# EDGAR Filing Document

**Accession Number:** 0000880268
**File Stem:** 0001145549-23-018838
**Filing Date:** 2023-3
**Character Count:** 215068
**Document Hash:** fbd85f466775804971652ee8ab8f4f66
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-018838.hdr.sgml**: 20230328

**ACCESSION NUMBER**: 0001145549-23-018838

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20230131

**FILED AS OF DATE**: 20230328

**DATE AS OF CHANGE**: 20230328

**PERIOD START**: 20231031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** AMERICAN CENTURY INTERNATIONAL BOND FUNDS
- **CENTRAL INDEX KEY:** 0000880268
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-06441
- **FILM NUMBER:** 23768398

**BUSINESS ADDRESS:**
- **STREET 1:** 4500 MAIN STREET
- **STREET 2:** 9TH FLOOR
- **CITY:** KANSAS CITY
- **STATE:** MO
- **ZIP:** 64111
- **BUSINESS PHONE:** 8003218321

**MAIL ADDRESS:**
- **STREET 1:** 4500 MAIN STREET
- **STREET 2:** 9TH FLOOR
- **CITY:** KANSAS CITY
- **STATE:** MO
- **ZIP:** 64111

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** BENHAM INTERNATIONAL FUNDS
- **DATE OF NAME CHANGE:** 19920929

## Series and Classes Contracts Data

### EMERGING MARKETS DEBT FUND (Series ID: S000046096)

| Class ID   | Class Name     | Ticker Symbol   |
|:---|:---|:---|
| C000144189 | INVESTOR CLASS | AEDVX           |
| C000144190 | R5 CLASS       | AEDJX           |
| C000144191 | A CLASS        | AEDQX           |
| C000144192 | C CLASS        | AEDHX           |
| C000144193 | R CLASS        | AEDWX           |
| C000144194 | R6 CLASS       | AEXDX           |
| C000189713 | I CLASS        | AEHDX           |
| C000189714 | Y CLASS        | AEYDX           |
| C000194401 | G CLASS        | AEDGX           |

## Nport-Ex

**American Century Investments**<sup>®</sup>

**Quarterly Portfolio Holdings**

**Emerging Markets Debt Fund**

**January 31, 2023**

------

---

| |
|:---|
| **<u>Emerging Markets Debt Fund - Schedule of Investments</u>** |
| **JANUARY 31, 2023 (UNAUDITED)** |

---

---

| | | | |
|:---|:---|:---|:---|
| | | **Shares/**<br>**Principal Amount ($)** | **Value ($)** |
| **SOVEREIGN GOVERNMENTS AND AGENCIES — 52.3%** | | | |
| **Angola — 0.9%** | | | |
| Angolan Government International Bond, 8.25%, 5/9/28<sup>(1)</sup> |  | 3600000 | 3419064 |
| Angolan Government International Bond, 9.375%, 5/8/48<sup>(1)</sup> |  | 2090000 | 1869609 |
|  |  |  | 5288673 |
| **Argentina — 0.3%** |  |  |  |
| Argentine Republic Government International Bond, 1.50%, 7/9/35 |  | 6200000 | 1920862 |
| **Azerbaijan — 0.2%** |  |  |  |
| Republic of Azerbaijan International Bond, 3.50%, 9/1/32 |  | 1400000 | 1219160 |
| **Bahrain — 0.3%** |  |  |  |
| Bahrain Government International Bond, 7.50%, 9/20/47 |  | 2000000 | 1866183 |
| **Brazil — 0.2%** |  |  |  |
| Brazilian Government International Bond, 4.75%, 1/14/50 |  | 2000000 | 1475898 |
| **Cameroon — 0.4%** |  |  |  |
| Republic of Cameroon International Bond, 9.50%, 11/19/25 |  | 2600000 | 2526104 |
| **Chile — 1.8%** |  |  |  |
| Chile Government International Bond, 3.125%, 1/21/26 |  | 3400000 | 3278952 |
| Chile Government International Bond, 2.75%, 1/31/27 |  | 4000000 | 3754489 |
| Chile Government International Bond, 2.55%, 7/27/33 |  | 1350000 | 1103489 |
| Chile Government International Bond, 4.00%, 1/31/52 |  | 3700000 | 3014749 |
|  |  |  | 11151679 |
| **Colombia — 2.5%** |  |  |  |
| Colombia Government International Bond, 3.875%, 4/25/27 |  | 125000 | 113511 |
| Colombia Government International Bond, 3.125%, 4/15/31 |  | 500000 | 379515 |
| Colombia Government International Bond, 8.00%, 4/20/33 |  | 2000000 | 2051685 |
| Colombia Government International Bond, 7.50%, 2/2/34 |  | 1214000 | 1201200 |
| Colombia Government International Bond, 6.125%, 1/18/41 |  | 4500000 | 3712867 |
| Colombian TES, 7.00%, 6/30/32 | COP | 55000000000 | 8449328 |
|  |  |  | 15908106 |
| **Czech Republic — 3.8%** |  |  |  |
| Czech Republic Government Bond, 0.25%, 2/10/27 | CZK | 624410000 | 23733025 |
| **Dominican Republic — 1.1%** |  |  |  |
| Dominican Republic International Bond, 5.95%, 1/25/27 |  | 3000000 | 2999308 |
| Dominican Republic International Bond, 4.50%, 1/30/30<sup>(1)</sup> |  | 1000000 | 871112 |
| Dominican Republic International Bond, 7.05%, 2/3/31 |  | 200000 | 200000 |
| Dominican Republic International Bond, 4.875%, 9/23/32 |  | 2000000 | 1710075 |
| Dominican Republic International Bond, 5.30%, 1/21/41 |  | 1400000 | 1125727 |
|  |  |  | 6906222 |
| **Ecuador — 0.8%** |  |  |  |
| Ecuador Government International Bond, 0.00%, 7/31/30<sup>(1)(2)</sup> |  | 6000000 | 2578741 |
| Ecuador Government International Bond, 5.50%, 7/31/30 |  | 2000000 | 1337445 |
| Ecuador Government International Bond, 2.50%, 7/31/35<sup>(1)</sup> |  | 2000000 | 979665 |
|  |  |  | 4895851 |
| **Egypt — 1.7%** |  |  |  |
| Egypt Government International Bond, 5.58%, 2/21/23<sup>(1)</sup> |  | 1000000 | 997820 |
| Egypt Government International Bond, 5.80%, 9/30/27 |  | 2000000 | 1664275 |
| Egypt Government International Bond, 7.625%, 5/29/32<sup>(1)</sup> |  | 1100000 | 841931 |
| Egypt Government International Bond, 8.50%, 1/31/47 |  | 6600000 | 4674430 |
| Egypt Government International Bond, 8.50%, 1/31/47<sup>(1)</sup> |  | 3700000 | 2622915 |
|  |  |  | 10801371 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| **Ghana — 0.2%** | | | |
| Ghana Government International Bond, 8.125%, 1/18/26 |  | 3200000 | 1301994 |
| **Guatemala — 0.9%** |  |  |  |
| Guatemala Government International Bond, 4.375%, 6/5/27<sup>(1)</sup> |  | 2000000 | 1921992 |
| Guatemala Government International Bond, 5.25%, 8/10/29<sup>(1)</sup> |  | 300000 | 293322 |
| Guatemala Government International Bond, 4.65%, 10/7/41<sup>(1)</sup> |  | 1500000 | 1254617 |
| Guatemala Government International Bond, 6.125%, 6/1/50<sup>(1)</sup> |  | 2000000 | 1950559 |
|  |  |  | 5420490 |
| **Indonesia — 5.8%** |  |  |  |
| Indonesia Government International Bond, 4.65%, 9/20/32 |  | 1740000 | 1736870 |
| Indonesia Government International Bond, 4.75%, 7/18/47 |  | 900000 | 859704 |
| Indonesia Treasury Bond, 6.50%, 2/15/31 | IDR | 339085000000 | 22409542 |
| Indonesia Treasury Bond, 8.375%, 4/15/39 | IDR | 128000000000 | 9684451 |
| Perusahaan Penerbit SBSN Indonesia III, 4.70%, 6/6/32<sup>(1)</sup> |  | 1500000 | 1505063 |
|  |  |  | 36195630 |
| **Iraq — 0.1%** |  |  |  |
| Iraq International Bond, 5.80%, 1/15/28 |  | 500000 | 464670 |
| **Ivory Coast — 0.3%** |  |  |  |
| Ivory Coast Government International Bond, 6.125%, 6/15/33 |  | 2400000 | 2138854 |
| **Jordan — 0.1%** |  |  |  |
| Jordan Government International Bond, 7.375%, 10/10/47<sup>(1)</sup> |  | 1000000 | 903307 |
| **Malaysia — 2.1%** |  |  |  |
| Malaysia Government Bond, 4.70%, 10/15/42 | MYR | 7500000 | 1877818 |
| Malaysia Government Bond, 4.07%, 6/15/50 | MYR | 49500000 | 11120063 |
|  |  |  | 12997881 |
| **Mexico — 7.8%** |  |  |  |
| Mexican Bonos, 8.00%, 12/7/23 | MXN | 194500000 | 10101201 |
| Mexican Bonos, 7.75%, 5/29/31 | MXN | 216500000 | 10878175 |
| Mexican Bonos, 10.00%, 11/20/36 | MXN | 279200000 | 16433368 |
| Mexico Cetes, 0.00%, 2/23/23<sup>(2)</sup> | MXN | 1700000000 | 8971699 |
| Mexico Government International Bond, 2.66%, 5/24/31 |  | 1400000 | 1177001 |
| Mexico Government International Bond, 3.50%, 2/12/34 |  | 1000000 | 842861 |
| Mexico Government International Bond, 6.35%, 2/9/35 |  | 365000 | 388286 |
|  |  |  | 48792591 |
| **Morocco — 0.2%** |  |  |  |
| Morocco Government International Bond, 3.00%, 12/15/32 |  | 1500000 | 1202850 |
| Morocco Government International Bond, 4.00%, 12/15/50<sup>(1)</sup> |  | 100000 | 68990 |
|  |  |  | 1271840 |
| **Nigeria — 0.5%** |  |  |  |
| Nigeria Government International Bond, 6.50%, 11/28/27 |  | 3500000 | 2886416 |
| **Oman — 0.6%** |  |  |  |
| Oman Government International Bond, 6.00%, 8/1/29 |  | 2600000 | 2670227 |
| Oman Government International Bond, 6.75%, 1/17/48<sup>(1)</sup> |  | 1000000 | 989175 |
|  |  |  | 3659402 |
| **Panama — 0.3%** |  |  |  |
| Panama Government International Bond, 4.50%, 4/16/50 |  | 2700000 | 2124370 |
| **Paraguay — 0.3%** |  |  |  |
| Paraguay Government International Bond, 5.40%, 3/30/50 |  | 2000000 | 1789772 |
| **Peru — 1.8%** |  |  |  |
| Peruvian Government International Bond, 2.39%, 1/23/26 |  | 2100000 | 1957136 |
| Peruvian Government International Bond, 4.125%, 8/25/27 |  | 3600000 | 3508364 |
| Peruvian Government International Bond, 6.90%, 8/12/37 | PEN | 23000000 | 5321355 |
| Peruvian Government International Bond, 3.55%, 3/10/51 |  | 1000000 | 739981 |
|  |  |  | 11526836 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| **Philippines — 0.9%** | | | |
| Philippine Government International Bond, 5.50%, 1/17/48 |  | 888000 | 926507 |
| Philippines Government International Bond, 5.95%, 10/13/47 |  | 4001000 | 4397240 |
|  |  |  | 5323747 |
| **Poland — 2.5%** |  |  |  |
| Republic of Poland Government Bond, 2.50%, 7/25/27 | PLN | 49000000 | 9830634 |
| Republic of Poland Government Bond, 1.75%, 4/25/32 | PLN | 30000000 | 4900616 |
| Republic of Poland Government International Bond, 5.75%, 11/16/32 |  | 850000 | 920686 |
|  |  |  | 15651936 |
| **Romania — 1.3%** |  |  |  |
| Romania Government Bond, 8.25%, 9/29/32 | RONl | 22000000 | 5146944 |
| Romania Government International Bond, 6.00%, 5/25/34<sup>(1)</sup> |  | 1500000 | 1474848 |
| Romania Government International Bond, 7.625%, 1/17/53<sup>(1)</sup> |  | 1326000 | 1435623 |
|  |  |  | 8057415 |
| **Saudi Arabia — 0.9%** |  |  |  |
| Saudi Government International Bond, 4.75%, 1/18/28<sup>(1)</sup> |  | 1084000 | 1099501 |
| Saudi Government International Bond, 5.50%, 10/25/32<sup>(1)</sup> |  | 2970000 | 3187553 |
| Saudi Government International Bond, 4.625%, 10/4/47<sup>(1)</sup> |  | 1400000 | 1275246 |
|  |  |  | 5562300 |
| **Serbia — 0.7%** |  |  |  |
| Serbia International Bond, 6.50%, 9/26/33<sup>(1)</sup> |  | 4600000 | 4617144 |
| **South Africa — 5.8%** |  |  |  |
| Republic of South Africa Government Bond, 8.50%, 1/31/37 | ZAR | 682500000 | 31885566 |
| Republic of South Africa Government International Bond, 5.75%, 9/30/49 |  | 6000000 | 4593180 |
|  |  |  | 36478746 |
| **Thailand — 2.9%** |  |  |  |
| Thailand Government Bond, 1.59%, 12/17/35 | THB | 678800000 | 18004447 |
| **Turkey — 1.4%** |  |  |  |
| Turkey Government International Bond, 5.60%, 11/14/24 |  | 1600000 | 1543528 |
| Turkey Government International Bond, 4.875%, 10/9/26 |  | 2000000 | 1774252 |
| Turkey Government International Bond, 9.875%, 1/15/28 |  | 1150000 | 1182344 |
| Turkey Government International Bond, 5.125%, 2/17/28 |  | 1000000 | 858150 |
| Turkey Government International Bond, 6.875%, 3/17/36 |  | 4000000 | 3309448 |
|  |  |  | 8667722 |
| **Ukraine — 0.2%** |  |  |  |
| Ukraine Government International Bond, 7.25%, 3/15/35<sup>(3)(4)</sup> |  | 4400000 | 888492 |
| Ukraine Government International Bond, 7.25%, 3/15/35<sup>(1)(3)(4)</sup> |  | 750000 | 153405 |
|  |  |  | 1041897 |
| **United Arab Emirates — 0.5%** |  |  |  |
| UAE International Government Bond, 4.95%, 7/7/52<sup>(1)</sup> |  | 3300000 | 3330604 |
| **Uzbekistan — 0.2%** |  |  |  |
| Republic of Uzbekistan International Bond, 4.75%, 2/20/24 |  | 1000000 | 983745 |
| **TOTAL SOVEREIGN GOVERNMENTS AND AGENCIES**<br>(Cost $329,835,090) |  |  | **326886890** |
| **CORPORATE BONDS — 27.6%** |  |  |  |
| **Azerbaijan — 0.1%** |  |  |  |
| State Oil Co. of the Azerbaijan Republic, 4.75%, 3/13/23 |  | 1000000 | 997590 |
| **Brazil — 3.1%** |  |  |  |
| Azul Investments LLP, 7.25%, 6/15/26<sup>(1)(5)</sup> |  | 2000000 | 1210326 |
| Banco do Brasil SA, 4.75%, 3/20/24 |  | 2500000 | 2470475 |
| Banco Votorantim SA, 4.375%, 7/29/25 |  | 2000000 | 1924890 |
| CSN Resources SA, 7.625%, 4/17/26 |  | 585000 | 595223 |
| CSN Resources SA, 4.625%, 6/10/31<sup>(1)(5)</sup> |  | 1000000 | 843157 |
| Embraer Netherlands Finance BV, 6.95%, 1/17/28<sup>(1)</sup> |  | 4000000 | 4125160 |
| Guara Norte Sarl, 5.20%, 6/15/34<sup>(1)</sup> |  | 5144721 | 4663175 |

