0000313212-24-000463.txt : 20240529
0000313212-24-000463.hdr.sgml : 20240529
20240529123711
ACCESSION NUMBER: 0000313212-24-000463
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 2
CONFORMED PERIOD OF REPORT: 20240331
FILED AS OF DATE: 20240529
DATE AS OF CHANGE: 20240529
PERIOD START: 20241231
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: T. Rowe Price International Funds, Inc.
CENTRAL INDEX KEY: 0000313212
ORGANIZATION NAME:
IRS NUMBER: 521175211
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-02958
FILM NUMBER: 24996348
BUSINESS ADDRESS:
STREET 1: 100 EAST PRATT STREET
CITY: BALTIMORE
STATE: MD
ZIP: 21202
BUSINESS PHONE: 410-345-2000
MAIL ADDRESS:
STREET 1: 100 EAST PRATT STREET
CITY: BALTIMORE
STATE: MD
ZIP: 21202
FORMER COMPANY:
FORMER CONFORMED NAME: PRICE T ROWE INTERNATIONAL FUNDS INC
DATE OF NAME CHANGE: 19920703
FORMER COMPANY:
FORMER CONFORMED NAME: PRICE T ROWE INTERNATIONAL TRUST
DATE OF NAME CHANGE: 19900301
FORMER COMPANY:
FORMER CONFORMED NAME: PRICE T ROWE INTERNATIONAL FUND INC
DATE OF NAME CHANGE: 19890914
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USD
4925220.360000
0.0809619100
Long
DBT
CORP
KY
N
2
2026-01-08
Variable
4.3000000
N
N
N
N
N
N
Shinhan Bank Co Ltd
5493003P813VL21KG928
SHINHAN BANK CO LTD
82460CBF0
12100000.000000
PA
USD
11903697.470000
0.1956757288
Long
DBT
CORP
KR
N
2
2028-04-12
Fixed
4.5000000
N
N
N
N
N
N
Montenegro Government International Bond
747800V014106FYLL014
MONTENEGRO GOVERNMENT INTERNATIONAL BOND
857305AA4
14142000.000000
PA
USD
14408647.410000
0.2368526745
Long
DBT
NUSS
ME
N
2
2031-03-12
Fixed
7.2500000
N
N
N
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
CHF/USD FWD 20240419 MSLNGB2X
000000000
1.000000
NC
USD
-397290.870000
-0.0065307591
N/A
DFE
CORP
CH
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
-15035104.740000
USD
13170000.000000
CHF
2024-04-19
-397290.870000
N
N
N
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
INR/USD FWD 20240405 CHASGB2L
000000000
1.000000
NC
USD
-6223.790000
-0.0001023081
N/A
DFE
CORP
IN
N
2
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
-1355901340.630000
INR
16248458.210000
USD
2024-04-05
-6223.790000
N
N
N
DEUTSCHE BANK
7LTWFZYICNSX8D621K86
IDR/USD FWD 20240405 DEUTGB2L
000000000
1.000000
NC
USD
-298717.990000
-0.0049103953
N/A
DFE
CORP
ID
N
2
DEUTSCHE BANK
7LTWFZYICNSX8D621K86
-90596125.650000
USD
1432387777662.000000
IDR
2024-04-05
-298717.990000
N
N
N
STATE STREET GLOBAL MARKETS LLC
549300FDEDF5ORXCMQ56
USD/JPY FWD 20240419 SBOSGB2X
000000000
1.000000
NC
USD
40665144.490000
0.6684630388
N/A
DFE
CORP
US
N
2
STATE STREET GLOBAL MARKETS LLC
549300FDEDF5ORXCMQ56
-110763979874.000000
JPY
774738762.510000
USD
2024-04-19
40665144.490000
N
N
N
STATE STREET GLOBAL MARKETS LLC
549300FDEDF5ORXCMQ56
JPY/USD FWD 20240419 SBOSGB2X
000000000
1.000000
NC
USD
-465836.800000
-0.0076575329
N/A
DFE
CORP
JP
N
2
STATE STREET GLOBAL MARKETS LLC
549300FDEDF5ORXCMQ56
-10846581.000000
USD
1566345000.000000
JPY
2024-04-19
-465836.800000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
COP/USD FWD 20240607 MSLNGB2X
000000000
1.000000
NC
USD
-836534.170000
-0.0137511419
N/A
DFE
CORP
CO
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
-147540524179.480011
COP
36885773.530000
USD
2024-06-07
-836534.170000
N
N
N
CITIBANK N A
E57ODZWZ7FF32TWEFA76
EGP/USD FWD 20250312 CITIGB2L
000000000
1.000000
NC
USD
301708.920000
0.0049595609
N/A
DFE
CORP
EG
N
2
CITIBANK N A
E57ODZWZ7FF32TWEFA76
-5979495.890000
USD
334493000.000000
EGP
2025-03-12
301708.920000
N
N
N
Barclays Bank PLC - Wholesale (SING)
G5GSEF7VJP5I7OUK5573
USD/TRY FWD 20240409 BARCGB5G
000000000
1.000000
NC
USD
-34139.250000
-0.0005611889
N/A
DFE
CORP
US
N
2
Barclays Bank PLC - Wholesale (SING)
G5GSEF7VJP5I7OUK5573
-7969403.370000
USD
260336500.000000
TRY
2024-04-09
-34139.250000
N
N
N
United States Treasury Bill
254900HROIFWPRGM1V77
UNITED STATES TREASURY BILL
912797HF7
152550000.000000
PA
USD
152327954.320000
2.5040021008
Long
DBT
UST
US
N
2
2024-04-11
None
0.0000000
N
N
N
N
N
N
HSBC SECURITIES INC
CYYGQCGNHMHPSMRL3R97
USD/PLN FWD 20240517 MRMDUS33
000000000
1.000000
NC
USD
-191989.470000
-0.0031559673
N/A
DFE
CORP
US
N
2
HSBC SECURITIES INC
CYYGQCGNHMHPSMRL3R97
-15751374.620000
USD
62178000.000000
PLN
2024-05-17
-191989.470000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
COP/USD FWD 20240607 UBSWGB2L
000000000
1.000000
NC
USD
-263662.500000
-0.0043341451
N/A
DFE
CORP
CO
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
-48526617587.269997
COP
12143342.360000
USD
2024-06-07
-263662.500000
N
N
N
RBC DOMINION SECURITIES INC
549300QJJX6CVVUXLE15
USD/IDR FWD 20240405 ROYCGB2L
000000000
1.000000
NC
USD
-137176.090000
-0.0022549323
N/A
DFE
CORP
US
N
2
RBC DOMINION SECURITIES INC
549300QJJX6CVVUXLE15
-9981763.000000
USD
156164682155.000000
IDR
2024-04-05
-137176.090000
N
N
N
Barclays Bank PLC - Wholesale (SING)
G5GSEF7VJP5I7OUK5573
USD/INR FWD 20240405 BARCGB5G
000000000
1.000000
NC
USD
1051.960000
0.0000172924
N/A
DFE
CORP
US
N
2
Barclays Bank PLC - Wholesale (SING)
G5GSEF7VJP5I7OUK5573
-347671550.100000
INR
4168973.560000
USD
2024-04-05
1051.960000
N
N
N
BNP PARIBAS SECURITIES CORP
RCNB6OTYUAMMP879YW96
USD/EUR FWD 20240621 BNPAFRPP
000000000
1.000000
NC
USD
383438.690000
0.0063030538
N/A
DFE
CORP
US
N
2
BNP PARIBAS SECURITIES CORP
RCNB6OTYUAMMP879YW96
-45675203.050000
EUR
49828997.370000
USD
2024-06-21
383438.690000
N
N
N
Kreditanstalt fuer Wiederaufbau
549300GDPG70E3MBBU98
KREDITANSTALT FUER WIEDERAUFBAU
500769BQ6
5202000.000000
PA
3965624.910000
0.0651878583
Long
DBT
CORP
DE
N
2
2037-06-02
Fixed
4.7000000
N
N
N
N
N
N
United Kingdom Gilt
ECTRVYYCEF89VWYS6K36
UNITED KINGDOM GILT
EF3964238
64972797.000000
PA
80299703.090000
1.3199850686
Long
DBT
NUSS
GB
N
2
2046-12-07
Fixed
4.2500000
N
N
N
N
N
N
BNP PARIBAS SECURITIES CORP
RCNB6OTYUAMMP879YW96
USD/CNH FWD 20240614 BNPAFRPP
000000000
1.000000
NC
USD
58574.090000
0.0009628544
N/A
DFE
CORP
US
N
2
BNP PARIBAS SECURITIES CORP
RCNB6OTYUAMMP879YW96
-265957000.000000
CNY
36810120.900000
USD
2024-06-14
58574.090000
N
N
N
Bundesrepublik Deutschland Bundesanleihe
529900AQBND3S6YJLY83
BUNDESREPUBLIK DEUTSCHLAND BUNDESANLEIHE
EH4697106
18688000.000000
PA
26279570.780000
0.4319896550
Long
DBT
NUSS
DE
N
2
2040-07-04
Fixed
4.7500000
N
N
N
N
N
N
Mexican Bonos
254900EGTWEU67VP6075
MEXICAN BONOS
EH6944449
756690000.000000
PA
42329032.410000
0.6958144127
Long
DBT
NUSS
MX
N
2
2038-11-18
Fixed
8.5000000
N
N
N
N
N
N
Enel Finance International NV
0YQH6LCEF474UTUV4B96
ENEL FINANCE INTERNATIONAL NV
EH9717446
2663000.000000
PA
3358887.120000
0.0552141624
Long
DBT
CORP
NL
N
2
2024-08-14
Fixed
5.6250000
N
N
N
N
N
N
Mexican Bonos
254900EGTWEU67VP6075
MEXICAN BONOS
EH6834517
163115000.000000
PA
9500986.370000
0.1561794087
Long
DBT
NUSS
MX
N
2
2029-05-31
Fixed
8.5000000
N
N
N
N
N
N
Electricite de France SA
549300X3UK4GG3FNMO06
ELECTRICITE DE FRANCE SA
EH8406124
7200000.000000
PA
9369464.500000
0.1540174218
Long
DBT
CORP
FR
N
2
2034-06-02
Fixed
6.1250000
N
N
N
N
N
N
America Movil SAB de CV
5493000FNR3UCEAONM59
AMERICA MOVIL SAB DE CV
EI2982383
6670000.000000
PA
8843702.220000
0.1453748200
Long
DBT
CORP
MX
N
2
2030-06-28
Fixed
5.7500000
N
N
N
N
N
N
Thailand Government Bond
254900PHJ6MSKT6C7026
THAILAND GOVERNMENT BOND
EI4240764
1104772000.000000
PA
32604572.330000
0.5359614916
Long
DBT
NUSS
TH
N
2
2031-06-20
Fixed
3.6500000
N
N
N
N
N
N
Orsted AS
W9NG6WMZIYEU8VEDOG48
ORSTED AS
EI9440732
5750000.000000
PA
7154670.820000
0.1176101317
Long
DBT
CORP
DK
N
2
2032-01-12
Fixed
4.8750000
N
N
N
N
N
N
Sweden Government Bond
ERE94C0BSULG2RM19605
SWEDEN GOVERNMENT BOND
EJ0857460
337510000.000000
PA
31331926.080000
0.5150414386
Long
DBT
NUSS
SE
N
2
2032-06-01
Fixed
2.2500000
N
N
N
N
N
Province of Ontario Canada
C7PVKCRGLG18EBQGZV36
PROVINCE OF ONTARIO CANADA
68323AAY0
5239000.000000
PA
3427947.070000
0.0563493858
Long
DBT
NUSS
CA
N
2
2043-06-02
Fixed
3.5000000
N
N
N
N
N
N
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
AUD/USD FWD 20240419 CHASGB2L
000000000
1.000000
NC
USD
3047258.560000
0.0500915401
N/A
DFE
CORP
AU
N
2
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
-180703989.630000
AUD
120875067.110000
USD
2024-04-19
3047258.560000
N
N
N
Colombian TES
549300MHDRBVRF6B9117
COLOMBIAN TES
EJ5096460
60253700000.000000
PA
13873030.130000
0.2280480739
Long
DBT
NUSS
CO
N
2
2028-04-28
Fixed
6.0000000
N
N
N
N
N
N
Marks & Spencer PLC
213800CN1RI3UCIZWB95
MARKS & SPENCER PLC
EJ4718650
1713000.000000
PA
2165197.940000
0.0355920239
Long
DBT
CORP
GB
N
2
2025-06-12
Variable
6.0000000
N
N
N
N
N
N
FedEx Corp
549300E707U7WNPZN687
FEDEX CORP
31428XBL9
2620000.000000
PA
2687773.310000
0.0441822385
Long
DBT
CORP
US
N
2
2027-01-11
Fixed
1.6250000
N
N
N
N
N
N
French Republic Government Bond OAT
969500KCGF3SUYJHPV70
FRENCH REPUBLIC GOVERNMENT BOND OAT
JK7596303
65636000.000000
PA
58766379.700000
0.9660153245
Long
DBT
NUSS
FR
N
2
2036-05-25
Fixed
1.2500000
N
N
N
N
N
N
Volkswagen International Finance NV
5299004PWNHKYTR23649
VOLKSWAGEN INTERNATIONAL FINANCE NV
AM9628026
1300000.000000
PA
1330963.220000
0.0218786809
Long
DBT
CORP
NL
N
2
2027-03-30
Fixed
1.8750000
N
N
N
N
N
N
Banco Comercial Portugues SA
JU1U6S0DG9YLT7N8ZV32
BANCO COMERCIAL PORTUGUES SA
AQ1803867
3900000.000000
PA
4434426.280000
0.0728941235
Long
DBT
CORP
PT
N
2
2027-12-07
Variable
6.8880000
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
PETROLEOS MEXICANOS
AS6869968
13400000.000000
PA
12189753.320000
0.2003779809
Long
DBT
CORP
MX
N
2
2029-02-26
Fixed
4.7500000
N
N
N
N
N
N
Italy Buoni Poliennali Del Tesoro
815600DE60799F5A9309
ITALY BUONI POLIENNALI DEL TESORO
QZ7665156
37508000.000000
PA
30624153.160000
0.5034069038
Long
DBT
NUSS
IT
N
2
2067-03-01
Fixed
2.8000000
N
N
N
N
N
N
Utah Acquisition Sub Inc
254900JOFV74IJ7H9933
UTAH ACQUISITION SUB INC
AL2804121
5630000.000000
PA
5905313.330000
0.0970729046
Long
DBT
CORP
US
N
2
2028-11-22
Fixed
3.1250000
N
N
N
N
N
N
Malaysia Government Bond
254900GSIL471JOBYY43
MALAYSIA GOVERNMENT BOND
LW1697165
25840000.000000
PA
5531112.760000
0.0909217092
Long
DBT
NUSS
MY
N
2
2026-11-30
Fixed
3.9000000
N
N
N
N
N
N
State Grid Overseas Investment BVI Ltd
3003006V8BHG5158QO96
STATE GRID OVERSEAS INVESTMENT BVI LTD
AS2544888
10000000.000000
PA
10486432.790000
0.1723784046
Long
DBT
CORP
VG
N
2
2025-05-02
Fixed
1.3750000
N
N
N
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC/THE
LW9531713
4137000.000000
PA
4281550.110000
0.0703811097
Long
DBT
CORP
US
N
2
2026-07-27
Fixed
1.6250000
N
N
N
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
WELLS FARGO & CO
QZ0190533
2660000.000000
PA
2671126.230000
0.0439085900
Long
DBT
CORP
US
N
2
2027-02-02
Fixed
1.0000000
N
N
N
N
N
N
Credit Agricole SA/London
969500TJ5KRTCJQWXH05
CREDIT AGRICOLE SA/LONDON
AM0713363
5800000.000000
PA
6173919.790000
0.1014883197
Long
DBT
CORP
FR
N
2
2024-09-16
Fixed
1.0000000
N
N
N
N
N
N
Sri Lanka Government Bonds
254900HXCCIOHM74FA02
SRI LANKA GOVERNMENT BONDS
EK5350039
1017000000.000000
PA
3376168.400000
0.0554982361
Long
DBT
NUSS
LK
N
2
2026-06-01
Fixed
11.0000000
N
N
N
N
N
N
Holcim Finance Luxembourg SA
529900XU3Z9D2HLBR716
HOLCIM FINANCE LUXEMBOURG SA
LW1706727
2555000.000000
PA
2635425.510000
0.0433217333
Long
DBT
CORP
LU
N
2
2028-05-26
Fixed
2.2500000
N
N
N
N
N
N
Nationwide Building Society
549300XFX12G42QIKN82
NATIONWIDE BUILDING SOCIETY
AO4071640
5050000.000000
PA
5398069.130000
0.0887347073
Long
DBT
CORP
GB
N
2
2029-07-25
Variable
2.0000000
N
N
N
N
N
N
Smiths Group PLC
213800MJL6IPZS3ASA11
SMITHS GROUP PLC
AM5448155
2535000.000000
PA
2621004.150000
0.0430846717
Long
DBT
CORP
GB
N
2
2027-02-23
Fixed
2.0000000
N
N
N
N
N
N
TenneT Holding BV
724500LTUWK3JQG63903
TENNET HOLDING BV
AS7500786
12320000.000000
PA
11867387.980000
0.1950788650
Long
DBT
CORP
NL
N
2
2034-06-05
Fixed
2.0000000
N
N
N
N
N
N
Slovenia Government Bond
485100000LWQHIX4XX88
SLOVENIA GOVERNMENT BOND
JK2522817
7145000.000000
PA
7365976.870000
0.1210836293
Long
DBT
NUSS
SI
N
2
2032-03-03
Fixed
2.2500000
N
N
N
N
N
Banque Federative du Credit Mutuel SA
VBHFXSYT7OG62HNT8T76
BANQUE FEDERATIVE DU CREDIT MUTUEL SA
AT5188905
3100000.000000
PA
3083836.620000
0.0506928187
Long
DBT
CORP
FR
N
2
2028-07-16
Fixed
1.3750000
N
N
N
N
N
N
Minejesa Capital BV
549300KS7ERCP10BKC35
MINEJESA CAPITAL BV
AO6253857
3965000.000000
PA
USD
3610385.860000
0.0593483568
Long
DBT
CORP
NL
N
2
2037-08-10
Fixed
5.6250000
N
N
N
N
N
Indonesia Government International Bond
529900FWX0GRR7WG5W79
INDONESIA GOVERNMENT INTERNATIONAL BOND
LW3626055
40797000.000000
PA
44249904.220000
0.7273901473
Long
DBT
NUSS
ID
N
2
2028-06-14
Fixed
3.7500000
N
N
N
N
N
N
HSBC SECURITIES INC
CYYGQCGNHMHPSMRL3R97
USD/IDR FWD 20240405 MRMDUS33
000000000
1.000000
NC
USD
74135.850000
0.0012186622
N/A
DFE
CORP
US
N
2
HSBC SECURITIES INC
CYYGQCGNHMHPSMRL3R97
-351654335119.000000
IDR
22242347.100000
USD
2024-04-05
74135.850000
N
N
N
HSBC SECURITIES INC
CYYGQCGNHMHPSMRL3R97
IDR/USD FWD 20240405 MRMDUS33
000000000
1.000000
NC
USD
-26551.770000
-0.0004364641
N/A
DFE
CORP
ID
N
2
HSBC SECURITIES INC
CYYGQCGNHMHPSMRL3R97
-2049490.600000
USD
32089878620.000000
IDR
2024-04-05
-26551.770000
N
N
N
Israel Government International Bond
213800T8ZHTFZIBYPE21
ISRAEL GOVERNMENT INTERNATIONAL BOND
AM0206418
18046000.000000
PA
18059766.160000
0.2968706079
Long
DBT
NUSS
IL
N
2
2027-01-18
Fixed
1.5000000
N
N
N
N
N
N
Becton Dickinson & Co
ICE2EP6D98PQUILVRZ91
BECTON DICKINSON & CO
AS5816366
7393000.000000
PA
9079135.930000
0.1492449337
Long
DBT
CORP
US
N
2
2025-05-24
Fixed
3.0200000
N
N
N
N
N
N
Aeroporti di Roma SpA
8156007259ABDEA3F444
AEROPORTI DI ROMA SPA
AN7387276
2575000.000000
PA
2647387.590000
0.0435183687
Long
DBT
CORP
IT
N
2
2027-06-08
Fixed
1.6250000
N
N
N
N
N
N
Credit Agricole Assurances SA
969500K2MUPSI57XK083
CREDIT AGRICOLE ASSURANCES SA
AQ8047468
6000000.000000
PA
6064259.000000
0.0996856903
Long
DBT
CORP
FR
N
2
2048-01-29
Variable
2.6250000
N
N
N
N
N
N
Malaysia Government Bond
254900GSIL471JOBYY43
MALAYSIA GOVERNMENT BOND
AS4638860
78750000.000000
PA
17673985.790000
0.2905290611
Long
DBT
NUSS
MY
N
2
2033-11-07
Fixed
4.6420000
N
N
N
N
N
N
Wolters Kluwer NV
724500TEM53I0U077B74
WOLTERS KLUWER NV
AM8510621
2585000.000000
PA
2646597.060000
0.0435053738
Long
DBT
CORP
NL
N
2
2027-03-22
Fixed
1.5000000
N
N
N
N
N
Sri Lanka Government Bonds
254900HXCCIOHM74FA02
SRI LANKA GOVERNMENT BONDS
QZ0205885
1063000000.000000
PA
3563094.160000
0.0585709649
Long
DBT
NUSS
LK
N
2
2026-08-01
Fixed
11.5000000
N
N
N
N
N
N
Prologis LP
GL16H1DHB0QSHP25F723
PROLOGIS LP
74340XBF7
5048000.000000
PA
5623211.260000
0.0924356457
Long
DBT
CORP
US
N
2
2029-06-30
Fixed
2.2500000
N
N
N
N
N
N
Inmobiliaria Colonial Socimi SA
95980020140005007414
INMOBILIARIA COLONIAL SOCIMI SA
AQ1248246
7300000.000000
PA
7597517.390000
0.1248897459
Long
DBT
CORP
ES
N
2
2025-11-28
Fixed
1.6250000
N
N
N
N
N
N
NN Group NV
724500OHYNDT9OY6Q215
NN GROUP NV
AN7382327
2575000.000000
PA
2640081.350000
0.0433982671
Long
DBT
CORP
NL
N
2
2027-06-01
Fixed
1.6250000
N
N
N
N
N
N
Cyprus Government International Bond
213800IOEYYAHPDLUL60
CYPRUS GOVERNMENT INTERNATIONAL BOND
AO0359395
1668000.000000
PA
1798244.140000
0.0295599526
Long
DBT
NUSS
CY
N
2
2024-06-27
Fixed
2.7500000
N
N
N
N
N
N
Transcanada Trust
549300Y0MFCAXLBWUV51
TRANSCANADA TRUST
89356BAD0
27134000.000000
PA
18746908.740000
0.3081660164
Long
DBT
CORP
CA
N
2
2077-05-18
Variable
4.6500000
N
N
N
N
N
N
Banco Santander SA
5493006QMFDDMYWIAM13
BANCO SANTANDER SA
AQ6886024
5800000.000000
PA
6123610.860000
0.1006613299
Long
DBT
CORP
ES
N
2
2025-01-17
Fixed
1.1250000
N
N
N
N
N
N
Braskem Netherlands Finance BV
2549000TLMHFQ74DS330
BRASKEM NETHERLANDS FINANCE BV
AP4289843
4300000.000000
PA
USD
3863176.330000
0.0635037849
Long
DBT
CORP
NL
N
2
2028-01-10
Fixed
4.5000000
N
N
N
N
N
N
Transurban Finance Co Pty Ltd
54930081LPJMUMEA6E57
TRANSURBAN FINANCE CO PTY LTD
AO9539849
2620000.000000
PA
2650434.100000
0.0435684480
Long
DBT
CORP
AU
N
2
2028-03-29
Fixed
1.7500000
N
N
N
N
N
N
Anheuser-Busch InBev SA/NV
5493008H3828EMEXB082
ANHEUSER-BUSCH INBEV SA/NV
AQ6887428
2600000.000000
PA
2652585.760000
0.0436038175
Long
DBT
CORP
BE
N
2
2027-01-22
Fixed
1.1500000
N
N
N
N
N
N
Next Group PLC
213800O8TRZCFJ9R5760
NEXT GROUP PLC
EJ8437034
982000.000000
PA
1218893.920000
0.0200364598
Long
DBT
CORP
GB
N
2
2026-10-02
Fixed
4.3750000
N
N
N
N
N
N
Altice France SA/France
5493001ZMCICV4N02J21
ALTICE FRANCE SA/FRANCE
AT6218768
1305000.000000
PA
1086137.960000
0.0178541867
Long
DBT
CORP
FR
N
2
2027-02-01
Fixed
5.8750000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP
AS2798773
2610000.000000
PA
2658564.310000
0.0437020943
Long
DBT
CORP
US
N
2
2028-04-25
Variable
1.6620000
N
N
N
N
N
N
Hannover Rueck SE
529900KIN5BE45V5KB18
HANNOVER RUECK SE
AS1780525
2600000.000000
PA
2653230.910000
0.0436144226
Long
DBT
CORP
DE
N
2
2028-04-18
Fixed
1.1250000
N
N
N
N
N
N
Netflix Inc
549300Y7VHGU0I7CE873
NETFLIX INC
AN3034641
2455000.000000
PA
2671010.200000
0.0439066827
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
3.6250000
N
N
N
N
N
N
Czech Republic Government Bond
3157007EFDLQABN47912
CZECH REPUBLIC GOVERNMENT BOND
AP5145606
562550000.000000
PA
20414956.550000
0.3355857716
Long
DBT
NUSS
CZ
N
2
2033-10-13
Fixed
2.0000000
N
N
N
N
N
N
Nationwide Building Society
