               | 7.71%                | 0.13%                |
| Class ID C000219335 | -0.58%               | 7.93%                | 0.18%                |
| Class ID C000004008 | -0.75%               | 7.44%                | -0.14%               |
| Class ID C000004007 | -0.64%               | 7.72%                | 0.12%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-29549398.29            | $29854598.35                               |
| Month 2  | $-14508785.16            | $70796750.45                               |
| Month 3  | $-10736522.23            | $14955136.06                               |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| N/A                                                                         | AUST 3YR BOND FUT MAR23                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | AU        |        645 | NC      | $-629883.26   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| Romanian Government International Bond                                      | ROMANIAN GOVERNMENT INTERNATIONAL BOND                                        | CUSIP: BT9807624<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    1510000 | PA      | $1353843.91   | 0.15%             | 2028-03-07      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Cyprus Government International Bond                                        | CYPRUS GOVERNMENT INTERNATIONAL BOND                                          | CUSIP: BT4945783<br>LEI: 213800IOEYYAHPDLUL60 | Long             | DBT              | NUSS              | CY        |    3426000 | PA      | $2700791.85   | 0.30%             | 2032-01-20      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| Graphic Packaging International LLC                                         | GRAPHIC PACKAGING INTERNATIONAL LLC                                           | CUSIP: BS3572366<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |     625000 | PA      | $581281.11    | 0.07%             | 2029-02-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Albania Government International Bond                                       | ALBANIA GOVERNMENT INTERNATIONAL BOND                                         | CUSIP: BS5203325<br>LEI: 254900EDM43U3SGRND29 | Long             | DBT              | NUSS              | AL        |    2730000 | PA      | $2381200.93   | 0.27%             | 2031-11-23      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| Highland Holdings Sarl                                                      | HIGHLAND HOLDINGS SARL                                                        | CUSIP: BS2119425<br>LEI: 549300WGY8GPJM4PQR36 | Long             | DBT              | CORP              | LU        |     765000 | PA      | $713764.61    | 0.08%             | 2026-12-15      | Fixed         | 0.32%                 | No            |                  2 | On Loan: No      |
| Altice Financing SA                                                         | ALTICE FINANCING SA                                                           | CUSIP: BQ8377260<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |     365000 | PA      | $313329.39    | 0.04%             | 2029-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP                                                 | USD/GBP FWD 20230224 BNPAFRPP                                                 | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |          1 | NC      | $18229.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC - Wholesale (SING)                                        | KRW/USD FWD 20230119 BARCGB5G                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | KR        |          1 | NC      | $-171003.60   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                                                          | TWD/USD FWD 20230119 GSILGB2X                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | TW        |          1 | NC      | $-152080.33   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK                                                               | HUF/USD FWD 20230113 DEUTGB2L                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | HU        |          1 | NC      | $-1699781.52  | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N A                                                                | USD/EUR FWD 20230224 CITIGB2L                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |          1 | NC      | $52974.02     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS SECURITIES LLC                                                          | JPY/USD FWD 20230120 UBSWGB2L                                                 | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | JP        |          1 | NC      | $788036.23    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES INC                                                         | JPY/USD FWD 20230120 MRMDUS33                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | JP        |          1 | NC      | $680809.36    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                                                          | EUR/USD FWD 20230224 GSILGB2X                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-5587.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP                                                 | USD/BRL FWD 20230302 BNPAFRPP                                                 | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-27135.27    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N A                                                                | RON/USD FWD 20230113 CITIGB2L                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | RO        |          1 | NC      | $122603.92    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                                          | USD/CAD FWD 20230120 CIBCCATT                                                 | CUSIP: 000000000<br>LEI: 2IGI19DL77OX0HC3ZE78 | N/A              | DFE              | CORP              | US        |          1 | NC      | $2078.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                | CNH/USD FWD 20230113 MSLNGB2X                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | CN        |          1 | NC      | $-95951.49    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                                                        | SGD/USD FWD 20230317 CHASGB2L                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | SG        |          1 | NC      | $-17728.22    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                         | EURO-BUND FUTURE MAR23                                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |         80 | NC      | $-640822.25   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| UBS SECURITIES LLC                                                          | PEN/USD FWD 20230119 UBSWGB2L                                                 | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | PE        |          1 | NC      | $58527.99     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC                                             | NOK/USD FWD 20230120 SBOSGB2X                                                 | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | NO        |          1 | NC      | $119102.62    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                | CAD/USD FWD 20230120 MSLNGB2X                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | CA        |          1 | NC      | $13359.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N A                                                                | DKK/USD FWD 20230113 CITIGB2L                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | DK        |          1 | NC      | $298797.54    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| RBC DOMINION SECURITIES INC                                                 | JPY/USD FWD 20230120 ROYCGB2L                                                 | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | JP        |          1 | NC      | $292007.24    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                                                        | MXN/USD FWD 20230113 CHASGB2L                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | MX        |          1 | NC      | $-129762.07   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N A                                                                | USD/GBP FWD 20230224 CITIGB2L                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |          1 | NC      | $31506.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                                                        | SEK/USD FWD 20230224 CHASGB2L                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | SE        |          1 | NC      | $-15464.22    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                                                        | USD/CLP FWD 20230119 CHASGB2L                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |          1 | NC      | $50968.50     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS SECURITIES LLC                                                          | CAD/USD FWD 20230120 UBSWGB2L                                                 | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | CA        |          1 | NC      | $-84341.26    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP                                                 | USD/CLP FWD 20230119 BNPAFRPP                                                 | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |          1 | NC      | $136928.12    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N A                                                                | ZAR/USD FWD 20230113 CITIGB2L                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | ZA        |          1 | NC      | $298968.67    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N A                                                                | RSD/USD FWD 20230317 CITIGB2L                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | RS        |          1 | NC      | $-22206.70    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA                                                             | CHF/USD FWD 20230120 BOFAUS6N                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | CH        |          1 | NC      | $-54836.95    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                         | EURO-BOBL FUTURE MAR23                                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |         78 | NC      | $-305672.98   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| UBS SECURITIES LLC                                                          | USD/CHF FWD 20230120 UBSWGB2L                                                 | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-386436.63   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS SECURITIES LLC                                                          | CHF/USD FWD 20230120 UBSWGB2L                                                 | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | CH        |          1 | NC      | $2502476.55   | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO SECURITIES, LLC.                                                | CLP/USD FWD 20230119 WFBIUS6W                                                 | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | N/A              | DFE              | CORP              | CL        |          1 | NC      | $77553.79     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP                                                 | BRL/USD FWD 20230302 BNPAFRPP                                                 | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | BR        |          1 | NC      | $-17662.02    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED SECURITIES                                               | CNH/USD FWD 20230113 SCBLGB2L                                                 | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | CN        |          1 | NC      | $-37243.41    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS SECURITIES LLC                                                          | NZD/USD FWD 20230120 UBSWGB2L                                                 | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | NZ        |          1 | NC      | $83264.99     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                         | LCH - EUR IRS 12/30/27 REC FIX                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |          1 | NC      | $-118959.95   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA                                                             | FXO_USD_OTC_E_PUT_JPY_USD_K_128.8_EFF_2022-12-20_MAT_2023-02-17               | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |          1 | NC      | $131942.45    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                | FXO_USD_OTC_E_PUT_JPY_USD_K_127.85_EFF_2022-12-20_MAT_2023-03-17              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |          1 | NC      | $153831.85    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                         | LCH - EUR ZCIS 12/15/27 PAY CPI                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DO               | CORP              | US        |          1 | NC      | $-104945.54   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                         | LCH - EUR ZCIS 12/15/27 PAY CPI                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DO               | CORP              | US        |          1 | NC      | $-106580.13   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                         | LCH - EUR IRS 12/16/29 REC FIX                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |          1 | NC      | $-267550.46   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS SECURITIES LLC                                                          | FXO_USD_OTC_E_CALL_CAD_USD_K_1.389_EFF_2022-12-06_MAT_2023-03-03              | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |          1 | NC      | $128970.02    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N A                                                                | FXO_USD_OTC_E_CALL_GBP_USD_K_1.1945_EFF_2022-12-02_MAT_2023-02-03             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |          1 | NC      | $233807.48    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                         | LCH - EUR IRS 11/30/32 REC FIX                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |          1 | NC      | $-13269.16    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                         | LCH - EUR IRS 11/30/32 REC FIX                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |          1 | NC      | $-31891.93    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                         | LCH - EUR IRS 11/24/32 REC FIX                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |          1 | NC      | $-36576.53    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                         | LCH - EUR IRS 11/24/32 REC FIX                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |          1 | NC      | $-11934.52    