---

------

---

| | | |
|:---|:---|:---|
| GUSAP III LP, 4.25%, 1/21/30<sup>(1)</sup> | 2000000 | 1902860 |
| MC Brazil Downstream Trading SARL, 7.25%, 6/30/31<sup>(1)</sup> | 1805331 | 1577121 |
|  |  | 19312387 |
| **Chile — 1.4%** |  |  |
| Celulosa Arauco y Constitucion SA, 4.25%, 4/30/29 | 2000000 | 1895644 |
| Empresa Nacional de Telecomunicaciones SA, 4.75%, 8/1/26 | 2000000 | 1953279 |
| Falabella SA, 3.375%, 1/15/32<sup>(1)</sup> | 1700000 | 1383358 |
| Kenbourne Invest SA, 6.875%, 11/26/24<sup>(1)</sup> | 854000 | 795031 |
| Kenbourne Invest SA, 4.70%, 1/22/28<sup>(1)</sup> | 1599000 | 1198100 |
| VTR Finance NV, 6.375%, 7/15/28<sup>(1)</sup> | 4000000 | 1678800 |
|  |  | 8904212 |
| **China — 0.8%** |  |  |
| Alibaba Group Holding Ltd., 4.20%, 12/6/47 | 950000 | 789506 |
| Alibaba Group Holding Ltd., 4.40%, 12/6/57 | 1159000 | 968015 |
| Longfor Group Holdings Ltd., 3.95%, 9/16/29 | 2000000 | 1677804 |
| Tencent Holdings Ltd., 3.24%, 6/3/50 | 2550000 | 1759742 |
|  |  | 5195067 |
| **Colombia — 2.8%** |  |  |
| Ecopetrol SA, 5.875%, 9/18/23 | 2235000 | 2237213 |
| Ecopetrol SA, 6.875%, 4/29/30 | 3900000 | 3660481 |
| Ecopetrol SA, 4.625%, 11/2/31 | 1060000 | 839536 |
| Ecopetrol SA, 8.875%, 1/13/33 | 2225000 | 2285442 |
| Geopark Ltd., 5.50%, 1/17/27<sup>(1)</sup> | 3918000 | 3482490 |
| Millicom International Cellular SA, 4.50%, 4/27/31<sup>(1)(5)</sup> | 2200000 | 1865336 |
| Oleoducto Central SA, 4.00%, 7/14/27<sup>(1)</sup> | 1800000 | 1601690 |
| Promigas SA ESP / Gases del Pacifico SAC, 3.75%, 10/16/29<sup>(1)</sup> | 1800000 | 1503594 |
|  |  | 17475782 |
| **Dominican Republic — 0.2%** |  |  |
| Banco De Reservas De La Republica Dominicana, 7.00%, 2/1/23 | 1000000 | 1000000 |
| **Ghana — 0.1%** |  |  |
| Kosmos Energy Ltd., 7.125%, 4/4/26<sup>(1)</sup> | 1092000 | 989068 |
| **Guatemala — 0.2%** |  |  |
| CT Trust, 5.125%, 2/3/32<sup>(1)</sup> | 1800000 | 1571526 |
| **India — 1.0%** |  |  |
| Adani Ports & Special Economic Zone Ltd., 3.375%, 7/24/24<sup>(1)</sup> | 0 |  |
| Adani Ports & Special Economic Zone Ltd., 4.00%, 7/30/27 | 0 |  |
| Greenko Dutch BV, 3.85%, 3/29/26 | 2101000 | 1886236 |
| Greenko Mauritius Ltd., 6.25%, 2/21/23<sup>(1)</sup> | 2642000 | 2636716 |
| Reliance Industries Ltd., 2.875%, 1/12/32<sup>(1)</sup> | 1910000 | 1591002 |
|  |  | 6113954 |
| **Indonesia — 1.9%** |  |  |
| Cikarang Listrindo Tbk PT, 4.95%, 9/14/26 | 1000000 | 947393 |
| Indika Energy Capital IV Pte. Ltd., 8.25%, 10/22/25<sup>(1)</sup> | 2000000 | 2008754 |
| Indonesia Asahan Aluminium Persero PT, 5.45%, 5/15/30<sup>(1)</sup> | 1000000 | 996560 |
| Indonesia Asahan Aluminium Persero PT, 5.80%, 5/15/50<sup>(1)</sup> | 2250000 | 2044790 |
| Medco Bell Pte Ltd., 6.375%, 1/30/27<sup>(1)</sup> | 1668000 | 1603828 |
| Pertamina (Persero) PT, 6.50%, 5/27/41 | 2300000 | 2421208 |
| Perusahaan Perseroan (Persero) PT Perusahaan Listrik Negara, 3.00%, 6/30/30 | 2000000 | 1708777 |
|  |  | 11731310 |
| **Israel — 0.8%** |  |  |
| Altice Financing SA, 5.00%, 1/15/28 | 1000000 | 851515 |
| Energean Israel Finance Ltd., 4.50%, 3/30/24<sup>(1)</sup> | 1857000 | 1816109 |
| Israel Electric Corp. Ltd., 6.875%, 6/21/23 | 2203000 | 2215410 |
|  |  | 4883034 |

---

------

---

| | | |
|:---|:---|:---|
| **Kazakhstan — 0.3%** | | |
| KazMunayGas National Co. JSC, 4.75%, 4/19/27 | 500000 | 464998 |
| KazMunayGas National Co. JSC, 5.75%, 4/19/47 | 1500000 | 1202788 |
|  |  | 1667786 |
| **Luxembourg — 0.4%** |  |  |
| EIG Pearl Holdings Sarl, 3.55%, 8/31/36<sup>(1)</sup> | 500000 | 436062 |
| Petrorio Luxembourg Trading Sarl, 6.125%, 6/9/26<sup>(1)</sup> | 2500000 | 2404525 |
|  |  | 2840587 |
| **Mexico — 4.7%** |  |  |
| Banco Santander Mexico SA Institucion de Banca Multiple Grupo Financiero Santand, 5.375%, 4/17/25 | 1000000 | 1003415 |
| BBVA Bancomer SA, VRN, 5.125%, 1/18/33<sup>(1)</sup> | 2000000 | 1903600 |
| Braskem Idesa SAPI, 6.99%, 2/20/32<sup>(1)</sup> | 3200000 | 2374656 |
| Cometa Energia SA de CV, 6.375%, 4/24/35<sup>(1)</sup> | 2785250 | 2722810 |
| FEL Energy VI Sarl, 5.75%, 12/1/40<sup>(1)</sup> | 6985061 | 6076724 |
| Industrias Penoles SAB de CV, 4.75%, 8/6/50<sup>(1)</sup> | 1750000 | 1506385 |
| Infraestructura Energetica Nova SAPI de CV, 4.75%, 1/15/51<sup>(1)</sup> | 4300000 | 3376711 |
| Minera Mexico SA de CV, 4.50%, 1/26/50<sup>(1)</sup> | 1753000 | 1404425 |
| Petroleos Mexicanos, 5.35%, 2/12/28<sup>(5)</sup> | 2000000 | 1746327 |
| Petroleos Mexicanos, 5.95%, 1/28/31 | 7100000 | 5693089 |
| Petroleos Mexicanos, 6.70%, 2/16/32 | 1982000 | 1647905 |
| Petroleos Mexicanos, 10.00%, 2/7/33<sup>(1)</sup> | 839000 | 3776 |
|  |  | 29459823 |
| **Nigeria — 0.9%** |  |  |
| IHS Netherlands Holdco BV, 8.00%, 9/18/27<sup>(1)</sup> | 4000000 | 3620600 |
| SEPLAT Energy PLC, 7.75%, 4/1/26<sup>(1)</sup> | 2000000 | 1756880 |
|  |  | 5377480 |
| **Panama — 0.5%** |  |  |
| C&W Senior Financing DAC, 6.875%, 9/15/27<sup>(1)</sup> | 3095000 | 2949133 |
| **Peru — 0.6%** |  |  |
| Inkia Energy Ltd., 5.875%, 11/9/27 | 1122000 | 1048818 |
| Petroleos del Peru SA, 4.75%, 6/19/32 | 1000000 | 763750 |
| Petroleos del Peru SA, 5.625%, 6/19/47<sup>(1)</sup> | 2900000 | 1938128 |
|  |  | 3750696 |
| **Qatar — 0.7%** |  |  |
| Ooredoo International Finance Ltd., 5.00%, 10/19/25 | 300000 | 302810 |
| Ooredoo International Finance Ltd., 2.625%, 4/8/31<sup>(1)</sup> | 400000 | 352006 |
| Ooredoo International Finance Ltd., 4.50%, 1/31/43<sup>(1)</sup> | 2000000 | 1940528 |
| Ras Laffan Liquefied Natural Gas Co. Ltd. 3, 6.33%, 9/30/27 | 1646000 | 1695791 |
|  |  | 4291135 |
| **Saudi Arabia — 3.4%** |  |  |
| Dar Al-Arkan Sukuk Co. Ltd., 6.875%, 3/21/23 | 7400000 | 7391727 |
| Dar Al-Arkan Sukuk Co. Ltd., 6.875%, 2/26/27 | 1000000 | 980253 |
| SA Global Sukuk Ltd., 2.69%, 6/17/31<sup>(1)</sup> | 1290000 | 1143617 |
| SABIC Capital II BV, 4.00%, 10/10/23 | 6041000 | 5991253 |
| Saudi Arabian Oil Co., 3.25%, 11/24/50 | 8000000 | 5817312 |
|  |  | 21324162 |
| **South Africa — 0.6%** |  |  |
| Eskom Holdings SOC Ltd., 6.75%, 8/6/23<sup>(1)</sup> | 1200000 | 1183056 |
| Eskom Holdings SOC Ltd., 6.35%, 8/10/28<sup>(1)</sup> | 2000000 | 1917240 |
| Prosus NV, 4.19%, 1/19/32 | 520000 | 447553 |
|  |  | 3547849 |
| **South Korea — 0.5%** |  |  |
| Woori Bank, VRN, 5.31%, (3-month LIBOR plus 0.87%), 2/1/23 | 3000000 | 3000000 |
| **Spain — 0.8%** |  |  |
| EnfraGen Energia Sur SA / EnfraGen Spain SA / Prime Energia SpA, 5.375%, 12/30/30<sup>(1)</sup> | 6860000 | 4907455 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| **United Arab Emirates — 0.7%** | | | |
| DP World Crescent Ltd., 3.91%, 5/31/23 |  | 3000000 | 2987745 |
| DP World Crescent Ltd., 4.85%, 9/26/28 |  | 800000 | 810764 |
| Galaxy Pipeline Assets Bidco Ltd., 2.94%, 9/30/40<sup>(1)</sup> |  | 1111510 | 911197 |
|  |  |  | 4709706 |
| **United States — 0.7%** |  |  |  |
| SierraCol Energy Andina LLC, 6.00%, 6/15/28<sup>(1)</sup> |  | 5000000 | 4131522 |
| **Zambia — 0.4%** |  |  |  |
| First Quantum Minerals Ltd., 6.50%, 3/1/24<sup>(1)</sup> |  | 1600000 | 1599672 |
| First Quantum Minerals Ltd., 6.875%, 10/15/27<sup>(1)</sup> |  | 1000000 | 970680 |
|  |  |  | 2570352 |
| **TOTAL CORPORATE BONDS**<br>(Cost $190,995,350) |  |  | **172701616** |
| **U.S. TREASURY SECURITIES — 2.2%** |  |  |  |
| U.S. Treasury Bonds, 2.00%, 8/15/51 |  | 2000000 | 1418633 |
| U.S. Treasury Notes, 2.875%, 8/15/28<sup>(6)</sup> |  | 3885000 | 3739995 |
| U.S. Treasury Notes, 1.25%, 8/15/31 |  | 3000000 | 2518008 |
| U.S. Treasury Notes, 1.875%, 2/15/32<sup>(6)</sup> |  | 6700000 | 5880035 |
| **TOTAL U.S. TREASURY SECURITIES**<br>(Cost $16,037,986) |  |  | **13556671** |
| **PREFERRED STOCKS — 0.2%** |  |  |  |
| **India — 0.1%** |  |  |  |
| Network i2i Ltd., 3.98%<sup>(5)</sup> |  | 1000000 | 909656 |
| **Mexico — 0.1%** |  |  |  |
| Banco Mercantil del Norte SA, 8.375%<sup>(1)</sup> |  | 600000 | 617520 |
| **TOTAL PREFERRED STOCKS**<br>(Cost $1,401,369) |  |  | **1527176** |
| **SHORT-TERM INVESTMENTS — 17.4%** |  |  |  |
| **Money Market Funds — 0.6%** |  |  |  |
| State Street Navigator Securities Lending Government Money Market Portfolio<sup>(7)</sup> |  | 3634648 | 3634648 |
| **Repurchase Agreements — 14.6%** |  |  |  |
| BMO Capital Markets Corp., (collateralized by various U.S. Treasury obligations, 2.875%, 10/31/23 - 11/30/23, valued at $22,527,326), in a joint trading account at 4.22%, dated 1/31/23, due 2/1/23 (Delivery value $22,084,159) |  |  | 22081571 |
| Fixed Income Clearing Corp., (collateralized by various U.S. Treasury obligations, 3.875%, 1/15/26, valued at $71,101,227), at 4.28%, dated 1/31/23, due 2/1/23 (Delivery value $69,715,287) |  |  | 69707000 |
|  |  |  | 91788571 |
| **Treasury Bills**<sup>(8)</sup> **— 2.2%** |  |  |  |
| Malaysia Islamic Treasury Bill, 2.74%, 2/23/23 | MYR | 50000000 | 11701115 |
| U.S. Treasury Bills, 4.26%, 2/21/23 |  | 2000000 | 1995096 |
|  |  |  | 13696211 |
| **TOTAL SHORT-TERM INVESTMENTS**<br>(Cost $108,618,270) |  |  | **109119430** |
| **TOTAL INVESTMENT SECURITIES—99.7%**<br>(Cost $646,888,065) |  |  | **623791783** |
| **OTHER ASSETS AND LIABILITIES — 0.3%** |  |  | **1797874** |
| **TOTAL NET ASSETS — 100.0%** |  |  | $**625589657** |

---

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **FORWARD FOREIGN CURRENCY EXCHANGE CONTRACTS** | **FORWARD FOREIGN CURRENCY EXCHANGE CONTRACTS** | **FORWARD FOREIGN CURRENCY EXCHANGE CONTRACTS** | **FORWARD FOREIGN CURRENCY EXCHANGE CONTRACTS** | **FORWARD FOREIGN CURRENCY EXCHANGE CONTRACTS** | **FORWARD FOREIGN CURRENCY EXCHANGE CONTRACTS** | **FORWARD FOREIGN CURRENCY EXCHANGE CONTRACTS** |
| **Currency Purchased** | **Currency Purchased** | **Currency Sold** | **Currency Sold** | **Counterparty** | **Settlement Date** | **Unrealized Appreciation <br>(Depreciation)** |
| BRL | 91033785 | USD | 17007713 | Goldman Sachs & Co. | 3/15/23 | $790540 |
| BRL | 30435435 | USD | 5750129 | Goldman Sachs & Co. | 3/15/23 | 200382 |
| BRL | 35089978 | USD | 6574235 | Goldman Sachs & Co. | 3/15/23 | 286299 |
| BRL | 7317919 | USD | 1394375 | Goldman Sachs & Co. | 3/15/23 | 36370 |