549300XFX12G42QIKN82
NATIONWIDE BUILDING SOCIETY
AR5417662
2770000.000000
PA
2921563.670000
0.0480253385
Long
DBT
CORP
GB
N
2
2026-03-08
Variable
1.5000000
N
N
N
N
N
N
Malaysia Government Bond
254900GSIL471JOBYY43
MALAYSIA GOVERNMENT BOND
AT4277287
119656000.000000
PA
28201826.800000
0.4635881435
Long
DBT
NUSS
MY
N
2
2048-07-06
Fixed
4.9210000
N
N
N
N
N
N
Volkswagen Leasing GmbH
5299004GLEUX88BSNB74
VOLKSWAGEN LEASING GMBH
AT9684297
5350000.000000
PA
5606310.910000
0.0921578338
Long
DBT
CORP
DE
N
2
2025-08-15
Fixed
1.6250000
N
N
N
N
N
N
Australia Government Bond
213800J6B7JSBDETCB42
AUSTRALIA GOVERNMENT BOND
EJ9437272
126357000.000000
PA
85641571.260000
1.4077959315
Long
DBT
NUSS
AU
N
2
2033-04-21
Fixed
4.5000000
N
N
N
N
N
N
Cyprus Government International Bond
213800IOEYYAHPDLUL60
CYPRUS GOVERNMENT INTERNATIONAL BOND
AW9847533
2716000.000000
PA
2821770.110000
0.0463849089
Long
DBT
NUSS
CY
N
2
2034-02-26
Fixed
2.7500000
N
N
N
N
N
N
London Stock Exchange Group PLC
213800QAUUUP6I445N30
LONDON STOCK EXCHANGE GROUP PLC
AV9232027
2610000.000000
PA
2676613.580000
0.0439987923
Long
DBT
CORP
GB
N
2
2027-12-06
Fixed
1.7500000
N
N
N
N
N
N
Veolia Environnement SA
969500LENY69X51OOT31
VEOLIA ENVIRONNEMENT SA
AV9235723
5700000.000000
PA
5678151.540000
0.0933387667
Long
DBT
CORP
FR
N
2
2030-01-07
Fixed
1.9400000
N
N
N
N
N
Malaysia Government Bond
254900GSIL471JOBYY43
MALAYSIA GOVERNMENT BOND
AW6351018
178500000.000000
PA
38112728.650000
0.6265058376
Long
DBT
NUSS
MY
N
2
2026-07-15
Fixed
3.9060000
N
N
N
N
N
N
Tele2 AB
213800EKD193RVI9HL76
TELE2 AB
AV1933689
2575000.000000
PA
2633469.610000
0.0432895818
Long
DBT
CORP
SE
N
2
2028-05-15
Fixed
2.1250000
N
N
N
N
N
N
Ireland Government Bond
549300KXBEJAOJ9OVF93
IRELAND GOVERNMENT BOND
ZS5382107
2696000.000000
PA
2116282.520000
0.0347879409
Long
DBT
NUSS
IE
N
2
2050-05-15
Fixed
1.5000000
N
N
N
N
N
N
Braskem Netherlands Finance BV
2549000TLMHFQ74DS330
BRASKEM NETHERLANDS FINANCE BV
ZQ3579112
6750000.000000
PA
USD
5808370.950000
0.0954793434
Long
DBT
CORP
NL
N
2
2030-01-31
Fixed
4.5000000
N
N
N
N
N
N
Orange SA
969500MCOONR8990S771
ORANGE SA
AW5684278
6500000.000000
PA
7447650.540000
0.1224262000
Long
DBT
CORP
FR
N
2
2032-01-15
Fixed
3.2500000
N
N
N
N
N
N
China Development Bank
300300C1020111000029
CHINA DEVELOPMENT BANK
AW4371570
250000000.000000
PA
36298107.560000
0.5966766769
Long
DBT
NUSS
CN
N
2
2029-01-08
Fixed
3.4800000
N
N
N
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
USD/THB FWD 20240607 UBSWGB2L
000000000
1.000000
NC
USD
321782.510000
0.0052895352
N/A
DFE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
-937785182.000000
THB
26175010.310000
USD
2024-06-07
321782.510000
N
N
N
Anheuser-Busch InBev SA/NV
5493008H3828EMEXB082
ANHEUSER-BUSCH INBEV SA/NV
AX8902105
1465000.000000
PA
1423222.370000
0.0233952581
Long
DBT
CORP
BE
N
2
2031-03-28
Fixed
1.6500000
N
N
N
N
N
N
Peru Government Bond
254900STKLK2DBJJZ530
PERU GOVERNMENT BOND
AZ1761248
189750000.000000
PA
43947653.830000
0.7224216855
Long
DBT
NUSS
PE
N
2
2034-08-12
Fixed
5.4000000
N
N
N
N
N
N
Carlsberg Breweries AS
5493008YL42784DMWN61
CARLSBERG BREWERIES AS
AZ1871062
3773000.000000
PA
3596735.430000
0.0591239678
Long
DBT
CORP
DK
N
2
2029-07-01
Fixed
0.8750000
N
N
N
N
N
N
Fiserv Inc
GI7UBEJLXYLGR2C7GV83
FISERV INC
AZ1871211
9825000.000000
PA
10944542.510000
0.1799089180
Long
DBT
CORP
US
N
2
2031-07-01
Fixed
3.0000000
N
N
N
N
N
N
Fiserv Inc
GI7UBEJLXYLGR2C7GV83
FISERV INC
AZ1871195
175000.000000
PA
167377.640000
0.0027513923
Long
DBT
CORP
US
N
2
2030-07-01
Fixed
1.6250000
N
N
N
N
N
N
Anglo American Capital PLC
TINT358G1SSHR3L3PW36
ANGLO AMERICAN CAPITAL PLC
AX5433773
5340000.000000
PA
6210793.600000
0.1020944599
Long
DBT
CORP
GB
N
2
2029-03-11
Fixed
3.3750000
N
N
N
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
BNP PARIBAS SA
AW7468688
9300000.000000
PA
9745449.480000
0.1601979497
Long
DBT
CORP
FR
N
2
2027-01-23
Variable
2.1250000
N
N
N
N
N
N
Upjohn Finance BV
254900OG32E8F3XO5O83
UPJOHN FINANCE BV
BK1183734
5520000.000000
PA
5012178.290000
0.0823913445
Long
DBT
CORP
NL
N
2
2032-06-23
Fixed
1.9080000
N
N
N
N
N
N
Upjohn Finance BV
254900OG32E8F3XO5O83
UPJOHN FINANCE BV
BK1183700
2670000.000000
PA
2665872.440000
0.0438222270
Long
DBT
CORP
NL
N
2
2027-06-23
Fixed
1.3620000
N
N
N
N
N
N
Cyprus Government International Bond
213800IOEYYAHPDLUL60
CYPRUS GOVERNMENT INTERNATIONAL BOND
ZS3023307
2832000.000000
PA
2610634.370000
0.0429142108
Long
DBT
NUSS
CY
N
2
2049-05-03
Fixed
2.7500000
N
N
N
N
N
Daimler Truck International Finance BV
724500G15MVL6UCWXF95
DAIMLER TRUCK INTERNATIONAL FINANCE BV
BV5718945
2600000.000000
PA
2660888.590000
0.0437403013
Long
DBT
CORP
NL
N
2
2027-04-06
Fixed
1.6250000
N
N
N
N
N
N
China Government Bond
300300CHN201808MOF68
CHINA GOVERNMENT BOND
AZ1695297
60000000.000000
PA
11128796.800000
0.1829377325
Long
DBT
NUSS
CN
N
2
2069-06-24
Fixed
4.0000000
N
N
N
N
N
N
Bangkok Bank PCL/Hong Kong
549300CCL2BKJGMYXV60
BANGKOK BANK PCL/HONG KONG
ZR6527587
7545000.000000
PA
USD
6734214.600000
0.1106985752
Long
DBT
CORP
TH
N
2
2034-09-25
Variable
3.7330000
N
N
N
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
USD/CLP FWD 20240510 UBSWGB2L
000000000
1.000000
NC
USD
-939396.450000
-0.0154420158
N/A
DFE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
-29163831.720000
USD
27688171000.000000
CLP
2024-05-10
-939396.450000
N
N
N
LeasePlan Corp NV
724500C60L930FVHS484
LEASEPLAN CORP NV
ZS8242795
8200000.000000
PA
8847543.120000
0.1454379576
Long
DBT
CORP
NL
N
2
N/A
Variable
7.3750000
N
N
N
N
N
N
Intesa Sanpaolo SpA
2W8N8UU78PMDQKZENC08
INTESA SANPAOLO SPA
AZ3706928
8399000.000000
PA
8279908.600000
0.1361070502
Long
DBT
CORP
IT
N
2
2029-07-04
Fixed
1.7500000
N
N
N
N
N
N
Saudi Arabian Oil Co
5586006WD91QHB7J4X50
SAUDI ARABIAN OIL CO
ZS0947920
5800000.000000
PA
USD
5083694.200000
0.0835669396
Long
DBT
CORP
SA
N
2
2039-04-16
Fixed
4.2500000
N
N
N
N
N
Capital One Financial Corp
ZUE8T73ROZOF6FLBAR73
CAPITAL ONE FINANCIAL CORP
14040HCC7
11300000.000000
PA
10817078.740000
0.1778136391
Long
DBT
CORP
US
N
2
2029-06-12
Fixed
1.6500000
N
N
N
N
N
N
Serbia International Bond
254900W94OCY91V32O78
SERBIA INTERNATIONAL BOND
AZ2286302
13215000.000000
PA
12062279.750000
0.1982825409
Long
DBT
NUSS
RS
N
2
2029-06-26
Fixed
1.5000000
N
N
N
N
N
N
Westlake Corp
GOXNEVUM0LL78B1OS344
WESTLAKE CORP
AZ5984929
9435000.000000
PA
9127871.400000
0.1500460586
Long
DBT
CORP
US
N
2
2029-07-17
Fixed
1.6250000
N
N
N
N
N
N
Netflix Inc
549300Y7VHGU0I7CE873
NETFLIX INC
ZS2938422
5585000.000000
PA
6153416.520000
0.1011512822
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
3.8750000
N
N
N
N
N
N
Serbia International Bond
254900W94OCY91V32O78
SERBIA INTERNATIONAL BOND
AZ2272021
14635000.000000
PA
13358415.750000
0.2195887239
Long
DBT
NUSS
RS
N
2
2029-06-26
Fixed
1.5000000
N
N
N
N
N
N
Blackstone Property Partners Europe Holdings Sarl
213800Y3B5GQFBGVHP79
BLACKSTONE PROPERTY PARTNERS EUROPE HOLDINGS SARL
ZR4791987
9970000.000000
PA
9331484.490000
0.1533930976
Long
DBT
CORP
LU
N
2
2029-03-12
Fixed
1.7500000
N
N
N
N
N
N
Hannover Rueck SE
529900KIN5BE45V5KB18
HANNOVER RUECK SE
ZR8868088
11500000.000000
PA
10638809.560000
0.1748832091
Long
DBT
CORP
DE
N
2
2039-10-09
Variable
1.1250000
N
N
N
N
N
N
CA Auto Bank SPA/Ireland
635400TMJSFWVKAJSI97
CA AUTO BANK SPA/IRELAND
ZR4791730
5800000.000000
PA
6159340.210000
0.1012486572
Long
DBT
CORP
IE
N
2
2024-09-13
Fixed
0.5000000
N
N
N
N
N
N
Brazil Notas do Tesouro Nacional Serie F
254900ZFY40OYEADAP90
BRAZIL NOTAS DO TESOURO NACIONAL SERIE F
ZP2084801
128164000.000000
PA
24595247.080000
0.4043023530
Long
DBT
NUSS
BR
N
2
2031-01-01
Fixed
10.0000000
N
N
N
N
N
N
Danske Bank A/S
MAES062Z21O4RZ2U7M96
DANSKE BANK A/S
ZQ4664830
4700000.000000
PA
4931153.640000
0.0810594426
Long
DBT
CORP
DK
N
2
2030-02-12
Variable
1.3750000
N
N
N
N
N
N
Highland Holdings Sarl
549300WGY8GPJM4PQR36
HIGHLAND HOLDINGS SARL
BS2119425
3635000.000000
PA
3602556.770000
0.0592196604
Long
DBT
CORP
LU
N
2
2026-12-15
Fixed
0.3180000
N
N
N
N
N
N
International Game Technology PLC
549300UQ6KHRCZDRGZ76
INTERNATIONAL GAME TECHNOLOGY PLC
AZ0978447
4550000.000000
PA
4845198.960000
0.0796464997
Long
DBT
CORP
GB
N
2
2026-06-15
Fixed
3.5000000
N
N
N
N
N
N
International Game Technology PLC
549300UQ6KHRCZDRGZ76
INTERNATIONAL GAME TECHNOLOGY PLC
AZ0981300
2410000.000000
PA
2566358.130000
0.0421863878
Long
DBT
CORP
GB
N
2
2026-06-15
Fixed
3.5000000
N
N
N
N
N
N
Volkswagen Leasing GmbH
5299004GLEUX88BSNB74
VOLKSWAGEN LEASING GMBH
AZ1285495
5135000.000000
PA
5284117.810000
0.0868615492
Long
DBT
CORP
DE
N
2
2026-06-19
Fixed
1.5000000
N
N
N
N
N
N
RCS & RDS SA
3157008PTGOXBWZDVF10
RCS & RDS SA
ZP7074161
6300000.000000
PA
6347924.490000
0.1043486491
Long
DBT
CORP
RO
N
2
2028-02-05
Fixed
3.2500000
N
N
N
N
N
Bundesrepublik Deutschland Bundesanleihe
529900AQBND3S6YJLY83
BUNDESREPUBLIK DEUTSCHLAND BUNDESANLEIHE
ZP2206560
103692000.000000
PA
98217966.910000
1.6145296284
Long
DBT
NUSS
DE
N
2
2030-02-15
None
0.0000000
N
N
N
N
N
N
Banco Comercial Portugues SA
JU1U6S0DG9YLT7N8ZV32
BANCO COMERCIAL PORTUGUES SA
BN9424753
5800000.000000
PA
5931635.970000
0.0975056023
Long
DBT
CORP
PT
N
2
2027-02-12
Variable
1.1250000
N
N
N
N
N
N
Equitable Financial Life Global Funding
635400B4JJBON4TCHF02
EQUITABLE FINANCIAL LIFE GLOBAL FUNDING
BP9634109
2805000.000000
PA
2681039.080000
0.0440715397
Long
DBT
CORP
US
N
2
2028-06-16
Fixed
0.6000000
N
N
N
N
N
N
Senegal Government International Bond
549300NP14ZLQGWIUZ97
SENEGAL GOVERNMENT INTERNATIONAL BOND
BP9003107
18390000.000000
PA
14473218.370000
0.2379141069
Long
DBT
NUSS
SN
N
2
2037-06-08
Fixed
5.3750000
N
N
N
N
N
N
Indonesia Treasury Bond
529900FWX0GRR7WG5W79
INDONESIA TREASURY BOND
BK8407029
473000000000.000000
PA
29381489.120000
0.4829797053
Long
DBT
NUSS
ID
N
2
2026-04-15
Fixed
5.5000000
N
N
N
N
N
N
Dow Chemical Co/The
ZQUIP1CSZO8LXRBSOU78
DOW CHEMICAL CO/THE
260543CZ4
2715000.000000
PA
2686022.880000
0.0441534646
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
0.5000000
N
N
N
N
N
N
Thermo Fisher Scientific Inc
HCHV7422L5HDJZCRFL38
THERMO FISHER SCIENTIFIC INC
ZR7668893
5170000.000000
PA
4720145.900000
0.0775908487
Long
DBT
CORP
US
N
2
2031-10-01
Fixed
0.8750000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA
ZM4787788
5500000.000000
PA
5952900.110000
0.0978551471
Long
DBT
CORP
FR
N
2
2028-01-25
Fixed
3.5000000
N
N
N
N
N
N
Bundesobligation
529900AQBND3S6YJLY83
BUNDESOBLIGATION
BQ3124923
79031000.000000
PA
79890198.280000
1.3132535339
Long
DBT
NUSS
DE
N
2
2026-10-09
None
0.0000000
N
N
N
N
N
N
Republic of Austria Government Bond
529900QWWUI4XRVR7I03
REPUBLIC OF AUSTRIA GOVERNMENT BOND
BH3926764
40505000.000000
PA
25804152.770000
0.4241746240
Long
DBT
NUSS
AT
N
2
2051-03-20
Fixed
0.7500000
N
N
N
N
N
N
Mondi Finance Europe GmbH
2138004LSZE37TGO8788
MONDI FINANCE EUROPE GMBH
BH4248572
2505000.000000
PA
2599093.840000
0.0427245049
Long
DBT
CORP
AT
N
2
2028-04-01
Fixed
2.3750000
N
N
N
N
N
N
Altice France SA/France
5493001ZMCICV4N02J21
ALTICE FRANCE SA/FRANCE
ZR5945186
505000.000000
PA
389120.800000
0.0063964576
Long
DBT
CORP
FR
N
2
2028-01-15
Fixed
3.3750000
N
N
N
N
N
N
China Government Bond
300300CHN201808MOF68
CHINA GOVERNMENT BOND
ZQ5976324
310000000.000000
PA
44809757.220000
0.7365931402
Long
DBT
NUSS
CN
N
2
2029-11-21
Fixed
3.1300000
N
N
N
N
N
N
Tesco Corporate Treasury Services PLC
21380018AJDKNF3A6712
TESCO CORPORATE TREASURY SERVICES PLC
ZQ7670032
5250000.000000
PA
5349216.100000
0.0879316499
Long
DBT
CORP
GB
N
2
2026-05-29
Fixed
0.8750000
N
N
N
N
N
N
Smurfit Kappa Treasury ULC
635400B3DOXSWFOWJT40
SMURFIT KAPPA TREASURY ULC
ZR4229004
2650000.000000
PA
2666888.070000
0.0438389221
Long
DBT
CORP
IE
N
2
2027-09-15
Fixed
1.5000000
N
N
N
N
N
N
Hannover Rueck SE
529900KIN5BE45V5KB18
HANNOVER RUECK SE
BK2910671
4800000.000000
PA
4498804.500000
0.0739523876
Long
DBT
CORP
DE
N
2
2040-10-08
Variable
1.7500000
N
N
N
N
N
N
Thailand Government Bond
254900PHJ6MSKT6C7026
THAILAND GOVERNMENT BOND
ZQ3490328
132630000.000000
PA
3508854.050000
0.0576793534
Long
DBT
NUSS
TH
N
2
2029-12-17
Fixed
1.6000000
N
N
N
N
N
N
Credit Agricole SA
969500TJ5KRTCJQWXH05
CREDIT AGRICOLE SA
ZP3171193
1000000.000000
PA
881528.340000
0.0144907665
Long
DBT
CORP
FR
N
2
2032-01-14
Fixed
0.8750000
N
N
N
N
N
N
Nationale-Nederlanden Bank NV/The Netherlands
724500BICUQ0LF1AH770
NATIONALE-NEDERLANDEN BANK NV/THE NETHERLANDS
ZQ6802594
5300000.000000
PA
5536247.160000
0.0910061097
Long
DBT
CORP
NL
N
2
2025-02-26
Fixed
0.3750000
N
N
N
N
N
N
EssilorLuxottica SA
549300M3VH1A3ER1TB49
ESSILORLUXOTTICA SA
ZQ7076396
2700000.000000
PA
2643568.730000
0.0434555934
Long
DBT
CORP
FR
N
2
2027-11-27
Fixed
0.3750000
N
N
N
N
N
N
Ivory Coast Government International Bond
254900ICW11T82O6H590
IVORY COAST GOVERNMENT INTERNATIONAL BOND
ZQ0748892
18675000.000000
PA
18657614.370000
0.3066981749
Long
DBT
NUSS
CI
N
2
2031-10-17
Fixed
5.8750000
N
N
N
N
N
N
Bulgaria Government International Bond
529900PG0XCL4LICL838
BULGARIA GOVERNMENT INTERNATIONAL BOND
ZM5000082
18433000.000000
PA
21186836.380000
0.3482741106
Long
DBT
NUSS
BG
N
2
2033-01-27
Fixed
4.5000000
N
N
N
N
N
Ziggo BV
213800TQASLF9JXH5J59
ZIGGO BV
ZQ1506224
2720000.000000
PA
2588116.270000
0.0425440531
Long
DBT
CORP
NL
N
2
2030-01-15
Fixed
2.8750000
N
N
N
N
N
N
General Motors Financial Co Inc
5493008B6JBRUJ90QL97
GENERAL MOTORS FINANCIAL CO INC
BG1643058
10000000.000000
PA
10239257.470000
0.1683152796
Long
DBT
CORP
US
N
2
2026-02-26
Fixed
0.8500000
N
N
N
N
N
N
Indonesia Treasury Bond
529900FWX0GRR7WG5W79
INDONESIA TREASURY BOND
BQ3772713
75730000000.000000
PA
4691629.930000
0.0771220966
Long
DBT
NUSS
ID
N
2
2032-04-15
Fixed
6.3750000
N
N
N
N
N
N
QNB Finance Ltd
549300MY0DXTHQEX5O57
QNB FINANCE LTD
ZP9011815
8200000.000000
PA
USD
7674708.000000
0.1261586230
Long
DBT
CORP
KY
N
2
2027-02-12
Fixed
2.7500000
N
N
N
N
N
N
Bulgaria Government International Bond
529900PG0XCL4LICL838
BULGARIA GOVERNMENT INTERNATIONAL BOND
ZM5000066
8790000.000000
PA
10103200.340000
0.1660787410
Long
DBT
NUSS
BG
N
2
2033-01-27
Fixed
4.5000000
N
N
N
N
N
N
Albion Financing 1 SARL / Aggreko Holdings Inc
N/A
ALBION FINANCING 1 SARL / AGGREKO HOLDINGS INC
BR9345504
3200000.000000
PA
3474760.080000
0.0571189089
Long
DBT
CORP
LU
N
2
2026-10-15
Fixed
5.2500000
N
N
N
N
N
N
Autostrade per l Italia SpA
815600149448CEB9B230
AUTOSTRADE PER L'ITALIA SPA
BT5739391
2680000.000000
PA
2678719.390000
0.0440334081
Long
DBT
CORP
IT
N
2
2028-01-25
Fixed
1.6250000
N
N
N
N
N
N
Vmed O2 UK Financing I PLC
213800MRR46ECNGZ7L69
VMED O2 UK FINANCING I PLC
BQ1812982
5630000.000000
PA
6040018.830000
0.0992872248
Long
DBT
CORP
GB
N
2
2031-07-15
Fixed
4.5000000
N
N
N
N
N
N
Deuce Finco Plc
9845007DA2BC863E8437
DEUCE FINCO PLC
BP8782586
1600000.000000
PA
1909461.300000
0.0313881659
Long
DBT
CORP
GB
N
2
2027-06-15
Fixed
5.5000000
N
N
N
N
N
N
Cyprus Government International Bond
213800IOEYYAHPDLUL60
CYPRUS GOVERNMENT INTERNATIONAL BOND
BH6216213
2130000.000000
PA
2195990.440000
0.0360981981
Long
DBT
NUSS
CY
N
2
2027-04-16
Fixed
1.5000000
N
N
N
N
N
N
Singapore Government Bond
549300ZSV6VOGFH1ER70
SINGAPORE GOVERNMENT BOND
BQ1798256
48911000.000000
PA
32765389.250000
0.5386050373
Long
DBT
NUSS
SG
N
2
2031-07-01
Fixed
1.6250000
N
N
N
N
N
N
Canadian Government Bond
4BFD7AQU0A75QLAHK410
CANADIAN GOVERNMENT BOND
135087Q72
84190000.000000
PA
61033476.950000
1.0032823928
Long
DBT
NUSS
CA
N
2
2033-12-01
Fixed
3.2500000
N
N
N
N
N
N
Italy Buoni Poliennali Del Tesoro
815600DE60799F5A9309
ITALY BUONI POLIENNALI DEL TESORO
BZ9605404
94148000.000000
PA
108367053.160000
1.7813626526
Long
DBT
NUSS
IT
N
2
2033-05-01
Fixed
4.4000000
N
N
N
N
N
N
Santander UK Group Holdings PLC
549300F5XIFGNNW4CF72
SANTANDER UK GROUP HOLDINGS PLC
BY5268937
5300000.000000
PA
5686913.950000
0.0934828052
Long
DBT
CORP
GB
N
2
2028-08-25
Variable
3.5300000
N
N
N
N
N
N
Universal Music Group NV
724500GJBUL3D9TW9Y18
UNIVERSAL MUSIC GROUP NV
BX3045891
2470000.000000
PA
2642162.340000
0.0434324749
Long
DBT
CORP
NL
N
2
2027-06-30
Fixed
3.0000000
N
N
N
N
N
N
Bundesrepublik Deutschland Bundesanleihe
529900AQBND3S6YJLY83
BUNDESREPUBLIK DEUTSCHLAND BUNDESANLEIHE
BR2469814
25789199.960000
PA
14192904.690000
0.2333062458
Long
DBT
NUSS
DE
N
2
2052-08-15
None
0.0000000
N
N
N
N
N
N
Becton Dickinson Euro Finance Sarl
549300W40NLZ25XUTH09
BECTON DICKINSON EURO FINANCE SARL
BN9906858
1874000.000000
PA
1561732.510000
0.0256721198
Long
DBT
CORP
LU
N
2
2036-02-12
Fixed
1.2130000
N
N
N
N
N
N
Deutsche Bundesrepublik Inflation Linked Bond
529900AQBND3S6YJLY83
DEUTSCHE BUNDESREPUBLIK INFLATION LINKED BOND
EK1581793
94067686.720000
PA
102877296.970000
1.6911207722
Long
DBT
NUSS
DE
N
2
2030-04-15
Fixed
0.5000000
N
N
N
N
N
N
United Group BV
213800PC85O8BJ7DU398
UNITED GROUP BV
BQ6035274
3105000.000000
PA
3213256.710000
0.0528202561
Long
DBT
CORP
NL
N
2
2028-08-15
Fixed
4.6250000
N
N
N
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC/THE
BW0484871
3180000.000000
PA
3787709.370000
0.0622632416
Long
DBT
CORP
US
N
2
2029-10-29
Variable
3.6250000
N
N
N
N
N
N
CaixaBank SA
7CUNS533WID6K7DGFI87
CAIXABANK SA
BP5726552
2700000.000000
PA
2668037.050000
0.0438578093
Long
DBT
CORP
ES
N
2
2028-05-26
Variable
0.7500000
N
N
N
N
N
N
Veolia Environnement SA
969500LENY69X51OOT31
VEOLIA ENVIRONNEMENT SA
BH3926186
2000000.000000