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                         | LCH - EUR IRS 11/23/32 REC FIX                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |          1 | NC      | $-553957.17   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                         | LCH - EUR IRS 11/21/32 REC FIX                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |          1 | NC      | $-30230.81    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                         | LCH - EUR IRS 11/18/32 REC FIX                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |          1 | NC      | $-27291.41    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                         | LCH - EUR IRS 11/17/32 REC FIX                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |          1 | NC      | $-16335.30    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                | FXO_USD_OTC_E_CALL_EUR_USD_K_0.987_EFF_2022-11-14_MAT_2023-01-06              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |          1 | NC      | $3.28         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS SECURITIES LLC                                                          | FXO_USD_OTC_E_CALL_EUR_USD_K_0.9875_EFF_2022-11-11_MAT_2022-12-30             | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |          1 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N A                                                                | FXO_USD_OTC_E_CALL_EUR_USD_K_0.97_EFF_2022-11-10_MAT_2022-12-30               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |          1 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LANXESS AG                                                                  | ICE_LANXESS AG CDS 12/20/2027                                                 | CUSIP: 000000000<br>LEI: 529900PTLRE72EMYIJ77 | N/A              | DCR              | CORP              | US        |          1 | NC      | $110594.14    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                         | ICE_ITRX XOVER CDSI S38 5Y 12/20/2027                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |          1 | NC      | $-629630.93   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                         | ICE_ITRX EUR SNRFIN CDSI S38 5Y 12/20/2027                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |          1 | NC      | $-13119.18    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                         | LCH - EUR IRS 6/30/32 REC FIX                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |          1 | NC      | $-119588.69   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                         | LCH - EUR IRS 6/30/29 REC FIX                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |          1 | NC      | $-148275.50   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                         | CME - CZK IRS 6/22/27 REC FIX                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |          1 | NC      | $214591.33    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                         | CME - CZK IRS 6/22/27 REC FIX                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |          1 | NC      | $105026.38    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                         | CME - CZK IRS 6/21/27 REC FIX                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |          1 | NC      | $97111.96     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                         | CME - CZK IRS 6/21/27 REC FIX                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |          1 | NC      | $97111.96     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                         | LCH - EUR IRS 4/21/32 REC FIX                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |          1 | NC      | $-454783.99   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                         | LCH - EUR IRS 4/4/32 REC FIX                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |          1 | NC      | $-1596630.30  | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                         | LCH - EUR IRS 3/2/32 REC FIX                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |          1 | NC      | $-5691933.29  | -0.64%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS                                                                    | GREECE CDS 12/20/2024                                                         | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DCR              | CORP              | US        |          1 | NC      | $20258.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                | GREECE CDS 12/20/2024                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCR              | CORP              | US        |          1 | NC      | $6026.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS                                                                    | GREECE CDS 06/20/2024                                                         | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DCR              | CORP              | US        |          1 | NC      | $638.73       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA                                                             | GREECE CDS 12/20/2024                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |          1 | NC      | $6641.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA                                                             | GREECE CDS 12/20/2029                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |          1 | NC      | $-33641.07    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS                                                                    | GREECE CDS 06/20/2024                                                         | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DCR              | CORP              | US        |          1 | NC      | $638.73       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA                                                             | GREECE CDS 12/20/2024                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |          1 | NC      | $13283.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA                                                             | GREECE CDS 12/20/2029                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |          1 | NC      | $-33641.07    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS                                                                    | GREECE CDS 06/2024                                                            | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DCR              | CORP              | US        |          1 | NC      | $1277.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                         | IRS_PLN_CME_1.86_1Y_PLN-WIBOR-WIBO_6M_EFF_2019-11-07_MAT_2029-11-07_FXD-FLT   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |          1 | NC      | $110145.09    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                         | IRS_MXN_3226573893_CME_5.4986_28D_MXN-TIIE-BANXICO_28D_MAT_2027-05-04_FXD-FLT | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |          1 | NC      | $-626501.64   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                         | CME - PLN IRS 3.1584 02/14/2028 - JPM                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |          1 | NC      | $422401.04    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                         | IRS_PLN_CME_1.775_1Y_PLN-WIBOR-WIBO_6M_EFF_2019-10-22_MAT_2029-10-22_FXD-FLT  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |          1 | NC      | $321402.09    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK                                                                    | GREECE CDS 06/20/2025                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |          1 | NC      | $2488.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK                                                                    | GREECE CDS 06/20/2025                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |          1 | NC      | $4977.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA                                                             | GREECE CDS 12/20/2024                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |          1 | NC      | $6641.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                | GREECE CDS 06/20/2025                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCR              | CORP              | US        |          1 | NC      | $3149.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                         | LCH - EUR IRS 10/20/25 REC FIX                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |          1 | NC      | $-820174.71   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                         | IRS_PLN_CME_1.78_1Y_PLN-WIBOR-WIBO_6M_EFF_2019-10-22_MAT_2029-10-22_FXD-FLT   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |          1 | NC      | $224725.93    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                         | LCH - EUR IRS 5/19/28 REC FIX                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |          1 | NC      | $-1273146.20  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| Hellenic Republic Government Bond                                           | ICE - GREECE CDS 06/20/2026                                                   | CUSIP: 000000000<br>LEI: 2138003EKTMKZ5598902 | N/A              | DCR              | CORP              | US        |          1 | NC      | $-39.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                         | IRS_PLN_CME_1.8025_1Y_PLN-WIBOR-WIBO_6M_EFF_2019-11-04_MAT_2029-11-04_FXD-FLT | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |          1 | NC      | $113369.33    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                         | IRS_PLN_CME_1.82_1Y_PLN-WIBOR-WIBO_6M_EFF_2019-11-05_MAT_2029-11-05_FXD-FLT   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |          1 | NC      | $112916.87    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N A                                                                | CLP/USD FWD 20230119 CITIGB2L                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | CL        |          1 | NC      | $181458.23    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                | USD/GBP FWD 20230224 MSLNGB2X                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-252455.94   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                | GBP/USD FWD 20230224 MSLNGB2X                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | GB        |          1 | NC      | $14200.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK                                                               | THB/USD FWD 20230310 DEUTGB2L                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | TH        |          1 | NC      | $-193288.72   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA                                                             | USD/GBP FWD 20230224 BOFAUS6N                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |          1 | NC      | $117279.59    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                                                        | COP/USD FWD 20230310 CHASGB2L                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | CO        |          1 | NC      | $-15444.71    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                | CAD/USD FWD 20230120 MSLNGB2X                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | CA        |          1 | NC      | $-11593.96    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS SECURITIES LLC                                                          | CNH/USD FWD 20230113 UBSWGB2L                                                 | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | CN        |          1 | NC      | $1579320.28   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                         | KOREA 3YR BND FUT MAR23                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | KR        |        833 | NC      | $-573920.36   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                         | KOREA 10YR BND FU MAR23                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | KR        |        147 | NC      | $-392912.46   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| UBS SECURITIES LLC                                                          | CZK/USD FWD 20230113 UBSWGB2L                                                 | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | CZ        |          1 | NC      | $-1635504.65  | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                                                        | CHF/USD FWD 20230120 CHASGB2L                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | CH        |          1 | NC      | $53104.30     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                         | JPN 10Y BOND(OSE) MAR23                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | JP        |        -29 | NC      | $596338.92    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| JP MORGAN CHASE BANK                                                        | CNH/USD FWD 20230113 CHASGB2L                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | CN        |          1 | NC      | $2122352.29   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                                                        | USD/CNH FWD 20230113 CHASGB2L                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-91242.61    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                         | EURO-BTP FUTURE MAR23                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |        -88 | NC      | $234202.56    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP                                                 | USD/JPY FWD 20230120 BNPAFRPP                                                 | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-3613795.89  | -0.41%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS SECURITIES LLC                                                          | ZAR/USD FWD 20230113 UBSWGB2L                                                 | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | ZA        |          1 | NC      | $-89607.50    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK                                                               | USD/INR FWD 20230119 DEUTGB2L                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |          1 | NC      | $1237.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                                                        | USD/CZK FWD 20230113 CHASGB2L                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-52557.94    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                                                        | USD/GBP FWD 20230224 CHASGB2L                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |          1 | NC      | $5858.