---

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| BRL | 39953529 | USD | 7322418 | Goldman Sachs & Co. | 3/15/23 | 489001 |
| BRL | 18998220 | USD | 3653033 | Goldman Sachs & Co. | 3/15/23 | 61359 |
| BRL | 32359417 | USD | 6325758 | Goldman Sachs & Co. | 3/15/23 | 916 |
| USD | 5919101 | BRL | 32204054 | Goldman Sachs & Co. | 3/15/23 | (377198) |
| USD | 7458289 | BRL | 38647360 | Goldman Sachs & Co. | 3/15/23 | (97758) |
| USD | 3559716 | BRL | 18345104 | Goldman Sachs & Co. | 3/15/23 | (26983) |
| CLP | 11660444458 | USD | 13255325 | Bank of America N.A. | 3/15/23 | 1299058 |
| CLP | 4794677415 | USD | 5417102 | Bank of America N.A. | 3/15/23 | 567539 |
| USD | 6739370 | CLP | 6038475940 | Bank of America N.A. | 3/15/23 | (797760) |
| USD | 6168670 | CLP | 5336824807 | Bank of America N.A. | 3/15/23 | (492671) |
| CNY | 102009628 | USD | 14773299 | Morgan Stanley | 3/15/23 | 373283 |
| CNY | 61157457 | USD | 8924839 | Morgan Stanley | 3/15/23 | 155936 |
| CNY | 41074658 | USD | 6004154 | Morgan Stanley | 3/15/23 | 94689 |
| USD | 5906794 | CNY | 39956506 | Morgan Stanley | 3/15/23 | (26024) |
| USD | 2746553 | CNY | 18536487 | Morgan Stanley | 3/15/23 | (5779) |
| COP | 12857858565 | USD | 2612855 | Morgan Stanley | 3/15/23 | 118546 |
| COP | 30328860525 | USD | 6236657 | Morgan Stanley | 3/15/23 | 206117 |
| COP | 29891537282 | USD | 6185522 | Morgan Stanley | 3/15/23 | 164350 |
| COP | 27443399033 | USD | 5750982 | Morgan Stanley | 3/15/23 | 78831 |
| USD | 2319976 | COP | 11302924805 | Morgan Stanley | 3/15/23 | (81109) |
| USD | 3539076 | COP | 17242378497 | Morgan Stanley | 3/15/23 | (123730) |
| USD | 6958864 | COP | 34763003996 | Morgan Stanley | 3/15/23 | (425857) |
| USD | 6582661 | COP | 30329609921 | Morgan Stanley | 3/15/23 | 139728 |
| USD | 6300671 | COP | 28872824964 | Morgan Stanley | 3/15/23 | 167204 |
| CZK | 137738376 | USD | 5942378 | UBS AG | 3/15/23 | 340060 |
| CZK | 83859735 | USD | 3661997 | UBS AG | 3/15/23 | 162961 |
| USD | 14125591 | CZK | 328236355 | UBS AG | 3/15/23 | (845722) |
| USD | 1531371 | CZK | 34036402 | UBS AG | 3/15/23 | (21076) |
| HKD | 70996780 | USD | 9105887 | Bank of America N.A. | 3/15/23 | (32785) |
| USD | 9107990 | HKD | 70996780 | Bank of America N.A. | 3/15/23 | 34887 |
| HUF | 3445173986 | USD | 8543985 | UBS AG | 3/16/23 | 897712 |
| HUF | 3370395781 | USD | 8692188 | UBS AG | 3/16/23 | 544575 |
| HUF | 2223225282 | USD | 5905451 | UBS AG | 3/16/23 | 187425 |
| HUF | 1153963351 | USD | 3048136 | UBS AG | 3/16/23 | 114367 |
| HUF | 475385675 | USD | 1257834 | UBS AG | 3/16/23 | 44988 |
| HUF | 1159937907 | USD | 3186205 | UBS AG | 3/16/23 | (7329) |
| USD | 8804206 | HUF | 3445173986 | UBS AG | 3/16/23 | (637491) |
| USD | 2983458 | HUF | 1145200428 | UBS AG | 3/16/23 | (155029) |
| USD | 470850 | HUF | 176458250 | UBS AG | 3/16/23 | (12744) |
| IDR | 155744213050 | USD | 9953615 | Goldman Sachs & Co. | 3/15/23 | 421854 |
| IDR | 48496775397 | USD | 3112159 | Goldman Sachs & Co. | 3/15/23 | 118630 |
| IDR | 95198806781 | USD | 6124079 | Goldman Sachs & Co. | 3/15/23 | 217937 |
| IDR | 79093322226 | USD | 5299740 | Goldman Sachs & Co. | 3/15/23 | (30650) |
| USD | 5707007 | IDR | 88818141864 | Goldman Sachs & Co. | 3/15/23 | (209938) |
| USD | 2838012 | IDR | 44349612125 | Goldman Sachs & Co. | 3/15/23 | (116499) |
| USD | 8248750 | IDR | 125257261320 | Goldman Sachs & Co. | 3/15/23 | (95720) |
| USD | 3178014 | IDR | 47644780291 | Goldman Sachs & Co. | 3/15/23 | 3983 |
| ILS | 40176564 | USD | 11653150 | UBS AG | 3/15/23 | 3466 |
| USD | 5946908 | ILS | 20124335 | UBS AG | 3/15/23 | 108140 |
| USD | 5853811 | ILS | 20052229 | UBS AG | 3/15/23 | 35963 |
| USD | 4401606 | ILS | 15316267 | UBS AG | 3/15/23 | (42175) |
| USD | 4519130 | ILS | 15915473 | UBS AG | 3/15/23 | (98501) |
| USD | 3054346 | ILS | 10575672 | UBS AG | 3/15/23 | (14024) |
| USD | 3452084 | ILS | 11864469 | UBS AG | 3/15/23 | 9790 |
| INR | 986586623 | USD | 12042706 | Morgan Stanley | 3/15/23 | (12606) |

---

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| INR | 742982774 | USD | 9129796 | Morgan Stanley | 3/15/23 | (70118) |
| USD | 12532522 | INR | 1024659034 | Goldman Sachs & Co. | 3/15/23 | 38180 |
| USD | 8635069 | INR | 718567236 | Morgan Stanley | 3/15/23 | (126895) |
| USD | 3243412 | INR | 268019387 | Morgan Stanley | 3/15/23 | (24724) |
| USD | 9072937 | INR | 742982774 | Morgan Stanley | 3/15/23 | 13259 |
| KRW | 7653409324 | USD | 5832947 | Morgan Stanley | 3/15/23 | 381678 |
| KRW | 5771735266 | USD | 4509873 | Morgan Stanley | 3/15/23 | 176819 |
| KRW | 5746258195 | USD | 4490359 | Morgan Stanley | 3/15/23 | 175645 |
| KRW | 7521439257 | USD | 5885320 | Morgan Stanley | 3/15/23 | 222144 |
| USD | 5901765 | KRW | 7653409324 | Morgan Stanley | 3/15/23 | (312859) |
| USD | 8822668 | KRW | 11517993461 | Morgan Stanley | 3/15/23 | (530027) |
| USD | 6085307 | KRW | 7521439257 | Morgan Stanley | 3/15/23 | (22157) |
| USD | 12454589 | KRW | 15349035442 | Morgan Stanley | 3/15/23 | (8941) |
| MXN | 1650000000 | USD | 82502063 | UBS AG | 3/15/23 | 4479263 |
| MXN | 54168765 | USD | 2728974 | UBS AG | 3/15/23 | 126584 |
| MXN | 6623603 | USD | 337508 | UBS AG | 3/15/23 | 11662 |
| MXN | 104724832 | USD | 5380161 | UBS AG | 3/15/23 | 140509 |
| USD | 23751307 | MXN | 476501209 | UBS AG | 3/15/23 | (1367909) |
| USD | 3706297 | MXN | 74394644 | UBS AG | 3/15/23 | (215488) |
| USD | 74224022 | MXN | 1485000000 | UBS AG | 3/15/23 | (4059171) |
| USD | 2747604 | MXN | 55262530 | UBS AG | 3/15/23 | (165613) |
| USD | 1042476 | MXN | 19795866 | UBS AG | 3/15/23 | (1082) |
| MYR | 17590293 | USD | 4041516 | Goldman Sachs & Co. | 3/15/23 | 99228 |
| MYR | 2022007 | USD | 468762 | Goldman Sachs & Co. | 3/15/23 | 7217 |
| USD | 3679197 | MYR | 16245493 | Goldman Sachs & Co. | 3/15/23 | (144982) |
| PEN | 24391010 | USD | 6376735 | Goldman Sachs & Co. | 3/15/23 | (55425) |
| PEN | 24292233 | USD | 6342288 | Goldman Sachs & Co. | 3/15/23 | (46578) |
| PEN | 36443188 | USD | 9394390 | Morgan Stanley | 3/15/23 | 50429 |
| USD | 4490430 | PEN | 17346980 | Goldman Sachs & Co. | 3/15/23 | (5310) |
| USD | 3113522 | PEN | 12148964 | Goldman Sachs & Co. | 3/15/23 | (35071) |
| USD | 3096564 | PEN | 12136982 | Goldman Sachs & Co. | 3/15/23 | (48924) |
| USD | 3223657 | PEN | 12478778 | Goldman Sachs & Co. | 3/15/23 | (10412) |
| USD | 10455928 | PEN | 40412160 | Morgan Stanley | 3/15/23 | (17512) |
| PHP | 483571667 | USD | 8702027 | Goldman Sachs & Co. | 3/15/23 | 128527 |
| USD | 5842011 | PHP | 324815818 | Goldman Sachs & Co. | 3/15/23 | (89486) |
| USD | 2840505 | PHP | 158755849 | Goldman Sachs & Co. | 3/15/23 | (58552) |
| USD | 4383608 | PHP | 243246411 | Morgan Stanley | 3/15/23 | (58341) |
| USD | 1472005 | PHP | 81593242 | Morgan Stanley | 3/15/23 | (17978) |
| USD | 2997865 | PHP | 168420037 | Morgan Stanley | 3/15/23 | (77672) |
| USD | 3104507 | PHP | 170362930 | Morgan Stanley | 3/15/23 | (6509) |
| PLN | 24203242 | USD | 5387957 | UBS AG | 3/15/23 | 182176 |
| PLN | 27266617 | USD | 6139747 | UBS AG | 3/15/23 | 135391 |
| USD | 1978212 | PLN | 8962410 | UBS AG | 3/15/23 | (84396) |
| USD | 3261640 | PLN | 14605625 | UBS AG | 3/15/23 | (99698) |
| RON | 28009808 | USD | 6211978 | UBS AG | 3/15/23 | (34753) |
| USD | 5065835 | RON | 23339161 | UBS AG | 3/15/23 | (81336) |
| SGD | 4119308 | USD | 3127559 | Bank of America N.A. | 3/15/23 | 10539 |
| USD | 9102526 | SGD | 12105996 | Bank of America N.A. | 3/15/23 | (119848) |
| USD | 3250400 | SGD | 4285230 | Bank of America N.A. | 3/15/23 | (14097) |
| THB | 361700158 | USD | 10485582 | Bank of America N.A. | 3/15/23 | 517891 |
| THB | 400529898 | USD | 11637222 | Bank of America N.A. | 3/15/23 | 547512 |
| THB | 104854404 | USD | 3041727 | Bank of America N.A. | 3/15/23 | 148105 |
| THB | 109701338 | USD | 3188066 | Bank of America N.A. | 3/15/23 | 149217 |
| USD | 3815164 | THB | 128723650 | Bank of America N.A. | 3/15/23 | (100806) |
| USD | 12253962 | THB | 400765829 | Bank of America N.A. | 3/15/23 | 62051 |

---

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| TWD | 366366913 | USD | 12200030 | Goldman Sachs & Co. | 3/15/23 | 62594 |
| USD | 5941596 | TWD | 180802751 | Goldman Sachs & Co. | 3/15/23 | (110032) |
| USD | 2996196 | TWD | 91219198 | Goldman Sachs & Co. | 3/15/23 | (56991) |
| USD | 3122971 | TWD | 94344964 | Goldman Sachs & Co. | 3/15/23 | (34838) |
| USD | 6937322 | ZAR | 119857769 | UBS AG | 3/15/23 | 73534 |
| USD | 7842932 | ZAR | 136192510 | UBS AG | 3/15/23 | 43717 |
| USD | 4141718 | ZAR | 72119735 | UBS AG | 3/15/23 | 11702 |
| USD | 2710019 | ZAR | 46198534 | UBS AG | 3/15/23 | 64409 |
| USD | 8161059 | ZAR | 139623478 | UBS AG | 3/15/23 | 165366 |
| USD | 786379 | ZAR | 13627784 | UBS AG | 3/15/23 | 5969 |
| USD | 6190469 | ZAR | 108159869 | UBS AG | 3/15/23 | (3426) |
| ZAR | 94793473 | USD | 5489864 | UBS AG | 3/15/23 | (61410) |
| ZAR | 115861732 | USD | 6563065 | UBS AG | 3/15/23 | 71885 |
| ZAR | 107971248 | USD | 6366417 | UBS AG | 3/15/23 | (183324) |
| ZAR | 164271372 | USD | 9537519 | UBS AG | 3/15/23 | (130338) |
| ZAR | 113086820 | USD | 6480620 | UBS AG | 3/15/23 | (4578) |
|  |  |  |  |  |  | $3295323 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **FUTURES CONTRACTS PURCHASED** | **FUTURES CONTRACTS PURCHASED** | **FUTURES CONTRACTS PURCHASED** | **FUTURES CONTRACTS PURCHASED** | **FUTURES CONTRACTS PURCHASED** |
| **Reference Entity** | **Contracts** | **Expiration**<br>**Date** | **Notional**<br>**Amount** | **Unrealized**<br>**Appreciation**<br>**(Depreciation)^** |
| U.S. Treasury 2-Year Notes | 128 | March 2023 | $26323000 | $74782 |
| U.S. Treasury 5-Year Notes | 58 | March 2023 | 6336047 | 51090 |
| U.S. Treasury 10-Year Notes | 323 | March 2023 | 36988547 | (313270) |
| U.S. Treasury Long Bonds | 1 | March 2023 | 129875 | 2053 |
|  |  |  | $69777469 | $(185345) |

---

^Amount represents value and unrealized appreciation (depreciation).

---

| | | | | |
|:---|:---|:---|:---|:---|
| **FUTURES CONTRACTS SOLD** | **FUTURES CONTRACTS SOLD** | **FUTURES CONTRACTS SOLD** | **FUTURES CONTRACTS SOLD** | |
| **Reference Entity** | **Contracts** | **Expiration <br>Date** | **Notional <br>Amount** | **Unrealized** <br>**Appreciation** <br>**(Depreciation)^** |
| U.S. Treasury Ultra Bonds | 25 | March 2023 | $3543750 | $(85414) |
| U.S. Treasury 10-Year Ultra Notes | 336 | March 2023 | 40724250 | (206994) |
|  |  |  | $44268000 | $(292408) |

---

^Amount represents value and unrealized appreciation (depreciation).

------

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **CENTRALLY CLEARED CREDIT DEFAULT SWAP AGREEMENTS**<sup>§</sup> | **CENTRALLY CLEARED CREDIT DEFAULT SWAP AGREEMENTS**<sup>§</sup> | **CENTRALLY CLEARED CREDIT DEFAULT SWAP AGREEMENTS**<sup>§</sup> | **CENTRALLY CLEARED CREDIT DEFAULT SWAP AGREEMENTS**<sup>§</sup> | **CENTRALLY CLEARED CREDIT DEFAULT SWAP AGREEMENTS**<sup>§</sup> | **CENTRALLY CLEARED CREDIT DEFAULT SWAP AGREEMENTS**<sup>§</sup> | **CENTRALLY CLEARED CREDIT DEFAULT SWAP AGREEMENTS**<sup>§</sup> | **CENTRALLY CLEARED CREDIT DEFAULT SWAP AGREEMENTS**<sup>§</sup> |
| **Reference Entity** | **Type** | **Fixed Rate <br>Received <br>(Paid)<br>Quarterly** | **Termination <br>Date** | **Notional <br>Amount** | **Premiums <br>Paid <br>(Received)** | **Unrealized <br>Appreciation <br>(Depreciation)** | **Value^** |
| Brazil Government International Bond | Buy | (1.00)% | 12/20/27 | $33530000 | $2244388 | $(434580) | $1809808 |
| Mexico Government International Bond | Buy | (1.00)% | 12/20/27 | $27120000 | 804563 | (601628) | 202935 |
| Mexico Government International Bond | Buy | (1.00)% | 12/20/27 | $6800000 | (34665) | (68320) | (102985) |
| Mexico Government International Bond | Buy | (1.00)% | 12/20/27 | $7500000 | 154167 | (165014) | (10847) |
| Republic of South Africa Government International Bond | Buy | (1.00)% | 12/20/27 | $18713000 | 1386829 | (199909) | 1186920 |
|  |  |  |  |  | $4555282 | $(1469451) | $3085831 |

---

§Credit default swap agreements enable the fund to buy/sell protection against a credit event of a specific issuer or index. As a seller of credit protection against a security or basket of securities, the fund receives an upfront and/or periodic payment to compensate against potential default events. The fund may attempt to enhance returns by selling protection.