PA
2029122.660000
0.0333551870
Long
DBT
CORP
FR
N
2
2027-04-02
Fixed
1.2500000
N
N
N
N
N
N
Thermo Fisher Scientific Inc
HCHV7422L5HDJZCRFL38
THERMO FISHER SCIENTIFIC INC
BH4498748
842000.000000
PA
852425.690000
0.0140123704
Long
DBT
CORP
US
N
2
2032-04-15
Fixed
2.3750000
N
N
N
N
N
N
Fresenius SE & Co KGaA
XDFJ0CYCOO1FXRFTQS51
FRESENIUS SE & CO KGAA
BH4726650
2635000.000000
PA
2675700.170000
0.0439837775
Long
DBT
CORP
DE
N
2
2027-10-08
Fixed
1.6250000
N
N
N
N
N
Barclays PLC
213800LBQA1Y9L22JB70
BARCLAYS PLC
BQ8368673
5175000.000000
PA
4854125.910000
0.0797932430
Long
DBT
CORP
GB
N
2
2029-08-09
Variable
0.5770000
N
N
N
N
N
N
Logicor Financing Sarl
254900IS16Q1A2TQFN22
LOGICOR FINANCING SARL
BN4542633
7100000.000000
PA
6083823.950000
0.1000073035
Long
DBT
CORP
LU
N
2
2031-01-14
Fixed
0.8750000
N
N
N
N
N
N
Transurban Finance Co Pty Ltd
54930081LPJMUMEA6E57
TRANSURBAN FINANCE CO PTY LTD
BH4962032
11250000.000000
PA
11789821.140000
0.1938038033
Long
DBT
CORP
AU
N
2
2030-04-08
Fixed
3.0000000
N
N
N
N
N
N
China Government Bond
300300CHN201808MOF68
CHINA GOVERNMENT BOND
BP5955698
45000000.000000
PA
6492072.470000
0.1067181869
Long
DBT
NUSS
CN
N
2
2031-05-27
Fixed
3.0200000
N
N
N
N
N
N
MEGlobal BV
549300WBVLU2FILR7W19
MEGLOBAL BV
BP2041641
3125000.000000
PA
USD
2790406.250000
0.0458693425
Long
DBT
CORP
NL
N
2
2028-04-28
Fixed
2.6250000
N
N
N
N
N
N
Thailand Government Bond
254900PHJ6MSKT6C7026
THAILAND GOVERNMENT BOND
BP2211780
2010559000.000000
PA
53564282.730000
0.8805020528
Long
DBT
NUSS
TH
N
2
2031-12-17
Fixed
2.0000000
N
N
N
N
N
N
Standard Chartered PLC
U4LOSYZ7YG4W3S5F2G91
STANDARD CHARTERED PLC
BJ8144633
6670000.000000
PA
7001351.570000
0.1150898344
Long
DBT
CORP
GB
N
2
2030-09-09
Variable
2.5000000
N
N
N
N
N
N
Japanese Government CPI Linked Bond
353800WZS8AXZXFUC241
JAPANESE GOVERNMENT CPI LINKED BOND
BW5966526
4458160000.000000
PA
31457740.570000
0.5171096062
Long
DBT
NUSS
JP
N
2
2032-03-10
Fixed
0.0050000
N
N
N
N
N
N
Landsbankinn HF
549300TLZPT6JELDWM92
LANDSBANKINN HF
BO1546940
8060000.000000
PA
8304536.450000
0.1365118885
Long
DBT
CORP
IS
N
2
2025-05-23
Fixed
0.3750000
N
N
N
N
N
N
United Kingdom Gilt
ECTRVYYCEF89VWYS6K36
UNITED KINGDOM GILT
BJ7876565
78870000.000000
PA
41540450.030000
0.6828515134
Long
DBT
NUSS
GB
N
2
2050-10-22
Fixed
0.6250000
N
N
N
N
N
N
Banque Federative du Credit Mutuel SA
VBHFXSYT7OG62HNT8T76
BANQUE FEDERATIVE DU CREDIT MUTUEL SA
BY8968384
2500000.000000
PA
2670153.750000
0.0438926041
Long
DBT
CORP
FR
N
2
2027-09-14
Fixed
3.1250000
N
N
N
N
N
N
Japan Government Thirty Year Bond
353800WZS8AXZXFUC241
JAPAN GOVERNMENT THIRTY YEAR BOND
BT3860645
586150000.000000
PA
3018567.950000
0.0496199172
Long
DBT
NUSS
JP
N
2
2051-12-20
Fixed
0.7000000
N
N
N
N
N
N
Philippine Government International Bond
529900RAHBALMYIJ3T08
PHILIPPINE GOVERNMENT INTERNATIONAL BOND
BP1537383
4245000.000000
PA
4396415.030000
0.0722692858
Long
DBT
NUSS
PH
N
2
2025-04-28
Fixed
0.2500000
N
N
N
N
N
N
Tesco Corporate Treasury Services PLC
21380018AJDKNF3A6712
TESCO CORPORATE TREASURY SERVICES PLC
BH9923674
4850000.000000
PA
5446540.120000
0.0895314846
Long
DBT
CORP
GB
N
2
2030-04-27
Fixed
2.7500000
N
N
N
N
N
N
InPost SA
2221003M23QLERR89585
INPOST SA
BQ1783969
1740000.000000
PA
1760461.630000
0.0289388749
Long
DBT
CORP
LU
N
2
2027-07-15
Fixed
2.2500000
N
N
N
N
N
N
VZ Secured Financing BV
549300MG611MYCOWY949
VZ SECURED FINANCING BV
BT3367799
3900000.000000
PA
3702613.200000
0.0608644111
Long
DBT
CORP
NL
N
2
2032-01-15
Fixed
3.5000000
N
N
N
N
N
Danske Bank A/S
MAES062Z21O4RZ2U7M96
DANSKE BANK A/S
BU4373462
2440000.000000
PA
2514673.340000
0.0413367813
Long
DBT
CORP
DK
N
2
2027-02-17
Variable
1.3750000
N
N
N
N
N
N
Encore Capital Group Inc
5493000UVC6H49CIH830
ENCORE CAPITAL GROUP INC
ZO3891934
3480000.000000
PA
3717229.460000
0.0611046765
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
4.8750000
N
N
N
N
N
N
Banco Comercial Portugues SA
JU1U6S0DG9YLT7N8ZV32
BANCO COMERCIAL PORTUGUES SA
BR6434368
3500000.000000
PA
3546660.040000
0.0583008170
Long
DBT
CORP
PT
N
2
2028-04-07
Variable
1.7500000
N
N
N
N
N
N
Serbia International Bond
254900W94OCY91V32O78
SERBIA INTERNATIONAL BOND
BR4415765
4885000.000000
PA
3701855.070000
0.0608519488
Long
DBT
NUSS
RS
N
2
2036-09-23
Fixed
2.0500000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY
BZ8087133
2000000.000000
PA
2383071.770000
0.0391734842
Long
DBT
CORP
US
N
2
2034-01-25
Variable
5.1480000
N
N
N
N
N
N
American Honda Finance Corp
B6Q2VFHD1797Q7NZ3E43
AMERICAN HONDA FINANCE CORP
BH8301070
4680000.000000
PA
4997820.960000
0.0821553354
Long
DBT
CORP
US
N
2
2024-10-18
Fixed
1.9500000
N
N
N
N
N
N
Cellnex Telecom SA
5493008T4YG3AQUI7P67
CELLNEX TELECOM SA
ZO9508185
13000000.000000
PA
12465464.440000
0.2049101840
Long
DBT
CORP
ES
N
2
2030-10-23
Fixed
1.7500000
N
N
N
N
N
India Government Bond
335800IV7VCDQGIOI391
INDIA GOVERNMENT BOND
BT4506932
2136000000.000000
PA
24844981.870000
0.4084075512
Long
DBT
NUSS
IN
N
2
2032-01-17
Fixed
6.5400000
N
N
N
N
N
N
Serbia International Bond
254900W94OCY91V32O78
SERBIA INTERNATIONAL BOND
BJ4188725
18700000.000000
PA
19422510.870000
0.3192717203
Long
DBT
NUSS
RS
N
2
2027-05-15
Fixed
3.1250000
N
N
N
N
N
N
Santander UK Group Holdings PLC
549300F5XIFGNNW4CF72
SANTANDER UK GROUP HOLDINGS PLC
BR3172219
6475000.000000
PA
6098178.860000
0.1002432728
Long
DBT
CORP
GB
N
2
2029-09-13
Variable
0.6030000
N
N
N
N
N
N
Slovenia Government Bond
485100000LWQHIX4XX88
SLOVENIA GOVERNMENT BOND
BN3326814
4975000.000000
PA
4423662.840000
0.0727171916
Long
DBT
NUSS
SI
N
2
2031-02-12
None
0.0000000
N
N
N
N
N
N
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
ROYAL BANK OF CANADA
ZJ2436534
2385000.000000
PA
2637846.830000
0.0433615355
Long
DBT
CORP
CA
N
2
2028-07-05
Fixed
4.1250000
N
N
N
N
N
N
Gruenenthal GmbH
529900SH895E31PGLA72
GRUENENTHAL GMBH
BP1531568
990000.000000
PA
1044521.420000
0.0171700844
Long
DBT
CORP
DE
N
2
2026-11-15
Fixed
3.6250000
N
N
N
N
N
N
Verizon Communications Inc
2S72QS2UO2OESLG6Y829
VERIZON COMMUNICATIONS INC
92343VFJ8
5270000.000000
PA
4711890.860000
0.0774551504
Long
DBT
CORP
US
N
2
2033-05-18
Fixed
1.3000000
N
N
N
N
N
N
Sydney Airport Finance Co Pty Ltd
549300MJAANHLHOVTO40
SYDNEY AIRPORT FINANCE CO PTY LTD
ZK1417490
8150000.000000
PA
9216256.290000
0.1514989498
Long
DBT
CORP
AU
N
2
2033-05-03
Fixed
4.3750000
N
N
N
N
N
N
Hellenic Republic Government Bond
2138003EKTMKZ5598902
HELLENIC REPUBLIC GOVERNMENT BOND
BN7651852
17599000.000000
PA
16132441.850000
0.2651888057
Long
DBT
NUSS
GR
N
2
2031-06-18
Fixed
0.7500000
N
N
N
N
N
N
NatWest Group PLC
2138005O9XJIJN4JPN90
NATWEST GROUP PLC
BO2209423
2014000.000000
PA
1894033.160000
0.0311345546
Long
DBT
CORP
GB
N
2
2030-02-26
Variable
0.7800000
N
N
N
N
N
N
Banco de Sabadell SA
SI5RG2M0WQQLZCXKRM20
BANCO DE SABADELL SA
BP9815211
6600000.000000
PA
6499154.230000
0.1068345985
Long
DBT
CORP
ES
N
2
2028-06-16
Variable
0.8750000
N
N
N
N
N
N
Czech Republic Government Bond
3157007EFDLQABN47912
CZECH REPUBLIC GOVERNMENT BOND
BH2499433
220710000.000000
PA
6650725.990000
0.1093261701
Long
DBT
NUSS
CZ
N
2
2040-04-24
Fixed
1.5000000
N
N
N
N
N
N
Iceland Government International Bond
549300K5GD3JPA2LLG98
ICELAND GOVERNMENT INTERNATIONAL BOND
BN7922691
10385000.000000
PA
9853601.990000
0.1619757857
Long
DBT
NUSS
IS
N
2
2028-04-15
None
0.0000000
N
N
N
N
N
N
NatWest Group PLC
2138005O9XJIJN4JPN90
NATWEST GROUP PLC
BR3367546
5075000.000000
PA
4893865.610000
0.0804464934
Long
DBT
CORP
GB
N
2
2032-09-14
Variable
1.0430000
N
N
N
N
N
China Government Bond
300300CHN201808MOF68
CHINA GOVERNMENT BOND
BR8945304
170000000.000000
PA
27576830.800000
0.4533143149
Long
DBT
NUSS
CN
N
2
2051-10-18
Fixed
3.5300000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
COMCAST CORP
20030NDX6
3000000.000000
PA
2979276.640000
0.0489740376
Long
DBT
CORP
US
N
2
2026-09-14
None
0.0000000
N
N
N
N
N
N
United Kingdom Gilt
ECTRVYYCEF89VWYS6K36
UNITED KINGDOM GILT
ZO2775674
34481000.000000
PA
30276999.070000
0.4977003047
Long
DBT
NUSS
GB
N
2
2035-07-31
Fixed
0.6250000
N
N
N
N
N
N
Cyprus Government International Bond
213800IOEYYAHPDLUL60
CYPRUS GOVERNMENT INTERNATIONAL BOND
BT4945783
19769000.000000
PA
18231631.010000
0.2996957620
Long
DBT
NUSS
CY
N
2
2032-01-20
Fixed
0.9500000
N
N
N
N
N
N
TK Elevator Midco GmbH
254900K869UN2ZWVB351
TK ELEVATOR MIDCO GMBH
BK2987372
2745000.000000
PA
2848138.430000
0.0468183574
Long
DBT
CORP
DE
N
2
2027-07-15
Fixed
4.3750000
N
N
N
N
N
New Zealand Government Bond
549300237GPHG2AI7C34
NEW ZEALAND GOVERNMENT BOND
BR2219516
22771000.000000
PA
9258423.820000
0.1521921094
Long
DBT
NUSS
NZ
N
2
2051-05-15
Fixed
2.7500000
N
N
N
N
N
N
Banco Bilbao Vizcaya Argentaria SA
K8MS7FD7N5Z2WQ51AZ71
BANCO BILBAO VIZCAYA ARGENTARIA SA
BY9992805
7900000.000000
PA
8514221.630000
0.1399587419
Long
DBT
CORP
ES
N
2
2027-09-20
Fixed
3.3750000
N
N
N
N
N
N
National Grid Electricity Distribution East Midlands PLC
549300KXFU5Q7NZE9L79
NATIONAL GRID ELECTRICITY DISTRIBUTION EAST MIDLANDS PLC
BY9532213
2455000.000000
PA
2654959.820000
0.0436428428
Long
DBT
CORP
GB
N
2
2028-09-20
Fixed
3.5300000
N
N
N
N
N
N
Cooperatieve Rabobank UA
DG3RU1DBUFHT4ZF9WN62
COOPERATIEVE RABOBANK UA
EK2758630
100000.000000
PA
120959.410000
0.0019883587
Long
DBT
CORP
NL
N
2
2029-05-23
Fixed
4.6250000
N
N
N
N
N
N
Autostrade per l Italia SpA
815600149448CEB9B230
AUTOSTRADE PER L'ITALIA SPA
BN4840177
5620000.000000
PA
5488836.660000
0.0902267649
Long
DBT
CORP
IT
N
2
2030-01-15
Fixed
2.0000000
N
N
N
N
N
N
Jerrold Finco PLC
213800F7AYNHLL1BPR31
JERROLD FINCO PLC
ZP7634477
580000.000000
PA
728723.510000
0.0119789254
Long
DBT
CORP
GB
N
2
2026-01-15
Fixed
4.8750000
N
N
N
N
N
N
Logicor Financing Sarl
254900IS16Q1A2TQFN22
LOGICOR FINANCING SARL
BK3451733
6240000.000000
PA
6327025.440000
0.1040051057
Long
DBT
CORP
LU
N
2
2026-07-13
Fixed
1.5000000
N
N
N
N
N
N
Albania Government International Bond
254900EDM43U3SGRND29
ALBANIA GOVERNMENT INTERNATIONAL BOND
BJ9488302
4085000.000000
PA
4285201.800000
0.0704411371
Long
DBT
NUSS
AL
N
2
2027-06-16
Fixed
3.5000000
N
N
N
N
N
N
Metropolitan Life Global Funding I
635400MMSOCXNNNZDZ82
METROPOLITAN LIFE GLOBAL FUNDING I
ZM1986599
570000.000000
PA
733763.650000
0.0120617764
Long
DBT
CORP
US
N
2
2030-01-10
Fixed
5.0000000
N
N
N
N
N
N
Mondelez International Inc
549300DV9GIB88LZ5P30
MONDELEZ INTERNATIONAL INC
BO3832199
10218000.000000
PA
9805130.680000
0.1611790031
Long
DBT
CORP
US
N
2
2028-03-17
Fixed
0.2500000
N
N
N
N
N
N
Bellis Acquisition Co PLC
259400CYE2267UB4A481
BELLIS ACQUISITION CO PLC
BN9675065
1450000.000000
PA
1726002.120000
0.0283724216
Long
DBT
CORP
GB
N
2
2026-02-16
Fixed
3.2500000
N
N
N
N
N
N
Malaysia Government Bond
254900GSIL471JOBYY43
MALAYSIA GOVERNMENT BOND
BJ9810216
94879000.000000
PA
19680555.120000
0.3235135113
Long
DBT
NUSS
MY
N
2
2050-06-15
Fixed
4.0650000
N
N
N
N
N
N
PLT VII Finance Sarl
894500SKZV4JDP64R249
PLT VII FINANCE SARL
BK4220475
1150000.000000
PA
1239529.870000
0.0203756783
Long
DBT
CORP
LU
N
2
2026-01-05
Fixed
4.6250000
N
N
N
N
N
N
American Honda Finance Corp
B6Q2VFHD1797Q7NZ3E43
AMERICAN HONDA FINANCE CORP
BM6819999
4097000.000000
PA
4686037.780000
0.0770301715
Long
DBT
CORP
US
N
2
2026-11-25
Fixed
0.7500000
N
N
N
N
N
N
Metso Oyj
549300R0VN9C371W0E07
METSO OYJ
BM6584874
2775000.000000
PA
2699367.660000
0.0443728291
Long
DBT
CORP
FI
N
2
2028-05-26
Fixed
0.8750000
N
N
N
N
N
AbbVie Inc
FR5LCKFTG8054YNNRU85
ABBVIE INC
00287YDP1
5967000.000000
PA
6274629.250000
0.1031438050
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
2.6250000
N
N
N
N
N
N
Ford Motor Credit Co LLC
UDSQCVRUX5BONN0VY111
FORD MOTOR CREDIT CO LLC
ZM8874665
8810000.000000
PA
9778212.860000
0.1607365218
Long
DBT
CORP
US
N
2
2027-08-03
Fixed
4.8670000
N
N
N
N
N
N
Japan Government Thirty Year Bond
353800WZS8AXZXFUC241
JAPAN GOVERNMENT THIRTY YEAR BOND
BX7150259
10616750000.000000
PA
63711721.300000
1.0473079921
Long
DBT
NUSS
JP
N
2
2052-06-20
Fixed
1.3000000
N
N
N
N
N
N
Elisa Oyj
743700TU2S3DXWGU7H32
ELISA OYJ
ZO3887429
2760000.000000
PA
2679714.520000
0.0440497663
Long
DBT
CORP
FI
N
2
2027-09-15
Fixed
0.2500000
N
N
N
N
N
N
French Republic Government Bond OAT
969500KCGF3SUYJHPV70
FRENCH REPUBLIC GOVERNMENT BOND OAT
ZM8883088
51945000.000000
PA
53132342.450000
0.8734017187
Long
DBT
NUSS
FR
N
2
2054-05-25
Fixed
3.0000000
N
N
N
N
N
N
CA Auto Bank SPA/Ireland
635400TMJSFWVKAJSI97
CA AUTO BANK SPA/IRELAND
ZH5500348
2395000.000000
PA
2643377.560000
0.0434524510
Long
DBT
CORP
IE
N
2
2027-01-25
Fixed
4.7500000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T INC
00206RMR0
13150000.000000
PA
14607518.420000
0.2401217621
Long
DBT
CORP
US
N
2
2031-04-30
Fixed
3.9500000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY
BM0594143
11660000.000000
PA
10958033.290000
0.1801306825
Long
DBT
CORP
US
N
2
2029-10-26
Variable
0.4950000
N
N
N
N
N
N
Medtronic Global Holdings SCA
549300JXMTTP8GKYIX14
MEDTRONIC GLOBAL HOLDINGS SCA
ZO6400725
2969000.000000
PA
2830424.310000
0.0465271686
Long
DBT
CORP
LU
N
2
2028-10-15
Fixed
0.3750000
N
N
N
N
N
N
Carlsberg Breweries AS
5493008YL42784DMWN61
CARLSBERG BREWERIES AS
BK0954655
2735000.000000
PA
2683472.960000
0.0441115484
Long
DBT
CORP
DK
N
2
2027-06-30
Fixed
0.3750000
N
N
N
N
N
N
Jerrold Finco PLC
213800F7AYNHLL1BPR31
JERROLD FINCO PLC
BN5134158
2800000.000000
PA
3369511.370000
0.0553888063
Long
DBT
CORP
GB
N
2
2027-01-15
Fixed
5.2500000
N
N
N
N
N
N
Spain Government Bond
9598007A56S18711AH60
SPAIN GOVERNMENT BOND
BO5684341
65124000.000000
PA
63151624.190000
1.0381009864
Long
DBT
NUSS
ES
N
2
2028-01-31
None
0.0000000
N
N
N
N
N
N
Toronto-Dominion Bank/The
PT3QB789TSUIDF371261
TORONTO-DOMINION BANK/THE
BY0601801
2535000.000000
PA
2662191.510000
0.0437617190
Long
DBT
CORP
CA
N
2
2027-08-03
Fixed
2.5510000
N
N
N
N
N
N
Verisure Holding AB
549300VQQCWGISM3N408
VERISURE HOLDING AB
BK4334524
1600000.000000
PA
1697523.010000
0.0279042754
Long
DBT
CORP
SE
N
2
2026-07-15
Fixed
3.8750000
N
N
N
N
N
N
Banque Stellantis France SACA
969500JK1O192KI3E882
BANQUE STELLANTIS FRANCE SACA
ZJ7883276
2400000.000000
PA
2616556.480000
0.0430115598
Long
DBT
CORP
FR
N
2
2027-01-21
Fixed
4.0000000
N
N
N
N
N
N
Albania Government International Bond
254900EDM43U3SGRND29
ALBANIA GOVERNMENT INTERNATIONAL BOND
BS5203325
11810000.000000
PA
11478945.980000
0.1886935656
Long
DBT
NUSS
AL
N
2
2031-11-23
Fixed
3.5000000
N
N
N
N
N
N
Heathrow Funding Ltd
7TI96JO3DYEIQWZ7Z726
HEATHROW FUNDING LTD
ZO8191934
8360000.000000
PA
9453577.210000
0.1554000859
Long
DBT
CORP
JE
N
2
2029-10-13
Fixed
2.7500000
N
N
N
N
N
N
Banco de Sabadell SA
SI5RG2M0WQQLZCXKRM20
BANCO DE SABADELL SA
ZN1277963
5100000.000000
PA
5758534.490000
0.0946601202
Long
DBT
CORP
ES
N
2
2028-11-10
Variable
5.1250000
N
N
N
N
N
N
QNB Finance Ltd
549300MY0DXTHQEX5O57
QNB FINANCE LTD
ZF5179832
4275000.000000
PA
USD
4232656.130000
0.0695773792
Long
DBT
CORP
KY
N
2
2029-01-30
Fixed
4.8750000
N
N
N
N
N
N
Morocco Government International Bond
529900F3MBW9XY5K1X07
MOROCCO GOVERNMENT INTERNATIONAL BOND
ZO6408280
12030000.000000
PA
12323550.280000
0.2025773662
Long
DBT
NUSS
MA
N
2
2026-03-30
Fixed
1.3750000
N
N
N
N
N
N
Avinor AS
5967007LIEEXZX8ZW078
AVINOR AS
ZO6396162
10635000.000000
PA
9845814.410000
0.1618477716
Long
DBT
CORP
NO
N
2
2030-10-01
Fixed
0.7500000
N
N
N
N
N
N
Lorca Telecom Bondco SA
9598004HFBAS82YM7X35
LORCA TELECOM BONDCO SA
ZO5675947
8700000.000000
PA
9116147.640000
0.1498533407
Long
DBT
CORP
ES
N
2
2027-09-18
Fixed
4.0000000
N
N
N
N
N
N
Autostrade per l Italia SpA
815600149448CEB9B230
AUTOSTRADE PER L'ITALIA SPA
BM8534356
6245000.000000
PA
6233728.860000
0.1024714750
Long
DBT
CORP
IT
N
2
2028-12-04
Fixed
2.0000000
N
N
N
N
N
N
Harley-Davidson Financial Services Inc
RLUFFFFW4GRYU77BTS24
HARLEY-DAVIDSON FINANCIAL SERVICES INC
ZL8929644
8000000.000000
PA
8838198.120000
0.1452843423
Long
DBT
CORP
US
N
2
2026-04-05
Fixed
5.1250000
N
N
N
N
N
N
Skandinaviska Enskilda Banken AB
F3JS33DEI6XQ4ZBPTN86
SKANDINAVISKA ENSKILDA BANKEN AB
BQ0606138
2865000.000000
PA
2707107.550000
0.0445000592
Long
DBT
CORP
SE
N
2
2028-06-21
Fixed
0.3750000
N
N
N
N
N
N
Inter Media and Communication SpA
81560082CE2ED97AFD36
INTER MEDIA AND COMMUNICATION SPA
BT7211423
5350000.000000
PA
5639556.760000
0.0927043368
Long
DBT
CORP
IT
N
2
2027-02-09
Fixed
6.7500000
N
N
N
N
N
N
ING Groep NV
549300NYKK9MWM7GGW15
ING GROEP NV
ZK6504342
6000000.000000
PA
6950491.130000
0.1142537788
Long
DBT
CORP
NL
N
2
2034-05-23
Variable
4.7500000
N
N
N
N
N
N
Singapore Government Bond
549300ZSV6VOGFH1ER70
SINGAPORE GOVERNMENT BOND
BM0763284
44175000.000000
PA
31229868.360000
0.5133637902
Long
DBT
NUSS
SG
N
2
2025-11-01
Fixed
0.5000000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA
BN3350699
7100000.000000
PA
6201862.010000
0.1019476403
Long
DBT
CORP
FR
N
2
2031-01-14
Fixed
0.2500000
N
N
N
N
N
N
Hungary Government Bond
5299003F3UFKGCCMAP43
HUNGARY GOVERNMENT BOND
ZO9985268
39263030000.000000
PA
76034316.730000
1.2498696623
Long
DBT
NUSS
HU
N
2
2033-04-20
Fixed
2.2500000
N
N
N
N
N
N
Xiaomi Best Time International Ltd
254900IGJCVEY8WNJT74
XIAOMI BEST TIME INTERNATIONAL LTD
BM8784571
1100000.000000
PA
USD
1007187.500000
0.0165563808
Long
DBT
CORP
HK
N
2
2027-12-17
None
0.0000000
N
N
N
N
N
Xiaomi Corp
Xiaomi Corp
HKD
XXXX
N
N
N
Verisure Holding AB
549300VQQCWGISM3N408
VERISURE HOLDING AB
BZ3111714