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS SECURITIES LLC                                                          | KRW/USD FWD 20230119 UBSWGB2L                                                 | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | KR        |          1 | NC      | $24554.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP                                                 | USD/HUF FWD 20230113 BNPAFRPP                                                 | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |          1 | NC      | $70267.79     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                                                        | EUR/USD FWD 20230224 CHASGB2L                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |          1 | NC      | $22641.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N A                                                                | JPY/USD FWD 20230120 CITIGB2L                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | JP        |          1 | NC      | $205178.70    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N A                                                                | USD/JPY FWD 20230120 CITIGB2L                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-397198.43   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP                                                 | CLP/USD FWD 20230119 BNPAFRPP                                                 | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | CL        |          1 | NC      | $-1089594.18  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                                                        | USD/CAD FWD 20230120 CHASGB2L                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |          1 | NC      | $4050.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N A                                                                | THB/USD FWD 20230310 CITIGB2L                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | TH        |          1 | NC      | $-11996.53    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES INC                                                         | MYR/USD FWD 20230310 MRMDUS33                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | MY        |          1 | NC      | $-178299.61   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES INC                                                         | CLP/USD FWD 20230119 MRMDUS33                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | CL        |          1 | NC      | $115500.74    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                | NZD/USD FWD 20230120 MSLNGB2X                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | NZ        |          1 | NC      | $250721.43    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS SECURITIES LLC                                                          | SGD/USD FWD 20230317 UBSWGB2L                                                 | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | SG        |          1 | NC      | $-44077.84    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                         | EURO-SCHATZ FUT MAR23                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |        112 | NC      | $-134562.81   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| UBS SECURITIES LLC                                                          | AUD/USD FWD 20230120 UBSWGB2L                                                 | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | AU        |          1 | NC      | $-1267766.30  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                                                        | AUD/USD FWD 20230120 CHASGB2L                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | AU        |          1 | NC      | $4832.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC                                             | GBP/USD FWD 20230224 SBOSGB2X                                                 | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | GB        |          1 | NC      | $-11579.43    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA                                                             | JPY/USD FWD 20230120 BOFAUS6N                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | JP        |          1 | NC      | $232869.71    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA                                                             | USD/JPY FWD 20230120 BOFAUS6N                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-576564.45   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N A                                                                | MXN/USD FWD 20230113 CITIGB2L                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | MX        |          1 | NC      | $-65907.55    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                         | CAN 10YR BOND FUT MAR23                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | CA        |         62 | NC      | $-207763.18   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                         | CAN 10YR BOND FUT MAR23                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | CA        |         25 | NC      | $-83775.48    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                         | CAN 10YR BOND FUT MAR23                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | CA        |        235 | NC      | $-787489.47   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE BANK                                                               | USD/JPY FWD 20230120 DEUTGB2L                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-3210349.70  | -0.36%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK                                                               | JPY/USD FWD 20230120 DEUTGB2L                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | JP        |          1 | NC      | $102140.32    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED SECURITIES                                               | USD/MYR FWD 20230310 SCBLGB2L                                                 | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-56146.75    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N A                                                                | SGD/USD FWD 20230317 CITIGB2L                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | SG        |          1 | NC      | $-17216.06    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Cologix Canadian Issuer LP                                                  | COLOGIX CANADIAN ISSUER LP                                                    | CUSIP: 19521DAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | CA        |    1690000 | PA      | $1138653.10   | 0.13%             | 2052-01-25      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                | CLP/USD FWD 20230119 MSLNGB2X                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | CL        |          1 | NC      | $403894.11    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK                                                               | USD/EUR FWD 20230224 DEUTGB2L                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-59440.78    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK                                                               | EUR/USD FWD 20230224 DEUTGB2L                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |          1 | NC      | $1679234.75   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Next Group PLC                                                              | NEXT GROUP PLC                                                                | CUSIP: LW0418464<br>LEI: 213800O8TRZCFJ9R5760 | Long             | DBT              | CORP              | GB        |    1787000 | PA      | $1902334.63   | 0.21%             | 2028-05-18      | Fixed         | 3.62%                 | No            |                  2 | On Loan: —       |
| Malaysia Government Bond                                                    | MALAYSIA GOVERNMENT BOND                                                      | CUSIP: JK3819022<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |   70374000 | PA      | $16404826.59  | 1.84%             | 2046-03-15      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| Banco de Bogota SA                                                          | BANCO DE BOGOTA SA                                                            | CUSIP: LW0752441<br>LEI: 549300LYHE7LWSKDZT53 | Long             | DBT              | CORP              | CO        |    1050000 | PA      | $1031504.90   | 0.12%             | 2026-05-12      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Latvia Government International Bond                                        | LATVIA GOVERNMENT INTERNATIONAL BOND                                          | CUSIP: QZ7335404<br>LEI: 25490002QDEB2KTLNK39 | Long             | DBT              | NUSS              | LV        |   11633000 | PA      | $11141789.98  | 1.25%             | 2026-10-07      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Slovenia Government Bond                                                    | SLOVENIA GOVERNMENT BOND                                                      | CUSIP: AL0067887<br>LEI: 485100000LWQHIX4XX88 | Long             | DBT              | NUSS              | SI        |    2675000 | PA      | $2018802.59   | 0.23%             | 2040-11-03      | Fixed         | 1.75%                 | No            |                  2 | On Loan: —       |
| Brazil Notas do Tesouro Nacional Serie F                                    | BRAZIL NOTAS DO TESOURO NACIONAL SERIE F                                      | CUSIP: JV5341526<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |   17395000 | PA      | $3028340.73   | 0.34%             | 2027-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                        | BANK OF AMERICA CORP                                                          | CUSIP: AM3441673<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    1414000 | PA      | $1470584.19   | 0.16%             | 2025-02-07      | Variable      | 1.38%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                                | CAIXABANK SA                                                                  | CUSIP: AO2478318<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    1600000 | PA      | $1679750.14   | 0.19%             | 2028-07-14      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                     | BPCE SA                                                                       | CUSIP: AM0928672<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    1400000 | PA      | $1497625.92   | 0.17%             | 2023-01-18      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Akelius Residential Property AB                                             | AKELIUS RESIDENTIAL PROPERTY AB                                               | CUSIP: AN5956965<br>LEI: 213800REBFN6T3PU8L97 | Long             | DBT              | CORP              | SE        |    1010000 | PA      | $998154.27    | 0.11%             | 2025-02-07      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Slovenia Government Bond                                                    | SLOVENIA GOVERNMENT BOND                                                      | CUSIP: UV4163928<br>LEI: 485100000LWQHIX4XX88 | Long             | DBT              | NUSS              | SI        |    6140000 | PA      | $5747061.05   | 0.64%             | 2045-08-07      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                      | ROMANIAN GOVERNMENT INTERNATIONAL BOND                                        | CUSIP: LW1795365<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    3700000 | PA      | $3439817.75   | 0.39%             | 2028-05-26      | Fixed         | 2.88%                 | No            |                  2 | On Loan: —       |
| Legal & General Group PLC                                                   | LEGAL & GENERAL GROUP PLC                                                     | CUSIP: QJ2205897<br>LEI: 213800JH9QQWHLO99821 | Long             | DBT              | CORP              | GB        |     525000 | PA      | $617282.62    | 0.07%             | 2045-10-27      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bond                                                   | SINGAPORE GOVERNMENT BOND                                                     | CUSIP: EK9375735<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |    2600000 | PA      | $1915680.16   | 0.21%             | 2025-06-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Australia Government Bond                                                   | AUSTRALIA GOVERNMENT BOND                                                     | CUSIP: QZ5429456<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |    4280000 | PA      | $2310744.71   | 0.26%             | 2047-03-21      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA/London                                                   | CREDIT AGRICOLE SA/LONDON                                                     | CUSIP: AL6886769<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    1100000 | PA      | $1082730.20   | 0.12%             | 2026-12-20      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Israel Government Bond - Fixed                                              | ISRAEL GOVERNMENT BOND - FIXED                                                | CUSIP: EK8892565<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |   28725389 | PA      | $7769140.57   | 0.87%             | 2025-08-31      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Japanese Government CPI Linked Bond                                         | JAPANESE GOVERNMENT CPI LINKED BOND                                           | CUSIP: EK9047615<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 1480406400 | PA      | $11560683.54  | 1.30%             | 2025-03-10      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Japan Government Ten Year Bond                                              | JAPAN GOVERNMENT TEN YEAR BOND                                                | CUSIP: EK7837587<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 2089800000 | PA      | $16048179.93  | 1.80%             | 2025-03-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Slovenia Government Bond                                                    | SLOVENIA GOVERNMENT BOND                                                      | CUSIP: EK8128572<br>LEI: 485100000LWQHIX4XX88 | Long             | DBT              | NUSS              | SI        |    2093000 | PA      | $1716359.24   | 0.19%             | 2035-03-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Ireland Government Bond                                                     | IRELAND GOVERNMENT BOND                                                       | CUSIP: EK7325393<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |     983000 | PA      | $824229.27    | 0.09%             | 2045-02-18      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Sky Ltd                                                                     | SKY LTD                                                                       | CUSIP: EK6080361<br>LEI: 2138003TS48MQKF4BZ29 | Long             | DBT              | CORP              | GB        |     881000 | PA      | $934569.42    | 0.10%             | 2023-11-24      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                      | ROMANIAN GOVERNMENT INTERNATIONAL BOND                                        | CUSIP: EK5379202<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     305000 | PA      | $322007.52    | 0.04%             | 2024-10-28      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Japanese Government CPI Linked Bond                                         | JAPANESE GOVERNMENT CPI LINKED BOND                                           | CUSIP: EK5349312<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 1545374800 | PA      | $12068736.62  | 1.35%             | 2024-09-10      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                       | CHINA GOVERNMENT BOND                                                         | CUSIP: BY2971822<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |   70000000 | PA      | $9914812.20   | 1.11%             | 2032-08-15      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| Allianz SE                                                                  | ALLIANZ SE                                                                    | CUSIP: EK4884681<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |    2300000 | PA      | $2372884.71   | 0.27%             | N/A             | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                           | JAPAN GOVERNMENT THIRTY YEAR BOND                                             | CUSIP: EK4826393<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 1297900000 | PA      | $10527191.34  | 1.18%             | 2044-09-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| New South Wales Treasury Corp                                               | NEW SOUTH WALES TREASURY CORP                                                 | CUSIP: EK4579513<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |    9397400 | PA      | $6397899.88   | 0.72%             | 2026-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Japan Treasury Discount Bill                                                | JAPAN TREASURY DISCOUNT BILL                                                  | CUSIP: ZN1227489<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 5600000000 | PA      | $42687156.35  | 4.79%             | 2023-05-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                    | BUNDESREPUBLIK DEUTSCHLAND BUNDESANLEIHE                                      | CUSIP: BX3343023<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |   23280000 | PA      | $23069261.96  | 2.59%             | 2032-08-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                         | FRENCH REPUBLIC GOVERNMENT BOND OAT                                           | CUSIP: BT2718364<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |   15737000 | PA      | $12654468.54  | 1.42%             | 2032-05-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                    | BUNDESREPUBLIK DEUTSCHLAND BUNDESANLEIHE                                      | CUSIP: BT2450315<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |   21952000 | PA      | $18669807.85  | 2.09%             | 2032-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: —       |
| JP MORGAN CHASE BANK                                                        | JPY/USD FWD 20230120 CHASGB2L                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | JP        |          1 | NC      | $184623.42    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                                                        | USD/JPY FWD 20230120 CHASGB2L                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-136373.64   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Japan Treasury Discount Bill                                                | JAPAN TREASURY DISCOUNT BILL                                                  | CUSIP: BZ4304763<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 5863000000 | PA      | $44676917.74  | 5.01%             | 2023-01-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                       | CHINA GOVERNMENT BOND                                                         | CUSIP: BV8098048<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |   30000000 | PA      | $4406073.33   | 0.49%             | 2052-04-15      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| Vmed O2 UK Financing I PLC                                                  | VMED O2 UK FINANCING I PLC                                                    | CUSIP: BQ1812974<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |    1095000 | PA      | $1007239.90   | 0.11%             | 2031-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Serbia International Bond                                                   | SERBIA INTERNATIONAL BOND                                                     | CUSIP: BR4457197<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |    1742000 | PA      | $1056209.45   | 0.12%             | 2036-09-23      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Serbia International Bond                                                   | SERBIA INTERNATIONAL BOND                                                     | CUSIP: BR4452776<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |    4900000 | PA      | $3773479.16   | 0.42%             | 2028-09-23      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Japanese Government CPI Linked Bond                                         | JAPANESE GOVERNMENT CPI LINKED BOND                                           | CUSIP: BP5432623<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 1151774660 | PA      | $9094579.11   | 1.02%             | 2031-03-10      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                           | JAPAN GOVERNMENT THIRTY YEAR BOND                                             | CUSIP: BZ6879135<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 1254150000 | PA      | $9157951.61   | 1.03%             | 2052-09-20      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Hungary Government International Bond                                       | HUNGARY GOVERNMENT INTERNATIONAL BOND                                         | CUSIP: ZN3745520<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    1557000 | PA      | $1657445.52   | 0.19%             | 2027-02-22      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                              | MORGAN STANLEY                                                                | CUSIP: BP2887050<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    1269000 | PA      | $1168116.23   | 0.13%             | 2027-10-29      | Variable      | 0.41%                 | No            |                  2 | On Loan: No      |
| Interchile SA                                                               | INTERCHILE SA                                                                 | CUSIP: BQ6100474<br>LEI: 549300Y105FQQX6RCE16 | Long             | DBT              | CORP              | CL        |    1700000 | PA      | $1407516.09   | 0.16%             | 2056-06-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| Mondelez International Holdings Netherlands BV                              | MONDELEZ INTERNATIONAL HOLDINGS NETHERLANDS BV                                | CUSIP: BR2463874<br>LEI: 549300CW356R8I7N8D33 | Long             | DBT              | CORP              | NL        |     689000 | PA      | $575642.63    | 0.06%             | 2029-09-09      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Finance I BV                                       | THERMO FISHER SCIENTIFIC FINANCE I BV                                         | CUSIP: BR7759565<br>LEI: 549300SM0PJC1F3RPL91 | Long             | DBT              | CORP              | NL        |     593000 | PA      | $511223.88    | 0.06%             | 2030-10-18      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Tele2 AB                                                                    | TELE2 AB                                                                      | CUSIP: BO6073452<br>LEI: 213800EKD193RVI9HL76 | Long             | DBT              | CORP              | SE        |     310000 | PA      | $250734.61    | 0.03%             | 2031-03-23      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Bank Hapoalim BM                                                            | BANK HAPOALIM BM                                                              | CUSIP: BR9645804<br>LEI: B6ARUI4946ST4S7WOU88 | Long             | DBT              | CORP              | IL        |    1280000 | PA      | $1101196.80   | 0.12%             | 2032-01-21      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Serbia International Bond                                                   | SERBIA INTERNATIONAL BOND                                                     | CUSIP: BO2494579<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |    2090000 | PA      | $1363058.91   | 0.15%             | 2033-03-03      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                       | CHINA GOVERNMENT BOND                                                         | CUSIP: BY6368488<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |  130000000 | PA      | $18303932.30  | 2.05%             | 2032-09-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                           | JAPAN GOVERNMENT THIRTY YEAR BOND                                             | CUSIP: BV8018210<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 1890250000 | PA      | $12490571.51  | 1.40%             | 2052-03-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bond                                                   | SINGAPORE GOVERNMENT BOND                                                     | CUSIP: EK3442887<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |   24099000 | PA      | $17807602.86  | 2.00%             | 2029-07-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Finance Corp                                             | BERKSHIRE HATHAWAY FINANCE CORP                                               | CUSIP: BV0736157<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    1020000 | PA      | $919006.80    | 0.10%             | 2030-03-18      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC | ARDAGH METAL PACKAGING FINANCE USA LLC / ARDAGH METAL PACKAGING FINANCE PLC   | CUSIP: BO2884290<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1130000 | PA      | $876579.09    | 0.10%             | 2029-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bundesobligation                                                            | BUNDESOBLIGATION                                                              | CUSIP: BT4293416<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |    8194000 | PA      | $7861862.31   | 0.88%             | 2027-04-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Hungary Government Bond                                                     | HUNGARY GOVERNMENT BOND                                                       | CUSIP: ZO9985268<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        | 7530350000 | PA      | $11741771.89  | 1.32%             | 2033-04-20      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bond                                                   | SINGAPORE GOVERNMENT BOND                                                     | CUSIP: BM0763284<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |    7340000 | PA      | $5125067.04   | 0.57%             | 2025-11-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| EMG SUKUK Ltd                                                               | EMG SUKUK LTD                                                                 | CUSIP: EK3181816<br>LEI: 549300ZBBW15DAXN4O07 | Long             | DBT              | NUSS              | KY        |    1200000 | PA      | $1185690.00   | 0.13%             | 2024-06-18      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| Verisure Holding AB                                                         | VERISURE HOLDING AB                                                           | CUSIP: BK4334524<br>LEI: 549300VQQCWGISM3N408 | Long             | DBT              | CORP              | SE        |     260000 | PA      | $250866.59    | 0.03%             | 2026-07-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands II BV                               | TEVA PHARMACEUTICAL FINANCE NETHERLANDS II BV                                 | CUSIP: ZO4448841<br>LEI: 549300HSQCIKJAOYIT23 | Long             | DBT              | CORP              | NL        |     210000 | PA      | $220359.30    | 0.02%             | 2025-01-31      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| Medtronic Global Holdings SCA                                               | MEDTRONIC GLOBAL HOLDINGS SCA                                                 | CUSIP: ZO6400725<br>LEI: 549300JXMTTP8GKYIX14 | Long             | DBT              | CORP              | LU        |     554000 | PA      | $492433.74    | 0.06%             | 2028-10-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Brazil Notas do Tesouro Nacional Serie B                                    | BRAZIL NOTAS DO TESOURO NACIONAL SERIE B                                      | CUSIP: ZP2084785<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    6531954 | PA      | $1233366.82   | 0.14%             | 2025-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                           | JAPAN GOVERNMENT THIRTY YEAR BOND                                             | CUSIP: BX7150259<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 1516250000 | PA      | $10870579.00  | 1.22%             | 2052-06-20      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Bundesobligation                                                            | BUNDESOBLIGATION                                                              | CUSIP: BX3039894<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |   28351000 | PA      | $28613010.56  | 3.21%             | 2027-10-15      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                                                 | AMERICAN HONDA FINANCE CORP                                                   | CUSIP: BM6819999<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     796000 | PA      | $822229.04    | 0.09%             | 2026-11-25      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| PLT VII Finance Sarl                                                        | PLT VII FINANCE SARL                                                          | CUSIP: BK4220475<br>LEI: 894500SKZV4JDP64R249 | Long             | DBT              | CORP              | LU        |     200000 | PA      | $202216.57    | 0.02%             | 2026-01-05      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                                    | MALAYSIA GOVERNMENT BOND                                                      | CUSIP: BJ9810216<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |   12586000 | PA      | $2609801.10   | 0.29%             | 2050-06-15      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| Bellis Acquisition Co PLC                                                   | BELLIS