^The value for credit default swap agreements serves as an indicator of the current status of the payment/performance risk and represent the likelihood of an expected liability or profit at the period end. Increasing values in absolute terms when compared to the notional amount of the credit default swap agreement represent a deterioration of the referenced entity's credit soundness and an increased likelihood or risk of a credit event occurring as defined in the agreement.

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **INTEREST RATE SWAP AGREEMENTS** | **INTEREST RATE SWAP AGREEMENTS** | **INTEREST RATE SWAP AGREEMENTS** | **INTEREST RATE SWAP AGREEMENTS** | **INTEREST RATE SWAP AGREEMENTS** | **INTEREST RATE SWAP AGREEMENTS** | **INTEREST RATE SWAP AGREEMENTS** | |
| **Counterparty** | **Floating**<br>**Rate Index** | **Pay/Receive**<br>**Floating Rate**<br>**Index**<br>**at Termination** | **Fixed**<br>**Rate** | **Termination**<br>**Date** | **Notional**<br>**Amount** | **Notional**<br>**Amount** | **Value^** |
| Bank of America N. A. | BZDIOVRA | Pay | 11.59% | 1/2/24 | BRL | 88768541 | $(499647) |
| Bank of America N. A. | BZDIOVRA | Pay | 12.85% | 1/2/24 | BRL | 110801612 | (180250) |
| Goldman Sachs & Co. | BZDIOVRA | Pay | 12.96% | 1/2/26 | BRL | 60455066 | 85775 |
| Morgan Stanley | BZDIOVRA | Pay | 11.03% | 1/2/24 | BRL | 105566396 | (782132) |
|  |  |  |  |  |  |  | $(1376254) |

---

^Amount represents value and unrealized appreciation (depreciation).

------

---

| | | |
|:---|:---|:---|
| **NOTES TO SCHEDULE OF INVESTMENTS** | **NOTES TO SCHEDULE OF INVESTMENTS** | **NOTES TO SCHEDULE OF INVESTMENTS** |
| BRL | – | Brazilian Real |
| BZDIOVRA | – | Brazil Interbank Deposit Rate |
| CLP | – | Chilean Peso |
| CNY | – | Chinese Yuan |
| COP | – | Colombian Peso |
| CZK | – | Czech Koruna |
| HKD | – | Hong Kong Dollar |
| HUF | – | Hungarian Forint |
| IDR | – | Indonesian Rupiah |
| ILS | – | Israeli Shekel |
| INR | – | Indian Rupee |
| KRW | – | South Korean Won |
| LIBOR | – | London Interbank Offered Rate |
| MXN | – | Mexican Peso |
| MYR | – | Malaysian Ringgit |
| PEN | – | Peruvian Sol |
| PHP | – | Philippine Peso |
| PLN | – | Polish Zloty |
| RON | – | New Romanian Leu |
| SGD | – | Singapore Dollar |
| THB | – | Thai Baht |
| TWD | – | Taiwanese Dollar |
| USD | – | United States Dollar |
| VRN | – | Variable Rate Note. The rate adjusts periodically based upon the terms set forth in the security's offering documents. The rate shown is effective at the period end and the reference rate and spread, if any, is indicated. The security's effective maturity date may be shorter than the final maturity date shown. |
| ZAR | – | South African Rand |

---

(1)Security was purchased pursuant to Rule 144A or Section 4(2) under the Securities Act of 1933 and may be sold in transactions exempt from registration, normally to qualified institutional investors. The aggregate value of these securities at the period end was $134,879,265, which represented 21.6% of total net assets.

(2)Security is a zero-coupon bond. Zero-coupon securities may be issued at a substantial discount from their value at maturity.

(3)Security is in default.

(4)Non-income producing.

(5)Security, or a portion thereof, is on loan. At the period end, the aggregate value of securities on loan was $3,506,720. The amount of securities on loan indicated may not correspond with the securities on loan identified because securities with pending sales are in the process of recall from the brokers.

(6)Security, or a portion thereof, has been pledged at the custodian bank or with a broker for collateral requirements on forward foreign currency exchange contracts, futures contracts and/or swap agreements. At the period end, the aggregate value of securities pledged was $4,609,884.

(7)Investment of cash collateral from securities on loan. At the period end, the aggregate value of the collateral held by the fund was $3,634,648.

(8)The rate indicated is the yield to maturity at purchase for non-interest bearing securities. For interest bearing securities, the stated coupon rate is shown.

------

**SUPPLEMENTARY NOTES TO SCHEDULE OF INVESTMENTS** 

**1. Investment Valuations**

The fund determines the fair value of its investments and computes its net asset value (NAV) per share at the close of regular trading (usually 4 p.m. Eastern time) on the New York Stock Exchange (NYSE) on each day the NYSE is open. The value of investments of the fund is determined by American Century Investment Management, Inc. (ACIM) (the investment advisor), as the valuation designee, pursuant to its valuation policies and procedures. The Board of Trustees oversees the valuation designee and reviews its valuation policies and procedures at least annually.

Fixed income securities are valued at the evaluated mean as provided by independent pricing services or at the mean of the most recent bid and asked prices as provided by investment dealers. Corporate bonds, U.S. Treasury and Government Agency securities, and sovereign governments and agencies are valued using market models that consider trade data, quotations from dealers and active market makers, relevant yield curve and spread data, creditworthiness, trade data or market information on comparable securities, and other relevant security specific information. Fixed income securities initially expressed in local currencies are translated into U.S. dollars at the mean of the appropriate currency exchange rate at the close of the NYSE as provided by an independent pricing service.

Equity securities that are listed or traded on a domestic securities exchange are valued at the last reported sales price or at the official closing price as provided by the exchange. Equity securities traded on foreign securities exchanges are generally valued at the closing price of such securities on the exchange where primarily traded or at the close of the NYSE, if that is earlier. If no last sales price is reported, or if local convention or regulation so provides, the mean of the latest bid and asked prices may be used. Securities traded over-the-counter are valued at the mean of the latest bid and asked prices, the last sales price, or the official closing price.

Hybrid securities are valued at the evaluated mean as provided by independent pricing services or at the mean of the most recent bid and asked prices as provided by investment dealers. Preferred stocks and convertible preferred stocks with perpetual maturities are valued using market models that consider trade data, quotations from dealers and active market makers, relevant yield curve and spread data, creditworthiness, trade data or market information on comparable securities, and other relevant security specific information.

Open-end management investment companies are valued at the reported NAV per share. Repurchase agreements are valued at cost, which approximates fair value. Exchange-traded futures contracts are valued at the settlement price as provided by the appropriate exchange. Swap agreements are valued at an evaluated mean as provided by independent pricing services or independent brokers. Forward foreign currency exchange contracts are valued at the mean of the appropriate forward exchange rate at the close of the NYSE as provided by an independent pricing service. Investments initially expressed in local currencies are translated into U.S. dollars at the mean of the appropriate currency exchange rate at the close of the NYSE as provided by an independent pricing service.

If the valuation designee determines that the market price for a portfolio security is not readily available or is believed by the valuation designee to be unreliable, such security is valued at fair value as determined in good faith by the valuation designee, in accordance with its policies and procedures. Circumstances that may cause the fund to determine that market quotations are not available or reliable include, but are not limited to: when there is a significant event subsequent to the market quotation; trading in a security has been halted during the trading day; or trading in a security is insufficient or did not take place due to a closure or holiday.

The valuation designee monitors for significant events occurring after the close of an investment's primary exchange but before the fund's NAV per share is determined. Significant events may include, but are not limited to: corporate announcements and transactions; regulatory news, governmental action and political unrest that could impact a specific investment or an investment sector; or armed conflicts, natural disasters and similar events that could affect investments in a specific country or region. The valuation designee also monitors for significant fluctuations between domestic and foreign markets, as evidenced by the U.S. market or such other indicators that it deems appropriate. The valuation designee may apply a model-derived factor to the closing price of equity securities traded on foreign securities exchanges. The factor is based on observable market data as provided by an independent pricing service.

**2. Fair Value Measurements**

The fund's investments valuation process is based on several considerations and may use multiple inputs to determine the fair value of the investments held by the fund. In conformity with accounting principles generally accepted in the United States of America, the inputs used to determine a valuation are classified into three broad levels.

• Level 1 valuation inputs consist of unadjusted quoted prices in an active market for identical investments.

• Level 2 valuation inputs consist of direct or indirect observable market data (including quoted prices for comparable investments, evaluations of subsequent market events, interest rates, prepayment speeds, credit risk, etc.). These inputs also consist of quoted prices for identical investments initially expressed in local currencies that are adjusted through translation into U.S. dollars.

• Level 3 valuation inputs consist of unobservable data (including a fund's own assumptions).

The level classification is based on the lowest level input that is significant to the fair valuation measurement. The valuation inputs are not necessarily an indication of the risks associated with investing in these securities or other financial instruments.

------

The following is a summary of the level classifications as of period end. The Schedule of Investments provides additional information on the fund's portfolio holdings.

---

| | | | |
|:---|:---|:---|:---|
| | **Level 1** | **Level 2** | **Level 3** |
| **Assets** | | | |
| **Investment Securities** | | | |
| Sovereign Governments and Agencies |  | $326886890 |  |
| Corporate Bonds |  | 172701616 |  |
| U.S. Treasury Securities |  | 13556671 |  |
| Preferred Stocks |  | 1527176 |  |
| Short-Term Investments | $3634648 | 105484782 |  |
|  | $3634648 | $620157135 |  |
| **Other Financial Instruments** |  |  |  |
| Futures Contracts | $127925 |  |  |
| Swap Agreements |  | $3285438 |  |
| Forward Foreign Currency Exchange Contracts |  | 16780088 |  |
|  | $127925 | $20065526 |  |
| **Liabilities** |  |  |  |
| **Other Financial Instruments** |  |  |  |
| Futures Contracts | $605678 |  |  |
| Swap Agreements |  | $1575861 |  |
| Forward Foreign Currency Exchange Contracts |  | 13484765 |  |
|  | $605678 | $15060626 |  |

---

*This schedule of investments provides information about the fund's portfolio holdings as of the date on the schedule. It is unaudited, and American Century Investments assumes no obligation to update or supplement the schedule to reflect subsequent changes. More information is available in the fund's most recent annual or semiannual shareholder report.*

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** American Century International Bond Funds

- **b. Investment Company Act file number:** 811-06441

- **c. CIK number of Registrant:** 0000880268

- **d. LEI of Registrant:** 549300QZXI44OOTBJE66

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

  - **Street Address 1:** 4500 Main St

  - **City:** Kansas City

  - **State:** MO

  - **Foreign country:** US

  - **Zip / Postal Code:** 64111

  - **Telephone number:** 816-531-5575

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

- **a. Name of Series:** Emerging Markets Debt Fund

- **b. EDGAR series identifier (if any):** S000046096

- **c. LEI of Series:** 54930089U8LN76OW1Q27

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

- **a. Date of fiscal year-end:** 2023-10-31

- **b. Date as of which information is reported:** 2023-01-31

**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:** $660880840.00

**Total Liabilities:** $35867075.31

**Net Assets:** $625013764.69

**Cash Not Reported:** $1097159.54

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 186.000000000000 | **1-Year:** 2204.000000000000 | **5-Year:** -7536.000000000000 | **10-Year:** 28057.000000000000 | **30-Year:** 57460.000000000000

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

- **3-Month:** 196.000000000000 | **1-Year:** 11291.000000000000 | **5-Year:** 5093.000000000000 | **10-Year:** 43714.000000000000 | **30-Year:** 27702.000000000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000144189 | 6.08%                | 1.03%                | 3.57%                |
| Class ID C000144190 | 6.08%                | 1.08%                | 3.69%                |
| Class ID C000144191 | 6.09%                | 0.96%                | 3.58%                |
| Class ID C000144192 | 5.99%                | 0.98%                | 3.47%                |
| Class ID C000144193 | 6.10%                | 1.00%                | 3.58%                |
| Class ID C000144194 | 6.08%                | 1.10%                | 3.57%                |
| Class ID C000189713 | 6.08%                | 1.05%                | 3.69%                |
| Class ID C000189714 | 6.08%                | 1.08%                | 3.57%                |
| Class ID C000194401 | 6.08%                | 1.18%                | 3.69%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-1824751.15             | $35390671.10                               |
| Month 2  | $1011019.43              | $1471607.68                                |
| Month 3  | $-1567128.99             | $18616371.54                               |