3600000.000000
PA
4149360.670000
0.0682081492
Long
DBT
CORP
SE
N
2
2027-10-15
Fixed
9.2500000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP
EK3355527
5000000.000000
PA
5374507.050000
0.0883473884
Long
DBT
CORP
US
N
2
2024-06-19
Fixed
2.3750000
N
N
N
N
N
N
Santander UK Group Holdings PLC
549300F5XIFGNNW4CF72
SANTANDER UK GROUP HOLDINGS PLC
BT4299181
3320000.000000
PA
3745952.660000
0.0615768351
Long
DBT
CORP
GB
N
2
2029-01-17
Variable
2.4210000
N
N
N
N
N
N
UBS Group AG
549300SZJ9VS8SGXAN81
UBS GROUP AG
BV3327780
7050000.000000
PA
7132273.570000
0.1172419605
Long
DBT
CORP
CH
N
2
2032-04-02
Variable
2.8750000
N
N
N
N
N
N
NatWest Group PLC
2138005O9XJIJN4JPN90
NATWEST GROUP PLC
BR3767174
5250000.000000
PA
4970750.130000
0.0817103389
Long
DBT
CORP
GB
N
2
2029-09-14
Variable
0.6700000
N
N
N
N
N
N
Berkshire Hathaway Finance Corp
549300RLHFT5RU20WM87
BERKSHIRE HATHAWAY FINANCE CORP
BV0736157
5119000.000000
PA
5024270.730000
0.0825901229
Long
DBT
CORP
US
N
2
2030-03-18
Fixed
1.5000000
N
N
N
N
N
Brambles Finance PLC
213800MBRRUVQIONAN53
BRAMBLES FINANCE PLC
ZL5103201
7660000.000000
PA
8649175.620000
0.1421771468
Long
DBT
CORP
GB
N
2
2031-03-22
Fixed
4.2500000
N
N
N
N
N
N
Singapore Government Bond
549300ZSV6VOGFH1ER70
SINGAPORE GOVERNMENT BOND
EK3442887
40189000.000000
PA
29474810.530000
0.4845137442
Long
DBT
NUSS
SG
N
2
2029-07-01
Fixed
2.8750000
N
N
N
N
N
N
Japan Government Thirty Year Bond
353800WZS8AXZXFUC241
JAPAN GOVERNMENT THIRTY YEAR BOND
BV8018210
9339650000.000000
PA
52072651.580000
0.8559822754
Long
DBT
NUSS
JP
N
2
2052-03-20
Fixed
1.0000000
N
N
N
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
BNP PARIBAS SA
ZM1980592
4000000.000000
PA
4410597.720000
0.0725024242
Long
DBT
CORP
FR
N
2
2031-01-10
Variable
3.8750000
N
N
N
N
N
N
Barclays PLC
213800LBQA1Y9L22JB70
BARCLAYS PLC
ZM2318578
4650000.000000
PA
6107454.870000
0.1003957540
Long
DBT
CORP
GB
N
2
2031-01-31
Variable
6.3690000
N
N
N
N
N
N
China Government Bond
300300CHN201808MOF68
CHINA GOVERNMENT BOND
BY6368488
670000000.000000
PA
93989331.120000
1.5450183364
Long
DBT
NUSS
CN
N
2
2032-09-01
Fixed
2.6000000
N
N
N
N
N
N
Serbia International Bond
254900W94OCY91V32O78
SERBIA INTERNATIONAL BOND
BO2494579
10435000.000000
PA
8439128.140000
0.1387243378
Long
DBT
NUSS
RS
N
2
2033-03-03
Fixed
1.6500000
N
N
N
N
N
N
Bank Hapoalim BM
B6ARUI4946ST4S7WOU88
BANK HAPOALIM BM
BR9645804
6450000.000000
PA
USD
5744692.500000
0.0944325823
Long
DBT
CORP
IL
N
2
2032-01-21
Variable
3.2550000
N
N
N
N
N
N
Kane Bidco Ltd
213800IT8MD1MLYZWC24
KANE BIDCO LTD
BT7270023
8420000.000000
PA
8750537.250000
0.1438433527
Long
DBT
CORP
JE
N
2
2027-02-15
Fixed
5.0000000
N
N
N
N
N
Reckitt Benckiser Treasury Services PLC
213800LAXWIUOOBZ3908
RECKITT BENCKISER TREASURY SERVICES PLC
ZI7511796
5540000.000000
PA
6070187.070000
0.0997831373
Long
DBT
CORP
GB
N
2
2033-09-14
Fixed
3.8750000
N
N
N
N
N
N
Fiserv Inc
GI7UBEJLXYLGR2C7GV83
FISERV INC
ZK6853038
10825000.000000
PA
12182597.520000
0.2002603522
Long
DBT
CORP
US
N
2
2031-05-24
Fixed
4.5000000
N
N
N
N
N
N
Tele2 AB
213800EKD193RVI9HL76
TELE2 AB
BO6073452
5645000.000000
PA
5177566.430000
0.0851100330
Long
DBT
CORP
SE
N
2
2031-03-23
Fixed
0.7500000
N
N
N
N
N
N
Danske Bank A/S
MAES062Z21O4RZ2U7M96
DANSKE BANK A/S
BP8975669
8420000.000000
PA
8039266.550000
0.1321513206
Long
DBT
CORP
DK
N
2
2029-06-09
Variable
0.7500000
N
N
N
N
N
N
TDC Net A/S
549300SH2G3R15Y3FX20
TDC NET A/S
BW6420671
2310000.000000
PA
2559805.200000
0.0420786692
Long
DBT
CORP
DK
N
2
2028-05-31
Fixed
5.0560000
N
N
N
N
N
N
Thermo Fisher Scientific Finance I BV
549300SM0PJC1F3RPL91
THERMO FISHER SCIENTIFIC FINANCE I BV
BR7759565
1890000.000000
PA
1756315.480000
0.0288707196
Long
DBT
CORP
NL
N
2
2030-10-18
Fixed
0.8000000
N
N
N
N
N
N
Mondelez International Holdings Netherlands BV
549300CW356R8I7N8D33
MONDELEZ INTERNATIONAL HOLDINGS NETHERLANDS BV
BR2463874
6160000.000000
PA
5675242.090000
0.0932909405
Long
DBT
CORP
NL
N
2
2029-09-09
Fixed
0.2500000
N
N
N
N
N
N
Spain Government Bond
9598007A56S18711AH60
SPAIN GOVERNMENT BOND
BU3617661
20837000.000000
PA
15452525.450000
0.2540121829
Long
DBT
NUSS
ES
N
2
2052-10-31
Fixed
1.9000000
N
N
N
N
N
N
ING Groep NV
549300NYKK9MWM7GGW15
ING GROEP NV
BU3958644
8800000.000000
PA
9054788.050000
0.1488446976
Long
DBT
CORP
NL
N
2
2027-02-16
Variable
1.2500000
N
N
N
N
N
N
Interchile SA
549300Y105FQQX6RCE16
INTERCHILE SA
BQ6100474
8000000.000000
PA
USD
6519863.200000
0.1071750174
Long
DBT
CORP
CL
N
2
2056-06-30
Fixed
4.5000000
N
N
N
N
N
N
Barclays PLC
213800LBQA1Y9L22JB70
BARCLAYS PLC
BT3324469
7895000.000000
PA
7872488.900000
0.1294097911
Long
DBT
CORP
GB
N
2
2028-01-28
Variable
0.8770000
N
N
N
N
N
N
VF Corp
CWAJJ9DJ5Z7P057HV541
VF CORP
ZL2092423
4355000.000000
PA
4616216.880000
0.0758824394
Long
DBT
CORP
US
N
2
2029-03-07
Fixed
4.2500000
N
N
N
N
N
VF Corp
CWAJJ9DJ5Z7P057HV541
VF CORP
ZL2092415
4239000.000000
PA
4517543.020000
0.0742604157
Long
DBT
CORP
US
N
2
2026-03-07
Fixed
4.1250000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY
BP2887050
4931000.000000
PA
4907896.510000
0.0806771366
Long
DBT
CORP
US
N
2
2027-10-29
Variable
0.4060000
N
N
N
N
N
N
Becton Dickinson Euro Finance Sarl
549300W40NLZ25XUTH09
BECTON DICKINSON EURO FINANCE SARL
BQ9087645
4290000.000000
PA
4075512.630000
0.0669942181
Long
DBT
CORP
LU
N
2
2028-08-13
Fixed
0.3340000
N
N
N
N
N
N
Colombian TES
549300MHDRBVRF6B9117
COLOMBIAN TES
BQ2333632
95880000000.000000
PA
21379469.870000
0.3514406644
Long
DBT
NUSS
CO
N
2
2031-03-26
Fixed
7.0000000
N
N
N
N
N
N
Hungary Government International Bond
5299003F3UFKGCCMAP43
HUNGARY GOVERNMENT INTERNATIONAL BOND
ZN3745520
8464000.000000
PA
9435790.300000
0.1551077006
Long
DBT
NUSS
HU
N
2
2027-02-22
Fixed
5.0000000
N
N
N
N
N
N
CaixaBank SA
7CUNS533WID6K7DGFI87
CAIXABANK SA
ZN4073278
2600000.000000
PA
2967504.230000
0.0487805200
Long
DBT
CORP
ES
N
2
2033-02-23
Variable
6.2500000
N
N
N
N
N
N
Japan Government Thirty Year Bond
353800WZS8AXZXFUC241
JAPAN GOVERNMENT THIRTY YEAR BOND
BZ6879135
10620450000.000000
PA
65231087.340000
1.0722836820
Long
DBT
NUSS
JP
N
2
2052-09-20
Fixed
1.4000000
N
N
N
N
N
N
Japanese Government CPI Linked Bond
353800WZS8AXZXFUC241
JAPANESE GOVERNMENT CPI LINKED BOND
BP5432623
7254130653.000000
PA
51318973.050000
0.8435931337
Long
DBT
NUSS
JP
N
2
2031-03-10
Fixed
0.0050000
N
N
N
N
N
N
Thailand Government Bond
254900PHJ6MSKT6C7026
THAILAND GOVERNMENT BOND
BY4967448
691700000.000000
PA
20177204.540000
0.3316775492
Long
DBT
NUSS
TH
N
2
2043-06-17
Fixed
3.4500000
N
N
N
N
N
N
Serbia International Bond
254900W94OCY91V32O78
SERBIA INTERNATIONAL BOND
BR4452776
26075000.000000
PA
23939492.700000
0.3935229110
Long
DBT
NUSS
RS
N
2
2028-09-23
Fixed
1.0000000
N
N
N
N
N
Serbia International Bond
254900W94OCY91V32O78
SERBIA INTERNATIONAL BOND
BR4457197
5025000.000000
PA
3807947.120000
0.0625959144
Long
DBT
NUSS
RS
N
2
2036-09-23
Fixed
2.0500000
N
N
N
N
N
N
Fresenius SE & Co KGaA
XDFJ0CYCOO1FXRFTQS51
FRESENIUS SE & CO KGAA
ZN5392149
5200000.000000
PA
5908697.460000
0.0971285338
Long
DBT
CORP
DE
N
2
2029-11-28
Fixed
5.0000000
N
N
N
N
N
N
Vmed O2 UK Financing I PLC
213800MRR46ECNGZ7L69
VMED O2 UK FINANCING I PLC
BQ1812974
5145000.000000
PA
5519697.490000
0.0907340624
Long
DBT
CORP
GB
N
2
2031-07-15
Fixed
4.5000000
N
N
N
N
N
N
ING Groep NV
549300NYKK9MWM7GGW15
ING GROEP NV
BR5783591
2800000.000000
PA
2696046.150000
0.0443182294
Long
DBT
CORP
NL
N
2
2028-09-29
Variable
0.3750000
N
N
N
N
N
N
Athene Global Funding
549300LM1QSI4MSIL320
ATHENE GLOBAL FUNDING
BT3337438
6150000.000000
PA
6114749.180000
0.1005156595
Long
DBT
CORP
US
N
2
2027-01-08
Fixed
0.8320000
N
N
N
N
N
N
RTE Reseau de Transport d Electricite SADIR
969500JRJW0K2ET1UP76
RTE RESEAU DE TRANSPORT D'ELECTRICITE SADIR
BT3086084
7200000.000000
PA
6108457.330000
0.1004122326
Long
DBT
CORP
FR
N
2
2034-01-12
Fixed
0.7500000
N
N
N
N
N
N
Volkswagen Financial Services AG
529900USFSZYPS075O24
VOLKSWAGEN FINANCIAL SERVICES AG
BQ8993702
10300000.000000
PA
9251424.650000
0.1520770555
Long
DBT
CORP
DE
N
2
2030-02-12
Fixed
0.3750000
N
N
N
N
N
N
Severn Trent Utilities Finance PLC
213800KY9PT6WBH33232
SEVERN TRENT UTILITIES FINANCE PLC
ZN5947595
5970000.000000
PA
7188951.320000
0.1181736424
Long
DBT
CORP
GB
N
2
2034-11-30
Fixed
4.6250000
N
N
N
N
N
N
OTP Bank Nyrt
529900W3MOO00A18X956
OTP BANK NYRT
ZN5393063
5290000.000000
PA
5835612.230000
0.0959271419
Long
DBT
CORP
HU
N
2
2026-03-04
Variable
7.3500000
N
N
N
N
N
N
China Government Bond
300300CHN201808MOF68
CHINA GOVERNMENT BOND
BV8098048
109000000.000000
PA
17115907.690000
0.2813552444
Long
DBT
NUSS
CN
N
2
2052-04-15
Fixed
3.3200000
N
N
N
N
N
N
Holding d Infrastructures de Transport SASU
9695004S3RCE0Q5V8G28
HOLDING D'INFRASTRUCTURES DE TRANSPORT SASU
BT4316647
8600000.000000
PA
8042080.190000
0.1321975719
Long
DBT
CORP
FR
N
2
2031-01-18
Fixed
1.4750000
N
N
N
N
N
N
ABJA Investment Co Pte Ltd
254900E6OE5YJ9WCCU19
ABJA INVESTMENT CO PTE LTD
EK4036571
6850000.000000
PA
USD
6840745.650000
0.1124497572
Long
DBT
CORP
SG
N
2
2024-07-31
Fixed
5.9500000
N
N
N
N
N
N
Japan Treasury Discount Bill
353800WZS8AXZXFUC241
JAPAN TREASURY DISCOUNT BILL
ZD0673537
9100000000.000000
PA
60113501.120000
0.9881596176
Long
DBT
NUSS
JP
N
2
2024-06-03
None
0.0000000
N
N
N
N
N
N
India Government Bond
335800IV7VCDQGIOI391
INDIA GOVERNMENT BOND
BY4725150
3550060000.000000
PA
43013455.310000
0.7070651145
Long
DBT
NUSS
IN
N
2
2032-08-22
Fixed
7.2600000
N
N
N
N
N
N
French Republic Government Bond OAT
969500KCGF3SUYJHPV70
FRENCH REPUBLIC GOVERNMENT BOND OAT
ZL9844081
18975000.000000
PA
20860131.150000
0.3429036545
Long
DBT
NUSS
FR
N
2
2033-05-25
Fixed
3.0000000
N
N
N
N
N
N
Malaysia Government Bond
254900GSIL471JOBYY43
MALAYSIA GOVERNMENT BOND
ZL8877116
42075000.000000
PA
9278347.170000
0.1525196141
Long
DBT
NUSS
MY
N
2
2053-03-31
Fixed
4.4570000
N
N
N
N
N
N
Indonesia Treasury Bond
529900FWX0GRR7WG5W79
INDONESIA TREASURY BOND
BY4236745
441080000000.000000
PA
27677457.030000
0.4549684321
Long
DBT
NUSS
ID
N
2
2028-08-15
Fixed
6.3750000
N
N
N
N
N
N
Indonesia Treasury Bond
529900FWX0GRR7WG5W79
INDONESIA TREASURY BOND
BY4236786
891119000000.000000
PA
57444717.520000
0.9442895363
Long
DBT
NUSS
ID
N
2
2033-02-15
Fixed
7.0000000
N
N
N
N
N
N
Chorus Ltd
R7NJHU48LTCIOB9BVU57
CHORUS LTD
BY6622025
8130000.000000
PA
8785347.310000
0.1444155685
Long
DBT
CORP
NZ
N
2
2029-09-07
Fixed
3.6250000
N
N
N
N
N
N
Canadian Government Bond
4BFD7AQU0A75QLAHK410
CANADIAN GOVERNMENT BOND
135087Q98
89387000.000000
PA
67360797.310000
1.1072923465
Long
DBT
NUSS
CA
N
2
2029-03-01
Fixed
4.0000000
N
N
N
N
N
N
TDC Net A/S
549300SH2G3R15Y3FX20
TDC NET A/S
ZM6549871
13970000.000000
PA
15507101.850000
0.2549093223
Long
DBT
CORP
DK
N
2
2030-02-06
Fixed
5.6180000
N
N
N
N
N
N
Colombian TES
549300MHDRBVRF6B9117
COLOMBIAN TES
ZM3975335
90056200000.000000
PA
27429438.900000
0.4508914528
Long
DBT
NUSS
CO
N
2
2033-02-09
Fixed
13.2500000
N
N
N
N
N
N
Japan Treasury Discount Bill
353800WZS8AXZXFUC241
JAPAN TREASURY DISCOUNT BILL
ZF0231992
4280000000.000000
PA
28270618.580000
0.4647189587
Long
DBT
NUSS
JP
N
2
2024-07-10
None
0.0000000
N
N
N
N
N
N
Republic of Poland Government Bond
259400R9L8QEP0TPXS31
REPUBLIC OF POLAND GOVERNMENT BOND
ZN9554595
79910000.000000
PA
20826811.080000
0.3423559315
Long
DBT
NUSS
PL
N
2
2033-10-25
Fixed
6.0000000
N
N
N
N
N
N
Knorr-Bremse AG
5299001GRRO0Z25YZT52
KNORR-BREMSE AG
BY9998059
2500000.000000
PA
2686875.930000
0.0441674872
Long
DBT
CORP
DE
N
2
2027-09-21
Fixed
3.2500000
N
N
N
N
N
N
Autoliv Inc
A23RUXWKASG834LTMK28
AUTOLIV INC
ZL4428229
2365000.000000
PA
2599728.740000
0.0427349416
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
4.2500000
N
N
N
N
N
N
Banque Federative du Credit Mutuel SA
VBHFXSYT7OG62HNT8T76
BANQUE FEDERATIVE DU CREDIT MUTUEL SA
ZM2632598
5400000.000000
PA
6193630.380000
0.1018123269
Long
DBT
CORP
FR
N
2
2033-01-13
Fixed
5.1250000
N
N
N
N
N
N
NBN Co Ltd
2549007CRZ2NT7S96A24
NBN CO LTD
ZL1819172
11070000.000000
PA
12361467.080000
0.2032006514
Long
DBT
CORP
AU
N
2
2029-03-15
Fixed
4.1250000
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS PLC
ZL4423592
10715000.000000
PA
11899275.760000
0.1956030437
Long
DBT
CORP
GB
N
2
2028-03-10
Variable
4.7520000
N
N
N
N
N
N
Electrolux AB
549300Y3HHZB1ZGFPJ93
ELECTROLUX AB
ZH1271381
2415000.000000
PA
2646353.940000
0.0435013774
Long
DBT
CORP
SE
N
2
2028-09-29
Fixed
4.5000000
N
N
N
N
N
N
ABB Finance BV
5493004JXXFB454B6L79
ABB FINANCE BV
ZM3218702
2400000.000000
PA
2598354.120000
0.0427123452
Long
DBT
CORP
NL
N
2
2027-01-16
Fixed
3.2500000
N
N
N
N
N
N
ABB Finance BV
5493004JXXFB454B6L79
ABB FINANCE BV
ZM3218728
4445000.000000
PA
4857589.820000
0.0798501836
Long
DBT
CORP
NL
N
2
2031-01-16
Fixed
3.3750000
N
N
N
N
N
N
Volkswagen Bank GmbH
529900GJD3OQLRZCKW37
VOLKSWAGEN BANK GMBH
ZK3696398
2400000.000000
PA
2644364.920000
0.0434686814
Long
DBT
CORP
DE
N
2
2028-05-03
Fixed
4.3750000
N
N
N
N
N
N
Banca Transilvania SA
549300RG3H390KEL8896
BANCA TRANSILVANIA SA
ZK2917159
12440000.000000
PA
14249969.730000
0.2342442942
Long
DBT
CORP
RO
N
2
2027-04-27
Variable
8.8750000
N
N
N
N
N
N
Sartorius Finance BV
529900JCAKTMRXK9EA58
SARTORIUS FINANCE BV
ZI6854254
8000000.000000
PA
9078824.830000
0.1492398198
Long
DBT
CORP
NL
N
2
2032-09-14
Fixed
4.5000000
N
N
N
N
N
N
Egypt Treasury Bills
529900GFIVH4086NMH82
EGYPT TREASURY BILLS
ZG5149643
760825000.000000
PA
13563006.410000
0.2229518324
Long
DBT
NUSS
EG
N
2
2024-12-10
None
0.0000000
N
N
N
N
N
N
Egypt Treasury Bills
529900GFIVH4086NMH82
EGYPT TREASURY BILLS
ZI8865043
436825000.000000
PA
8201395.090000
0.1348164270
Long
DBT
NUSS
EG
N
2
2024-09-17
None
0.0000000
N
N
N
N
N
N
Egypt Treasury Bills
529900GFIVH4086NMH82
EGYPT TREASURY BILLS
ZJ0677592
243600000.000000
PA
4865997.470000
0.0799883905
Long
DBT
NUSS
EG
N
2
2024-06-25
None
0.0000000
N
N
N
N
N
N
Bulgaria Government International Bond
529900PG0XCL4LICL838
BULGARIA GOVERNMENT INTERNATIONAL BOND
ZH9728507
16796000.000000
PA
19233377.730000
0.3161627060
Long
DBT
NUSS
BG
N
2
2031-05-13
Fixed
4.3750000
N
N
N
N
N
N
New South Wales Treasury Corp
TC7LRO17HPNPLTAV0H77
NEW SOUTH WALES TREASURY CORP
EK4579513
46975600.000000
PA
30634608.480000
0.5035787708
Long
DBT
NUSS
AU
N
2
2026-05-20
Fixed
4.0000000
N
N
N
N
N
N
CaixaBank SA
7CUNS533WID6K7DGFI87
CAIXABANK SA
BY7751344
9300000.000000
PA
10240793.750000
0.1683405333
Long
DBT
CORP
ES
N
2
2029-09-07
Fixed
3.7500000
N
N
N
N
N
N
China Government Bond
300300CHN201808MOF68
CHINA GOVERNMENT BOND
ZK1346822
110000000.000000
PA
15437561.280000
0.2537661984
Long
DBT
NUSS
CN
N
2
2028-04-15
Fixed
2.6200000
N
N
N
N
N
N
Transurban Finance Co Pty Ltd
54930081LPJMUMEA6E57
TRANSURBAN FINANCE CO PTY LTD
EK4655081
7836000.000000
PA
8370259.840000
0.1375922648
Long
DBT
CORP
AU
N
2
2024-09-16
Fixed
1.8750000
N
N
N
N
N
N
Japan Government Thirty Year Bond
353800WZS8AXZXFUC241
JAPAN GOVERNMENT THIRTY YEAR BOND
EK4826393
13073850000.000000
PA
89803479.370000
1.4762103384
Long
DBT
NUSS
JP
N
2
2044-09-20
Fixed
1.7000000
N
N
N
N
N
N
Allianz SE
529900K9B0N5BT694847
ALLIANZ SE
EK4884681
13400000.000000
PA
14348165.580000
0.2358584602
Long
DBT
CORP
DE
N
2
N/A
Variable
3.3750000
N
N
N
N
N
N
China Government Bond
300300CHN201808MOF68
CHINA GOVERNMENT BOND
BY2971822
510000000.000000
PA
72014250.300000
1.1837868817
Long
DBT
NUSS
CN
N
2
2032-08-15
Fixed
2.6900000
N
N
N
N
N
N
UBS Group AG
549300SZJ9VS8SGXAN81
UBS GROUP AG
ZN2761189
6929000.000000
PA
8522349.400000
0.1400923481
Long
DBT
CORP
CH
N
2
2029-03-01
Variable
7.7500000
N
N
N
N
N
N
Mexican Bonos
254900EGTWEU67VP6075
MEXICAN BONOS
ZN7935812
974155000.000000
PA
52212762.560000
0.8582854521
Long
DBT
NUSS
MX
N
2
2033-05-26
Fixed
7.5000000
N
N
N
N
N
N
Ford Motor Credit Co LLC
UDSQCVRUX5BONN0VY111
FORD MOTOR CREDIT CO LLC
345397D75
4125000.000000
PA
4657949.710000
0.0765684533
Long
DBT
CORP
US
N
2
2029-02-20
Fixed
5.1250000
N
N
N
N
N
Loxam SAS
969500BNA2YRNE1R5K91
LOXAM SAS
ZK3486816
3795000.000000
PA
4247687.710000
0.0698244718
Long
DBT
CORP
FR
N
2
2028-05-15
Fixed
6.3750000
N
N
N
N
N
N
Ceska sporitelna AS
9KOGW2C2FCIOJQ7FF485
CESKA SPORITELNA AS
ZI6402112
10500000.000000
PA
11724504.330000
0.1927301105
Long
DBT
CORP
CZ
N
2
2028-03-08
Variable
5.7370000
N
N
N
N
N
N
Estonia Government International Bond
254900EIG0O7C6C9R437
ESTONIA GOVERNMENT INTERNATIONAL BOND
ZF2399987
32500000.000000
PA
34739207.350000
0.5710511152
Long
DBT
NUSS
EE
N
2
2034-01-17
Fixed
3.2500000
N
N
N
N
N
Japan Government Forty Year Bond
353800WZS8AXZXFUC241
JAPAN GOVERNMENT FORTY YEAR BOND
ZK7862673
10800000000.000000
PA
60079904.880000
0.9876073548
Long
DBT
NUSS
JP
N
2
2063-03-20
Fixed
1.3000000
N
N
N
N
N
N
Japanese Government CPI Linked Bond
353800WZS8AXZXFUC241
JAPANESE GOVERNMENT CPI LINKED BOND
ZK7608597
3219583500.000000
PA
22631940.770000
0.3720290703
Long
DBT
NUSS
JP
N
2
2033-03-10
Fixed
0.0050000
N
N
N
N
N
N
Lithuania Government International Bond
529900F7Y171QF1RSU09
LITHUANIA GOVERNMENT INTERNATIONAL BOND
ZF8314725
15620000.000000
PA
16764143.300000
0.2755728601
Long
DBT
NUSS
LT
N
2
2034-02-13
Fixed
3.5000000
N
N
N
N
N
N
Lithuania Government International Bond
529900F7Y171QF1RSU09
LITHUANIA GOVERNMENT INTERNATIONAL BOND
ZK9039973
30295000.000000
PA
33759873.570000
0.5549526003
Long
DBT
NUSS
LT
N
2
2033-06-14
Fixed
3.8750000
N
N
N
N
N
N
Bundesrepublik Deutschland Bundesanleihe