ACQUISITION CO PLC                                                     | CUSIP: BN9675065<br>LEI: 259400CYE2267UB4A481 | Long             | DBT              | CORP              | GB        |     450000 | PA      | $440879.89    | 0.05%             | 2026-02-16      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| North Macedonia Government International Bond                               | NORTH MACEDONIA GOVERNMENT INTERNATIONAL BOND                                 | CUSIP: BO3834849<br>LEI: 635400RD1N6RVNCE4958 | Long             | DBT              | NUSS              | MK        |    2600000 | PA      | $2186600.29   | 0.25%             | 2028-03-10      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Albania Government International Bond                                       | ALBANIA GOVERNMENT INTERNATIONAL BOND                                         | CUSIP: BJ9488302<br>LEI: 254900EDM43U3SGRND29 | Long             | DBT              | NUSS              | AL        |     720000 | PA      | $690183.34    | 0.08%             | 2027-06-16      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Czech Republic Government Bond                                              | CZECH REPUBLIC GOVERNMENT BOND                                                | CUSIP: EK1213702<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |  142040000 | PA      | $5838065.30   | 0.65%             | 2025-09-17      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| TK Elevator Midco GmbH                                                      | TK ELEVATOR MIDCO GMBH                                                        | CUSIP: BK2987372<br>LEI: 254900K869UN2ZWVB351 | Long             | DBT              | CORP              | DE        |     490000 | PA      | $463954.12    | 0.05%             | 2027-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                       | CHINA GOVERNMENT BOND                                                         | CUSIP: BR8945304<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |   30000000 | PA      | $4532905.62   | 0.51%             | 2051-10-18      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| Iceland Government International Bond                                       | ICELAND GOVERNMENT INTERNATIONAL BOND                                         | CUSIP: BN7922691<br>LEI: 254900IPCJWRC6XAJN15 | Long             | DBT              | NUSS              | IS        |    2249000 | PA      | $1980852.37   | 0.22%             | 2028-04-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Banco de Sabadell SA                                                        | BANCO DE SABADELL SA                                                          | CUSIP: BP9815211<br>LEI: SI5RG2M0WQQLZCXKRM20 | Long             | DBT              | CORP              | ES        |     800000 | PA      | $687023.37    | 0.08%             | 2028-06-16      | Variable      | 0.88%                 | No            |                  2 | On Loan: No      |
| Hellenic Republic Government Bond                                           | HELLENIC REPUBLIC GOVERNMENT BOND                                             | CUSIP: BN7651852<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |    3809000 | PA      | $3024325.10   | 0.34%             | 2031-06-18      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Leviathan Bond Ltd                                                          | LEVIATHAN BOND LTD                                                            | CUSIP: BK6709046<br>LEI: 254900D9T8VKYVQNZ220 | Long             | DBT              | CORP              | IL        |    1000000 | PA      | $967500.00    | 0.11%             | 2027-06-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                  | VERIZON COMMUNICATIONS INC                                                    | CUSIP: BJ4447196<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     835000 | PA      | $673667.53    | 0.08%             | 2033-05-18      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Gruenenthal GmbH                                                            | GRUENENTHAL GMBH                                                              | CUSIP: BP1531568<br>LEI: 529900SH895E31PGLA72 | Long             | DBT              | CORP              | DE        |     200000 | PA      | $195239.38    | 0.02%             | 2026-11-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Slovenia Government Bond                                                    | SLOVENIA GOVERNMENT BOND                                                      | CUSIP: BN3326814<br>LEI: 485100000LWQHIX4XX88 | Long             | DBT              | NUSS              | SI        |     955000 | PA      | $760396.21    | 0.09%             | 2031-02-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Cellnex Telecom SA                                                          | CELLNEX TELECOM SA                                                            | CUSIP: ZO9508185<br>LEI: 5493008T4YG3AQUI7P67 | Long             | DBT              | CORP              | ES        |     700000 | PA      | $576822.69    | 0.06%             | 2030-10-23      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                                                 | AMERICAN HONDA FINANCE CORP                                                   | CUSIP: BH8301070<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     847000 | PA      | $880821.96    | 0.10%             | 2024-10-18      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Encore Capital Group Inc                                                    | ENCORE CAPITAL GROUP INC                                                      | CUSIP: BM4147484<br>LEI: 5493000UVC6H49CIH830 | Long             | DBT              | CORP              | US        |     910000 | PA      | $984442.30    | 0.11%             | 2026-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Serbia International Bond                                                   | SERBIA INTERNATIONAL BOND                                                     | CUSIP: BR4415765<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |    2450000 | PA      | $1485484.02   | 0.17%             | 2036-09-23      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Encore Capital Group Inc                                                    | ENCORE CAPITAL GROUP INC                                                      | CUSIP: ZO3891934<br>LEI: 5493000UVC6H49CIH830 | Long             | DBT              | CORP              | US        |     540000 | PA      | $537458.60    | 0.06%             | 2025-10-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| InPost SA                                                                   | INPOST SA                                                                     | CUSIP: BQ1783969<br>LEI: 2221003M23QLERR89585 | Long             | DBT              | CORP              | LU        |     365000 | PA      | $324292.83    | 0.04%             | 2027-07-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Philippine Government International Bond                                    | PHILIPPINE GOVERNMENT INTERNATIONAL BOND                                      | CUSIP: BP1537383<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |     910000 | PA      | $904967.21    | 0.10%             | 2025-04-28      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                           | JAPAN GOVERNMENT THIRTY YEAR BOND                                             | CUSIP: BT3860645<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   53700000 | PA      | $327871.15    | 0.04%             | 2051-12-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                         | UNITED KINGDOM GILT                                                           | CUSIP: BJ7876565<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    4299000 | PA      | $2312268.11   | 0.26%             | 2050-10-22      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Landsbankinn HF                                                             | LANDSBANKINN HF                                                               | CUSIP: BO1546940<br>LEI: 549300TLZPT6JELDWM92 | Long             | DBT              | CORP              | IS        |    1675000 | PA      | $1533445.66   | 0.17%             | 2025-05-23      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                                      | STANDARD CHARTERED PLC                                                        | CUSIP: BJ8144633<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    1500000 | PA      | $1474989.11   | 0.17%             | 2030-09-09      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                    | THAILAND GOVERNMENT BOND                                                      | CUSIP: BP2211780<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |  500073000 | PA      | $13919396.02  | 1.56%             | 2031-12-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Infrastrutture Wireless Italiane SpA                                        | INFRASTRUTTURE WIRELESS ITALIANE SPA                                          | CUSIP: ZO9261934<br>LEI: 81560066183FE361C071 | Long             | DBT              | CORP              | IT        |     700000 | PA      | $634430.02    | 0.07%             | 2028-10-21      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Tesco Corporate Treasury Services PLC                                       | TESCO CORPORATE TREASURY SERVICES PLC                                         | CUSIP: BS1441242<br>LEI: 21380018AJDKNF3A6712 | Long             | DBT              | CORP              | GB        |     950000 | PA      | $938131.30    | 0.11%             | 2028-11-02      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Serbia Treasury Bonds                                                       | SERBIA TREASURY BONDS                                                         | CUSIP: BG1390940<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |  409110000 | PA      | $3110314.19   | 0.35%             | 2032-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                       | CHINA GOVERNMENT BOND                                                         | CUSIP: BP5955698<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |   50000000 | PA      | $7279574.13   | 0.82%             | 2031-05-27      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| UBS SECURITIES LLC                                                          | USD/SEK FWD 20230224 UBSWGB2L                                                 | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |          1 | NC      | $14332.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                | THERMO FISHER SCIENTIFIC INC                                                  | CUSIP: BH4498748<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |     156000 | PA      | $147577.59    | 0.02%             | 2032-04-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United Group BV                                                             | UNITED GROUP BV                                                               | CUSIP: BQ6035274<br>LEI: 213800PC85O8BJ7DU398 | Long             | DBT              | CORP              | NL        |     650000 | PA      | $515027.00    | 0.06%             | 2028-08-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson Euro Finance Sarl                                          | BECTON DICKINSON EURO FINANCE SARL                                            | CUSIP: BN9906858<br>LEI: 549300W40NLZ25XUTH09 | Long             | DBT              | CORP              | LU        |     408000 | PA      | $303392.68    | 0.03%             | 2036-02-12      | Fixed         | 1.21%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                    | BUNDESREPUBLIK DEUTSCHLAND BUNDESANLEIHE                                      | CUSIP: BR2469814<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |    1205578 | PA      | $627627.31    | 0.07%             | 2052-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Japanese Government CPI Linked Bond                                         | JAPANESE GOVERNMENT CPI LINKED BOND                                           | CUSIP: EK1626937<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  889684500 | PA      | $6920611.95   | 0.78%             | 2024-03-10      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bond                                                   | SINGAPORE GOVERNMENT BOND                                                     | CUSIP: BQ1798256<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |    7380000 | PA      | $4905545.62   | 0.55%             | 2031-07-01      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Cyprus Government International Bond                                        | CYPRUS GOVERNMENT INTERNATIONAL BOND                                          | CUSIP: BH6216213<br>LEI: 213800IOEYYAHPDLUL60 | Long             | DBT              | NUSS              | CY        |     425000 | PA      | $411940.20    | 0.05%             | 2027-04-16      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Deuce Finco Plc                                                             | DEUCE FINCO PLC                                                               | CUSIP: BP8782586<br>LEI: 9845007DA2BC863E8437 | Long             | DBT              | CORP              | GB        |     345000 | PA      | $331910.09    | 0.04%             | 2027-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Vmed O2 UK Financing I PLC                                                  | VMED O2 UK FINANCING I PLC                                                    | CUSIP: BQ1812982<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |     750000 | PA      | $689890.34    | 0.08%             | 2031-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                    | CANADIAN GOVERNMENT BOND                                                      | CUSIP: 135087M84<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |   47650000 | PA      | $32214778.43  | 3.61%             | 2027-03-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| QNB Finance Ltd                                                             | QNB FINANCE LTD                                                               | CUSIP: ZP9011815<br>LEI: 549300MY0DXTHQEX5O57 | Long             | DBT              | CORP              | KY        |    1000000 | PA      | $920400.00    | 0.10%             | 2027-02-12      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                      | ROMANIAN GOVERNMENT INTERNATIONAL BOND                                        | CUSIP: BJ5968158<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    3571000 | PA      | $3138064.27   | 0.35%             | 2030-05-26      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                             | GENERAL MOTORS FINANCIAL CO INC                                               | CUSIP: BG1643058<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $954498.86    | 0.11%             | 2026-02-26      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| Ziggo BV                                                                    | ZIGGO BV                                                                      | CUSIP: ZQ1506224<br>LEI: 213800TQASLF9JXH5J59 | Long             | DBT              | CORP              | NL        |     510000 | PA      | $435558.93    | 0.05%             | 2030-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: —       |