**Designated Index Information**

- **Index Name:** N/A

- **Index Identifier:** N/A

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| UBS AG                                                                                                                        | SOLD ZAR/BOUGHT USD                                                                              | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $43717.11     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                                                                        | SOLD ZAR/BOUGHT USD                                                                              | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $64408.88     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                                                                        | SOLD ZAR/BOUGHT USD                                                                              | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $11701.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                                                                        | SOLD ZAR/BOUGHT USD                                                                              | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $5968.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                                                                        | SOLD ZAR/BOUGHT USD                                                                              | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $165366.18    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS + CO LLC                                                                                                        | SOLD TWD/BOUGHT USD                                                                              | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $-34837.90    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS + CO LLC                                                                                                        | SOLD TWD/BOUGHT USD                                                                              | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $-56990.73    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS + CO LLC                                                                                                        | SOLD TWD/BOUGHT USD                                                                              | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $-110032.17   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS + CO LLC                                                                                                        | SOLD PEN/BOUGHT USD                                                                              | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $-35070.66    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS + CO LLC                                                                                                        | SOLD PEN/BOUGHT USD                                                                              | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $-48923.79    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                                                                         | SOLD THB/BOUGHT USD                                                                              | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $62051.11     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS + CO LLC                                                                                                        | SOLD PEN/BOUGHT USD                                                                              | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $-10411.94    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                                                                        | SOLD ZAR/BOUGHT USD                                                                              | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $73533.88     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                                                                         | SOLD THB/BOUGHT USD                                                                              | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $-100806.29   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS + CO LLC                                                                                                        | SOLD PHP/BOUGHT USD                                                                              | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $-89485.85    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                                                                         | SOLD SGD/BOUGHT USD                                                                              | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $-119847.88   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS + CO LLC                                                                                                        | SOLD BRL/BOUGHT USD                                                                              | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $-377197.71   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                                                                        | SOLD ZAR/BOUGHT USD                                                                              | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $-3425.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY AND CO., LLC                                                                                                   | SOLD PEN/BOUGHT USD                                                                              | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $-17512.19    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY AND CO., LLC                                                                                                   | SOLD COP/BOUGHT USD                                                                              | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $-123730.13   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                                                                        | SOLD HUF/BOUGHT USD                                                                              | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $-12744.45    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                                                                        | SOLD ILS/BOUGHT USD                                                                              | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $108139.71    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                                                                         | SOLD SGD/BOUGHT USD                                                                              | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $-14097.48    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS + CO LLC                                                                                                        | SOLD IDR/BOUGHT USD                                                                              | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $-116499.19   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY AND CO., LLC                                                                                                   | SOLD PHP/BOUGHT USD                                                                              | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $-17977.98    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY AND CO., LLC                                                                                                   | SOLD PHP/BOUGHT USD                                                                              | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $-77671.94    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY AND CO., LLC                                                                                                   | SOLD PHP/BOUGHT USD                                                                              | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $-6508.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                                                                        | SOLD PLN/BOUGHT USD                                                                              | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $-84396.33    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                                                                        | SOLD PLN/BOUGHT USD                                                                              | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $-99697.82    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                                                                        | SOLD RON/BOUGHT USD                                                                              | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $-81335.51    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY AND CO., LLC                                                                                                   | SOLD PHP/BOUGHT USD                                                                              | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $-58341.10    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY AND CO., LLC                                                                                                   | SOLD INR/BOUGHT USD                                                                              | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $-24724.34    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY AND CO., LLC                                                                                                   | SOLD KRW/BOUGHT USD                                                                              | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $-312859.30   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                                                                        | SOLD ILS/BOUGHT USD                                                                              | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $9790.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY AND CO., LLC                                                                                                   | SOLD KRW/BOUGHT USD                                                                              | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $-8940.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY AND CO., LLC                                                                                                   | SOLD KRW/BOUGHT USD                                                                              | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $-22157.16    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS + CO LLC                                                                                                        | SOLD PHP/BOUGHT USD                                                                              | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $-58552.38    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES INC                                                                                           | BOUGHT INR/SOLD USD                                                                              | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $-70117.74    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS + CO LLC                                                                                                        | BOUGHT IDR/SOLD USD                                                                              | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $421853.56    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS + CO LLC                                                                                                        | BOUGHT IDR/SOLD USD                                                                              | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $118630.37    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS + CO LLC                                                                                                        | BOUGHT IDR/SOLD USD                                                                              | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $217936.70    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS + CO LLC                                                                                                        | BOUGHT IDR/SOLD USD                                                                              | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $-30650.19    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                                                                        | BOUGHT ILS/SOLD USD                                                                              | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $3465.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES INC                                                                                           | BOUGHT INR/SOLD USD                                                                              | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $-12605.70    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES INC                                                                                           | BOUGHT KRW/SOLD USD                                                                              | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $176818.65    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS + CO LLC                                                                                                        | SOLD BRL/BOUGHT USD                                                                              | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $-97757.93    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES INC                                                                                           | BOUGHT KRW/SOLD USD                                                                              | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $175645.18    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                                                                        | SOLD MXN/BOUGHT USD                                                                              | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $-1367909.51  | -0.22%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY AND CO., LLC                                                                                                   | SOLD INR/BOUGHT USD                                                                              | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $-126894.61   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                                                                        | SOLD MXN/BOUGHT USD                                                                              | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $-215487.82   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                                                                        | SOLD MXN/BOUGHT USD                                                                              | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $-165612.57   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                                                                        | SOLD ILS/BOUGHT USD                                                                              | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $-14023.67    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                                                                        | SOLD ILS/BOUGHT USD                                                                              | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $-98500.64    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                                                                        | SOLD ILS/BOUGHT USD                                                                              | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $-42174.86    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                                                                        | SOLD ILS/BOUGHT USD                                                                              | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $35963.48     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS + CO LLC                                                                                                        | SOLD IDR/BOUGHT USD                                                                              | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $3982.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS + CO LLC                                                                                                        | SOLD IDR/BOUGHT USD                                                                              | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $-95719.56    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY AND CO., LLC                                                                                                   | SOLD INR/BOUGHT USD                                                                              | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $13258.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS + CO LLC                                                                                                        | SOLD IDR/BOUGHT USD                                                                              | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $-209937.82   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS + CO LLC                                                                                                        | SOLD INR/BOUGHT USD                                                                              | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $38180.44     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY AND CO., LLC                                                                                                   | SOLD KRW/BOUGHT USD                                                                              | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $-530027.12   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS + CO LLC                                                                                                        | SOLD PEN/BOUGHT USD                                                                              | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $-5309.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS + CO LLC                                                                                                        | SOLD MYR/BOUGHT USD                                                                              | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $-144981.88   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                                                                        | SOLD MXN/BOUGHT USD                                                                              | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $-1081.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                                                                        | SOLD MXN/BOUGHT USD                                                                              | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $-4059171.32  | -0.65%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS + CO LLC                                                                                                        | SOLD BRL/BOUGHT USD                                                                              | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $-26983.17    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                                                                         | SOLD CLP/BOUGHT USD                                                                              | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $-492670.89   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES INC                                                                                           | BOUGHT KRW/SOLD USD                                                                              | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $222143.77    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY AND CO., LLC                                                                                                   | SOLD COP/BOUGHT USD                                                                              | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $167203.91    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                                                                        | SOLD CZK/BOUGHT USD                                                                              | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $-845722.22   | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                                                                        | SOLD HUF/BOUGHT USD                                                                              | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $-155029.34   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                                                                         | SOLD HKD/BOUGHT USD                                                                              | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $34887.29     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY AND CO., LLC                                                                                                   | SOLD COP/BOUGHT USD                                                                              | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $139728.26    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                                                                        | SOLD HUF/BOUGHT USD                                                                              | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $-637490.77   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                                                                        | SOLD CZK/BOUGHT USD                                                                              | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $-21076.40    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY AND CO., LLC                                                                                                   | SOLD COP/BOUGHT USD                                                                              | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $-425856.72   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY AND CO., LLC                                                                                                   | SOLD CNY/BOUGHT USD                                                                              | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $-26023.78    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY AND CO., LLC                                                                                                   | SOLD COP/BOUGHT USD                                                                              | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $-81109.01    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY AND CO., LLC                                                                                                   | SOLD CNY/BOUGHT USD                                                                              | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $-5779.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                                                                         | SOLD CLP/BOUGHT USD                                                                              | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $-797760.29   | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                                                                        | BOUGHT MXN/SOLD USD                                                                              | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $4479262.90   | 0.72%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                                                                        | BOUGHT MXN/SOLD USD                                                                              | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $11661.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS + CO LLC                                                                                                        | BOUGHT BRL/SOLD USD                                                                              | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $36370.14     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS + CO LLC                                                                                                        | BOUGHT BRL/SOLD USD                                                                              | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $489001.09    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS + CO LLC                                                                                                        | BOUGHT BRL/SOLD USD                                                                              | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $61358.57     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS + CO LLC                                                                                                        | BOUGHT BRL/SOLD USD                                                                              | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $915.98       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                                                                         | BOUGHT CLP/SOLD USD                                                                              | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $1299058.30   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                                                                         | BOUGHT CLP/SOLD USD                                                                              | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $567538.50    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES INC                                                                                           | BOUGHT CNY/SOLD USD                                                                              | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $373283.46    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES INC                                                                                           | BOUGHT CNY/SOLD USD                                                                              | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $155936.05    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES INC                                                                                           | BOUGHT CNY/SOLD USD                                                                              | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $94688.75     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                                                                        | BOUGHT HUF/SOLD USD                                                                              | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $544575.45    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                                                                        | BOUGHT HUF/SOLD USD                                                                              | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $897712.11    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                                                                         | BOUGHT HKD/SOLD USD                                                                              | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $-32784.58    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                                                                        | BOUGHT CZK/SOLD USD                                                                              | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $162961.07    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS + CO LLC                                                                                                        | BOUGHT BRL/SOLD USD                                                                              | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $286298.74    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                                                                        | BOUGHT CZK/SOLD USD                                                                              | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $340059.56    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS + CO LLC                                                                                                        | BOUGHT BRL/SOLD USD                                                                              | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $200382.18    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                                                                        | BOUGHT HUF/SOLD USD                                                                              | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $187425.15    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                                                                        | BOUGHT MXN/SOLD USD                                                                              | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $140508.61    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                                                                        | BOUGHT RON/SOLD USD                                                                              | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $-34752.97    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                                                                        | BOUGHT PLN/SOLD USD                                                                              | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $135391.21    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                                                                        | BOUGHT PLN/SOLD USD                                                                              | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $182176.24    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS + CO LLC                                                                                                        | BOUGHT PHP/SOLD USD                                                                              | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $128527.32    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS + CO LLC                                                                                                        | BOUGHT PEN/SOLD USD                                                                              | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $-46578.42    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS + CO LLC                                                                                                        | BOUGHT PEN/SOLD USD                                                                              | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $-55425.08    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES INC                                                                                           | BOUGHT PEN/SOLD USD                                                                              | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $50428.77     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS + CO LLC                                                                                                        | BOUGHT MYR/SOLD USD                                                                              | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $7216.