529900AQBND3S6YJLY83
BUNDESREPUBLIK DEUTSCHLAND BUNDESANLEIHE
ZF1451532
18041000.000000
PA
19307824.590000
0.3173864807
Long
DBT
NUSS
DE
N
2
2034-02-15
Fixed
2.2000000
N
N
N
N
N
N
Japanese Government CPI Linked Bond
353800WZS8AXZXFUC241
JAPANESE GOVERNMENT CPI LINKED BOND
EK5349312
9082318000.000000
PA
60498989.310000
0.9944963615
Long
DBT
NUSS
JP
N
2
2024-09-10
Fixed
0.1000000
N
N
N
N
N
N
Gruenenthal GmbH
529900SH895E31PGLA72
GRUENENTHAL GMBH
ZK2439899
3500000.000000
PA
3990412.620000
0.0655953244
Long
DBT
CORP
DE
N
2
2030-05-15
Fixed
6.7500000
N
N
N
N
N
N
Banco de Sabadell SA
SI5RG2M0WQQLZCXKRM20
BANCO DE SABADELL SA
ZK8294942
2300000.000000
PA
2601254.070000
0.0427600153
Long
DBT
CORP
ES
N
2
2029-06-07
Variable
5.0000000
N
N
N
N
N
N
Danske Bank A/S
MAES062Z21O4RZ2U7M96
DANSKE BANK A/S
ZH9043782
2410000.000000
PA
2662273.180000
0.0437630615
Long
DBT
CORP
DK
N
2
2028-11-09
Variable
4.5000000
N
N
N
N
N
N
Motion Finco Sarl
2549002L1LBQZKA7UN30
MOTION FINCO SARL
ZK7502352
6345000.000000
PA
7136091.730000
0.1173047243
Long
DBT
CORP
LU
N
2
2030-06-15
Fixed
7.3750000
N
N
N
N
N
N
Banco Bilbao Vizcaya Argentaria SA
K8MS7FD7N5Z2WQ51AZ71
BANCO BILBAO VIZCAYA ARGENTARIA SA
ZK9151877
2700000.000000
PA
3063054.740000
0.0503512014
Long
DBT
CORP
ES
N
2
2033-09-15
Variable
5.7500000
N
N
N
N
N
N
Brazil Notas do Tesouro Nacional Serie F
254900ZFY40OYEADAP90
BRAZIL NOTAS DO TESOURO NACIONAL SERIE F
ZF1603256
159610000.000000
PA
29926342.900000
0.4919361376
Long
DBT
NUSS
BR
N
2
2035-01-01
Fixed
10.0000000
N
N
N
N
N
N
EDP Servicios Financieros Espana SA
5299003GHAFB78O1NU77
EDP SERVICIOS FINANCIEROS ESPANA SA
ZH1579890
5143000.000000
PA
5817906.470000
0.0956360905
Long
DBT
CORP
ES
N
2
2032-04-04
Fixed
4.3750000
N
N
N
N
N
N
Carrier Global Corp
549300JE3W6CWY2NAN77
CARRIER GLOBAL CORP
14448CBF0
2420000.000000
PA
2666819.020000
0.0438377871
Long
DBT
CORP
US
N
2
2028-05-29
Fixed
4.1250000
N
N
N
N
N
N
Japan Treasury Discount Bill
353800WZS8AXZXFUC241
JAPAN TREASURY DISCOUNT BILL
ZF7568701
13597850000.000000
PA
89812550.670000
1.4763594546
Long
DBT
NUSS
JP
N
2
2024-08-13
None
0.0000000
N
N
N
N
N
N
Verizon Communications Inc
2S72QS2UO2OESLG6Y829
VERIZON COMMUNICATIONS INC
92343VCT9
4715000.000000
PA
4817585.470000
0.0791925828
Long
DBT
CORP
US
N
2
2031-12-01
Fixed
2.6250000
N
N
N
N
N
N
Ireland Government Bond
549300KXBEJAOJ9OVF93
IRELAND GOVERNMENT BOND
EK7325393
5630000.000000
PA
5145222.290000
0.0845783525
Long
DBT
NUSS
IE
N
2
2045-02-18
Fixed
2.0000000
N
N
N
N
N
N
AusNet Services Holdings Pty Ltd
TTMIG9TE1S0X3ZPDHD61
AUSNET SERVICES HOLDINGS PTY LTD
EK7552160
2615000.000000
PA
2665011.520000
0.0438080750
Long
DBT
CORP
AU
N
2
2027-02-26
Fixed
1.5000000
N
N
N
N
N
N
APA Infrastructure Ltd
261700SS8OEHDOCOUJ33
APA INFRASTRUCTURE LTD
EK8055387
2580000.000000
PA
2654309.540000
0.0436321534
Long
DBT
CORP
AU
N
2
2027-03-22
Fixed
2.0000000
N
N
N
N
N
N
Slovenia Government Bond
485100000LWQHIX4XX88
SLOVENIA GOVERNMENT BOND
EK8128572
11285000.000000
PA
10427966.580000
0.1714173235
Long
DBT
NUSS
SI
N
2
2035-03-25
Fixed
1.5000000
N
N
N
N
N
Mondelez International Inc
549300DV9GIB88LZ5P30
MONDELEZ INTERNATIONAL INC
609207AE5
2575000.000000
PA
2653804.860000
0.0436238573
Long
DBT
CORP
US
N
2
2027-03-08
Fixed
1.6250000
N
N
N
N
N
N
Japan Government Ten Year Bond
353800WZS8AXZXFUC241
JAPAN GOVERNMENT TEN YEAR BOND
EK7837587
13396000000.000000
PA
88798719.510000
1.4596938638
Long
DBT
NUSS
JP
N
2
2025-03-20
Fixed
0.4000000
N
N
N
N
N
N
APA Infrastructure Ltd
261700SS8OEHDOCOUJ33
APA INFRASTRUCTURE LTD
EK8055262
5500000.000000
PA
6244171.590000
0.1026431350
Long
DBT
CORP
AU
N
2
2030-03-22
Fixed
3.5000000
N
N
N
N
N
N
Sweden Inflation Linked Bond
ERE94C0BSULG2RM19605
SWEDEN INFLATION LINKED BOND
EK8767221
285399173.136000
PA
25047878.190000
0.4117428077
Long
DBT
NUSS
SE
N
2
2032-06-01
Fixed
0.1250000
N
N
N
N
N
N
Japanese Government CPI Linked Bond
353800WZS8AXZXFUC241
JAPANESE GOVERNMENT CPI LINKED BOND
EK9047615
10361024000.000000
PA
69504689.340000
1.1425341389
Long
DBT
NUSS
JP
N
2
2025-03-10
Fixed
0.1000000
N
N
N
N
N
N
Credit Agricole SA/London
969500TJ5KRTCJQWXH05
CREDIT AGRICOLE SA/LONDON
AL6886769
5200000.000000
PA
5382645.890000
0.0884811765
Long
DBT
CORP
FR
N
2
2026-12-20
Fixed
1.8750000
N
N
N
N
N
N
Australia Government Bond
213800J6B7JSBDETCB42
AUSTRALIA GOVERNMENT BOND
QZ5429456
28048000.000000
PA
14652689.530000
0.2408642953
Long
DBT
NUSS
AU
N
2
2047-03-21
Fixed
3.0000000
N
N
N
N
N
N
Singapore Government Bond
549300ZSV6VOGFH1ER70
SINGAPORE GOVERNMENT BOND
EK9375735
15670000.000000
PA
11444293.350000
0.1881239377
Long
DBT
NUSS
SG
N
2
2025-06-01
Fixed
2.3750000
N
N
N
N
N
N
Legal & General Group PLC
213800JH9QQWHLO99821
LEGAL & GENERAL GROUP PLC
QJ2205897
5685000.000000
PA
7130476.980000
0.1172124277
Long
DBT
CORP
GB
N
2
2045-10-27
Variable
5.3750000
N
N
N
N
N
N
Snam SpA
8156002278562044AF79
SNAM SPA
QZ8441011
6950000.000000
PA
7034330.720000
0.1156319533
Long
DBT
CORP
IT
N
2
2026-10-25
Fixed
0.8750000
N
N
N
N
N
N
Slovenia Government Bond
485100000LWQHIX4XX88
SLOVENIA GOVERNMENT BOND
UV4163928
21586000.000000
PA
22531729.900000
0.3703817809
Long
DBT
NUSS
SI
N
2
2045-08-07
Fixed
3.1250000
N
N
N
N
N
N
BBVA Bancomer SA/Texas
549300WIWQK5Q9MCUN92
BBVA BANCOMER SA/TEXAS
AQ7459029
12085000.000000
PA
USD
11238926.730000
0.1847480738
Long
DBT
CORP
MX
N
2
2033-01-18
Variable
5.1250000
N
N
N
N
N
N
Italgas SpA
815600F25FF44EF1FA76
ITALGAS SPA
AM1349407
2570000.000000
PA
2636535.380000
0.0433399776
Long
DBT
CORP
IT
N
2
2027-01-19
Fixed
1.6250000
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
PETROLEOS MEXICANOS
AM5152690
17590000.000000
PA
16748012.340000
0.2753076956
Long
DBT
CORP
MX
N
2
2028-02-21
Fixed
4.8750000
N
N
N
N
N
N
Banque Federative du Credit Mutuel SA
VBHFXSYT7OG62HNT8T76
BANQUE FEDERATIVE DU CREDIT MUTUEL SA
AN6296759
3000000.000000
PA
3028375.100000
0.0497811294
Long
DBT
CORP
FR
N
2
2027-05-26
Fixed
1.2500000
N
N
N
N
N
N
Italy Buoni Poliennali Del Tesoro
815600DE60799F5A9309
ITALY BUONI POLIENNALI DEL TESORO
AM7652176
35195005.300000
PA
38246705.910000
0.6287081867
Long
DBT
NUSS
IT
N
2
2028-05-15
Fixed
1.3000000
N
N
N
N
N
N
Brazil Notas do Tesouro Nacional Serie F
254900ZFY40OYEADAP90
BRAZIL NOTAS DO TESOURO NACIONAL SERIE F
JV5341526
86665000.000000
PA
17211886.550000
0.2829329670
Long
DBT
NUSS
BR
N
2
2027-01-01
Fixed
10.0000000
N
N
N
N
N
N
Latvia Government International Bond
25490002QDEB2KTLNK39
LATVIA GOVERNMENT INTERNATIONAL BOND
QZ7335404
64671000.000000
PA
65236633.710000
1.0723748546
Long
DBT
NUSS
LV
N
2
2026-10-07
Fixed
0.3750000
N
N
N
N
N
N
Malaysia Government Bond
254900GSIL471JOBYY43
MALAYSIA GOVERNMENT BOND
JK3819022
310065000.000000
PA
72191266.540000
1.1866967155
Long
DBT
NUSS
MY
N
2
2046-03-15
Fixed
4.7360000
N
N
N
N
N
N
New Zealand Government Bond
549300237GPHG2AI7C34
NEW ZEALAND GOVERNMENT BOND
QJ1094474
82975000.000000
PA
45715431.730000
0.7514808270
Long
DBT
NUSS
NZ
N
2
2033-04-14
Fixed
3.5000000
N
N
N
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC/THE
AN5498158
5700000.000000
PA
6129705.280000
0.1007615114
Long
DBT
CORP
US
N
2
2024-05-15
Fixed
1.3750000
N
N
N
N
N
N
Magna International Inc
95RWVLFZX6VGDZNNTN43
MAGNA INTERNATIONAL INC
AP0612121
2620000.000000
PA
2656369.930000
0.0436660225
Long
DBT
CORP
CA
N
2
2027-09-25
Fixed
1.5000000
N
N
N
N
N
N
Sydney Airport Finance Co Pty Ltd
549300MJAANHLHOVTO40
SYDNEY AIRPORT FINANCE CO PTY LTD
AS2413480
2630000.000000
PA
2654591.770000
0.0436367927
Long
DBT
CORP
AU
N
2
2028-04-26
Fixed
1.7500000
N
N
N
N
N
N
AbbVie Inc
FR5LCKFTG8054YNNRU85
ABBVIE INC
00287YBB4
2605000.000000
PA
2683514.500000
0.0441122312
Long
DBT
CORP
US
N
2
2028-11-17
Fixed
2.1250000
N
N
N
N
N
N
Melco Resorts Finance Ltd
5493000FQDBWKDBZEF60
MELCO RESORTS FINANCE LTD
AN6287618
5175000.000000
PA
USD
5053705.250000
0.0830739743
Long
DBT
CORP
KY
N
2
2025-06-06
Fixed
4.8750000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE & CO
AN5751838
2620000.000000
PA
2669089.570000
0.0438751109
Long
DBT
CORP
US
N
2
2028-05-18
Variable
1.6380000
N
N
N
N
N
N
Next Group PLC
213800O8TRZCFJ9R5760
NEXT GROUP PLC
LW0418464
7491000.000000
PA
9030624.860000
0.1484474975
Long
DBT
CORP
GB
N
2
2028-05-18
Fixed
3.6250000
N
N
N
N
N
N
WELLS FARGO SECURITIES, LLC.
VYVVCKR63DVZZN70PB21
USD/PEN FWD 20240705 WFBIUS6W
000000000
1.000000
NC
USD
69388.710000
0.0011406276
N/A
DFE
CORP
US
N
2
WELLS FARGO SECURITIES, LLC.
VYVVCKR63DVZZN70PB21
-172835000.000000
PEN
46451737.490000
USD
2024-07-05
69388.710000
N
N
N
BNP PARIBAS SECURITIES CORP
RCNB6OTYUAMMP879YW96
USD/JPY FWD 20240419 BNPAFRPP
000000000
1.000000
NC
USD
82644.760000
0.0013585337
N/A
DFE
CORP
US
N
2
BNP PARIBAS SECURITIES CORP
RCNB6OTYUAMMP879YW96
-816359000.000000
JPY
5492955.990000
USD
2024-04-19
82644.760000
N
N
N
Cologix Canadian Issuer LP
N/A
COLOGIX CANADIAN ISSUER LP
19521DAD3
8230000.000000
PA
5639392.490000
0.0927016364
Long
ABS-O
CORP
CA
N
2
2052-01-25
Fixed
4.9400000
N
N
N
N
N
N
CITIBANK N A
E57ODZWZ7FF32TWEFA76
USD/IDR FWD 20240405 CITIGB2L
000000000
1.000000
NC
USD
210610.060000
0.0034620568
N/A
DFE
CORP
US
N
2
CITIBANK N A
E57ODZWZ7FF32TWEFA76
-279455364798.000000
IDR
17827414.250000
USD
2024-04-05
210610.060000
N
N
N
BNP PARIBAS SECURITIES CORP
RCNB6OTYUAMMP879YW96
USD/THB FWD 20240607 BNPAFRPP
000000000
1.000000
NC
USD
918371.500000
0.0150964029
N/A
DFE
CORP
US
N
2
BNP PARIBAS SECURITIES CORP
RCNB6OTYUAMMP879YW96
-2056227390.530000
THB
57605250.490000
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2024-06-07
918371.500000
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HSBC SECURITIES INC
CYYGQCGNHMHPSMRL3R97
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USD
208309.950000
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DFE
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HSBC SECURITIES INC
CYYGQCGNHMHPSMRL3R97
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2024-04-12
208309.950000
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N/A
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1
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
Long
Canadian Government Bond
CANADA
2024-06-19
19933220.572988
USD
-72626.838562
N
N
N
N/A
N/A
CAN 10YR BOND FUT JUN24
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-159583.636301
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DIR
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1
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
Long
Canadian Government Bond
CANADA
2024-06-19
43799453.276969
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-159583.636301
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N/A
N/A
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-148184.805137
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DIR
CORP
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N
1
MERRILL LYNCH PIERCE FENNER & SMITH INCORPORATED
8NAV47T0Y26Q87Y0QP81
Long
Canadian Government Bond
CANADA
2024-06-19
40670920.900043
USD
-148184.805137
N
N
N
STANDARD CHARTERED SECURITIES
5493003GCX71N8988W38
USD/NZD FWD 20240419 SCBLGB2L
000000000
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USD
2510607.880000
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DFE
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STANDARD CHARTERED SECURITIES
5493003GCX71N8988W38
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NZD
58608713.250000
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2024-04-19
2510607.880000
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Barclays Bank PLC - Wholesale (SING)
G5GSEF7VJP5I7OUK5573
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Barclays Bank PLC - Wholesale (SING)
G5GSEF7VJP5I7OUK5573
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2024-04-03
1059791.300000
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Barclays Bank PLC - Wholesale (SING)
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G5GSEF7VJP5I7OUK5573
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80263704000.000000
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2024-07-05
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BANK OF AMERICA
B4TYDEB6GKMZO031MB27
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BANK OF AMERICA
B4TYDEB6GKMZO031MB27
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20843567000.000000
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2024-04-05
-260479.650000
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ProGroup AG
529900YI5W5TQ8F2FP82
PROGROUP AG
ZD8249447
2755000.000000
PA
2963998.670000
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DBT
CORP
DE
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Fixed
5.3750000
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N
N
N
N
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N/A
N/A
EURO-SCHATZ FUT JUN24
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1721.400000
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DE
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1
JP MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
Short
Bundesschatzanweisungen
GERMANY
2024-06-06
-11254798.480000
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1721.400000
N
N
N
BNP PARIBAS SECURITIES CORP
RCNB6OTYUAMMP879YW96
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BNP PARIBAS SECURITIES CORP
RCNB6OTYUAMMP879YW96
-2311310.990000
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1826000.000000
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2024-05-24
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HSBC SECURITIES INC
CYYGQCGNHMHPSMRL3R97
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2583728.430000
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HSBC SECURITIES INC
CYYGQCGNHMHPSMRL3R97
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2024-04-19
2583728.430000
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HSBC SECURITIES INC
CYYGQCGNHMHPSMRL3R97
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HSBC SECURITIES INC
CYYGQCGNHMHPSMRL3R97
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2024-04-19
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CITIBANK N A
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CITIBANK N A
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UBS SECURITIES LLC
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UBS SECURITIES LLC
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E57ODZWZ7FF32TWEFA76
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WELLS FARGO SECURITIES, LLC.
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2
WELLS FARGO SECURITIES, LLC.
VYVVCKR63DVZZN70PB21
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2024-04-05
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BNP PARIBAS SECURITIES CORP
RCNB6OTYUAMMP879YW96
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DFE
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2
BNP PARIBAS SECURITIES CORP
RCNB6OTYUAMMP879YW96
-22571463.460000
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508618811.820000
CZK
2024-04-12
-888121.640000
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CITIBANK N A
E57ODZWZ7FF32TWEFA76
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CITIBANK N A
E57ODZWZ7FF32TWEFA76
-1910373.210000
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EGP
2025-03-04
-29765.790000
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Enbridge Inc
98TPTUM4IVMFCZBCUR27
TER FINANCE LTD PROM NOTE CL A 144A PP
G8T61QAD5
17400000.000000
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16584058.360000
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Long
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CORP
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N
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2025-01-02
None
0.0000000
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N
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N
N
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JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
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000000000
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630150.390000
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DFE
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JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
-9102493400.000000
JPY
60955720.770000
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2024-04-19
630150.390000
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MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
EUR/USD FWD 20240524 MSLNGB2X
000000000
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-163316.750000
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DFE
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MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
-15158597.680000
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13868000.000000
EUR
2024-05-24
-163316.750000
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N
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WELLS FARGO SECURITIES, LLC.
VYVVCKR63DVZZN70PB21
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-1749504.440000
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2
WELLS FARGO SECURITIES, LLC.