| Nationale-Nederlanden Bank NV/The Netherlands                               | NATIONALE-NEDERLANDEN BANK NV/THE NETHERLANDS                                 | CUSIP: ZQ6802594<br>LEI: 724500BICUQ0LF1AH770 | Long             | DBT              | CORP              | NL        |    1000000 | PA      | $989363.41    | 0.11%             | 2025-02-26      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Cyprus Government International Bond                                        | CYPRUS GOVERNMENT INTERNATIONAL BOND                                          | CUSIP: ZP4820376<br>LEI: 213800IOEYYAHPDLUL60 | Long             | DBT              | NUSS              | CY        |      50000 | PA      | $34618.35     | 0.00%             | 2040-01-21      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Axiata SPV2 Bhd                                                             | AXIATA SPV2 BHD                                                               | CUSIP: BK8837563<br>LEI: 254900P49KQFQ10AF282 | Long             | DBT              | CORP              | MY        |     400000 | PA      | $323363.89    | 0.04%             | 2030-08-19      | Fixed         | 2.16%                 | No            |                  2 | On Loan: No      |
| Hannover Rueck SE                                                           | HANNOVER RUECK SE                                                             | CUSIP: BK2910671<br>LEI: 529900KIN5BE45V5KB18 | Long             | DBT              | CORP              | DE        |     900000 | PA      | $744461.58    | 0.08%             | 2040-10-08      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| Tesco Corporate Treasury Services PLC                                       | TESCO CORPORATE TREASURY SERVICES PLC                                         | CUSIP: ZQ7670032<br>LEI: 21380018AJDKNF3A6712 | Long             | DBT              | CORP              | GB        |    1000000 | PA      | $965888.44    | 0.11%             | 2026-05-29      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Dar Al-Arkan Sukuk Co Ltd                                                   | DAR AL-ARKAN SUKUK CO LTD                                                     | CUSIP: ZQ0609409<br>LEI: 5493000UYHRBXEIYUQ69 | Long             | DBT              | NUSS              | KY        |     600000 | PA      | $582802.80    | 0.07%             | 2025-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| China Government Bond                                                       | CHINA GOVERNMENT BOND                                                         | CUSIP: ZQ5976324<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |   60000000 | PA      | $8817574.44   | 0.99%             | 2029-11-21      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                | THERMO FISHER SCIENTIFIC INC                                                  | CUSIP: ZR7668893<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |     955000 | PA      | $801559.33    | 0.09%             | 2031-10-01      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Australia Government Bond                                                   | AUSTRALIA GOVERNMENT BOND                                                     | CUSIP: ZP5624975<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |    8241000 | PA      | $4399045.94   | 0.49%             | 2032-05-21      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Volkswagen Leasing GmbH                                                     | VOLKSWAGEN LEASING GMBH                                                       | CUSIP: AZ1285495<br>LEI: 5299004GLEUX88BSNB74 | Long             | DBT              | CORP              | DE        |    1630000 | PA      | $1577852.93   | 0.18%             | 2026-06-19      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                             | DANSKE BANK A/S                                                               | CUSIP: ZQ4664830<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    1475000 | PA      | $1442337.71   | 0.16%             | 2030-02-12      | Variable      | 1.38%                 | No            |                  2 | On Loan: No      |
| FCA Bank SpA/Ireland                                                        | FCA BANK SPA/IRELAND                                                          | CUSIP: ZR4791730<br>LEI: 549300V1VN70Q7PQ7234 | Long             | DBT              | CORP              | IT        |    1000000 | PA      | $1006940.20   | 0.11%             | 2024-09-13      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Hannover Rueck SE                                                           | HANNOVER RUECK SE                                                             | CUSIP: ZR8868088<br>LEI: 529900KIN5BE45V5KB18 | Long             | DBT              | CORP              | DE        |     700000 | PA      | $571967.13    | 0.06%             | 2039-10-09      | Variable      | 1.12%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                         | UNITED KINGDOM GILT                                                           | CUSIP: AZ2780841<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    9058000 | PA      | $10216974.27  | 1.15%             | 2025-06-07      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Blackstone Property Partners Europe Holdings Sarl                           | BLACKSTONE PROPERTY PARTNERS EUROPE HOLDINGS SARL                             | CUSIP: ZR4791987<br>LEI: 213800Y3B5GQFBGVHP79 | Long             | DBT              | CORP              | LU        |    1700000 | PA      | $1321513.34   | 0.15%             | 2029-03-12      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Serbia International Bond                                                   | SERBIA INTERNATIONAL BOND                                                     | CUSIP: AZ2272021<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |    2885000 | PA      | $2223075.50   | 0.25%             | 2029-06-26      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Westlake Corp                                                               | WESTLAKE CORP                                                                 | CUSIP: AZ5984929<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |    1680000 | PA      | $1442443.36   | 0.16%             | 2029-07-17      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                  | CAPITAL ONE FINANCIAL CORP                                                    | CUSIP: 14040HCC7<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    2100000 | PA      | $1782665.34   | 0.20%             | 2029-06-12      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Summer BidCo BV                                                             | SUMMER BIDCO BV                                                               | CUSIP: ZS5903621<br>LEI: 724500EOJYP21L3XM206 | Long             | DBT              | CORP              | NL        |     282606 | PA      | $220597.11    | 0.02%             | 2025-11-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: —       |
| Saudi Arabian Oil Co                                                        | SAUDI ARABIAN OIL CO                                                          | CUSIP: ZS0947920<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |    1000000 | PA      | $897352.00    | 0.10%             | 2039-04-16      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LeasePlan Corp NV                                                           | LEASEPLAN CORP NV                                                             | CUSIP: ZS8242795<br>LEI: 724500C60L930FVHS484 | Long             | DBT              | CORP              | NL        |    1500000 | PA      | $1589810.93   | 0.18%             | N/A             | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| Bangkok Bank PCL/Hong Kong                                                  | BANGKOK BANK PCL/HONG KONG                                                    | CUSIP: ZR6527587<br>LEI: 549300CCL2BKJGMYXV60 | Long             | DBT              | CORP              | TH        |    1750000 | PA      | $1466195.26   | 0.16%             | 2034-09-25      | Variable      | 3.73%                 | No            |                  2 | On Loan: —       |
| China Government Bond                                                       | CHINA GOVERNMENT BOND                                                         | CUSIP: AZ1695297<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |   10000000 | PA      | $1656970.34   | 0.19%             | 2069-06-24      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Cyprus Government International Bond                                        | CYPRUS GOVERNMENT INTERNATIONAL BOND                                          | CUSIP: ZS3023307<br>LEI: 213800IOEYYAHPDLUL60 | Long             | DBT              | NUSS              | CY        |     642000 | PA      | $546395.08    | 0.06%             | 2049-05-03      | Fixed         | 2.75%                 | No            |                  2 | On Loan: —       |
| UniCredit SpA                                                               | UNICREDIT SPA                                                                 | CUSIP: AX2154406<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |     650000 | PA      | $686357.55    | 0.08%             | 2029-02-20      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                              | BNP PARIBAS SA                                                                | CUSIP: AW7468688<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    1000000 | PA      | $996824.45    | 0.11%             | 2027-01-23      | Variable      | 2.12%                 | No            |                  2 | On Loan: No      |
| Fiserv Inc                                                                  | FISERV INC                                                                    | CUSIP: AZ1871211<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1004758.34   | 0.11%             | 2031-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fiserv Inc                                                                  | FISERV INC                                                                    | CUSIP: AZ1871179<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     270000 | PA      | $285801.80    | 0.03%             | 2023-07-01      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Trivium Packaging Finance BV                                                | TRIVIUM PACKAGING FINANCE BV                                                  | CUSIP: AZ7426796<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |     175000 | PA      | $170098.25    | 0.02%             | 2026-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Abertis Infraestructuras SA                                                 | ABERTIS INFRAESTRUCTURAS SA                                                   | CUSIP: AX7293555<br>LEI: 549300GKFVWI02JQ5332 | Long             | DBT              | CORP              | ES        |    1300000 | PA      | $1200631.71   | 0.13%             | 2031-03-27      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Braskem Netherlands Finance BV                                              | BRASKEM NETHERLANDS FINANCE BV                                                | CUSIP: ZQ3579112<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |    1125000 | PA      | $959302.80    | 0.11%             | 2030-01-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CITIBANK N A                                                                | USD/INR FWD 20230119 CITIGB2L                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |          1 | NC      | $38602.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BBVA Bancomer SA/Texas                                                      | BBVA BANCOMER SA/TEXAS                                                        | CUSIP: ZR4850809<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |    1900000 | PA      | $1758077.11   | 0.20%             | 2034-09-13      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| Ireland Government Bond                                                     | IRELAND GOVERNMENT BOND                                                       | CUSIP: ZS5382107<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |     522000 | PA      | $377396.57    | 0.04%             | 2050-05-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Albania Government International Bond                                       | ALBANIA GOVERNMENT INTERNATIONAL BOND                                         | CUSIP: AU6543170<br>LEI: 254900EDM43U3SGRND29 | Long             | DBT              | NUSS              | AL        |     860000 | PA      | $859777.63    | 0.10%             | 2025-10-09      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Cyprus Government International Bond                                        | CYPRUS GOVERNMENT INTERNATIONAL BOND                                          | CUSIP: AW9847533<br>LEI: 213800IOEYYAHPDLUL60 | Long             | DBT              | NUSS              | CY        |     547000 | PA      | $497494.93    | 0.06%             | 2034-02-26      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Czech Republic Government Bond                                              | CZECH REPUBLIC GOVERNMENT BOND                                                | CUSIP: AR3931334<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |  297170000 | PA      | $11421377.57  | 1.28%             | 2029-07-23      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Arion Banki HF                                                              | ARION BANKI HF                                                                | CUSIP: AR7387871<br>LEI: RIL4VBPDB0M7Z3KXSF19 | Long             | DBT              | CORP              | IS        |    1500000 | PA      | $1598937.59   | 0.18%             | 2023-03-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Altice France SA/France                                                     | ALTICE FRANCE SA/FRANCE                                                       | CUSIP: AT6218768<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |     375000 | PA      | $349507.28    | 0.04%             | 2027-02-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Next Group PLC                                                              | NEXT GROUP PLC                                                                | CUSIP: EJ8437034<br>LEI: 213800O8TRZCFJ9R5760 | Long             | DBT              | CORP              | GB        |     540000 | PA      | $617286.24    | 0.07%             | 2026-10-02      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                          | BANCO SANTANDER SA                                                            | CUSIP: AQ6886024<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    1000000 | PA      | $1015428.87   | 0.11%             | 2025-01-17      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Japan Government Twenty Year Bond                                           | JAPAN GOVERNMENT TWENTY YEAR BOND                                             | CUSIP: AN9584326<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  246950000 | PA      | $1786831.15   | 0.20%             | 2037-06-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| Transcanada Trust                                                           | TRANSCANADA TRUST                                                             | CUSIP: 89356BAD0<br>LEI: 549300Y0MFCAXLBWUV51 | Long             | DBT              | CORP              | CA        |    4481000 | PA      | $2956103.12   | 0.33%             | 2077-05-18      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| Inmobiliaria Colonial Socimi SA                                             | INMOBILIARIA COLONIAL SOCIMI SA                                               | CUSIP: AQ1248246<br>LEI: 95980020140005007414 | Long             | DBT              | CORP              | ES        |    1500000 | PA      | $1473897.25   | 0.17%             | 2025-11-28      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                 | PROLOGIS LP                                                                   | CUSIP: 74340XBF7<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    1252000 | PA      | $1262800.99   | 0.14%             | 2029-06-30      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                                    | MALAYSIA GOVERNMENT BOND                                                      | CUSIP: AS4638860<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |   21499000 | PA      | $5090538.15   | 0.57%             | 2033-11-07      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson and Co                                                     | BECTON DICKINSON AND CO                                                       | CUSIP: AS5816366<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    1018000 | PA      | $1164301.93   | 0.13%             | 2025-05-24      | Fixed         | 3.02%                 | No            |                  2 | On Loan: —       |