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS + CO LLC                                                                                                        | BOUGHT MYR/SOLD USD                                                                              | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $99227.91     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                                                                        | BOUGHT HUF/SOLD USD                                                                              | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $-7328.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                                                                         | BOUGHT SGD/SOLD USD                                                                              | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $10538.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                                                                        | BOUGHT HUF/SOLD USD                                                                              | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $44988.02     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS + CO LLC                                                                                                        | BOUGHT BRL/SOLD USD                                                                              | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $790540.49    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES INC                                                                                           | BOUGHT COP/SOLD USD                                                                              | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $78831.42     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES INC                                                                                           | BOUGHT COP/SOLD USD                                                                              | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $164350.16    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES INC                                                                                           | BOUGHT COP/SOLD USD                                                                              | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $206116.92    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES INC                                                                                           | BOUGHT COP/SOLD USD                                                                              | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $118545.82    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                                                                        | BOUGHT HUF/SOLD USD                                                                              | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $114366.76    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                                                                         | BOUGHT THB/SOLD USD                                                                              | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $517891.14    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES INC                                                                                           | BOUGHT KRW/SOLD USD                                                                              | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $381678.00    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                                                                         | BOUGHT THB/SOLD USD                                                                              | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $148104.99    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                                                                        | BOUGHT ZAR/SOLD USD                                                                              | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $-130337.62   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                                                                        | BOUGHT MXN/SOLD USD                                                                              | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $126584.39    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                                                                        | BOUGHT ZAR/SOLD USD                                                                              | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $-183324.04   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                                                                         | BOUGHT THB/SOLD USD                                                                              | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $547511.82    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS + CO LLC                                                                                                        | BOUGHT TWD/SOLD USD                                                                              | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $62593.58     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, N.A.                                                                                                         | BOUGHT THB/SOLD USD                                                                              | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $149217.27    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                                                                        | BOUGHT ZAR/SOLD USD                                                                              | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $-61410.47    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                                                                        | BOUGHT ZAR/SOLD USD                                                                              | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | N/A       |            1 | NC      | $71884.74     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                                                                 | CHILE 100 12/20/27                                                                               | CUSIP: SP9U2G854<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | CL        |      7500000 | OU      | $-1888.65     | -0.00%            | 2027-12-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                                                                 | REPSO 100 12/20/27                                                                               | CUSIP: SP9U23NT4<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | ZA        |     18713000 | OU      | $1209272.05   | 0.19%             | 2027-12-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                                                                 | MALAY 100 12/20/27                                                                               | CUSIP: SP9FC5O94<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | MY        |      6800000 | OU      | $-94862.52    | -0.02%            | 2027-12-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Bank of America                                                                                                               | SWAP 12.85 01/02/24                                                                              | CUSIP: SL0W18NJ0<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              | CORP              | BR        |    110801612 | OU      | $-180250.00   | -0.03%            | 2024-01-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                                                                   | SWAP 12.96 01/02/26                                                                              | CUSIP: SL3H76U19<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DIR              | CORP              | BR        |     60455066 | OU      | $85775.26     | 0.01%             | 2026-01-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Bank of America                                                                                                               | SWAP 11.59 01/02/24                                                                              | CUSIP: SLK6080X0<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              | CORP              | BR        |     88768541 | OU      | $-499646.95   | -0.08%            | 2024-01-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                                                                 | MEX1 100 12/20/27                                                                                | CUSIP: SP9F7CUS6<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | MX        |     27120000 | OU      | $235327.83    | 0.04%             | 2027-12-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                                                                 | BRAZI 100 12/20/27                                                                               | CUSIP: SP9F7C7F0<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | BR        |     33530000 | OU      | $1849857.81   | 0.30%             | 2027-12-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                                                                | SWAP 11.03 01/02/24                                                                              | CUSIP: SLPU2BU44<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DIR              | CORP              | BR        |    105566396 | OU      | $-782132.14   | -0.13%            | 2024-01-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BBVA Bancomer SA/Texas                                                                                                        | BBVA Bancomer SA/Texas 5.13 01/18/2033                                                           | CUSIP: 05533UAF5<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | US        |      2000000 | PA      | $1903600.00   | 0.30%             | 2033-01-18      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Braskem Idesa SAPI                                                                                                            | Braskem Idesa SAPI 6.99 02/20/2032                                                               | CUSIP: 10554NAB4<br>LEI: YH0V7ZHY352ITDGEYB83 | Long             | DBT              | CORP              | MX        |      3200000 | PA      | $2374656.00   | 0.38%             | 2032-02-20      | Fixed         | 6.99%                 | No            |                  2 | On Loan: No      |
| Brazilian Government International Bond                                                                                       | Brazilian Government International Bond 4.75 01/14/2050                                          | CUSIP: 105756CB4<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |      2000000 | PA      | $1475897.54   | 0.24%             | 2050-01-14      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CSN Resources SA                                                                                                              | CSN Resources SA 4.63 06/10/2031                                                                 | CUSIP: 12644VAD0<br>LEI: 222100ZEX458NMOXZP08 | Long             | DBT              | CORP              | BR        |      1000000 | PA      | $843157.30    | 0.13%             | 2031-06-10      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| Turkey Government International Bond                                                                                          | Turkey Government International Bond 9.88 01/15/2028                                             | CUSIP: 900123DF4<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |      1150000 | PA      | $1182343.75   | 0.19%             | 2028-01-15      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| Azul Investments LLP                                                                                                          | Azul Investments LLP 7.25 06/15/2026                                                             | CUSIP: 05502FAC2<br>LEI: 549300C6XNC8IDH04C74 | Long             | DBT              | CORP              | US        |      2000000 | PA      | $1210325.48   | 0.19%             | 2026-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| C&W Senior Financing DAC                                                                                                      | C&W Senior Financing DAC 6.88 09/15/2027                                                         | CUSIP: 12674TAA4<br>LEI: 5493009O8OIWZPZRY516 | Long             | DBT              | CORP              | IE        |      3095000 | PA      | $2949132.65   | 0.47%             | 2027-09-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bond                                                                                        | Colombia Government International Bond 3.88 04/25/2027                                           | CUSIP: 195325DL6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |       125000 | PA      | $113510.35    | 0.02%             | 2027-04-25      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Minera Mexico SA de CV                                                                                                        | Minera Mexico SA de CV 4.50 01/26/2050                                                           | CUSIP: 60284MAB8<br>LEI: 2549005BMA2EK49I0T98 | Long             | DBT              | CORP              | MX        |      1753000 | PA      | $1404425.15   | 0.22%             | 2050-01-26      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EIG Pearl Holdings Sarl                                                                                                       | EIG Pearl Holdings Sarl 3.55 08/31/2036                                                          | CUSIP: 28249NAA9<br>LEI: 549300KIMRL45BWA5H76 | Long             | DBT              | CORP              | LU        |       500000 | PA      | $436062.50    | 0.07%             | 2036-08-31      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| CBOT 2 Year US Treasury Note                                                                                                  | US 2YR NOTE (CBT) Mar23                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | UST               | US        |          128 | NC      | $74782.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CSN Resources SA                                                                                                              | CSN Resources SA 7.63 04/17/2026                                                                 | CUSIP: N/A<br>LEI: 222100ZEX458NMOXZP08       | Long             | DBT              | CORP              | BR        |       585000 | PA      | $595222.88    | 0.10%             | 2026-04-17      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Greenko Dutch BV                                                                                                              | Greenko Dutch BV 3.85 03/29/2026                                                                 | CUSIP: N/A<br>LEI: 724500PT585P4JPVRP08       | Long             | DBT              | CORP              | NL        |      2101000 | PA      | $1886235.78   | 0.30%             | 2026-03-29      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                                                                                      | Malaysia Government Bond 4.70 10/15/2042                                                         | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |      7500000 | PA      | $1877817.84   | 0.30%             | 2042-10-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Romania Government Bond                                                                                                       | Romania Government Bond 8.25 09/29/2032                                                          | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |     22000000 | PA      | $5146944.02   | 0.82%             | 2032-09-29      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Mexican Bonos                                                                                                                 | Mexican Bonos 8.00 12/07/2023                                                                    | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |    194500000 | PA      | $10101200.53  | 1.62%             | 2023-12-07      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Mexican Bonos                                                                                                                 | Mexican Bonos 10.00 11/20/2036                                                                   | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |    279200000 | PA      | $16433367.57  | 2.63%             | 2036-11-20      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Celulosa Arauco y Constitucion SA                                                                                             | Celulosa Arauco y Constitucion SA 4.25 04/30/2029                                                | CUSIP: N/A<br>LEI: 549300QEKV8G0AMNQD28       | Long             | DBT              | CORP              | CL        |      2000000 | PA      | $1895643.42   | 0.30%             | 2029-04-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Morocco Government International Bond                                                                                         | Morocco Government International Bond 4.00 12/15/2050                                            | CUSIP: 617726AM6<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |       100000 | PA      | $68990.00     | 0.01%             | 2050-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Egypt Government International Bond                                                                                           | Egypt Government International Bond 8.50 01/31/2047                                              | CUSIP: 038461AM1<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      3700000 | PA      | $2622915.20   | 0.42%             | 2047-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Argentine Republic Government International Bond                                                                              | Argentine Republic Government International Bond 1.50 07/09/2035                                 | CUSIP: 040114HT0<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |      6200000 | PA      | $1920861.87   | 0.31%             | 2035-07-09      | Floating      | 1.50%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bond                                                                                        | Colombia Government International Bond 7.50 02/02/2034                                           | CUSIP: 195325EG6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      1214000 | PA      | $1201199.78   | 0.19%             | 2034-02-02      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Cometa Energia SA de CV                                                                                                       | Cometa Energia SA de CV 6.38 04/24/2035                                                          | CUSIP: 20039FAA7<br>LEI: 5493007L8UH7TYXKI505 | Long             | DBT              | CORP              | MX        |      2785250 | PA      | $2722809.71   | 0.44%             | 2035-04-24      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Galaxy Pipeline Assets Bidco Ltd                                                                                              | Galaxy Pipeline Assets Bidco Ltd 2.94 09/30/2040                                                 | CUSIP: 36321PAE0<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | AE        |      1111510 | PA      | $911196.86    | 0.15%             | 2040-09-30      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| Guatemala Government Bond                                                                                                     | Guatemala Government Bond 4.65 10/07/2041                                                        | CUSIP: 401494AU3<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |      1500000 | PA      | $1254617.37   | 0.20%             | 2041-10-07      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                                                                           | Petroleos Mexicanos 5.35 02/12/2028                                                              | CUSIP: 71654QCK6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      2000000 | PA      | $1746327.40   | 0.28%             | 2028-02-12      | Fixed         | 5.35%                 | No            |                  2 | On Loan: —       |
| Republic of South Africa Government International Bond                                                                        | Republic of South Africa Government International Bond 5.75 09/30/2049                           | CUSIP: 836205BB9<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |      6000000 | PA      | $4593180.00   | 0.73%             | 2049-09-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Ras Laffan Liquefied Natural Gas Co Ltd 3                                                                                     | Ras Laffan Liquefied Natural Gas Co Ltd 3 6.33 09/30/2027                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | QA        |      1646000 | PA      | $1695791.50   | 0.27%             | 2027-09-30      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| Oleoducto Central SA                                                                                                          | Oleoducto Central SA 4.00 07/14/2027                                                             | CUSIP: 680617AC1<br>LEI: 254900W4CPYCQFVH5E92 | Long             | DBT              | CORP              | CO        |      1800000 | PA      | $1601689.95   | 0.26%             | 2027-07-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bond                                                                                          | Panama Government International Bond 4.50 04/16/2050                                             | CUSIP: 698299BH6<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |      2700000 | PA      | $2124369.86   | 0.34%             | 2050-04-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Peruvian Government International Bond                                                                                        | Peruvian Government International Bond 2.39 01/23/2026                                           | CUSIP: 715638DE9<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      2100000 | PA      | $1957135.85   | 0.31%             | 2026-01-23      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| Perusahaan Penerbit SBSN Indonesia III                                                                                        | Perusahaan Penerbit SBSN Indonesia III 4.70 06/06/2032                                           | CUSIP: 71567PAV2<br>LEI: 254900G208H6Q0L5B953 | Long             | DBT              | CORP              | ID        |      1500000 | PA      | $1505062.86   | 0.24%             | 2032-06-06      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Bahrain Government International Bond                                                                                         | Bahrain Government International Bond 7.50 09/20/2047                                            | CUSIP: N/A<br>LEI: 549300RODM1WN85LFQ95       | Long             | DBT              | NUSS              | BH        |      2000000 | PA      | $1866182.62   | 0.30%             | 2047-09-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Dar Al-Arkan Sukuk Co Ltd                                                                                                     | Dar Al-Arkan Sukuk Co Ltd 6.88 02/26/2027                                                        | CUSIP: N/A<br>LEI: 5493000UYHRBXEIYUQ69       | Long             | DBT              | CORP              | SA        |      1000000 | PA      | $980253.01    | 0.16%             | 2027-02-26      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Banco Votorantim SA                                                                                                           | Banco Votorantim SA 4.38 07/29/2025                                                              | CUSIP: N/A<br>LEI: X2EUTZGMHS8RBQFIUS93       | Long             | DBT              | CORP              | BR        |      2000000 | PA      | $1924890.00   | 0.31%             | 2025-07-29      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Republic of Azerbaijan International Bond                                                                                     | Republic of Azerbaijan International Bond 3.50 09/01/2032                                        | CUSIP: N/A<br>LEI: 549300P74FF45UQVU281       | Long             | DBT              | NUSS              | AZ        |      1400000 | PA      | $1219160.39   | 0.20%             | 2032-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                                                                       | Indonesia Treasury Bond 8.38 04/15/2039                                                          | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 128000000000 | PA      | $9684450.97   | 1.55%             | 2039-04-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| SABIC Capital II BV                                                                                                           | SABIC Capital II BV 4.00 10/10/2023                                                              | CUSIP: N/A<br>LEI: 2138005PCUTH59D4RJ83       | Long             | DBT              | CORP              | NL        |      6041000 | PA      | $5991252.37   | 0.96%             | 2023-10-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                                                                          | Mexico Government International Bond 3.50 02/12/2034                                             | CUSIP: 91087BAR1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      1000000 | PA      | $842861.50    | 0.13%             | 2034-02-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                                                                          | Mexico Government International Bond 6.35 02/09/2035                                             | CUSIP: 91087BAV2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |       365000 | PA      | $388285.65    | 0.06%             | 2035-02-09      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Colombian TES                                                                                                                 | Colombian TES 7.00 06/30/2032                                                                    | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        |  55000000000 | PA      | $8449328.15   | 1.35%             | 2032-06-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| State Oil Co of the Azerbaijan Republic                                                                                       | State Oil Co of the Azerbaijan Republic 4.75 03/13/2023                                          | CUSIP: N/A<br>LEI: 2549002HARR1VE257O76       | Long             | DBT              | CORP              | AZ        |      1000000 | PA      | $997590.00    | 0.16%             | 2023-03-13      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Egypt Government International Bond                                                                                           | Egypt Government International Bond 8.50 01/31/2047                                              | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |      6600000 | PA      | $4674430.20   | 0.75%             | 2047-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Republic of Cameroon International Bond                                                                                       | Republic of Cameroon International Bond 9.50 11/19/2025                                          | CUSIP: N/A<br>LEI: 54930021BO6NHYGBBV24       | Long             | DBT              | NUSS              | CM        |      2600000 | PA      | $2526104.13   | 0.40%             | 2025-11-19      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Altice Financing SA                                                                                                           | Altice Financing SA 5.00 01/15/2028                                                              | CUSIP: N/A<br>LEI: 549300DIYGW8HVDF7Q17       | Long             | DBT              | CORP              | LU        |      1000000 | PA      | $851515.00    | 0.14%             | 2028-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Republic