VYVVCKR63DVZZN70PB21
-48521566.620000
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45883393000.000000
CLP
2024-05-10
-1749504.440000
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HSBC SECURITIES INC
CYYGQCGNHMHPSMRL3R97
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266256.390000
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HSBC SECURITIES INC
CYYGQCGNHMHPSMRL3R97
-120742941.030000
BRL
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266256.390000
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DEUTSCHE BANK
7LTWFZYICNSX8D621K86
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000000000
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353395.420000
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N/A
DFE
CORP
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2
DEUTSCHE BANK
7LTWFZYICNSX8D621K86
-1432387777662.000000
IDR
90354662.700000
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2024-07-05
353395.420000
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N
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STANDARD CHARTERED SECURITIES
5493003GCX71N8988W38
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000000000
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241888.240000
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N/A
DFE
CORP
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2
STANDARD CHARTERED SECURITIES
5493003GCX71N8988W38
-78351000.000000
PEN
21302030.940000
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2024-04-05
241888.240000
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N
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CANADIAN IMPERIAL BANK OF COMMERCE
2IGI19DL77OX0HC3ZE78
CAD/USD FWD 20240419 CIBCCATT
000000000
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USD
-51039.070000
-0.0008389920
N/A
DFE
CORP
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N
2
CANADIAN IMPERIAL BANK OF COMMERCE
2IGI19DL77OX0HC3ZE78
-13978809.430000
USD
18860000.000000
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2024-04-19
-51039.070000
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N
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CANADIAN IMPERIAL BANK OF COMMERCE
2IGI19DL77OX0HC3ZE78
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000000000
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USD
1268435.760000
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DFE
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2
CANADIAN IMPERIAL BANK OF COMMERCE
2IGI19DL77OX0HC3ZE78
-164427131.400000
CAD
122694911.240000
USD
2024-04-19
1268435.760000
N
N
N
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
USD/CAD FWD 20240419 GSILGB2X
000000000
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USD
669326.410000
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N/A
DFE
CORP
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N
2
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
-83046541.760000
CAD
61997701.970000
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2024-04-19
669326.410000
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N/A
N/A
JPN 10Y BOND(OSE) JUN24
000000000
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-78878.880000
-0.0012966293
N/A
DIR
CORP
JP
N
1
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
Short
Japan Government Ten Year Bond
JAPAN
2024-06-13
-58928395.170000
USD
-78878.880000
N
N
N
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
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000000000
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USD
83160.360000
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N/A
DFE
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TR
N
2
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
-7852103.760000
USD
260336500.000000
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2024-04-09
83160.360000
N
N
N
Barclays Bank PLC - Wholesale (SING)
G5GSEF7VJP5I7OUK5573
GBP/USD FWD 20240524 BARCGB5G
000000000
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USD
-469335.220000
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N/A
DFE
CORP
GB
N
2
Barclays Bank PLC - Wholesale (SING)
G5GSEF7VJP5I7OUK5573
-44892013.730000
USD
35185000.000000
GBP
2024-05-24
-469335.220000
N
N
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Barclays Bank PLC - Wholesale (SING)
G5GSEF7VJP5I7OUK5573
USD/GBP FWD 20240524 BARCGB5G
000000000
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USD
-651657.490000
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N/A
DFE
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N
2
Barclays Bank PLC - Wholesale (SING)
G5GSEF7VJP5I7OUK5573
-302320460.100000
GBP
381041808.660000
USD
2024-05-24
-651657.490000
N
N
N
BNP PARIBAS SECURITIES CORP
RCNB6OTYUAMMP879YW96
USD/SGD FWD 20240614 BNPAFRPP
000000000
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NC
USD
1429343.460000
0.0234958780
N/A
DFE
CORP
US
N
2
BNP PARIBAS SECURITIES CORP
RCNB6OTYUAMMP879YW96
-142603570.520000
SGD
107415256.320000
USD
2024-06-14
1429343.460000
N
N
N
HSBC SECURITIES INC
CYYGQCGNHMHPSMRL3R97
USD/INR FWD 20240405 MRMDUS33
000000000
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USD
-7146.150000
-0.0001174701
N/A
DFE
CORP
US
N
2
HSBC SECURITIES INC
CYYGQCGNHMHPSMRL3R97
-42498348.360000
USD
3544448179.860000
INR
2024-04-05
-7146.150000
N
N
N
N/A
N/A
KOREA 10YR BND FU JUN24
000000000
1998.000000
NC
-491537.370000
-0.0080800048
N/A
DIR
CORP
KR
N
1
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
Long
Korea Treasury Bond
KOREA TREASURY BOND
2024-06-18
172721083.850000
USD
-491537.370000
N
N
N
THE BANK OF NEW YORK MELLON
HPFHU0OQ28E4N0NFVK49
USD/EUR FWD 20240419 IRVTGB2X
000000000
1.000000
NC
USD
11551733.480000
0.1898900634
N/A
DFE
CORP
US
N
2
THE BANK OF NEW YORK MELLON
HPFHU0OQ28E4N0NFVK49
-568410551.280000
EUR
625304468.590000
USD
2024-04-19
11551733.480000
N
N
N
N/A
N/A
KOREA 3YR BND FUT JUN24
000000000
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NC
144161.750000
0.0023697641
N/A
DIR
CORP
KR
N
1
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
Short
Korea Treasury Bond
KOREA TREASURY BOND
2024-06-18
-105578149.620000
USD
144161.750000
N
N
N
STATE STREET GLOBAL MARKETS LLC
549300FDEDF5ORXCMQ56
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000000000
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USD
-32360.660000
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N/A
DFE
CORP
US
N
2
STATE STREET GLOBAL MARKETS LLC
549300FDEDF5ORXCMQ56
-2241898.780000
USD
2992000.000000
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2024-04-19
-32360.660000
N
N
N
STATE STREET GLOBAL MARKETS LLC
549300FDEDF5ORXCMQ56
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000000000
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-946094.170000
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DFE
CORP
US
N
2
STATE STREET GLOBAL MARKETS LLC
549300FDEDF5ORXCMQ56
-751329220.770000
MXN
44146284.940000
USD
2024-04-12
-946094.170000
N
N
N
STATE STREET GLOBAL MARKETS LLC
549300FDEDF5ORXCMQ56
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000000000
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USD
755532.830000
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N/A
DFE
CORP
MX
N
2
STATE STREET GLOBAL MARKETS LLC
549300FDEDF5ORXCMQ56
-16447190.570000
USD
286631777.220000
MXN
2024-04-12
755532.830000
N
N
N
STATE STREET GLOBAL MARKETS LLC
549300FDEDF5ORXCMQ56
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000000000
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USD
37203.990000
0.0006115678
N/A
DFE
CORP
CN
N
2
STATE STREET GLOBAL MARKETS LLC
549300FDEDF5ORXCMQ56
-44049455.040000
USD
319038424.050000
CNY
2024-06-14
37203.990000
N
N
N
HSBC SECURITIES INC
CYYGQCGNHMHPSMRL3R97
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000000000
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6439.740000
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DFE
CORP
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N
2
HSBC SECURITIES INC
CYYGQCGNHMHPSMRL3R97
-3544448179.860000
INR
42379325.990000
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2024-07-05
6439.740000
N
N
N
Sri Lanka Treasury Bills
254900HXCCIOHM74FA02
SRI LANKA TREASURY BILLS
ZL9596483
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PA
7460550.160000
0.1226382469
Long
DBT
NUSS
LK
N
2
2024-04-05
None
0.0000000
N
N
N
N
N
N
Sri Lanka Government Bonds
254900HXCCIOHM74FA02
SRI LANKA GOVERNMENT BONDS
ZM3476730
1544000000.000000
PA
6291888.690000
0.1034275197
Long
DBT
NUSS
LK
N
2
2027-09-15
Fixed
20.0000000
N
N
N
N
N
N
Sri Lanka Government Bonds
254900HXCCIOHM74FA02
SRI LANKA GOVERNMENT BONDS
AW9839738
1227000000.000000
PA
4085775.990000
0.0671629295
Long
DBT
NUSS
LK
N
2
2027-01-15
Fixed
11.4000000
N
N
N
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
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000000000
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780981.150000
0.0128379485
N/A
DFE
CORP
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N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
-704202599000.000000
IDR
45173756.730000
USD
2024-04-05
780981.150000
N
N
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STATE STREET GLOBAL MARKETS LLC
549300FDEDF5ORXCMQ56
NOK/USD FWD 20240419 SBOSGB2X
000000000
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USD
430627.520000
0.0070787546
N/A
DFE
CORP
NO
N
2
STATE STREET GLOBAL MARKETS LLC
549300FDEDF5ORXCMQ56
-113987682.390000
NOK
10935853.560000
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2024-04-19
430627.520000
N
N
N
N/A
N/A
ICE - GREECE CDS 06/20/2026
000000000
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USD
60593.520000
0.0009960503
N/A
DCR
CORP
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N
2
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
N/A
HELLENIC REPUBLIC GOVERNMENT BOND
Y
Default Event
2026-06-20
38678.810000
USD
0.000000
USD
3700000.000000
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21914.710000
N
N
N
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
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000000000
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USD
30953.650000
0.0005088232
N/A
DCR
CORP
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N
2
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
BANK OF AMERICA
HELLENIC REPUBLIC GOVERNMENT BOND
Y
Default Event
2024-12-20
0.000000
USD
-46711.040000
USD
4491000.000000
USD
77664.690000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
GREECE CDS 06/20/2025
000000000
1.000000
NC
USD
30310.300000
0.0004982477
N/A
DCR
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
MORGAN STANLEY & COMPANY LLC
HELLENIC REPUBLIC GOVERNMENT BOND
Y
Default Event
2025-06-20
0.000000
USD
-31247.770000
USD
2801000.000000
USD
61558.070000
N
N
N
CITIBANK
E57ODZWZ7FF32TWEFA76
GREECE CDS 06/20/2025
000000000
1.000000
NC
USD
47862.350000
0.0007867724
N/A
DCR
CORP
US
N
2
CITIBANK
E57ODZWZ7FF32TWEFA76
CITIBANK
HELLENIC REPUBLIC GOVERNMENT BOND
Y
Default Event
2025-06-20
0.000000
USD
-62017.840000
USD
4423000.000000
USD
109880.190000
N
N
N
CITIBANK
E57ODZWZ7FF32TWEFA76
GREECE CDS 06/20/2025
000000000
1.000000
NC
USD
23936.580000
0.0003934750
N/A
DCR
CORP
US
N
2
CITIBANK
E57ODZWZ7FF32TWEFA76
CITIBANK
HELLENIC REPUBLIC GOVERNMENT BOND
Y
Default Event
2025-06-20
0.000000
USD
-29885.610000
USD
2212000.000000
USD
53822.190000
N
N
N
N/A
N/A
IRS_MXN_3226573893_CME_5.4986_28D_MXN-TIIE-BANXICO_28D_MAT_2027-05-04_FXD-FLT
000000000
1.000000
NC
-3285299.690000
-0.0540045152
N/A
DIR
CORP
US
N
2
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
N/A
70JB_MXN-TIIE-BANXICO
Y
2027-05-04
397.770000
USD
0.000000
USD
525000000.000000
MXN
-3285697.460000
N
N
N
BARCLAYS
AC28XWWI3WIBK2824319
GREECE CDS 06/2024
000000000
1.000000
NC
USD
11247.710000
0.0001848925
N/A
DCR
CORP
US
N
2
BARCLAYS
AC28XWWI3WIBK2824319
BARCLAYS
HELLENIC REPUBLIC GOVERNMENT BOND
Y
Default Event
2024-06-20
0.000000
USD
-12767.190000
USD
4600000.000000
USD
24014.900000
N
N
N
BARCLAYS
AC28XWWI3WIBK2824319
GREECE CDS 06/20/2024
000000000
1.000000
NC
USD
5623.860000
0.0000924463
N/A
DCR
CORP
US
N
2
BARCLAYS
AC28XWWI3WIBK2824319
BARCLAYS
HELLENIC REPUBLIC GOVERNMENT BOND
Y
Default Event
2024-06-20
0.000000
USD
-6062.580000
USD
2300000.000000
USD
11686.440000
N
N
N
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
GREECE CDS 12/20/2024
000000000
1.000000
NC
USD
61907.310000
0.0010176467
N/A
DCR
CORP
US
N
2
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
BANK OF AMERICA
HELLENIC REPUBLIC GOVERNMENT BOND
Y
Default Event
2024-12-20
0.000000
USD
-40903.570000
USD
8982000.000000
USD
102810.880000
N
N
N
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
GREECE CDS 12/20/2029
000000000
1.000000
NC
USD
90720.570000
0.0014912857
N/A
DCR
CORP
US
N
2
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
BANK OF AMERICA
HELLENIC REPUBLIC GOVERNMENT BOND
Y
Default Event
2029-12-20
0.000000
USD
-181278.660000
USD
6235000.000000
USD
271999.230000
N
N
N
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
GREECE CDS 12/20/2029
000000000
1.000000
NC
USD
90720.570000
0.0014912857
N/A
DCR
CORP
US
N
2
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
BANK OF AMERICA
HELLENIC REPUBLIC GOVERNMENT BOND
Y
Default Event
2029-12-20
0.000000
USD
-177938.230000
USD
6235000.000000
USD
268658.800000
N
N
N
BARCLAYS
AC28XWWI3WIBK2824319
GREECE CDS 06/20/2024
000000000
1.000000
NC
USD
5623.860000
0.0000924463
N/A
DCR
CORP
US
N
2
BARCLAYS
AC28XWWI3WIBK2824319
BARCLAYS
HELLENIC REPUBLIC GOVERNMENT BOND
Y
Default Event
2024-06-20
0.000000
USD
-6062.580000
USD
2300000.000000
USD
11686.440000
N
N
N
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
GREECE CDS 12/20/2024
000000000
1.000000
NC
USD
30953.650000
0.0005088232
N/A
DCR
CORP
US
N
2
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
BANK OF AMERICA
HELLENIC REPUBLIC GOVERNMENT BOND
Y
Default Event
2024-12-20
0.000000
USD
-20451.780000
USD
4491000.000000
USD
51405.430000
N
N
N
N/A
N/A
CME - EUR IRS 0.8575 09/22/2027 - ML
000000000
1.000000
NC
39673.390000
0.0006521603
N/A
DIR
CORP
US
N
2
JP MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
N/A
70JB_Euribor 6 Month ACT/360
Y
2027-09-22
397.150000
USD
0.000000
USD
-600000.000000
EUR
39276.240000
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
GREECE CDS 12/20/2024
000000000
1.000000
NC
USD
33848.450000
0.0005564086
N/A
DCR
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
MORGAN STANLEY & COMPANY LLC
HELLENIC REPUBLIC GOVERNMENT BOND
Y
Default Event
2024-12-20
0.000000
USD
-5238.400000
USD
4911000.000000
USD
39086.850000
N
N
N
BARCLAYS
AC28XWWI3WIBK2824319
GREECE CDS 12/20/2024
000000000
1.000000
NC
USD
113724.180000
0.0018694243
N/A
DCR
CORP
US
N
2
BARCLAYS
AC28XWWI3WIBK2824319
BARCLAYS
HELLENIC REPUBLIC GOVERNMENT BOND
Y
Default Event
2024-12-20
0.000000
USD
-13216.720000
USD
16500000.000000
USD
126940.900000
N
N
N
N/A
N/A
LCH - EUR IRS 3/2/32 REC FIX
000000000
1.000000
NC
-5537606.960000
-0.0910284624
N/A
DIR
CORP
US
N
2
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
N/A
70JB_EUR-EURIBOR-Reuters
Y
2032-03-02
70.060000
USD
0.000000
USD
40250000.000000
EUR
-5537677.020000
N
N
N
N/A
N/A
LCH - EUR IRS 4/4/32 REC FIX
000000000
1.000000
NC
-840914.790000
-0.0138231516
N/A
DIR
CORP
US
N
2
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
N/A
70JB_EUR-EURIBOR-Reuters
Y
2032-04-05
36.710000
USD
0.000000
USD
7300000.000000
EUR
-840951.500000
N
N
N
N/A
N/A
LCH - EUR IRS 5/2/32 REC FIX
000000000
1.000000
NC
-2352559.340000
-0.0386719139
N/A
DIR
CORP
US
N
2
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
N/A
70JB_EUR-EURIBOR-Reuters
Y
2032-05-03
249.980000
USD
0.000000
USD
30750000.000000
EUR
-2352809.320000
N
N
N
N/A
N/A
LCH - EUR IRS 11/23/32 REC FIX
000000000
1.000000
NC
545117.980000
0.0089607753
N/A
DIR
CORP
US
N
2
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
N/A
70JB_EUR-EURIBOR-Reuters
Y
2032-11-23
247.080000
USD
0.000000
USD
88800000.000000
EUR
544870.900000
N
N
N
N/A
N/A
LCH - EUR IRS 11/30/32 REC FIX
000000000
1.000000
NC
13130.490000
0.0002158420
N/A
DIR
CORP
US
N
2
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
N/A
70JB_EUR-EURIBOR-Reuters
Y
2032-11-30
249.790000
USD
0.000000
USD
4760000.000000
EUR
12880.700000
N
N
N
N/A
N/A
LCH - EUR IRS 11/30/32 REC FIX
000000000
1.000000
NC
8189.320000
0.0001346179
N/A
DIR
CORP
US
N
2
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
N/A
70JB_EUR-EURIBOR-Reuters
Y
2032-11-30
249.790000
USD
0.000000
USD
2040000.000000
EUR
7939.530000
N
N
N
N/A
N/A
LCH - EUR IRS 12/16/29 REC FIX
000000000
1.000000
NC
-211044.570000
-0.0034691994
N/A
DIR
CORP
US
N
2
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
N/A
70JB_EUR-EURIBOR-Reuters
Y
2029-12-17
250.220000
USD
0.000000
USD
47260000.000000
EUR
-211294.790000
N
N
N
N/A
N/A
LCH - CNY IRS 5/15/28 REC FIX DEUT
000000000
1.000000
NC
478876.580000
0.0078718838
N/A
DIR
CORP
US
N
2
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
N/A
70JB_CNY-CNREPOFIX=CFXS-Reuters
Y
2028-05-15
0.000000
USD
0.000000
USD
164070000.000000
CNY
478876.580000
N
N
N
N/A
N/A
LCH - CNY IRS 5/15/28 REC FIX GSIL
000000000
1.000000
NC
106774.400000
0.0017551823
N/A
DIR
CORP
US
N
2
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
N/A
70JB_CNY-CNREPOFIX=CFXS-Reuters
Y
2028-05-15
0.000000
USD
0.000000
USD
37862000.000000
CNY
106774.400000
N
N
N
N/A
N/A
LCH - CNY IRS 5/16/28 REC FIX CHAS
000000000
1.000000
NC
366553.640000
0.0060254934
N/A
DIR
CORP
US
N
2
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
N/A
70JB_CNY-CNREPOFIX=CFXS-Reuters
Y
2028-05-16
0.000000
USD
0.000000
USD
128613000.000000
CNY
366553.640000
N
N
N
N/A
N/A
ICE_BOMBARDIER INC CDS 06/20/2028 MSLN
000000000
1.000000
NC
USD
-1527973.880000
-0.0251171876
N/A
DCR
CORP
US
N
2
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
N/A
70JB_ICE_BOMBARDIER INC CDS 06/20/2028 MSLN
Y
Default Event
2028-06-20
0.000000
USD
-587654.180000
USD
-14510000.000000
USD
-940319.700000
N
N
N
N/A
N/A
LCH - CNY IRS 5/31/2028 REC FIX BARC
000000000
1.000000
NC
505369.920000
0.0083073875
N/A
DIR
CORP
US
N
2
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
N/A
70JB_CNY-CNREPOFIX=CFXS-Reuters
Y
2028-06-01
0.000000
USD
0.000000
USD
219090000.000000
CNY
505369.920000
N
N
N
N/A
N/A
LCH - JPY IRS TONA 8/9/2028 PAY FIX BARC
000000000
1.000000
NC
-550122.890000
-0.0090430471
N/A
DIR
CORP
US
N
2
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
N/A
70JB_JPY-TONA-OIS-COMPOUND
Y
2028-08-10
0.000000
USD
0.000000
USD
-58400000000.000000
JPY
-550122.890000
N
N
N
N/A
N/A
LCH - CNY IRS 8/15/2028 REC FIX BNPA
000000000
1.000000
NC
286734.900000
0.0047134145
N/A
DIR
CORP
US
N
2
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
N/A
70JB_CNY-CNREPOFIX=CFXS-Reuters
Y
2028-08-18
0.000000
USD
0.000000
USD
235500000.000000
CNY
286734.900000
N
N
N
N/A
N/A
ICE_CELLNEX TELECOM SA CDS 12/20/2028 CHAS
000000000
1.000000
NC
900339.200000
0.0147999837
N/A
DCR
CORP
US
N
2
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
Cellnex Telecom SA
CELLNEX TELECOM SA
Y
Default Event
2028-12-20
744613.120000
USD
0.000000
USD
4592000.000000
EUR
155726.080000
N
N
N
N/A
N/A
LCH - EUR IRS 9/21/53 PAY FIX CITI
000000000
1.000000
NC
-4553846.210000
-0.0748571759
N/A
DIR
CORP
US
N
2
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
N/A
70JB_EUR-EURIBOR-Reuters
Y
2053-09-22
0.000000
USD
0.000000
USD
-29920000.000000
EUR
-4553846.210000
N
N
N
N/A
N/A
LCH - EUR IRS 9/21/28 REC FIX CITI
000000000
1.000000
NC
9078235.440000
0.1492301312
N/A
DIR
CORP
US
N
2
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
N/A
70JB_EUR-EURIBOR-Reuters
Y
2028-09-21
0.000000
USD
0.000000
USD
194575000.000000
EUR
9078235.440000
N
N
N
N/A
N/A
ICE_ITRX EUR CDSI S40 5Y 12/20/2028 BARC
000000000
1.000000
NC
2610131.110000
0.0429059381
N/A
DCR
CORP
US
N
2
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
N/A
70JB_ICE_ITRX EUR CDSI S40 5Y 12/20/2028 BARC
Y
Default Event
2028-12-20
2068826.390000
USD
0.000000
USD
110050000.000000
EUR
541304.720000
N
N
N
N/A
N/A
LCH - JPY IRS 11/24/2028 PAY FIX CHAS
000000000
1.000000
NC
-61805.430000
-0.0010159719
N/A
DIR
CORP
US
N
2
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
N/A
70JB_JPY-TONA-OIS-COMPOUND
Y
2028-11-27
0.000000
USD
0.000000
USD
-1750000000.000000
JPY
-61805.430000
N
N
N
CITIBANK N A
E57ODZWZ7FF32TWEFA76
SWAPTION_IRS_EUR_OTC2_E_PAYER_K_2.451_EFF_2024-01-10_MAT_2026-01-12 CITI
000000000
1.000000
NC
-5291435.390000
-0.0869818373
N/A
DIR
CORP
US
N
2
CITIBANK N A
E57ODZWZ7FF32TWEFA76
Put
Written
CITIBANK N A
E57ODZWZ7FF32TWEFA76
N/A
E57ODZWZ7FF32TWEFA76
EUR - EURIBOR IRS 01/14/2031 PAY FIX
000000000
0.000000
NC
0.000000
N/A
DIR
CORP
US
N/A
EUR - EURIBOR IRS 01/14/2031 PAY FIX
2031-01-14
0.000000
USD
0.000000
USD
N/A
EUR
-275900000.0000000000
EUR
2.451
EUR
2026-01-12
XXXX
1857331.910000
N
N
N
CITIBANK N A
E57ODZWZ7FF32TWEFA76
SWAPTION_IRS_EUR_OTC2_E_RECEIVER_K_2.451_EFF_2024-01-10_MAT_2026-01-12 CITI
000000000
1.000000
NC
-7379964.970000
-0.1213135689
N/A
DIR
CORP
US
N
2
CITIBANK N A
E57ODZWZ7FF32TWEFA76
Call
Written
CITIBANK N A
E57ODZWZ7FF32TWEFA76
N/A
E57ODZWZ7FF32TWEFA76
EUR - EURIBOR IRS 01/14/2031 REC FIX
000000000
0.000000
NC
0.000000
N/A
DIR
CORP
US
N/A
EUR - EURIBOR IRS 01/14/2031 REC FIX
2031-01-14
0.000000
USD
0.000000
USD
N/A
EUR
-275900000.0000000000
EUR
2.451
EUR
2026-01-12
XXXX
-231197.670000
N
N
N
N/A
N/A
LCH - EUR IRS 2/6/26 PAY FIX CITI
000000000
1.000000
NC
3509553.630000
0.0576908533
N/A
DIR
CORP
US
N
2
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
N/A
70JB_EUR-EURIBOR-Reuters
Y
2026-02-06
0.000000
USD
0.000000
USD
-511850000.000000
EUR
3509553.630000
N
N
N
HSBC SECURITIES INC
CYYGQCGNHMHPSMRL3R97
FXO_USD_OTC_E_CALL_JPY_USD_K_152_EFF_2024-02-29_MAT_2024-05-01 MRMD
000000000
1.000000
NC
USD
311187.690000
0.0051153751
N/A
DFE
CORP
US
N
2
HSBC SECURITIES INC
CYYGQCGNHMHPSMRL3R97
Call
Purchased
HSBC SECURITIES INC
70JB_FXO_USD_OTC_E_CALL_JPY_USD_K_152_EFF_2024-02-29_MAT_2024-05-01 MRMD
60345000.000000
152
USD
2024-05-01
XXXX
37824.840000
N
N
N
N/A
N/A
LCH - EUR IRS 3/4/54 PAY FIX CITI
000000000
1.000000
NC
-690579.070000
-0.0113518983
N/A
DIR
CORP
US
N
2
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
N/A
70JB_EUR-EURIBOR-Reuters
Y
2054-03-04
10331.550000
USD
0.000000
USD
-27700000.000000
EUR
-700910.620000
N
N
N
N/A
N/A
LCH - EUR IRS 3/4/29 REC FIX CITI
000000000
1.000000
NC
706748.730000
0.0116176989
N/A
DIR
CORP
US
N
2
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
N/A
70JB_EUR-EURIBOR-Reuters
Y
2029-03-05
11294.330000
USD
0.000000
USD
135871000.000000
EUR
695454.400000
N
N
N
N/A
N/A
LCH - EUR IRS 3/5/29 REC FIX CITI
000000000
1.000000
NC
305200.170000
0.0050169509
N/A
DIR
CORP
US
N
2
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
N/A
70JB_EUR-EURIBOR-Reuters
Y
2029-03-05
0.000000
USD
0.000000
USD
68100000.000000
EUR
305200.170000
N
N
N
N/A
N/A
LCH - EUR IRS 3/5/54 PAY FIX CITI
000000000
1.000000
NC
-280894.260000
-0.0046174047
N/A
DIR
CORP
US
N
2
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
N/A
70JB_EUR-EURIBOR-Reuters
Y
2054-03-05
0.000000
USD
0.000000
USD
-13800000.000000
EUR
-280894.260000
N
N
N
CITIBANK N A
E57ODZWZ7FF32TWEFA76
FXO_EUR_OTC2_E_PUT_MXN_EUR_K_18.25_EFF_2024-03-12_MAT_2024-05-10 CITI
000000000
1.000000
NC
701167.960000
0.0115259609
N/A
DFE
CORP
US
N
2
CITIBANK N A
E57ODZWZ7FF32TWEFA76
Put
Purchased
CITIBANK N A
70JB_FXO_EUR_OTC2_E_PUT_MXN_EUR_K_18.25_EFF_2024-03-12_MAT_2024-05-10 CITI
41783000.000000
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BNP PARIBAS SECURITIES CORP
RCNB6OTYUAMMP879YW96
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5869367.490000
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GOLDMAN SACHS & CO
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GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
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2024-06-04
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GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
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DFE
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GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
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206203397.190000
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2024-06-04
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N
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STATE STREET GLOBAL MARKETS LLC
549300FDEDF5ORXCMQ56
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DFE
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STATE STREET GLOBAL MARKETS LLC
549300FDEDF5ORXCMQ56
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25380547.710000
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2024-06-21
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N
N
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DEUTSCHE BANK
7LTWFZYICNSX8D621K86
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DFE
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2
DEUTSCHE BANK
7LTWFZYICNSX8D621K86
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7617000.000000
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2024-05-24
-106211.990000
N
N
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CANADIAN IMPERIAL BANK OF COMMERCE
2IGI19DL77OX0HC3ZE78
USD/EUR FWD 20240419 CIBCCATT
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USD
28179.180000
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N/A
DFE
CORP
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2
CANADIAN IMPERIAL BANK OF COMMERCE
2IGI19DL77OX0HC3ZE78
-1937529.620000
EUR
2120265.790000
USD
2024-04-19
28179.180000
N
N
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Barclays Bank PLC - Wholesale (SING)
G5GSEF7VJP5I7OUK5573
KRW/USD FWD 20240405 BARCGB5G
000000000
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USD
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N/A
DFE
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KR
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2
Barclays Bank PLC - Wholesale (SING)
G5GSEF7VJP5I7OUK5573
-44684293.370000
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58676733000.000000
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2024-04-05
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Barclays Bank PLC - Wholesale (SING)
G5GSEF7VJP5I7OUK5573
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Barclays Bank PLC - Wholesale (SING)
G5GSEF7VJP5I7OUK5573
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59569321.660000
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2024-04-05
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BNP PARIBAS SECURITIES CORP
RCNB6OTYUAMMP879YW96
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USD
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DFE
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BNP PARIBAS SECURITIES CORP
RCNB6OTYUAMMP879YW96
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USD
699469372.600000
SEK
2024-05-24
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N
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DEUTSCHE BANK
7LTWFZYICNSX8D621K86
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15774.260000
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DFE
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N
2
DEUTSCHE BANK
7LTWFZYICNSX8D621K86
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CZK
13878062.310000
USD
2024-04-12
15774.260000
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Barclays Bank PLC - Wholesale (SING)
G5GSEF7VJP5I7OUK5573
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000000000
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USD
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N/A
DFE
CORP
ZA
N
2
Barclays Bank PLC - Wholesale (SING)
G5GSEF7VJP5I7OUK5573
-22727050.590000
USD
426043563.110000
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2024-04-12
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N
N
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BANK OF AMERICA
B4TYDEB6GKMZO031MB27
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000000000
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USD
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N/A
DFE
CORP
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2
BANK OF AMERICA
B4TYDEB6GKMZO031MB27
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USD
371519799344.000000
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2024-04-05
-433072.960000
N
N
N
HSBC SECURITIES INC
CYYGQCGNHMHPSMRL3R97
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000000000
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NC
USD
-30812.920000
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N/A
DFE
CORP
CA
N
2
HSBC SECURITIES INC
CYYGQCGNHMHPSMRL3R97
-15750140.590000
USD
21286000.000000
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2024-04-19
-30812.920000
N
N
N
CITIBANK N A
E57ODZWZ7FF32TWEFA76
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000000000
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USD
-1143970.720000
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N/A
DFE
CORP
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N
2
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E57ODZWZ7FF32TWEFA76
-26867920.970000
USD
9399204794.000000
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2024-04-12
-1143970.720000
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N
N
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
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000000000
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USD
-903937.910000
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N/A
DFE
CORP
CH
N
2
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
-29681635.460000
USD
25892000.000000
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2024-04-19
-903937.910000
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N
N
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E57ODZWZ7FF32TWEFA76
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000000000
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USD
-488422.530000
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N/A
DFE
CORP
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N
2
CITIBANK N A
E57ODZWZ7FF32TWEFA76
-16447967.460000
USD
24476000.000000
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2024-04-19
-488422.530000
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N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
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000000000
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6556.180000
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N/A
DFE
CORP
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N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
-510890.180000
EUR
558200.140000
USD
2024-04-19
6556.180000
N
N
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JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
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000000000
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USD
-118428.390000
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N/A
DFE
CORP
PL
N
2
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
-83728452.130000
PLN
20833728.870000
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2024-05-17
-118428.390000
N
N
N
HSBC SECURITIES INC
CYYGQCGNHMHPSMRL3R97
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000000000
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USD
-216935.490000
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N/A
DFE
CORP
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N
2
HSBC SECURITIES INC
CYYGQCGNHMHPSMRL3R97
-16282848.320000
USD
21634125000.000000
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2024-04-05
-216935.490000
N
N
N
Barclays Bank PLC - Wholesale (SING)
G5GSEF7VJP5I7OUK5573
EUR/USD FWD 20240524 BARCGB5G
000000000
1.000000
NC
USD
-21136.960000
-0.0003474542
N/A
DFE
CORP
US
N
2
Barclays Bank PLC - Wholesale (SING)
G5GSEF7VJP5I7OUK5573
-15481763.000000
EUR
16719084.080000
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2024-05-24
-21136.960000
N
N
N
Barclays Bank PLC - Wholesale (SING)
G5GSEF7VJP5I7OUK5573
USD/CNH FWD 20240614 BARCGB5G
000000000
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NC
USD
5355630.280000
0.0880370877
N/A
DFE
CORP
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N
2
Barclays Bank PLC - Wholesale (SING)