| Israel Government International Bond                                        | ISRAEL GOVERNMENT INTERNATIONAL BOND                                          | CUSIP: AM0206418<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    3044000 | PA      | $3013414.38   | 0.34%             | 2027-01-18      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                     | INDONESIA GOVERNMENT INTERNATIONAL BOND                                       | CUSIP: LW3626055<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    6942000 | PA      | $7240159.87   | 0.81%             | 2028-06-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UniCredit SpA                                                               | UNICREDIT SPA                                                                 | CUSIP: JK2700306<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |    1414000 | PA      | $1512072.41   | 0.17%             | 2023-03-04      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Minejesa Capital BV                                                         | MINEJESA CAPITAL BV                                                           | CUSIP: AO6253857<br>LEI: 549300KS7ERCP10BKC35 | Long             | DBT              | CORP              | NL        |    1200000 | PA      | $936366.67    | 0.10%             | 2037-08-10      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Cyprus Government International Bond                                        | CYPRUS GOVERNMENT INTERNATIONAL BOND                                          | CUSIP: LW9388882<br>LEI: 213800IOEYYAHPDLUL60 | Long             | DBT              | NUSS              | CY        |    1201000 | PA      | $1293221.26   | 0.15%             | 2023-07-26      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Slovenia Government Bond                                                    | SLOVENIA GOVERNMENT BOND                                                      | CUSIP: JK2522817<br>LEI: 485100000LWQHIX4XX88 | Long             | DBT              | NUSS              | SI        |     900000 | PA      | $856971.90    | 0.10%             | 2032-03-03      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                                 | NATIONWIDE BUILDING SOCIETY                                                   | CUSIP: AO4071640<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |     950000 | PA      | $958311.80    | 0.11%             | 2029-07-25      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                         | PETROLEOS MEXICANOS                                                           | CUSIP: JK3977689<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    6134000 | PA      | $6575661.20   | 0.74%             | 2023-03-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA/London                                                   | CREDIT AGRICOLE SA/LONDON                                                     | CUSIP: AM0713363<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    1400000 | PA      | $1440438.20   | 0.16%             | 2024-09-16      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                 | GOLDMAN SACHS GROUP INC/THE                                                   | CUSIP: LW9531713<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    1204000 | PA      | $1197921.20   | 0.13%             | 2026-07-27      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| State Grid Overseas Investment BVI Ltd                                      | STATE GRID OVERSEAS INVESTMENT BVI LTD                                        | CUSIP: AS2544888<br>LEI: 3003006V8BHG5158QO96 | Long             | DBT              | CORP              | VG        |    2000000 | PA      | $2002892.23   | 0.22%             | 2025-05-02      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                                           | ITALY BUONI POLIENNALI DEL TESORO                                             | CUSIP: QZ7665156<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    5915000 | PA      | $4149045.34   | 0.47%             | 2067-03-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| ABJA Investment Co Pte Ltd                                                  | ABJA INVESTMENT CO PTE LTD                                                    | CUSIP: AQ8490791<br>LEI: 254900E6OE5YJ9WCCU19 | Long             | DBT              | CORP              | SG        |    1219000 | PA      | $1191385.90   | 0.13%             | 2028-01-24      | Fixed         | 5.45%                 | No            |                  2 | On Loan: —       |
| Banco Comercial Portugues SA                                                | BANCO COMERCIAL PORTUGUES SA                                                  | CUSIP: AQ1803867<br>LEI: JU1U6S0DG9YLT7N8ZV32 | Long             | DBT              | CORP              | PT        |    1200000 | PA      | $1122636.58   | 0.13%             | 2027-12-07      | Variable      | 6.89%                 | No            |                  2 | On Loan: —       |
| Cirsa Finance International Sarl                                            | CIRSA FINANCE INTERNATIONAL SARL                                              | CUSIP: AT2561211<br>LEI: 254900KUJN6DHWH2K029 | Long             | DBT              | CORP              | LU        |     284766 | PA      | $301907.37    | 0.03%             | 2023-12-20      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Bunge Finance Europe BV                                                     | BUNGE FINANCE EUROPE BV                                                       | CUSIP: LW0620515<br>LEI: 549300BIPDLRC1B3OO64 | Long             | DBT              | CORP              | NL        |    2070000 | PA      | $2200564.42   | 0.25%             | 2023-06-16      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Volkswagen International Finance NV                                         | VOLKSWAGEN INTERNATIONAL FINANCE NV                                           | CUSIP: AM9628026<br>LEI: 5299004PWNHKYTR23649 | Long             | DBT              | CORP              | NL        |     200000 | PA      | $192010.90    | 0.02%             | 2027-03-30      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bond OAT                                         | FRENCH REPUBLIC GOVERNMENT BOND OAT                                           | CUSIP: JK7596303<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |    9991000 | PA      | $8297077.00   | 0.93%             | 2036-05-25      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                                    | MALAYSIA GOVERNMENT BOND                                                      | CUSIP: EJ6316693<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |    4000000 | PA      | $886974.12    | 0.10%             | 2033-04-15      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| Aquarius & Investments PLC for Zurich Insurance Co Ltd                      | AQUARIUS & INVESTMENTS PLC FOR ZURICH INSURANCE CO LTD                        | CUSIP: EJ5699842<br>LEI: 635400GCDUBCNKKFJC68 | Long             | DBT              | CORP              | IE        |    1069000 | PA      | $1132547.53   | 0.13%             | 2043-10-02      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Marks & Spencer PLC                                                         | MARKS & SPENCER PLC                                                           | CUSIP: EJ4718650<br>LEI: 213800CN1RI3UCIZWB95 | Long             | DBT              | CORP              | GB        |     450000 | PA      | $522745.14    | 0.06%             | 2025-06-12      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| 1MDB Global Investments Ltd                                                 | 1MDB GLOBAL INVESTMENTS LTD                                                   | CUSIP: EJ6045714<br>LEI: N/A                  | Long             | DBT              | NUSS              | VG        |    9100000 | PA      | $8909604.61   | 1.00%             | 2023-03-09      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Severn Trent Utilities Finance PLC                                          | SEVERN TRENT UTILITIES FINANCE PLC                                            | CUSIP: EC0959402<br>LEI: 213800KY9PT6WBH33232 | Long             | DBT              | CORP              | GB        |     104000 | PA      | $126882.49    | 0.01%             | 2024-02-26      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Israel Government Bond - Fixed                                              | ISRAEL GOVERNMENT BOND - FIXED                                                | CUSIP: EI9396645<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |   18595000 | PA      | $6618470.78   | 0.74%             | 2042-01-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                  | PROVINCE OF ONTARIO CANADA                                                    | CUSIP: 68323AAY0<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     996000 | PA      | $654086.59    | 0.07%             | 2043-06-02      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Sweden Government Bond                                                      | SWEDEN GOVERNMENT BOND                                                        | CUSIP: EJ0857460<br>LEI: ERE94C0BSULG2RM19605 | Long             | DBT              | NUSS              | SE        |  188020000 | PA      | $17850174.48  | 2.00%             | 2032-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: —       |
| Thailand Government Bond                                                    | THAILAND GOVERNMENT BOND                                                      | CUSIP: EI4240764<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |  123099000 | PA      | $3878436.42   | 0.43%             | 2031-06-20      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| America Movil SAB de CV                                                     | AMERICA MOVIL SAB DE CV                                                       | CUSIP: EI2982383<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |     930000 | PA      | $1140068.82   | 0.13%             | 2030-06-28      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CITIBANK N A                                                                | CLP/USD FWD 20230119 CITIGB2L                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | CL        |          1 | NC      | $34631.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mexican Bonos                                                               | MEXICAN BONOS                                                                 | CUSIP: EH6834517<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   21234000 | PA      | $1060593.98   | 0.12%             | 2029-05-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                           | JAPAN GOVERNMENT THIRTY YEAR BOND                                             | CUSIP: EI0048054<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 1444750000 | PA      | $12751206.74  | 1.43%             | 2039-09-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                           | JAPAN GOVERNMENT THIRTY YEAR BOND                                             | CUSIP: EG9384082<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 2300250000 | PA      | $21120445.41  | 2.37%             | 2037-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                         | UNITED KINGDOM GILT                                                           | CUSIP: EG8729493<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    5385000 | PA      | $7014084.90   | 0.79%             | 2030-12-07      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                         | UNITED KINGDOM GILT                                                           | CUSIP: EF3964238<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    4913792 | PA      | $6096170.69   | 0.68%             | 2046-12-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                             | KREDITANSTALT FUER WIEDERAUFBAU                                               | CUSIP: 500769BQ6<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |     924000 | PA      | $707542.42    | 0.08%             | 2037-06-02      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| UBS SECURITIES LLC                                                          | USD/CLP FWD 20230119 UBSWGB2L                                                 | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-502642.62   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS SECURITIES LLC                                                          | CLP/USD FWD 20230119 UBSWGB2L                                                 | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | CL        |          1 | NC      | $368406.90    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC                                             | USD/JPY FWD 20230120 SBOSGB2X                                                 | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-1034519.92  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC                                             | JPY/USD FWD 20230120 SBOSGB2X                                                 | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | JP        |          1 | NC      | $3228348.14   | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                | USD/JPY FWD 20230120 MSLNGB2X                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-250724.84   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                | JPY/USD FWD 20230120 MSLNGB2X                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | JP        |          1 | NC      | $197468.18    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N A                                                                | AUD/USD FWD 20230112 CITIGB2L                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | AU        |          1 | NC      | $-175841.21   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                | JPY/USD FWD 20230120 MSLNGB2X                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | JP        |          1 | NC      | $5905441.31   | 0.66%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N A                                                                | CNH/USD FWD 20230113 CITIGB2L                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | CN        |          1 | NC      | $-65296.23    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS SECURITIES LLC                                                          | PLN/USD FWD 20230217 UBSWGB2L                                                 | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | PL        |          1 | NC      | $-779982.15   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                                                          | JPY/USD FWD 20230120 GSILGB2X                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | JP        |          1 | NC      | $-69961.80    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK                                                               | USD/CZK FWD 20230113 DEUTGB2L                                                 | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |          1 | NC      | $4517.