of Uzbekistan International Bond                                                                                     | Republic of Uzbekistan International Bond 4.75 02/20/2024                                        | CUSIP: N/A<br>LEI: 213800L6VDKUM3TCM927       | Long             | DBT              | NUSS              | UZ        |      1000000 | PA      | $983744.77    | 0.16%             | 2024-02-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Inkia Energy Ltd                                                                                                              | Inkia Energy Ltd 5.88 11/09/2027                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | PE        |      1122000 | PA      | $1048817.55   | 0.17%             | 2027-11-09      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Dominican Republic International Bond                                                                                         | Dominican Republic International Bond 5.95 01/25/2027                                            | CUSIP: N/A<br>LEI: 254900EHU7Q8FGVPI369       | Long             | DBT              | NUSS              | DO        |      3000000 | PA      | $2999308.20   | 0.48%             | 2027-01-25      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Ukraine Government International Bond                                                                                         | Ukraine Government International Bond 7.25 03/15/2035                                            | CUSIP: 903724BY7<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |       750000 | PA      | $153405.00    | 0.02%             | 2035-03-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                                                                          | Mexico Government International Bond 2.66 05/24/2031                                             | CUSIP: 91087BAM2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      1400000 | PA      | $1177001.39   | 0.19%             | 2031-05-24      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| Oman Government International Bond                                                                                            | Oman Government International Bond 6.00 08/01/2029                                               | CUSIP: N/A<br>LEI: 549300SZ20F0QTKNQC75       | Long             | DBT              | NUSS              | OM        |      2600000 | PA      | $2670226.73   | 0.43%             | 2029-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Infraestructura Energetica Nova SAPI de CV                                                                                    | Infraestructura Energetica Nova SAPI de CV 4.75 01/15/2051                                       | CUSIP: 456829AC4<br>LEI: 715K4H1JYF3O6JOK1411 | Long             | DBT              | CORP              | MX        |      4300000 | PA      | $3376711.27   | 0.54%             | 2051-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Kenbourne Invest SA                                                                                                           | Kenbourne Invest SA 6.88 11/26/2024                                                              | CUSIP: 48855KAA8<br>LEI: 222100QGH6Y9KFYZ4B27 | Long             | DBT              | CORP              | LU        |       854000 | PA      | $795031.30    | 0.13%             | 2024-11-26      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Kenbourne Invest SA                                                                                                           | Kenbourne Invest SA 4.70 01/22/2028                                                              | CUSIP: 48855KAC4<br>LEI: 222100QGH6Y9KFYZ4B27 | Long             | DBT              | CORP              | LU        |      1599000 | PA      | $1198099.92   | 0.19%             | 2028-01-22      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Peruvian Government International Bond                                                                                        | Peruvian Government International Bond 3.55 03/10/2051                                           | CUSIP: 715638DT6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      1000000 | PA      | $739981.49    | 0.12%             | 2051-03-10      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                                                                           | Petroleos Mexicanos 5.95 01/28/2031                                                              | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      7100000 | PA      | $5693089.35   | 0.91%             | 2031-01-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Egypt Government International Bond                                                                                           | Egypt Government International Bond 7.63 05/29/2032                                              | CUSIP: 03846JX54<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      1100000 | PA      | $841931.20    | 0.13%             | 2032-05-29      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| CT Trust                                                                                                                      | CT Trust 5.13 02/03/2032                                                                         | CUSIP: 12659BAA2<br>LEI: 213800MJB7WO427HQD34 | Long             | DBT              | CORP              | GT        |      1800000 | PA      | $1571525.57   | 0.25%             | 2032-02-03      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bond                                                                                           | Chile Government International Bond 3.13 01/21/2026                                              | CUSIP: 168863CA4<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |      3400000 | PA      | $3278952.18   | 0.52%             | 2026-01-21      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bond                                                                                           | Chile Government International Bond 2.55 07/27/2033                                              | CUSIP: 168863DT2<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |      1350000 | PA      | $1103489.37   | 0.18%             | 2033-07-27      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bond                                                                                           | Chile Government International Bond 4.00 01/31/2052                                              | CUSIP: 168863DW5<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |      3700000 | PA      | $3014748.68   | 0.48%             | 2052-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                                                                 | United States Treasury Note/Bond 1.25 08/15/2031                                                 | CUSIP: 91282CCS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      3000000 | PA      | $2518007.82   | 0.40%             | 2031-08-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa Government Bond                                                                                      | Republic of South Africa Government Bond 8.50 01/31/2037                                         | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |    682500000 | PA      | $31885566.09  | 5.10%             | 2037-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| DP World Crescent Ltd                                                                                                         | DP World Crescent Ltd 3.91 05/31/2023                                                            | CUSIP: N/A<br>LEI: 21380096JRTWB8TL9236       | Long             | DBT              | CORP              | KY        |      3000000 | PA      | $2987745.00   | 0.48%             | 2023-05-31      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government Bond                                                                                            | Republic of Poland Government Bond 2.50 07/25/2027                                               | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |     49000000 | PA      | $9830633.68   | 1.57%             | 2027-07-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Industrias Penoles SAB de CV                                                                                                  | Industrias Penoles SAB de CV 4.75 08/06/2050                                                     | CUSIP: 456472AD1<br>LEI: 549300WA2HB7776CB324 | Long             | DBT              | CORP              | MX        |      1750000 | PA      | $1506385.04   | 0.24%             | 2050-08-06      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Kosmos Energy Ltd                                                                                                             | Kosmos Energy Ltd 7.13 04/04/2026                                                                | CUSIP: 500688AC0<br>LEI: 213800YDFJ3OT9B5P157 | Long             | DBT              | CORP              | US        |      1092000 | PA      | $989068.08    | 0.16%             | 2026-04-04      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| MC Brazil Downstream Trading SARL                                                                                             | MC Brazil Downstream Trading SARL 7.25 06/30/2031                                                | CUSIP: 55292WAA8<br>LEI: 213800T2A7R9TYNXZI63 | Long             | DBT              | CORP              | LU        |      1805331 | PA      | $1577121.46   | 0.25%             | 2031-06-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Peruvian Government International Bond                                                                                        | Peruvian Government International Bond 4.13 08/25/2027                                           | CUSIP: 715638BU5<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      3600000 | PA      | $3508364.09   | 0.56%             | 2027-08-25      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Longfor Group Holdings Ltd                                                                                                    | Longfor Group Holdings Ltd 3.95 09/16/2029                                                       | CUSIP: N/A<br>LEI: 254900UJX27B2F1JYR13       | Long             | DBT              | CORP              | CN        |      2000000 | PA      | $1677803.94   | 0.27%             | 2029-09-16      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Ecuador Government International Bond                                                                                         | Ecuador Government International Bond 0.00 07/31/2030                                            | CUSIP: ZO2104248<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | USGA              | EC        |      6000000 | PA      | $2578740.54   | 0.41%             | 2030-07-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Indonesia Treasury Bond                                                                                                       | Indonesia Treasury Bond 6.50 02/15/2031                                                          | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 339085000000 | PA      | $22409541.77  | 3.59%             | 2031-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Thailand Government Bond                                                                                                      | Thailand Government Bond 1.59 12/17/2035                                                         | CUSIP: N/A<br>LEI: 254900PHJ6MSKT6C7026       | Long             | DBT              | NUSS              | TH        |    678800000 | PA      | $18004446.58  | 2.88%             | 2035-12-17      | Fixed         | 1.58%                 | No            |                  2 | On Loan: No      |
| Ooredoo International Finance Ltd                                                                                             | Ooredoo International Finance Ltd 4.50 01/31/2043                                                | CUSIP: 74735K2C5<br>LEI: 549300BHXCDJ03WU7N77 | Long             | DBT              | CORP              | BM        |      2000000 | PA      | $1940528.00   | 0.31%             | 2043-01-31      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| Reliance Industries Ltd                                                                                                       | Reliance Industries Ltd 2.88 01/12/2032                                                          | CUSIP: 759470BB2<br>LEI: 5493003UOETFYRONLG31 | Long             | DBT              | CORP              | IN        |      1910000 | PA      | $1591002.53   | 0.25%             | 2032-01-12      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                                                                        | Romanian Government International Bond 6.00 05/25/2034                                           | CUSIP: 77586RAP5<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      1500000 | PA      | $1474848.00   | 0.24%             | 2034-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                                                                        | Romanian Government International Bond 7.63 01/17/2053                                           | CUSIP: 77586RAS9<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      1326000 | PA      | $1435623.07   | 0.23%             | 2053-01-17      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| SA Global Sukuk Ltd                                                                                                           | SA Global Sukuk Ltd 2.69 06/17/2031                                                              | CUSIP: 78397PAD3<br>LEI: 5493007DFAVKU7UOGR47 | Long             | DBT              | CORP              | KY        |      1290000 | PA      | $1143617.25   | 0.18%             | 2031-06-17      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| Saudi Government International Bond                                                                                           | Saudi Government International Bond 4.63 10/04/2047                                              | CUSIP: 80413TAF6<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |      1400000 | PA      | $1275246.00   | 0.20%             | 2047-10-04      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Saudi Government International Bond                                                                                           | Saudi Government International Bond 5.50 10/25/2032                                              | CUSIP: 80413TBA6<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |      2970000 | PA      | $3187552.50   | 0.51%             | 2032-10-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Saudi Government International Bond                                                                                           | Saudi Government International Bond 4.75 01/18/2028                                              | CUSIP: 80413TBC2<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |      1084000 | PA      | $1099501.20   | 0.18%             | 2028-01-18      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SEPLAT Energy PLC                                                                                                             | SEPLAT Energy PLC 7.75 04/01/2026                                                                | CUSIP: 81733LAB3<br>LEI: 029200711C4S4CB2E982 | Long             | DBT              | CORP              | NG        |      2000000 | PA      | $1756880.00   | 0.28%             | 2026-04-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Tencent Holdings Ltd                                                                                                          | Tencent Holdings Ltd 3.24 06/03/2050                                                             | CUSIP: 88032XAV6<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | CORP              | CN        |      2550000 | PA      | $1759741.66   | 0.28%             | 2050-06-03      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| Ecuador Government International Bond                                                                                         | Ecuador Government International Bond 5.50 07/31/2030                                            | CUSIP: N/A<br>LEI: 5299003Y2U5XK0A35H71       | Long             | DBT              | NUSS              | EC        |      2000000 | PA      | $1337445.44   | 0.21%             | 2030-07-31      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                                                                     | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara 3.00 06/30/2030                        | CUSIP: 71568QAN7<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |      2000000 | PA      | $1708776.94   | 0.27%             | 2030-06-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Promigas SA ESP / Gases del Pacifico SAC                                                                                      | Promigas SA ESP / Gases del Pacifico SAC 3.75 10/16/2029                                         | CUSIP: 74348DAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CO        |      1800000 | PA      | $1503594.00   | 0.24%             | 2029-10-16      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Indonesia Asahan Aluminium Persero PT                                                                                         | Indonesia Asahan Aluminium Persero PT 5.45 05/15/2030                                            | CUSIP: 74445PAF9<br>LEI: 2549008P48EB9SN2OI80 | Long             | DBT              | CORP              | ID        |      1000000 | PA      | $996559.63    | 0.16%             | 2030-05-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Indonesia Asahan Aluminium Persero PT                                                                                         | Indonesia Asahan Aluminium Persero PT 5.80 05/15/2050                                            | CUSIP: 74445PAG7<br>LEI: 2549008P48EB9SN2OI80 | Long             | DBT              | CORP              | ID        |      2250000 | PA      | $2044789.90   | 0.33%             | 2050-05-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Adani Ports & Special Economic Zone Ltd                                                                                       | Adani Ports & Special Economic Zone Ltd 3.38 07/24/2024                                          | CUSIP: 00652MAF9<br>LEI: 335800QOAXP5TM7OYP69 | Long             | DBT              | CORP              | IN        |      2000000 | PA      | $1811417.98   | 0.29%             | 2024-07-24      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Ltd                                                                                                     | Alibaba Group Holding Ltd 4.20 12/06/2047                                                        | CUSIP: 01609WAV4<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | CN        |       950000 | PA      | $789506.53    | 0.13%             | 2047-12-06      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Ltd                                                                                                     | Alibaba Group Holding Ltd 4.40 12/06/2057                                                        | CUSIP: 01609WAW2<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | CN        |      1159000 | PA      | $968015.11    | 0.15%             | 2057-12-06      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Angolan Government International Bond                                                                                         | Angolan Government International Bond 8.25 05/09/2028                                            | CUSIP: 035198AB6<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |      3600000 | PA      | $3419064.00   | 0.55%             | 2028-05-09      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                                                                           | Petroleos Mexicanos 6.70 02/16/2032                                                              | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      1982000 | PA      | $1647905.04   | 0.26%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Dar Al-Arkan Sukuk Co Ltd                                                                                                     | Dar Al-Arkan Sukuk Co Ltd 6.88 03/21/2023                                                        | CUSIP: N/A<br>LEI: 5493000UYHRBXEIYUQ69       | Long             | DBT              | CORP              | SA        |      7400000 | PA      | $7391726.80   | 1.18%             | 2023-03-21      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Malaysia Government Bond                                                                                                      | Malaysia Government Bond 4.07 06/15/2050                                                         | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |     49500000 | PA      | $11120062.93  | 1.78%             | 2050-06-15      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| Ukraine Government International Bond                                                                                         | Ukraine Government International Bond 7.25 03/15/2035                                            | CUSIP: N/A<br>LEI: 6354001WLTJXOMEXPY07       | Long             | DBT              | NUSS              | UA        |      4400000 | PA      | $888492.00    | 0.14%             | 2035-03-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Ecuador Government International Bond                                                                                         | Ecuador Government International Bond 2.50 07/31/2035                                            | CUSIP: N/A<br>LEI: 5299003Y2U5XK0A35H71       | Long             | DBT              | NUSS              | EC        |      2000000 | PA      | $979664.78    | 0.16%             | 2035-07-31      | Floating      | 2.50%                 | No            |                  2 | On Loan: No      |
| Saudi Arabian Oil Co                                                                                                          | Saudi Arabian Oil Co 3.25 11/24/2050                                                             | CUSIP: N/A<br>LEI: 5586006WD91QHB7J4X50       | Long             | DBT              | CORP              | SA        |      8000000 | PA      | $5817312.32   | 0.93%             | 2050-11-24      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Serbia International Bond                                                                                                     | Serbia International Bond 6.50 09/26/2033                                                        | CUSIP: 817477AH5<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |      4600000 | PA      | $4617144.20   | 0.74%             | 2033-09-26      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bond                                                                              | Republic of Poland Government International Bond 5.75 11/16/2032                                 | CUSIP: 857524AE2<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |       850000 | PA      | $920686.00    | 0.15%             | 2032-11-16      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Cikarang Listrindo Tbk PT                                                                                                     | Cikarang Listrindo Tbk PT 4.95 09/14/2026                                                        | CUSIP: N/A<br>LEI: 254900NPCIO562Z7FN53       | Long             | DBT              | CORP              | ID        |      1000000 | PA      | $947393.25    | 0.15%             | 2026-09-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Paraguay Government International Bond                                                                                        | Paraguay Government International Bond 5.40 03/30/2050                                           | CUSIP: N/A<br>LEI: 529900UXKJTJPCU0HK83       | Long             | DBT              | NUSS              | PY        |      2000000 | PA      | $1789772.32   | 0.29%             | 2050-03-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Petroleos del Peru SA                                                                                                         | Petroleos del Peru SA 4.75 06/19/2032                                                            | CUSIP: N/A<br>LEI: 549300ZMGDLC9JT2OR80       | Long             | DBT              | CORP              | PE        |      1000000 | PA      | $763750.00    | 0.12%             | 2032-06-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Peruvian Government International Bond                                                                                        | Peruvian Government International Bond 6.90 08/12/2037                                           | CUSIP: N/A<br>LEI: 254900STKLK2DBJJZ530       | Long             | DBT              | NUSS              | PE        |     23000000 | PA      | $5321354.71   | 0.85%             | 2037-08-12      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Ghana Government International Bond                                                                                           | Ghana Government International Bond 8.13 01/18/2026                                              | CUSIP: N/A<br>LEI: 213800PP4399SNNXZ126       | Long             | DBT              | NUSS              | GH        |      3200000 | PA      | $1301993.60   | 0.21%             | 2026-01-18      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Network i2i Ltd                                                                                                               | Network i2i Ltd (pfd) 3.98% 06/03/2171 Perpetual                                                 | CUSIP: V6703DAC8<br>LEI: 2549003L8M1FGHLHOX45 | Long             | EP               | CORP              | IN        |      1000000 | NS      | $909656.52    | 0.15%             |  |  |  | No            |                  2 | On Loan: —       |
| Angolan Government International Bond                                                                                         | Angolan Government International Bond 9.38 05/08/2048                                            | CUSIP: 035198AC4<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |      2090000 | PA      | $1869609.50   | 0.30%             | 2048-05-08      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bond                                                                                        | Colombia Government International Bond 6.13 01/18/2041                                           | CUSIP: 195325BM6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      4500000 | PA      | $3712867.20   | 0.59%             | 2041-01-18      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bond                                                                                        | Colombia Government International Bond 3.13 04/15/2031                                           | CUSIP: 195325DS1<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |       500000 | PA      | $379515.14    | 0.06%             | 2031-04-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Guara Norte Sarl                                                                                                              | Guara Norte Sarl 5.20 06/15/2034                                                                 | CUSIP: 400666AA1<br>LEI: 549300U2I4L03BBA3485 | Long             | DBT              | CORP              | BR        |      5144720 | PA      | $4663174.66   | 0.75%             | 2034-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CBOT 5 Year US Treasury Note                                                                                                  | US 5YR NOTE (CBT) Mar23                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | UST               | US        |           58 | NC      | $51090.05     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Colombia Government International Bond                                                                                        | Colombia Government International Bond 8.00 04/20/2033                                           | CUSIP: 195325EF8<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      2000000 | PA      | $2051685.14   | 0.33%             | 2033-04-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Egypt Government International Bond                                                                                           | Egypt Government International Bond 5.80 09/30/2027                                              | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |      2000000 | PA      | $1664274.64   | 0.27%             | 2027-09-30      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Egypt Government International Bond                                                                                           | Egypt Government International Bond 5.58 02/21/2023                                              | CUSIP: 03846JW30<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      1000000 | PA      | $997820.00    | 0.16%             | 2023-02-21      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                                                                 | United States Treasury Bill- When Issued 0.00 02/21/2023                                         | CUSIP: 912796Y60<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      2000000 | PA      | $1995095.84   | 0.32%             | 2023-02-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Nigeria Government International Bond                                                                                         | Nigeria Government International Bond 6.50 11/28/2027                                            | CUSIP: N/A<br>LEI: 549300GSBZD84TNEQ285       | Long             | DBT              | NUSS              | NG        |      3500000 | PA      | $2886416.05   | 0.46%             | 2027-11-28      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                                                                       | Indonesia Government International Bond 4.75 07/18/2047                                          | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |       900000 | PA      | $859704.72    | 0.14%             | 2047-07-18      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Pertamina Persero PT                                                                                                          | Pertamina Persero PT 6.50 05/27/2041                                                             | CUSIP: N/A<br>LEI: 254900NDAKGNZ2IBBL45       | Long             | DBT              | CORP              | ID        |      2300000 | PA      | $2421208.55   | 0.39%             | 2041-05-27      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Eskom Holdings SOC Ltd                                                                                                        | Eskom Holdings SOC Ltd 6.75 08/06/2023                                                           | CUSIP: 29646AAA4<br>LEI: 3789001900ED06F65111 | Long             | DBT              | CORP              | ZA        |      1200000 | PA      | $1183056.00   | 0.19%             | 2023-08-06      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| First Quantum Minerals Ltd                                                                                                    | First Quantum Minerals Ltd 6.88 10/15/2027                                                       | CUSIP: 335934AT2<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |      1000000 | PA      | $970680.00    | 0.16%             | 2027-10-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Geopark Ltd                                                                                                                   | Geopark Ltd 5.50 01/17/2027                                                                      | CUSIP: 37255BAB5<br>LEI: 529900ZR5QI19AH4KZ07 | Long             | DBT              | CORP              | CO        |      3918000 | PA      | $3482489.54   | 0.56%             | 2027-01-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SierraCol Energy Andina LLC                                                                                                   | SierraCol Energy Andina LLC 6.00 06/15/2028                                                      | CUSIP: 82653LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000000 | PA      | $4131522.10   | 0.66%             | 2028-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ivory Coast Government International Bond                                                                                     | Ivory Coast Government International Bond 6.13 06/15/2033                                        | CUSIP: N/A<br>LEI: 254900ICW11T82O6H590       | Long             | DBT              | NUSS              | CI        |      2400000 | PA      | $2138854.37   | 0.34%             | 2033-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Prosus NV                                                                                                                     | Prosus NV 4.19 01/19/2032                                                                        | CUSIP: N/A<br>LEI: 635400Z5LQ5F9OLVT688       | Long             | DBT              | CORP              | NL        |       520000 | PA      | $447553.09    | 0.07%             | 2032-01-19      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| Banco De Reservas De La Republica Dominicana Banco De Servicios Multiples SA                                                  | Banco De Reservas De La Republica Dominicana Banco De Servicios Multiples SA 7.00 02/01/2023     | CUSIP: N/A<br>LEI: 549300CKQT0JZ2EGNC56       | Long             | DBT              | CORP              | DO        |      1000000 | PA      | $1000000.00   | 0.16%             | 2023-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Banco Santander Mexico SA Institucion de Banca Multiple Grupo Financiero Santand                                              | Banco Santander Mexico SA Institucion de Banca Multiple Grupo Financiero Santand 5.38 04/17/2025 | CUSIP: N/A<br>LEI: SCRYQ25DTVRHYYMM6P89       | Long             | DBT              | CORP              | MX        |      1000000 | PA      | $1003415.00   | 0.16%             | 2025-04-17      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Ecopetrol SA                                                                                                                  | Ecopetrol SA 5.88 09/18/2023                                                                     | CUSIP: 279158AC3<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |      2235000 | PA      | $2237213.25   | 0.36%             | 2023-09-18      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Ecopetrol SA                                                                                                                  | Ecopetrol SA 6.88 04/29/2030                                                                     | CUSIP: 279158AN9<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |      3900000 | PA      | $3660481.50   | 0.59%             | 2030-04-29      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Ecopetrol SA                                                                                                                  | Ecopetrol SA 4.63 11/02/2031                                                                     | CUSIP: 279158AP4<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |      1060000 | PA      | $839535.90    | 0.13%             | 2031-11-02      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Ecopetrol SA                                                                                                                  | Ecopetrol SA 8.88 01/13/2033                                                                     | CUSIP: 279158AS8<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |      2225000 | PA      | $2285442.13   | 0.37%             | 2033-01-13      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Malaysia Islamic Treasury Bill                                                                                                | Malaysia Islamic Treasury Bill 0.00 02/23/2023                                                   | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | USGA              | MY        |     50000000 | PA      | $11701115.63  | 1.87%             | 2023-02-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CBOT US Long Bond Future                                                                                                      | US LONG BOND(CBT) Mar23                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | UST               | US        |            1 | NC      | $2052.74      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Montreal/Chicago IL 4.22 02/01/2023                                                                                   | Bank of Montreal/Chicago IL 4.22 02/01/2023                                                      | CUSIP: RPE94PXO5<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | RA               | CORP              | US        |     22081571 | PA      | $22081571.08  | 3.53%             | 2023-02-01      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| Fixed Income Clearing Corp 4.28 02/01/2023                                                                                    | Fixed Income Clearing Corp 4.28 02/01/2023                                                       | CUSIP: RPEA4PFP9<br>LEI: 549300H47WTHXPU08X20 | Long             | RA               | CORP              | US        |     69707000 | PA      | $69707000.00  | 11.15%            | 2023-02-01      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Empresa Nacional de Telecomunicaciones SA                                                                                     | Empresa Nacional de Telecomunicaciones SA 4.75 08/01/2026                                        | CUSIP: N/A<br>LEI: 529900N4SUIP0URJT330       | Long             | DBT              | CORP              | CL        |      2000000 | PA      | $1953279.20   | 0.31%             | 2026-08-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                                                                 | United States Treasury Note/Bond 2.88 08/15/2028                                                 | CUSIP: 9128284V9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      3885000 | PA      | $3739995.41   | 0.60%             | 2028-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| KazMunayGas National Co JSC                                                                                                   | KazMunayGas National Co JSC 5.75 04/19/2047                                                      | CUSIP: N/A<br>LEI: 2138001H1M69RFJCSH88       | Long             | DBT              | CORP              | KZ        |      1500000 | PA      | $1202787.98   | 0.19%             | 2047-04-19      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DP World Crescent Ltd                                                                                                         | DP World Crescent Ltd 4.85 09/26/2028                                                            | CUSIP: N/A<br>LEI: 21380096JRTWB8TL9236       | Long             | DBT              | CORP              | KY        |       800000 | PA      | $810764.46    | 0.13%             | 2028-09-26      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Dominican Republic International Bond                                                                                         | Dominican Republic International Bond 4.50 01/30/2030                                            | CUSIP: 25714PED6<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |      1000000 | PA      | $871112.51    | 0.14%             | 2030-01-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Czech Republic Government Bond                                                                                                | Czech Republic Government Bond 0.25 02/10/2027                                                   | CUSIP: N/A<br>LEI: 3157007EFDLQABN47912       | Long             | DBT              | NUSS              | CZ        |    624410000 | PA      | $23733025.29  | 3.80%             | 2027-02-10      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Turkey Government International Bond                                                                                          | Turkey Government International Bond 5.13 02/17/2028                                             | CUSIP: 900123CP3<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |      1000000 | PA      | $858150.00    | 0.14%             | 2028-02-17      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Turkey Government International Bond                                                                                          | Turkey Government International Bond 5.60 11/14/2024                                             | CUSIP: 900123CW8<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |      1600000 | PA      | $1543528.00   | 0.25%             | 2024-11-14      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                                                                 | United States Treasury Note/Bond 2.00 08/15/2051                                                 | CUSIP: 912810SZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      2000000 | PA      | $1418632.82   | 0.23%             | 2051-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| KazMunayGas National Co JSC                                                                                                   | KazMunayGas National Co JSC 4.75 04/19/2027                                                      | CUSIP: N/A<br>LEI: 2138001H1M69RFJCSH88       | Long             | DBT              | CORP              | KZ        |       500000 | PA      | $464997.68    | 0.07%             | 2027-04-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Medco Bell Pte Ltd                                                                                                            | Medco Bell Pte Ltd 6.38 01/30/2027                                                               | CUSIP: 58406LAA9<br>LEI: 2549003PNDCWIWGKC768 | Long             | DBT              | CORP              | SG        |      1668000 | PA      | $1603827.65   | 0.26%             | 2027-01-30      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Millicom International Cellular SA                                                                                            | Millicom International Cellular SA 4.50 04/27/2031                                               | CUSIP: 600814AR8<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | LU        |      2200000 | PA      | $1865336.00   | 0.30%             | 2031-04-27      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| United States Treasury Note/Bond - When Issued                                                                                | United States Treasury Note/Bond 1.88 02/15/2032                                                 | CUSIP: 91282CDY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      6700000 | PA      | $5880035.17   | 0.94%             | 2032-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| VTR Finance NV                                                                                                                | VTR Finance NV 6.38 07/15/2028                                                                   | CUSIP: 918374AA7<br>LEI: 213800F4XI4RJB82XM19 | Long             | DBT              | CORP              | CL        |      4000000 | PA      | $1678800.00   | 0.27%             | 2028-07-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Mexican Bonos                                                                                                                 | Mexican Bonos 5.50 05/29/2031                                                                    | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |    216500000 | PA      | $10878175.04  | 1.74%             | 2031-05-29      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ooredoo International Finance Ltd                                                                                             | Ooredoo International Finance Ltd 5.00 10/19/2025                                                | CUSIP: N/A<br>LEI: 549300BHXCDJ03WU7N77       | Long             | DBT              | CORP              | BM        |       300000 | PA      | $302809.50    | 0.05%             | 2025-10-19      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CBOT 10 Year Ultra US Treasury Note                                                                                           | US 10yr Ultra Fut Mar23                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | UST               | US        |         -336 | NC      | $-206993.60   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Guatemala Government Bond                                                                                                     | Guatemala Government Bond 6.13 06/01/2050                                                        | CUSIP: 401494AR0<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |      2000000 | PA      | $1950558.50   | 0.31%             | 2050-06-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Guatemala Government Bond                                                                                                     | Guatemala Government Bond 5.25 08/10/2029                                                        | CUSIP: 401494AV1<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |       300000 | PA      | $293321.82    | 0.05%             | 2029-08-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Israel Electric Corp Ltd                                                                                                      | Israel Electric Corp Ltd 6.88 06/21/2023                                                         | CUSIP: 46507NAE0<br>LEI: 254900JW7GE35YNJGJ55 | Long             | DBT              | CORP              | IL        |      2203000 | PA      | $2215409.50   | 0.35%             | 2023-06-21      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Oman Government International Bond                                                                                            | Oman Government International Bond 6.75 01/17/2048                                               | CUSIP: 682051AJ6<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |      1000000 | PA      | $989175.00    | 0.16%             | 2048-01-17      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Jordan Government International Bond                                                                                          | Jordan Government International Bond 7.38 10/10/2047                                             | CUSIP: 418097AJ0<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |      1000000 | PA      | $903307.00    | 0.14%             | 2047-10-10      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| IHS Netherlands Holdco BV                                                                                                     | IHS Netherlands Holdco BV 8.00 09/18/2027                                                        | CUSIP: 44963LAC0<br>LEI: 5493006Z6YQYCCN2XI74 | Long             | DBT              | CORP              | NL        |      4000000 | PA      | $3620600.00   | 0.58%             | 2027-09-18      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Indika Energy Capital IV Pte Ltd                                                                                              | Indika Energy Capital IV Pte Ltd 8.25 10/22/2025                                                 | CUSIP: 45569GAA0<br>LEI: 254900LQ197HY24XVH34 | Long             | DBT              | CORP              | SG        |      2000000 | PA      | $2008754.62   | 0.32%             | 2025-10-22      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                                                                       | Indonesia Government International Bond 4.65 09/20/2032                                          | CUSIP: 455780DN3<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |      1740000 | PA      | $1736869.98   | 0.28%             | 2032-09-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| FEL Energy VI Sarl                                                                                                            | FEL Energy VI Sarl 5.75 12/01/2040                                                               | CUSIP: 30260LAA3<br>LEI: 254900H2U8PBIY32VI94 | Long             | DBT              | CORP              | LU        |      6985061 | PA      | $6076723.62   | 0.97%             | 2040-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Falabella SA                                                                                                                  | Falabella SA 3.38 01/15/2032                                                                     | CUSIP: 30607FAA8<br>LEI: 5493004CKJQ7H391LM41 | Long             | DBT              | CORP              | CL        |      1700000 | PA      | $1383358.00   | 0.22%             | 2032-01-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| UAE INTERNATIONAL GOVERNMENT BOND                                                                                             | UAE INTERNATIONAL GOVERNMENT BOND 4.95 07/07/2052                                                | CUSIP: 31424EAE2<br>LEI: N/A                  | Long             | DBT              | NUSS              | AE        |      3300000 | PA      | $3330604.20   | 0.53%             | 2052-07-07      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| First Quantum Minerals Ltd                                                                                                    | First Quantum Minerals Ltd 6.50 03/01/2024                                                       | CUSIP: 335934AP0<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |      1600000 | PA      | $1599672.00   | 0.26%             | 2024-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Greenko Mauritius Ltd                                                                                                         | Greenko Mauritius Ltd 6.25 02/21/2023                                                            | CUSIP: 39531LAA7<br>LEI: 2138005EDWGI4914B264 | Long             | DBT              | CORP              | NL        |      2642000 | PA      | $2636716.00   | 0.42%             | 2023-02-21      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Turkey Government International Bond                                                                                          | Turkey Government International Bond 6.88 03/17/2036                                             | CUSIP: 900123AY6<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |      4000000 | PA      | $3309448.00   | 0.53%             | 2036-03-17      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Turkey Government International Bond                                                                                          | Turkey Government International Bond 4.88 10/09/2026                                             | CUSIP: 900123CK4<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |      2000000 | PA      | $1774252.00   | 0.28%             | 2026-10-09      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Morocco Government International Bond                                                                                         | Morocco Government International Bond 3.00 12/15/2032                                            | CUSIP: N/A<br>LEI: 529900F3MBW9XY5K1X07       | Long             | DBT              | NUSS              | MA        |      1500000 | PA      | $1202850.39   | 0.19%             | 2032-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Embraer Netherlands Finance BV                                                                                                | Embraer Netherlands Finance BV 6.95 01/17/2028                                                   | CUSIP: 29082HAC6<br>LEI: 724500PBR8LR26XBSP67 | Long             | DBT              | CORP              | NL        |      4000000 | PA      | $4125160.00   | 0.66%             | 2028-01-17      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| EnfraGen Energia Sur SA / EnfraGen Spain SA / Prime Energia SpA                                                               | EnfraGen Energia Sur SA / EnfraGen Spain SA / Prime Energia SpA 5.38 12/30/2030                  | CUSIP: 29280LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | ES        |      6860000 | PA      | $4907455.01   | 0.79%             | 2030-12-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Eskom Holdings SOC Ltd                                                                                                        | Eskom Holdings SOC Ltd 6.35 08/10/2028                                                           | CUSIP: 29646AAC0<br>LEI: 3789001900ED06F65111 | Long             | DBT              | CORP              | ZA        |      2000000 | PA      | $1917240.00   | 0.31%             | 2028-08-10      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Energean Israel Finance Ltd                                                                                                   | Energean Israel Finance Ltd 4.50 03/30/2024                                                      | CUSIP: N/A<br>LEI: 98450044QACBL3F8EB03       | Long             | DBT              | CORP              | IL        |      1857000 | PA      | $1816109.32   | 0.29%             | 2024-03-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CME Ultra Long Term US Treasury                                                                                               | US ULTRA BOND CBT Mar23                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | UST               | US        |          -25 | NC      | $-85414.27    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| CBOT 10 Year US Treasury Note                                                                                                 | US 10YR NOTE (CBT)Mar23                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | UST               | US        |          365 | NC      | $-257411.36   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Dominican Republic International Bond                                                                                         | Dominican Republic International Bond 5.30 01/21/2041                                            | CUSIP: N/A<br>LEI: 254900EHU7Q8FGVPI369       | Long             | DBT              | NUSS              | DO        |      1400000 | PA      | $1125726.64   | 0.18%             | 2041-01-21      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Banco Mercantil del Norte SA/Grand Cayman                                                                                     | Banco Mercantil del Norte SA/Grand Cayman (pfd) 8.38% 10/14/2171 Perpetual                       | CUSIP: 05971PAC2<br>LEI: 549300QTVYRPFHS0J362 | Long             | EP               | CORP              | KY        |       600000 | NS      | $617519.67    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Chile Government International Bond                                                                                           | Chile Government International Bond 2.75 01/31/2027                                              | CUSIP: 168863DX3<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |      4000000 | PA      | $3754489.00   | 0.60%             | 2027-01-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| GUSAP III LP                                                                                                                  | GUSAP III LP 4.25 01/21/2030                                                                     | CUSIP: 36258GAA5<br>LEI: 549300WY05UJ7WTHIN64 | Long             | DBT              | CORP              | US        |      2000000 | PA      | $1902860.00   | 0.30%             | 2030-01-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Guatemala Government Bond                                                                                                     | Guatemala Government Bond 4.38 06/05/2027                                                        | CUSIP: 401494AP4<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |      2000000 | PA      | $1921992.04   | 0.31%             | 2027-06-05      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government Bond                                                                                            | Republic of Poland Government Bond 1.75 04/25/2032                                               | CUSIP: N/A<br>LEI: 259400R9L8QEP0TPXS31       | Long             | DBT              | NUSS              | PL        |     30000000 | PA      | $4900616.39   | 0.78%             | 2032-04-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Mexico Cetes                                                                                                                  | Mexico Cetes 0.00 02/23/2023                                                                     | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | USGA              | MX        |   1700000000 | PA      | $8971699.11   | 1.44%             | 2023-02-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Dominican Republic International Bond                                                                                         | Dominican Republic International Bond 4.88 09/23/2032                                            | CUSIP: N/A<br>LEI: 254900EHU7Q8FGVPI369       | Long             | DBT              | NUSS              | DO        |      2000000 | PA      | $1710074.86   | 0.27%             | 2032-09-23      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Adani Ports & Special Economic Zone Ltd                                                                                       | Adani Ports & Special Economic Zone Ltd 4.00 07/30/2027                                          | CUSIP: N/A<br>LEI: 335800QOAXP5TM7OYP69       | Long             | DBT              | CORP              | IN        |       800000 | PA      | $643976.94    | 0.10%             | 2027-07-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Iraq International Bond                                                                                                       | Iraq International Bond 5.80 01/15/2028                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IQ        |       500000 | PA      | $464669.74    | 0.07%             | 2028-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Petroleos del Peru SA                                                                                                         | Petroleos del Peru SA 5.63 06/19/2047                                                            | CUSIP: 716564AB5<br>LEI: 549300ZMGDLC9JT2OR80 | Long             | DBT              | CORP              | PE        |      2900000 | PA      | $1938128.00   | 0.31%             | 2047-06-19      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Petrorio Luxembourg Trading Sarl                                                                                              | Petrorio Luxembourg Trading Sarl 6.13 06/09/2026                                                 | CUSIP: 71677WAA0<br>LEI: 222100466T5WZDU1B498 | Long             | DBT              | CORP              | LU        |      2500000 | PA      | $2404525.00   | 0.38%             | 2026-06-09      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Philippine Government International Bond                                                                                      | Philippine Government International Bond 5.95 10/13/2047                                         | CUSIP: 718286CU9<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |      4001000 | PA      | $4397239.56   | 0.70%             | 2047-10-13      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Philippine Government International Bond                                                                                      | Philippine Government International Bond 5.50 01/17/2048                                         | CUSIP: 718286CX3<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |       888000 | PA      | $926507.23    | 0.15%             | 2048-01-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ooredoo International Finance Ltd                                                                                             | Ooredoo International Finance Ltd 2.63 04/08/2031                                                | CUSIP: 74735KAA0<br>LEI: 549300BHXCDJ03WU7N77 | Long             | DBT              | CORP              | BM        |       400000 | PA      | $352005.60    | 0.06%             | 2031-04-08      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Woori Bank                                                                                                                    | Woori Bank 5.31 02/01/2023                                                                       | CUSIP: N/A<br>LEI: 549300VUVMRL6RE7R376       | Long             | DBT              | CORP              | KR        |      3000000 | PA      | $3000000.00   | 0.48%             | 2023-02-01      | Variable      | 5.31%                 | No            |                  2 | On Loan: No      |
| State Street Navigator Securities Lending Trust - State Street Navigator Securities Lending Government Money Market Portfolio | State Street Navigator Securities Lending Government Money Market Portfolio                      | CUSIP: N/A<br>LEI: 5493008BJIBKQ5KTIF74       | Long             | STIV             | RF                | US        |      3613185 | NS      | $3613185.00   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2023-03-28

**Name of Applicant:** American Century International Bond Funds

**Signature:** Amy R. Bitter

**Name of Signer:** Amy R. Bitter

**Title:** Assistant Treasurer