G5GSEF7VJP5I7OUK5573
-3333492531.220000
CNY
465997789.710000
USD
2024-06-14
5355630.280000
N
N
N
CITIBANK N A
E57ODZWZ7FF32TWEFA76
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000000000
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USD
-959965.460000
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N/A
DFE
CORP
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N
2
CITIBANK N A
E57ODZWZ7FF32TWEFA76
-11748022.050000
USD
534968000.000000
EGP
2024-09-04
-959965.460000
N
N
N
N/A
N/A
AUST 10Y BOND FUT JUN24
000000000
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13801.410000
0.0002268708
N/A
DIR
CORP
AU
N
1
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
Short
Australia Government Bond
AUSTRALIA
2024-06-17
-31403133.160000
USD
13801.410000
N
N
N
Altice Financing SA
549300DIYGW8HVDF7Q17
ALTICE FINANCING SA
BQ8377260
1775000.000000
PA
1554697.560000
0.0255564776
Long
DBT
CORP
LU
N
2
2029-08-15
Fixed
4.2500000
N
N
N
N
N
N
Graphic Packaging International LLC
SO75N4VY5NXGQSK8YQ65
GRAPHIC PACKAGING INTERNATIONAL LLC
BS3572366
2975000.000000
PA
2969566.450000
0.0488144193
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
2.6250000
N
N
N
N
N
N
North Macedonia Government International Bond
635400RD1N6RVNCE4958
NORTH MACEDONIA GOVERNMENT INTERNATIONAL BOND
ZM8877007
5430000.000000
PA
6144343.970000
0.1010021455
Long
DBT
NUSS
MK
N
2
2027-03-13
Fixed
6.2500000
N
N
N
N
N
N
Gruenenthal GmbH
529900SH895E31PGLA72
GRUENENTHAL GMBH
ZK2439873
530000.000000
PA
604262.480000
0.0099330062
Long
DBT
CORP
DE
N
2
2030-05-15
Fixed
6.7500000
N
N
N
N
N
N
State Bank of India/London
5493001JZ37UBBZF6L49
STATE BANK OF INDIA/LONDON
ZK3662838
5088000.000000
PA
USD
5045351.470000
0.0829366529
Long
DBT
CORP
IN
N
2
2028-05-05
Fixed
4.8750000
N
N
N
N
N
N
Dana Financing Luxembourg Sarl
222100DKCE3D036DQU13
DANA FINANCING LUXEMBOURG SARL
ZK4725667
2623000.000000
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3112126.750000
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Long
DBT
CORP
LU
N
2
2031-07-15
Fixed
8.5000000
N
N
N
N
N
N
Lottomatica SpA/Roma
81560046335277E43118
LOTTOMATICA SPA/ROMA
ZK6804098
1040000.000000
PA
1131630.790000
0.0186020083
Long
DBT
CORP
IT
N
2
2028-06-01
Floating
8.0670000
N
N
N
N
N
N
IPD 3 BV
724500RBP2J59JMQB629
IPD 3 BV
ZK9020064
1825000.000000
PA
2083845.700000
0.0342547370
Long
DBT
CORP
NL
N
2
2028-06-15
Fixed
8.0000000
N
N
N
N
N
N
Albania Government International Bond
254900EDM43U3SGRND29
ALBANIA GOVERNMENT INTERNATIONAL BOND
ZK8858829
15580000.000000
PA
17303997.080000
0.2844471012
Long
DBT
NUSS
AL
N
2
2028-06-09
Fixed
5.9000000
N
N
N
N
N
N
Chile Government International Bond
549300FLZTJM5YJF8D34
CHILE GOVERNMENT INTERNATIONAL BOND
ZJ3624492
6420000.000000
PA
6948900.360000
0.1142276293
Long
DBT
NUSS
CL
N
2
2034-07-05
Fixed
4.1250000
N
N
N
N
N
N
Cirsa Finance International Sarl
254900KUJN6DHWH2K029
CIRSA FINANCE INTERNATIONAL SARL
ZJ5963203
4415000.000000
PA
5031381.820000
0.0827070166
Long
DBT
CORP
LU
N
2
2028-07-31
Fixed
7.8750000
N
N
N
N
N
Banijay Entertainment SASU
969500CE0IE2EZ5VBG13
BANIJAY ENTERTAINMENT SASU
ZI7993267
1045000.000000
PA
1181693.750000
0.0194249548
Long
DBT
CORP
FR
N
2
2029-05-01
Fixed
7.0000000
N
N
N
N
N
N
Boost Newco Borrower LLC / GTCR W Dutch Finance Sub BV
N/A
BOOST NEWCO BORROWER LLC / GTCR W DUTCH FINANCE SUB BV
ZI9728059
235000.000000
PA
319562.500000
0.0052530422
Long
DBT
CORP
NL
N
2
2031-01-15
Fixed
8.5000000
N
N
N
N
N
N
Bulgaria Government International Bond
529900PG0XCL4LICL838
BULGARIA GOVERNMENT INTERNATIONAL BOND
ZH9728515
18625000.000000
PA
21881909.980000
0.3596998910
Long
DBT
NUSS
BG
N
2
2036-05-13
Fixed
4.8750000
N
N
N
N
N
N
Magyar Export-Import Bank Zrt
529900O4UGETQ9Q3AA63
MAGYAR EXPORT-IMPORT BANK ZRT
ZH9750469
4370000.000000
PA
4989151.320000
0.0820128219
Long
DBT
NUSS
HU
N
2
2029-05-16
Fixed
6.0000000
N
N
N
N
N
N
Latvia Government International Bond
25490002QDEB2KTLNK39
LATVIA GOVERNMENT INTERNATIONAL BOND
ZG1467213
13210000.000000
PA
14627594.440000
0.2404517764
Long
DBT
NUSS
LV
N
2
2029-05-22
Fixed
3.8750000
N
N
N
N
N
N
Summer BidCo BV
724500EOJYP21L3XM206
SUMMER BIDCO BV
ZF4880638
395000.000000
PA
431519.450000
0.0070934164
Long
DBT
CORP
NL
N
2
2029-02-15
Fixed
10.0000000
N
N
Y
N
N
N
Becton Dickinson & Co
ICE2EP6D98PQUILVRZ91
BECTON DICKINSON & CO
ZF8249137
3520000.000000
PA
3804767.350000
0.0625436446
Long
DBT
CORP
US
N
2
2031-02-08
Fixed
3.5190000
N
N
N
N
N
N
Iceland Government International Bond
549300K5GD3JPA2LLG98
ICELAND GOVERNMENT INTERNATIONAL BOND
ZD6871499
8096000.000000
PA
8871586.550000
0.1458331890
Long
DBT
NUSS
IS
N
2
2034-03-21
Fixed
3.5000000
N
N
N
N
N
N
JERROLD FINCO PLC
N/A
JERROLD FINCO PLC
ZB0044865
345000.000000
PA
435441.750000
0.0071578921
Long
DBT
CORP
GB
N
2
2030-04-15
Fixed
7.8750000
N
N
N
N
N
N
N/A
N/A
AUST 3YR BOND FUT JUN24
000000000
648.000000
NC
2388.953933
0.0000392702
N/A
DIR
CORP
AU
N
1
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
Long
Australia Government Bond
AUSTRALIA
2024-06-17
45700527.995393
USD
2388.953933
N
N
N
N/A
N/A
AUST 3YR BOND FUT JUN24
000000000
64.000000
NC
235.946067
0.0000038785
N/A
DIR
CORP
AU
N
1
JP MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
Long
Australia Government Bond
AUSTRALIA
2024-06-17
4513632.394607
USD
235.946067
N
N
N
2024-04-26
T. ROWE PRICE INTERNATIONAL FUNDS, INC.
/s/ Alan Dupski
Alan Dupski
Treasurer & Vice President
XXXX
NPORT-EX
2
70JBTRP033124.htm
T. ROWE PRICE INTERNATIONAL FUNDS, INC.
T.
ROWE
PRICE
International
Bond
Fund
(USD
Hedged)
March
31,
2024
(Unaudited)
Portfolio
of
Investments
‡
Par/Shares
$
Value
(
Cost
and
value
in
$000s)
‡
ALBANIA
0.5%
Government
Bonds
0.5%
Republic
of
Albania,
3.50%,
6/16/27
(EUR) (1)
4,085,000
4,285
Republic
of
Albania,
3.50%,
11/23/31
(EUR) (1)
11,810,000
11,479
Republic
of
Albania,
5.90%,
6/9/28
(EUR) (1)
15,580,000
17,304
Total
Albania
(Cost
$34,287
)
33,068
AUSTRALIA
3.3%
Corporate
Bonds
1.1%
APA
Infrastructure,
2.00%,
3/22/27
(EUR)
2,580,000
2,654
APA
Infrastructure,
3.50%,
3/22/30
(GBP)
5,500,000
6,244
AusNet
Services
Holdings,
1.50%,
2/26/27
(EUR)
2,615,000
2,665
Brambles
Finance,
4.25%,
3/22/31
(EUR)
7,660,000
8,649
NBN,
4.125%,
3/15/29
(EUR)
11,070,000
12,362
Sydney
Airport
Finance,
1.75%,
4/26/28
(EUR)
2,630,000
2,655
Sydney
Airport
Finance,
4.375%,
5/3/33
(EUR)
8,150,000
9,216
Transurban
Finance,
1.75%,
3/29/28
(EUR)
2,620,000
2,650
Transurban
Finance,
1.875%,
9/16/24
(EUR)
7,836,000
8,370
Transurban
Finance,
3.00%,
4/8/30
(EUR)
11,250,000
11,790
67,255
Government
Bonds
2.2%
Commonwealth
of
Australia,
Series
140,
4.50%,
4/21/33
126,357,000
85,641
Commonwealth
of
Australia,
Series
150,
3.00%,
3/21/47
28,048,000
14,653
New
South
Wales
Treasury,
Series
26,
4.00%,
5/20/26
46,975,600
30,635
130,929
Total
Australia
(Cost
$220,530
)
198,184
AUSTRIA
0.5%
Corporate
Bonds
0.1%
Mondi
Finance
Europe,
2.375%,
4/1/28
2,505,000
2,599
2,599
Government
Bonds
0.4%
Republic
of
Austria,
0.75%,
3/20/51 (1)
40,505,000
25,804
25,804
Total
Austria
(Cost
$27,732
)
28,403
T.
ROWE
PRICE
International
Bond
Fund
(USD
Hedged)
Par/Shares
$
Value
(Cost
and
value
in
$000s)
BELGIUM
0.1%
Corporate
Bonds
0.1%
Anheuser-Busch
InBev,
1.15%,
1/22/27
2,600,000
2,653
Anheuser-Busch
InBev,
1.65%,
3/28/31
1,465,000
1,423
Total
Belgium
(Cost
$4,099
)
4,076
BRAZIL
1.4%
Corporate
Bonds
0.2%
Braskem
Netherlands
Finance,
4.50%,
1/10/28
(USD)
4,300,000
3,863
Braskem
Netherlands
Finance,
4.50%,
1/31/30
(USD)
6,750,000
5,808
MercadoLibre,
3.125%,
1/14/31
(USD)
6,325,000
5,300
14,971
Government
Bonds
1.2%
Brazil
Notas
do
Tesouro
Nacional,
Series
NTNF,
10.00%,
1/1/27
86,665,000
17,212
Brazil
Notas
do
Tesouro
Nacional,
Series
NTNF,
10.00%,
1/1/31
128,164,000
24,595
Brazil
Notas
do
Tesouro
Nacional,
Series
NTNF,
10.00%,
1/1/35
159,610,000
29,927
71,734
Total
Brazil
(Cost
$87,121
)
86,705
BULGARIA
1.2%
Government
Bonds
1.2%
Republic
of
Bulgaria,
4.375%,
5/13/31
(EUR)
16,796,000
19,233
Republic
of
Bulgaria,
4.50%,
1/27/33
(EUR) (2)
18,433,000
21,187
Republic
of
Bulgaria,
4.50%,
1/27/33
(EUR) (1)
8,790,000
10,103
Republic
of
Bulgaria,
4.875%,
5/13/36
(EUR)
18,625,000
21,882
Total
Bulgaria
(Cost
$66,455
)
72,405
CANADA
3.9%
Asset-Backed
Securities
0.1%
Cologix
Canadian
Issuer,
Series
2022-1CAN,
Class
A2,
4.94%,
1/25/52 (1)
8,230,000
5,640
5,640
Corporate
Bonds
0.7%
Magna
International,
1.50%,
9/25/27
(EUR)
2,620,000
2,656
Royal
Bank
of
Canada,
4.125%,
7/5/28
(EUR)
2,385,000
2,638
TER
Finance
Jersey,
Series
21,
Zero
Coupon,
1/2/25
(USD) (1)
17,400,000
16,584
Toronto-Dominion
Bank,
2.551%,
8/3/27
(EUR)
2,535,000
2,662
T.
ROWE
PRICE
International
Bond
Fund
(USD
Hedged)
Par/Shares
$
Value
(Cost
and
value
in
$000s)
Transcanada
Trust,
Series
17-B,
VR,
4.65%,
5/18/77 (3)
27,134,000
18,747
43,287
Government
Bonds
3.1%
Government
of
Canada,
Series
0318,
4.00%,
3/1/29
89,387,000
67,361
Government
of
Canada,
Series
0929,
3.25%,
12/1/33
84,190,000
61,033
Government
of
Canada
Real
Return
Bond,
Inflation-Indexed,
Series
CPI,
4.00%,
12/1/31
65,300,027
56,344
Province
of
Ontario,
3.50%,
6/2/43
5,239,000
3,428
188,166
Total
Canada
(Cost
$252,228
)
237,093
CHILE
0.4%
Corporate
Bonds
0.3%
Corp
Nacional
del
Cobre
de
Chile,
6.30%,
9/8/53
(USD) (1)
12,480,000
12,500
Interchile,
4.50%,
6/30/56
(USD)
8,000,000
6,520
19,020
Government
Bonds
0.1%
Republic
of
Chile,
4.125%,
7/5/34
(EUR)
6,420,000
6,949
6,949
Total
Chile
(Cost
$26,105
)
25,969
CHINA
5.5%
Corporate
Bonds
0.2%
State
Grid
Overseas
Investment
BVI,
1.375%,
5/2/25
(EUR) (1)
10,000,000
10,486
10,486
Government
Bonds
5.3%
China
Development
Bank,
Series
1905,
3.48%,
1/8/29
250,000,000
36,298
People's
Republic
of
China,
Series
INBK,
2.60%,
9/1/32
670,000,000
93,989
People's
Republic
of
China,
Series
INBK,
2.62%,
4/15/28
110,000,000
15,438
People's
Republic
of
China,
Series
INBK,
2.69%,
8/15/32
510,000,000
72,014
People's
Republic
of
China,
Series
INBK,
3.02%,
5/27/31
45,000,000
6,492
People's
Republic
of
China,
Series
INBK,
3.32%,
4/15/52
109,000,000
17,116
People's
Republic
of
China,
Series
INBK,
3.53%,
10/18/51
170,000,000
27,577
People's
Republic
of
China,
Series
1908,
4.00%,
6/24/69
60,000,000
11,129
People's
Republic
of
China,
Series
1915,
3.13%,
11/21/29
310,000,000
44,810
324,863
Total
China
(Cost
$327,734
)
335,349
T.
ROWE
PRICE
International
Bond
Fund
(USD
Hedged)
Par/Shares
$
Value
(Cost
and
value
in
$000s)
COLOMBIA
1.0%
Government
Bonds
1.0%
Republic
of
Colombia,
Series
B,
6.00%,
4/28/28
60,253,700,000
13,873
Republic
of
Colombia,
Series
B,
7.00%,
3/26/31
95,880,000,000
21,380
Republic
of
Colombia,
Series
B,
13.25%,
2/9/33
90,056,200,000
27,429
Total
Colombia
(Cost
$51,448
)
62,682
CYPRUS
0.5%
Government
Bonds
0.5%
Republic
of
Cyprus,
0.95%,
1/20/32
19,769,000
18,231
Republic
of
Cyprus,
1.50%,
4/16/27
2,130,000
2,196
Republic
of
Cyprus,
2.75%,
6/27/24
1,668,000
1,798
Republic
of
Cyprus,
2.75%,
2/26/34
2,716,000
2,822
Republic
of
Cyprus,
2.75%,
5/3/49 (2)
2,832,000
2,611
Total
Cyprus
(Cost
$33,723
)
27,658
CZECH
REPUBLIC
0.6%
Corporate
Bonds
0.2%
Ceska
sporitelna,
VR,
5.737%,
3/8/28
(EUR) (3)
10,500,000
11,724
11,724
Government
Bonds
0.4%
Republic
of
Czech,
Series
103,
2.00%,
10/13/33
562,550,000
20,415
Republic
of
Czech,
Series
125,
1.50%,
4/24/40
220,710,000
6,651
27,066
Total
Czech
Republic
(Cost
$39,418
)
38,790
DENMARK
0.8%
Corporate
Bonds
0.8%
Carlsberg
Breweries,
0.375%,
6/30/27
(EUR)
2,735,000
2,683
Carlsberg
Breweries,
0.875%,
7/1/29
(EUR)
3,773,000
3,597
Danske
Bank,
VR,
0.75%,
6/9/29
(EUR) (3)
8,420,000
8,039
Danske
Bank,
VR,
1.375%,
2/17/27
(EUR) (3)
2,440,000
2,515
Danske
Bank,
VR,
1.375%,
2/12/30
(EUR) (3)
4,700,000
4,931
Danske
Bank,
VR,
4.50%,
11/9/28
(EUR) (3)
2,410,000
2,662
Orsted,
4.875%,
1/12/32
(GBP)
5,750,000
7,155
TDC
Net,
5.056%,
5/31/28
(EUR)
2,310,000
2,560
TDC
Net,
5.618%,
2/6/30
(EUR)
13,970,000
15,507
Total
Denmark
(Cost
$49,052
)
49,649
T.
ROWE
PRICE
International
Bond
Fund
(USD
Hedged)
Par/Shares
$
Value
(Cost
and
value
in
$000s)
EGYPT
0.4%
Government
Bonds
0.4%
Arab
Republic
of
Egypt,
Treasury
Bills,
Series
364D,
24.998%,
6/25/24
243,600,000
4,866
Arab
Republic
of
Egypt,
Treasury
Bills,
Series
364D,
30.00%,
9/17/24
436,825,000
8,201
Arab
Republic
of
Egypt,
Treasury
Bills,
Series
364D,
31.25%,
12/10/24
760,825,000
13,563
Total
Egypt
(Cost
$25,680
)
26,630
ESTONIA
0.6%
Government
Bonds
0.6%
Republic
of
Estonia,
3.25%,
1/17/34 (2)
32,500,000
34,739
Total
Estonia
(Cost
$35,357
)
34,739
FINLAND
0.1%
Corporate
Bonds
0.1%
Elisa,
0.25%,
9/15/27
2,760,000
2,680
Metso,
0.875%,
5/26/28 (2)
2,775,000
2,699
Total
Finland
(Cost
$5,487
)
5,379
FRANCE
4.0%
Corporate
Bonds
1.8%
Altice
France,
3.375%,
1/15/28 (1)
505,000
389
Altice
France,
5.875%,
2/1/27 (1)
1,305,000
1,086
Banijay
Entertainment,
7.00%,
5/1/29 (1)
1,045,000
1,182
Banque
Federative
du
Credit
Mutuel,
1.25%,
5/26/27
3,000,000
3,028
Banque
Federative
du
Credit
Mutuel,
1.375%,
7/16/28
3,100,000
3,084
Banque
Federative
du
Credit
Mutuel,
3.125%,
9/14/27
2,500,000
2,670
Banque
Federative
du
Credit
Mutuel,
5.125%,
1/13/33
5,400,000
6,194
Banque
Stellantis
France,
4.00%,
1/21/27
2,400,000
2,617
BNP
Paribas,
VR,
2.125%,
1/23/27 (3)
9,300,000
9,745
BNP
Paribas,
VR,
3.875%,
1/10/31 (3)
4,000,000
4,411
BPCE,
0.25%,
1/14/31
7,100,000
6,202
BPCE,
3.50%,
1/25/28
5,500,000
5,953
Credit
Agricole,
0.875%,
1/14/32
1,000,000
881
Credit
Agricole,
1.00%,
9/16/24
5,800,000
6,174
Credit
Agricole,
1.875%,
12/20/26
5,200,000
5,383
Credit
Agricole
Assurances,
VR,
2.625%,
1/29/48 (3)
6,000,000
6,064
T.
ROWE
PRICE
International
Bond
Fund
(USD
Hedged)
Par/Shares
$
Value
(Cost
and
value
in
$000s)
Electricite
de
France,
6.125%,
6/2/34
(GBP)
7,200,000
9,369
EssilorLuxottica,
0.375%,
11/27/27
2,700,000
2,644
Holding
d'Infrastructures
de
Transport,
1.475%,
1/18/31
8,600,000
8,042
IPD
3,
8.00%,
6/15/28 (1)
1,825,000
2,084
Loxam,
6.375%,
5/15/28
3,795,000
4,248
Orange,
3.25%,
1/15/32
(GBP)
6,500,000
7,448
RTE
Reseau
de
Transport
d'Electricite
SADIR,
0.75%,
1/12/34
7,200,000
6,108
Veolia
Environnement,
1.25%,
4/2/27
2,000,000
2,029
Veolia
Environnement,
1.94%,
1/7/30 (2)
5,700,000
5,678
112,713
Government
Bonds
2.2%
Republic
of
France,
1.25%,
5/25/36 (1)
65,636,000
58,767
Republic
of
France,
3.00%,
5/25/33 (1)
18,975,000
20,860
Republic
of
France,
3.00%,
5/25/54 (1)
51,945,000
53,132
132,759
Total
France
(Cost
$263,782
)
245,472
GERMANY
7.3%
Corporate
Bonds
1.6%
Allianz,
VR,
3.375% (3)(4)
13,400,000
14,348
Daimler
Truck
International
Finance,
1.625%,
4/6/27
2,600,000
2,661
E.ON
International
Finance,
6.25%,
6/3/30
(GBP)
11,400,000
15,433
Fresenius,
1.625%,
10/8/27 (2)
2,635,000
2,676
Fresenius,
5.00%,
11/28/29
5,200,000
5,909
Gruenenthal,
3.625%,
11/15/26 (1)
990,000
1,045
Gruenenthal,
6.75%,
5/15/30 (1)
530,000
604
Gruenenthal,
6.75%,
5/15/30
3,500,000
3,990
Hannover
Rueck,
1.125%,
4/18/28
2,600,000
2,653
Hannover
Rueck,
VR,
1.125%,
10/9/39 (3)
11,500,000
10,639
Hannover
Rueck,
VR,
1.75%,
10/8/40 (3)
4,800,000
4,499
Knorr-Bremse,
3.25%,
9/21/27
2,500,000
2,687
ProGroup,
5.375%,
4/15/31 (1)
2,755,000
2,964
TK
Elevator
Midco,
4.375%,
7/15/27 (1)(2)
2,745,000
2,848
Volkswagen
Bank,
4.375%,
5/3/28
2,400,000
2,644
Volkswagen
Financial
Services,
0.375%,
2/12/30
10,300,000
9,252
Volkswagen
International
Finance,
Series
10Y,
1.875%,
3/30/27
1,300,000
1,331
Volkswagen
Leasing,
1.50%,
6/19/26
5,135,000
5,284
Volkswagen
Leasing,
1.625%,
8/15/25
5,350,000
5,606
97,073
Government
Bonds
5.7%
Bundesobligation,
Series
184,
0.00%,
10/9/26
79,031,000
79,890
Bundesrepublik
Deutschland
Bundesanleihe,
0.00%,
2/15/30
103,692,000
98,218
Bundesrepublik
Deutschland
Bundesanleihe,
0.00%,
8/15/52
25,789,200
14,193
T.
ROWE
PRICE
International
Bond
Fund
(USD
Hedged)
Par/Shares
$
Value
(Cost
and
value
in
$000s)
Bundesrepublik
Deutschland
Bundesanleihe,
2.20%,
2/15/34
18,041,000
19,308
Bundesrepublik
Deutschland
Bundesanleihe,
4.75%,
7/4/40
18,688,000
26,279
Deutsche
Bundesrepublik,
Inflation-Indexed,
0.50%,
4/15/30
94,067,687
102,877
KfW,
4.70%,
6/2/37
(CAD)
5,202,000
3,966
344,731
Total
Germany
(Cost
$437,480
)
441,804
GREECE
0.3%
Government
Bonds
0.3%
Hellenic
Republic,
0.75%,
6/18/31 (1)
17,599,000
16,132
Total
Greece
(Cost
$21,191
)
16,132
HUNGARY
1.6%
Corporate
Bonds
0.1%
OTP
Bank,
VR,
7.35%,
3/4/26
(EUR) (3)
5,290,000
5,836
5,836
Government
Bonds
1.5%
Magyar
Export-Import
Bank,
6.00%,
5/16/29
(EUR)
4,370,000
4,989
Republic
of
Hungary,
5.00%,
2/22/27
(EUR)
8,464,000
9,436
Republic
of
Hungary,
Series
33/A,
2.25%,
4/20/33
39,263,030,000
76,034
90,459
Total
Hungary
(Cost
$110,887
)
96,295
ICELAND
0.4%
Corporate
Bonds
0.1%
Landsbankinn,
0.375%,
5/23/25
(EUR)
8,060,000
8,305
8,305
Government
Bonds
0.3%
Republic
of
Iceland,
0.00%,
4/15/28
(EUR)
10,385,000
9,854
Republic
of
Iceland,
3.50%,
3/21/34
(EUR)
8,096,000
8,871
18,725
Total
Iceland
(Cost
$30,344
)
27,030
INDIA
1.3%
Corporate
Bonds
0.2%
ABJA
Investment,
5.95%,
7/31/24
(USD)
6,850,000
6,841
State
Bank
of
India,
4.875%,
5/5/28
(USD)
5,088,000
5,045
11,886
T.
ROWE
PRICE
International
Bond
Fund
(USD
Hedged)
Par/Shares
$
Value
(Cost
and
value
in
$000s)
Government
Bonds
1.1%
Republic
of
India,
6.54%,
1/17/32
2,136,000,000
24,845
Republic
of
India,
7.26%,
8/22/32
3,550,060,000
43,014
67,859
Total
India
(Cost
$79,467
)
79,745
INDONESIA
2.7%
Corporate
Bonds
0.0%
Minejesa
Capital,
5.625%,
8/10/37
(USD) (2)
3,965,000
3,611
3,611
Government
Bonds
2.7%
Republic
of
Indonesia,
3.75%,
6/14/28
(EUR)
40,797,000
44,250
Republic
of
Indonesia,
Series
FR86,
5.50%,
4/15/26
473,000,000,000
29,381
Republic
of
Indonesia,
Series
FR91,
6.375%,
4/15/32
75,730,000,000
4,692
Republic
of
Indonesia,
Series
FR95,
6.375%,
8/15/28
441,080,000,000
27,677
Republic
of
Indonesia,
Series
FR96,
7.00%,
2/15/33
891,119,000,000
57,445
163,445
Total
Indonesia
(Cost
$177,057
)
167,056
IRELAND
0.2%
Corporate
Bonds
0.1%
Smurfit
Kappa
Treasury,
1.50%,
9/15/27
2,650,000
2,667
2,667
Government
Bonds
0.1%
Republic
of
Ireland,
1.50%,
5/15/50
2,696,000
2,116
Republic
of
Ireland,
2.00%,
2/18/45
5,630,000
5,145
7,261
Total
Ireland
(Cost
$13,446
)
9,928
ISRAEL
0.4%
Corporate
Bonds
0.1%
Bank
Hapoalim,
VR,
3.255%,
1/21/32
(USD) (1)(3)
6,450,000
5,744
5,744
Government
Bonds
0.3%
State
of
Israel,
1.50%,
1/18/27
(EUR)
18,046,000
18,060
18,060
Total
Israel
(Cost
$28,143
)
23,804
T.