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Bill                                                 | UNITED STATES TREASURY BILL                                                   | CUSIP: 912796S34<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   16797000 | PA      | $16753698.68  | 1.88%             | 2023-01-26      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Tencent Holdings Ltd                                                        | TENCENT HOLDINGS LTD                                                          | CUSIP: 88032XAV6<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | CORP              | KY        |    1850000 | PA      | $1173015.33   | 0.13%             | 2050-06-03      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| Suzano Austria GmbH                                                         | SUZANO AUSTRIA GMBH                                                           | CUSIP: 86964WAH5<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |     900000 | PA      | $844222.50    | 0.09%             | 2030-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES INC                                                         | GBP/USD FWD 20230224 MRMDUS33                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | GB        |          1 | NC      | $11508.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RBC DOMINION SECURITIES INC                                                 | AUD/USD FWD 20230112 ROYCGB2L                                                 | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | AU        |          1 | NC      | $1027981.34   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N A                                                                | USD/SEK FWD 20230224 CITIGB2L                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |          1 | NC      | $6176.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| T Rowe Price Government Reserve Investment Fund                             | T ROWE PRICE GOVERNMENT RESERVE INVESTMENT FUND - Collateral                  | CUSIP: 76105YYY8<br>LEI: 5493007QR86JJLYO6D96 | Long             | STIV             | RF                | US        |   47217373 | NS      | $47217373.44  | 5.29%             |  |  |  | No            |                  1 | On Loan: No      |
| T Rowe Price Government Reserve Investment Fund                             | T ROWE PRICE GOVERNMENT RESERVE INVESTMENT FUND                               | CUSIP: 76105Y109<br>LEI: 5493007QR86JJLYO6D96 | Long             | STIV             | RF                | US        |   10667620 | NS      | $10667620.11  | 1.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Commonwealth of Puerto Rico                                                 | COMMONWEALTH OF PUERTO RICO                                                   | CUSIP: 74514L3T2<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | PR        |    3929813 | PA      | $1719293.07   | 0.19%             | 2043-11-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                                                          | USD/INR FWD 20230119 GSILGB2X                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |          1 | NC      | $137.32       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                                                        | RSD/USD FWD 20230217 CHASGB2L                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | RS        |          1 | NC      | $-93495.80    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS SECURITIES LLC                                                          | USD/INR FWD 20230119 UBSWGB2L                                                 | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |          1 | NC      | $50009.75     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS SECURITIES LLC                                                          | INR/USD FWD 20230119 UBSWGB2L                                                 | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | IN        |          1 | NC      | $-7394.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                                                        | PLN/USD FWD 20230217 CHASGB2L                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | PL        |          1 | NC      | $22336.15     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MercadoLibre Inc                                                            | MERCADOLIBRE INC                                                              | CUSIP: 58733RAF9<br>LEI: 549300DKPDN9M5S8GB14 | Long             | DBT              | CORP              | US        |    1380000 | PA      | $1068672.00   | 0.12%             | 2031-01-14      | Fixed         | 3.12%                 | No            |                  2 | On Loan: —       |
| STATE STREET GLOBAL MARKETS LLC                                             | SGD/USD FWD 20230317 SBOSGB2X                                                 | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | SG        |          1 | NC      | $-186653.99   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC                                             | GBP/USD FWD 20230224 SBOSGB2X                                                 | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | GB        |          1 | NC      | $-122324.92   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED SECURITIES                                               | JPY/USD FWD 20230120 SCBLGB2L                                                 | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | JP        |          1 | NC      | $-36257.83    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC                                             | CAD/USD FWD 20230120 SBOSGB2X                                                 | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | CA        |          1 | NC      | $90309.78     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC                                             | USD/CAD FWD 20230120 SBOSGB2X                                                 | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-184707.17   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES INC                                                         | CNH/USD FWD 20230113 MRMDUS33                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | CN        |          1 | NC      | $-39764.83    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                | BRL/USD FWD 20230302 MSLNGB2X                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | BR        |          1 | NC      | $-45032.31    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Eastern Power Networks PLC                                                  | EASTERN POWER NETWORKS PLC                                                    | CUSIP: ED3422240<br>LEI: 213800U5R8Q5KGM2KU56 | Long             | DBT              | CORP              | GB        |      38000 | PA      | $46232.28     | 0.01%             | 2024-03-08      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC                                             | USD/CZK FWD 20230113 SBOSGB2X                                                 | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | US        |          1 | NC      | $52323.91     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC - Wholesale (SING)                                        | USD/IDR FWD 20230119 BARCGB5G                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-79104.58    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N A                                                                | AUD/USD FWD 20230120 CITIGB2L                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | AU        |          1 | NC      | $-97996.49    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N A                                                                | AUD/USD FWD 20230120 CITIGB2L                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | AU        |          1 | NC      | $-86909.46    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Equate Petrochemical BV                                                     | EQUATE PETROCHEMICAL BV                                                       | CUSIP: 29441WAD7<br>LEI: 635400Y3Z5R4NJSMQ630 | Long             | DBT              | CORP              | NL        |    1485000 | PA      | $1297518.75   | 0.15%             | 2028-04-28      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| UBS SECURITIES LLC                                                          | EUR/USD FWD 20230224 UBSWGB2L                                                 | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |          1 | NC      | $18969.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ecopetrol SA                                                                | ECOPETROL SA                                                                  | CUSIP: 279158AP4<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    1225000 | PA      | $938208.94    | 0.11%             | 2031-11-02      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                                                          | INR/USD FWD 20230119 GSILGB2X                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | IN        |          1 | NC      | $-41419.39    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Canadian Government Real Return Bond                                        | CANADIAN GOVERNMENT REAL RETURN BOND                                          | CUSIP: 135087WV2<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    9833138 | PA      | $8846846.27   | 0.99%             | 2031-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP                                                 | MYR/USD FWD 20230310 BNPAFRPP                                                 | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | MY        |          1 | NC      | $-28031.76    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                                                        | DKK/USD FWD 20230113 CHASGB2L                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | DK        |          1 | NC      | $-33453.69    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N A                                                                | USD/ILS FWD 20230119 CITIGB2L                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |          1 | NC      | $476102.67    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N A                                                                | ILS/USD FWD 20230119 CITIGB2L                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | IL        |          1 | NC      | $37457.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                                                        | HUF/USD FWD 20230113 CHASGB2L                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | HU        |          1 | NC      | $-115780.50   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS SECURITIES LLC                                                          | ILS/USD FWD 20230119 UBSWGB2L                                                 | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | IL        |          1 | NC      | $-601.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC                                             | USD/EUR FWD 20230224 SBOSGB2X                                                 | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | US        |          1 | NC      | $75947.28     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Celulosa Arauco y Constitucion SA                                           | CELULOSA ARAUCO Y CONSTITUCION SA                                             | CUSIP: 151191BJ1<br>LEI: 549300QEKV8G0AMNQD28 | Long             | DBT              | CORP              | CL        |    2335000 | PA      | $2181047.64   | 0.24%             | 2030-01-29      | Fixed         | 4.20%                 | No            |                  2 | On Loan: —       |
| CITIBANK N A                                                                | CAD/USD FWD 20230120 CITIGB2L                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | CA        |          1 | NC      | $8858.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N A                                                                | USD/CAD FWD 20230120 CITIGB2L                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-83745.29    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Banco de Credito del Peru S.A.                                              | BANCO DE CREDITO DEL PERU S.A.                                                | CUSIP: 05971V2C8<br>LEI: 549300EQYQ8SCQZ4BY14 | Long             | DBT              | CORP              | PE        |    1170000 | PA      | $1062254.48   | 0.12%             | 2030-07-01      | Variable      | 3.12%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                         | UNITED KINGDOM GILT                                                           | CUSIP: EC2565959<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |   31978000 | PA      | $40399494.24  | 4.53%             | 2032-06-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED SECURITIES                                               | KRW/USD FWD 20230119 SCBLGB2L                                                 | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | KR        |          1 | NC      | $2380658.40   | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

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

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

**Signature:** /s/ Alan Dupski

**Name of Signer:** Alan Dupski

**Title:** Treasurer & Vice President