ROWE
PRICE
International
Bond
Fund
(USD
Hedged)
Par/Shares
$
Value
(Cost
and
value
in
$000s)
ITALY
3.8%
Corporate
Bonds
0.9%
Aeroporti
di
Roma,
1.625%,
6/8/27
2,575,000
2,647
Autostrade
per
l'Italia,
1.625%,
1/25/28
2,680,000
2,679
Autostrade
per
l'Italia,
2.00%,
12/4/28
6,245,000
6,234
Autostrade
per
l'Italia,
2.00%,
1/15/30
5,620,000
5,489
CA
Auto
Bank,
0.50%,
9/13/24
5,800,000
6,159
CA
Auto
Bank,
4.75%,
1/25/27
2,395,000
2,643
Enel
Finance
International,
5.625%,
8/14/24
(GBP)
2,663,000
3,359
Inter
Media
&
Communication,
6.75%,
2/9/27
5,350,000
5,640
Intesa
Sanpaolo,
1.75%,
7/4/29
8,399,000
8,280
Italgas,
1.625%,
1/19/27
2,570,000
2,636
Lottomatica,
FRN,
3M
EURIBOR
+
4.125%,
8.067%,
6/1/28 (1)
1,040,000
1,132
Snam,
0.875%,
10/25/26
6,950,000
7,034
53,932
Government
Bonds
2.9%
Italy
Buoni
Poliennali
Del
Tesoro,
Series
10Y,
4.40%,
5/1/33
94,148,000
108,367
Italy
Buoni
Poliennali
Del
Tesoro,
Series
50Y,
2.80%,
3/1/67
37,508,000
30,624
Italy
Buoni
Poliennali
Del
Tesoro,
Series
CPI,
1.30%,
5/15/28 (1)
35,195,005
38,247
177,238
Total
Italy
(Cost
$235,021
)
231,170
IVORY
COAST
0.3%
Government
Bonds
0.3%
Republic
of
Ivory
Coast,
5.875%,
10/17/31
(EUR)
18,675,000
18,658
Total
Ivory
Coast
(Cost
$17,242
)
18,658
JAPAN
14.7%
Government
Bonds
14.7%
Government
of
Japan,
Series
16,
1.30%,
3/20/63
10,800,000,000
60,080
Government
of
Japan,
Series
19,
Inflation-Indexed,
0.10%,
9/10/24
9,082,318,000
60,499
Government
of
Japan,
Series
20,
Inflation-Indexed,
0.10%,
3/10/25
10,361,024,000
69,505
Government
of
Japan,
Series
26,
Inflation-Indexed,
0.005%,
3/10/31
7,254,130,653
51,319
Government
of
Japan,
Series
27,
Inflation-Indexed,
0.005%,
3/10/32
4,458,160,000
31,458
Government
of
Japan,
Series
28,
Inflation-Indexed,
0.005%,
3/10/33
3,219,583,500
22,632
T.
ROWE
PRICE
International
Bond
Fund
(USD
Hedged)
Par/Shares
$
Value
(Cost
and
value
in
$000s)
Government
of
Japan,
Series
44,
1.70%,
9/20/44
13,073,850,000
89,803
Government
of
Japan,
Series
73,
0.70%,
12/20/51
586,150,000
3,018
Government
of
Japan,
Series
74,
1.00%,
3/20/52
9,339,650,000
52,073
Government
of
Japan,
Series
75,
1.30%,
6/20/52
10,616,750,000
63,712
Government
of
Japan,
Series
76,
1.40%,
9/20/52
10,620,450,000
65,231
Government
of
Japan,
Series
338,
0.40%,
3/20/25
13,396,000,000
88,799
Government
of
Japan,
Treasury
Bills,
Series
1205,
(0.121)%,
7/10/24
4,280,000,000
28,271
Government
of
Japan,
Treasury
Bills,
Series
1211,
(0.085)%,
8/13/24
13,597,850,000
89,812
Government
of
Japan,
Treasury
Bills,
Series
1215,
(0.11)%,
6/3/24
9,100,000,000
60,113
Government
of
Japan,
Treasury
Bills,
Series
1221,
(0.065)%,
7/1/24
9,240,000,000
61,048
Total
Japan
(Cost
$1,053,546
)
897,373
KUWAIT
0.2%
Corporate
Bonds
0.2%
MEGlobal,
2.625%,
4/28/28
(USD) (1)
9,170,000
8,188
MEGlobal,
2.625%,
4/28/28
(USD)
3,125,000
2,791
Total
Kuwait
(Cost
$12,090
)
10,979
LATVIA
1.3%
Government
Bonds
1.3%
Republic
of
Latvia,
0.375%,
10/7/26
(EUR)
64,671,000
65,237
Republic
of
Latvia,
3.875%,
5/22/29
(EUR)
13,210,000
14,627
Total
Latvia
(Cost
$85,577
)
79,864
LITHUANIA
0.9%
Corporate
Bonds
0.0%
PLT
VII
Finance,
4.625%,
1/5/26 (1)
1,150,000
1,240
1,240
Government
Bonds
0.9%
Republic
of
Lithuania,
3.50%,
2/13/34
15,620,000
16,764
Republic
of
Lithuania,
3.875%,
6/14/33
30,295,000
33,760
50,524
Total
Lithuania
(Cost
$50,071
)
51,764
T.
ROWE
PRICE
International
Bond
Fund
(USD
Hedged)
Par/Shares
$
Value
(Cost
and
value
in
$000s)
LUXEMBOURG
0.4%
Corporate
Bonds
0.4%
Albion
Financing
1,
5.25%,
10/15/26
3,200,000
3,475
Altice
Financing,
4.25%,
8/15/29 (1)
1,775,000
1,555
Blackstone
Property
Partners
Europe
Holdings,
1.75%,
3/12/29
9,970,000
9,331
Logicor
Financing,
0.875%,
1/14/31
7,100,000
6,084
Logicor
Financing,
1.50%,
7/13/26
6,240,000
6,327
Total
Luxembourg
(Cost
$28,937
)
26,772
MACAO
0.2%
Corporate
Bonds
0.2%
Melco
Resorts
Finance,
4.875%,
6/6/25
(USD)
5,175,000
5,054
Sands
China,
4.05%,
1/8/26
(USD)
5,110,000
4,925
Total
Macao
(Cost
$9,978
)
9,979
MALAYSIA
3.1%
Government
Bonds
3.1%
Government
of
Malaysia,
Series
0119,
3.906%,
7/15/26
178,500,000
38,113
Government
of
Malaysia,
Series
0120,
4.065%,
6/15/50
94,879,000
19,681
Government
of
Malaysia,
Series
0123,
4.457%,
3/31/53
42,075,000
9,278
Government
of
Malaysia,
Series
0216,
4.736%,
3/15/46
310,065,000
72,191
Government
of
Malaysia,
Series
0316,
3.90%,
11/30/26
25,840,000
5,531
Government
of
Malaysia,
Series
0318,
4.642%,
11/7/33
78,750,000
17,674
Government
of
Malaysia,
Series
0518,
4.921%,
7/6/48
119,656,000
28,202
Total
Malaysia
(Cost
$200,917
)
190,670
MEXICO
2.7%
Corporate
Bonds
0.5%
America
Movil,
5.75%,
6/28/30
(GBP)
6,670,000
8,844
BBVA
Bancomer,
VR,
5.125%,
1/18/33
(USD) (3)
12,085,000
11,239
Bimbo
Bakeries
USA,
6.05%,
1/15/29
(USD) (1)
8,900,000
9,215
29,298
Government
Bonds
2.2%
Petroleos
Mexicanos,
4.75%,
2/26/29
(EUR)
13,400,000
12,189
Petroleos
Mexicanos,
4.875%,
2/21/28
(EUR)
17,590,000
16,748
United
Mexican
States,
Series
M,
7.50%,
5/26/33
974,155,000
52,213
United
Mexican
States,
Series
M,
8.50%,
5/31/29
163,115,000
9,501
T.
ROWE
PRICE
International
Bond
Fund
(USD
Hedged)
Par/Shares
$
Value
(Cost
and
value
in
$000s)
United
Mexican
States,
Series
M,
8.50%,
11/18/38
756,690,000
42,329
132,980
Total
Mexico
(Cost
$154,910
)
162,278
MONTENEGRO
0.2%
Government
Bonds
0.2%
Republic
of
Montenegro,
7.25%,
3/12/31
(USD) (1)
14,142,000
14,409
Total
Montenegro
(Cost
$14,274
)
14,409
MOROCCO
0.2%
Government
Bonds
0.2%
Kingdom
of
Morocco,
1.375%,
3/30/26
(EUR)
12,030,000
12,324
Total
Morocco
(Cost
$12,534
)
12,324
NETHERLANDS
1.1%
Corporate
Bonds
1.1%
Boost
Newco
Borrower,
8.50%,
1/15/31
(GBP) (1)
235,000
320
Cooperatieve
Rabobank,
4.625%,
5/23/29
(GBP)
100,000
121
ING
Groep,
VR,
0.375%,
9/29/28 (3)
2,800,000
2,696
ING
Groep,
VR,
1.25%,
2/16/27 (3)
8,800,000
9,055
ING
Groep,
VR,
4.75%,
5/23/34 (3)
6,000,000
6,950
LeasePlan,
VR,
7.375% (3)(4)
8,200,000
8,848
Nationale-Nederlanden
Bank,
0.375%,
2/26/25
5,300,000
5,536
NN
Group,
1.625%,
6/1/27
2,575,000
2,640
Sartorius
Finance,
4.50%,
9/14/32
8,000,000
9,079
Summer
BidCo,
10.00%,
2/15/29,
(10.00%
Cash
or
10.75%
PIK) (1)(5)
395,000
431
TenneT
Holding,
2.00%,
6/5/34
12,320,000
11,867
Universal
Music
Group,
3.00%,
6/30/27
2,470,000
2,642
VZ
Secured
Financing,
3.50%,
1/15/32 (2)
3,900,000
3,703
Wolters
Kluwer,
1.50%,
3/22/27 (2)
2,585,000
2,647
Ziggo,
2.875%,
1/15/30
2,720,000
2,588
Total
Netherlands
(Cost
$70,076
)
69,123
NEW
ZEALAND
1.1%
Corporate
Bonds
0.2%
Chorus,
3.625%,
9/7/29
(EUR)
8,130,000
8,785
8,785
T.
ROWE
PRICE
International
Bond
Fund
(USD
Hedged)
Par/Shares
$
Value
(Cost
and
value
in
$000s)
Government
Bonds
0.9%
New
Zealand
Government
Bond,
Series
0433,
3.50%,
4/14/33
82,975,000
45,716
New
Zealand
Government
Bond,
Series
0551,
2.75%,
5/15/51
22,771,000
9,258
54,974
Total
New
Zealand
(Cost
$66,162
)
63,759
NORTH
MACEDONIA
0.1%
Government
Bonds
0.1%
Republic
of
North
Macedonia,
6.96%,
3/13/27
(EUR) (1)
5,430,000
6,144
Total
North
Macedonia
(Cost
$5,756
)
6,144
NORWAY
0.2%
Corporate
Bonds
0.2%
Avinor,
0.75%,
10/1/30
(EUR)
10,635,000
9,846
Total
Norway
(Cost
$9,573
)
9,846
PERU
0.8%
Corporate
Bonds
0.1%
Banco
de
Credito
del
Peru,
VR,
3.125%,
7/1/30
(USD) (3)
5,160,000
4,945
4,945
Government
Bonds
0.7%
Republic
of
Peru,
5.40%,
8/12/34
189,750,000
43,948
43,948
Total
Peru
(Cost
$48,332
)
48,893
PHILIPPINES
0.1%
Government
Bonds
0.1%
Republic
of
Philippines,
0.25%,
4/28/25
(EUR)
4,245,000
4,396
Total
Philippines
(Cost
$5,098
)
4,396
POLAND
0.4%
Corporate
Bonds
0.0%
InPost,
2.25%,
7/15/27
(EUR) (1)
1,740,000
1,760
1,760
T.
ROWE
PRICE
International
Bond
Fund
(USD
Hedged)
Par/Shares
$
Value
(Cost
and
value
in
$000s)
Government
Bonds
0.4%
Republic
of
Poland,
Series
1033,
6.00%,
10/25/33
79,910,000
20,827
20,827
Total
Poland
(Cost
$21,853
)
22,587
PORTUGAL
0.2%
Corporate
Bonds
0.2%
Banco
Comercial
Portugues,
VR,
1.125%,
2/12/27 (3)
5,800,000
5,932
Banco
Comercial
Portugues,
VR,
1.75%,
4/7/28 (3)
3,500,000
3,547
Banco
Comercial
Portugues,
VR,
6.888%,
12/7/27 (3)
3,900,000
4,434
Total
Portugal
(Cost
$13,223
)
13,913
QATAR
0.2%
Corporate
Bonds
0.2%
QNB
Finance,
2.75%,
2/12/27
(USD)
8,200,000
7,675
QNB
Finance,
4.875%,
1/30/29
(USD)
4,275,000
4,232
Total
Qatar
(Cost
$12,204
)
11,907
ROMANIA
0.3%
Corporate
Bonds
0.3%
Banca
Transilvania,
VR,
8.875%,
4/27/27
(EUR) (3)
12,440,000
14,250
RCS
&
RDS,
3.25%,
2/5/28
(EUR) (2)
6,300,000
6,348
Total
Romania
(Cost
$19,763
)
20,598
SAUDI
ARABIA
0.1%
Government
Bonds
0.1%
Saudi
Arabian
Oil,
4.25%,
4/16/39
(USD) (2)
5,800,000
5,084
Total
Saudi
Arabia
(Cost
$5,385
)
5,084
SENEGAL
0.2%
Government
Bonds
0.2%
Republic
of
Senegal,
5.375%,
6/8/37
(EUR)
18,390,000
14,473
Total
Senegal
(Cost
$13,841
)
14,473
T.
ROWE
PRICE
International
Bond
Fund
(USD
Hedged)
Par/Shares
$
Value
(Cost
and
value
in
$000s)
SERBIA
1.4%
Corporate
Bonds
0.0%
United
Group,
4.625%,
8/15/28
(EUR) (1)
3,105,000
3,213
3,213
Government
Bonds
1.4%
Republic
of
Serbia,
1.00%,
9/23/28
(EUR) (1)(2)
26,075,000
23,940
Republic
of
Serbia,
1.50%,
6/26/29
(EUR) (1)
14,635,000
13,358
Republic
of
Serbia,
1.50%,
6/26/29
(EUR)
13,215,000
12,062
Republic
of
Serbia,
1.65%,
3/3/33
(EUR)
10,435,000
8,439
Republic
of
Serbia,
2.05%,
9/23/36
(EUR) (1)
5,025,000
3,808
Republic
of
Serbia,
2.05%,
9/23/36
(EUR)
4,885,000
3,702
Republic
of
Serbia,
3.125%,
5/15/27
(EUR)
18,700,000
19,423
84,732
Total
Serbia
(Cost
$100,567
)
87,945
SINGAPORE
1.7%
Government
Bonds
1.7%
Government
of
Singapore,
0.50%,
11/1/25
44,175,000
31,230
Government
of
Singapore,
1.625%,
7/1/31
48,911,000
32,765
Government
of
Singapore,
2.375%,
6/1/25
15,670,000
11,444
Government
of
Singapore,
2.875%,
7/1/29
40,189,000
29,475
Total
Singapore
(Cost
$102,356
)
104,914
SLOVENIA
0.7%
Government
Bonds
0.7%
Republic
of
Slovenia,
Series
RS74,
1.50%,
3/25/35 (2)
11,285,000
10,428
Republic
of
Slovenia,
Series
RS76,
3.125%,
8/7/45
21,586,000
22,532
Republic
of
Slovenia,
Series
RS77,
2.25%,
3/3/32 (2)
7,145,000
7,366
Republic
of
Slovenia,
Series
RS86,
0.00%,
2/12/31
4,975,000
4,423
Total
Slovenia
(Cost
$52,155
)
44,749
SOUTH
AFRICA
0.1%
Corporate
Bonds
0.1%
Anglo
American
Capital,
3.375%,
3/11/29
(GBP)
5,340,000
6,211
Total
South
Africa
(Cost
$5,884
)
6,211
T.
ROWE
PRICE
International
Bond
Fund
(USD
Hedged)
Par/Shares
$
Value
(Cost
and
value
in
$000s)
SOUTH
KOREA
0.4%
Corporate
Bonds
0.4%
NongHyup
Bank,
4.875%,
7/3/28
(USD) (1)
11,310,000
11,273
Shinhan
Bank,
4.50%,
4/12/28
(USD) (1)
12,100,000
11,904
Total
South
Korea
(Cost
$23,335
)
23,177
SPAIN
2.7%
Corporate
Bonds
1.4%
Banco
Bilbao
Vizcaya
Argentaria,
3.375%,
9/20/27
7,900,000
8,514
Banco
Bilbao
Vizcaya
Argentaria,
VR,
5.75%,
9/15/33 (3)
2,700,000
3,063
Banco
de
Sabadell,
VR,
0.875%,
6/16/28 (3)
6,600,000
6,499
Banco
de
Sabadell,
VR,
5.00%,
6/7/29 (3)
2,300,000
2,601
Banco
de
Sabadell,
VR,
5.125%,
11/10/28 (3)
5,100,000
5,759
Banco
Santander,
1.125%,
1/17/25
5,800,000
6,124
CaixaBank,
3.75%,
9/7/29
9,300,000
10,241
CaixaBank,
VR,
0.75%,
5/26/28 (3)
2,700,000
2,668
CaixaBank,
VR,
6.25%,
2/23/33 (3)
2,600,000
2,968
Cellnex
Telecom,
1.75%,
10/23/30 (2)
13,000,000
12,465
Cirsa
Finance
International,
7.875%,
7/31/28 (1)(2)
4,415,000
5,031
EDP
Servicios
Financieros
Espana,
4.375%,
4/4/32
5,143,000
5,818
Inmobiliaria
Colonial
Socimi,
1.625%,
11/28/25
7,300,000
7,598
Lorca
Telecom
Bondco,
4.00%,
9/18/27
8,700,000
9,116
88,465
Government
Bonds
1.3%
Kingdom
of
Spain,
0.00%,
1/31/28
65,124,000
63,152
Kingdom
of
Spain,
1.90%,
10/31/52 (1)
20,837,000
15,452
78,604
Total
Spain
(Cost
$164,026
)
167,069
SRI
LANKA
0.4%
Government
Bonds
0.4%
Republic
of
Sri
Lanka,
11.00%,
6/1/26
1,017,000,000
3,376
Republic
of
Sri
Lanka,
Series
A,
11.40%,
1/15/27
1,227,000,000
4,086
Republic
of
Sri
Lanka,
Series
A,
11.50%,
8/1/26
1,063,000,000
3,563
Republic
of
Sri
Lanka,
Series
A,
20.00%,
9/15/27
1,544,000,000
6,292
Republic
of
Sri
Lanka,
Treasury
Bills,
Series
364,
21.75%,
4/5/24
2,244,000,000
7,460
Total
Sri
Lanka
(Cost
$22,038
)
24,777
T.
ROWE
PRICE
International
Bond
Fund
(USD
Hedged)
Par/Shares
$
Value
(Cost
and
value
in
$000s)
SWEDEN
1.3%
Corporate
Bonds
0.4%
Autoliv,
4.25%,
3/15/28
(EUR)
2,365,000
2,600
Electrolux,
4.50%,
9/29/28
(EUR)
2,415,000
2,646
Skandinaviska
Enskilda
Banken,
0.375%,
6/21/28
(EUR)
2,865,000
2,707
Tele2,
0.75%,
3/23/31
(EUR)
5,645,000
5,178
Tele2,
2.125%,
5/15/28
(EUR)
2,575,000
2,633
Verisure
Holding,
3.875%,
7/15/26
(EUR) (1)
1,600,000
1,698
Verisure
Holding,
9.25%,
10/15/27
(EUR)
3,600,000
4,149
21,611
Government
Bonds
0.9%
Kingdom
of
Sweden,
Series
1056,
2.25%,
6/1/32 (2)
337,510,000
31,332
Kingdom
of
Sweden,
Inflation-Indexed,
Series
3111,
0.125%,
6/1/32
285,399,173
25,048
56,380
Total
Sweden
(Cost
$80,926
)
77,991
SWITZERLAND
0.4%
Corporate
Bonds
0.4%
ABB
Finance,
3.25%,
1/16/27
(EUR)
2,400,000
2,598
ABB
Finance,
3.375%,
1/16/31
(EUR)
4,445,000
4,858
Holcim
Finance
Luxembourg,
2.25%,
5/26/28
(EUR)
2,555,000
2,636
UBS
Group,
VR,
2.875%,
4/2/32
(EUR) (3)
7,050,000
7,132
UBS
Group,
VR,
7.75%,
3/1/29
(EUR) (3)
6,929,000
8,522
Total
Switzerland
(Cost
$24,058
)
25,746
THAILAND
1.9%
Corporate
Bonds
0.1%
Bangkok
Bank,
VR,
3.733%,
9/25/34
(USD) (3)
7,545,000
6,734
6,734
Government
Bonds
1.8%
Kingdom
of
Thailand,
1.60%,
12/17/29
132,630,000
3,509
Kingdom
of
Thailand,
2.00%,
12/17/31
2,010,559,000
53,564
Kingdom
of
Thailand,
3.45%,
6/17/43
691,700,000
20,177
Kingdom
of
Thailand,
3.65%,
6/20/31
1,104,772,000
32,605
109,855
Total
Thailand
(Cost
$124,002
)
116,589
T.
ROWE
PRICE
International
Bond
Fund
(USD
Hedged)
Par/Shares
$
Value
(Cost
and
value
in
$000s)
UNITED
KINGDOM
5.3%
Corporate
Bonds
2.8%
Barclays,
VR,
0.577%,
8/9/29
(EUR) (3)
5,175,000
4,854
Barclays,
VR,
0.877%,
1/28/28
(EUR) (3)
7,895,000
7,872
Barclays,
VR,
6.369%,
1/31/31 (3)
4,650,000
6,107
Bellis
Acquisition,
3.25%,
2/16/26 (1)
1,450,000
1,726
Deuce
Finco,
5.50%,
6/15/27 (1)
1,600,000
1,909
Heathrow
Funding,
2.75%,
10/13/29
8,360,000
9,454
HSBC
Holdings,
VR,
4.752%,
3/10/28
(EUR) (3)
10,715,000
11,899
Jerrold
Finco,
4.875%,
1/15/26 (1)
580,000
729
Jerrold
Finco,
5.25%,
1/15/27
2,800,000
3,370
Jerrold
Finco,
7.875%,
4/15/30 (1)
345,000
435
Kane
Bidco,
5.00%,
2/15/27
(EUR) (2)
8,420,000
8,751
Legal
&
General
Group,
VR,
5.375%,
10/27/45 (3)
5,685,000
7,130
London
Stock
Exchange
Group,
1.75%,
12/6/27
(EUR)
2,610,000
2,677
Marks
&
Spencer,
6.00%,
6/12/25
1,713,000
2,165
Motion
Finco,
7.375%,
6/15/30
(EUR) (1)
6,345,000
7,136
National
Grid
Electricity
Distribution
East
Midlands,
3.53%,
9/20/28
(EUR)
2,455,000
2,655
Nationwide
Building
Society,
VR,
1.50%,
3/8/26
(EUR) (3)
2,770,000
2,922
Nationwide
Building
Society,
VR,
2.00%,
7/25/29
(EUR) (3)
5,050,000
5,398
NatWest
Group,
VR,
0.67%,
9/14/29
(EUR) (3)
5,250,000
4,971
NatWest
Group,
VR,
0.78%,
2/26/30
(EUR) (3)
2,014,000
1,894
NatWest
Group,
VR,
1.043%,
9/14/32
(EUR) (2)(3)
5,075,000
4,894
Next
Group,
3.625%,
5/18/28
7,491,000
9,031
Next
Group,
4.375%,
10/2/26
982,000
1,219
Reckitt
Benckiser
Treasury
Services,
3.875%,
9/14/33
(EUR)
5,540,000
6,070
Santander
U.K.
Group
Holdings,
VR,
0.603%,
9/13/29
(EUR) (3)
6,475,000
6,098
Santander
U.K.
Group
Holdings,
VR,
2.421%,
1/17/29 (3)
3,320,000
3,746
Santander
U.K.
Group
Holdings,
VR,
3.53%,
8/25/28
(EUR) (3)
5,300,000
5,687
Severn
Trent
Utilities
Finance,
4.625%,
11/30/34
5,970,000
7,189
Smiths
Group,
2.00%,
2/23/27
(EUR)
2,535,000
2,621
Standard
Chartered,
VR,
2.50%,
9/9/30
(EUR) (3)
6,670,000
7,001
Tesco
Corporate
Treasury
Services,
0.875%,
5/29/26
(EUR)
5,250,000
5,349
Tesco
Corporate
Treasury
Services,
2.75%,
4/27/30
4,850,000
5,447
Vmed
O2
U.K.
Financing
I,
4.50%,
7/15/31 (1)
5,145,000
5,520
Vmed
O2
U.K.
Financing
I,
4.50%,
7/15/31
5,630,000
6,040
169,966
Government
Bonds
2.5%
United
Kingdom
Gilt,
0.625%,
7/31/35
34,481,000
30,277
United
Kingdom
Gilt,
0.625%,
10/22/50
78,870,000
41,540
T.
ROWE
PRICE
International
Bond
Fund
(USD
Hedged)
Par/Shares
$
Value
(Cost
and
value
in
$000s)
United
Kingdom
Gilt,
4.25%,
12/7/46
64,972,797
80,300
152,117
Total
United
Kingdom
(Cost
$339,809
)
322,083
UNITED
STATES
5.1%
Corporate
Bonds
4.9%
AbbVie,
2.125%,
11/17/28
(EUR)
2,605,000
2,684
AbbVie,
2.625%,
11/15/28
(EUR)
5,967,000
6,275
American
Honda
Finance,
0.75%,
11/25/26
(GBP)
4,097,000
4,686
American
Honda
Finance,
1.95%,
10/18/24
(EUR)
4,680,000
4,998
AT&T,
3.95%,
4/30/31
(EUR)
13,150,000
14,608
Athene
Global
Funding,
0.832%,
1/8/27
(EUR)
6,150,000
6,115
Bank
of
America,
2.375%,
6/19/24
(EUR)
5,000,000
5,374
Bank
of
America,
VR,
1.662%,
4/25/28
(EUR) (3)
2,610,000
2,659
Becton
Dickinson
&
Company,
3.02%,
5/24/25
(GBP)
7,393,000
9,079
Becton
Dickinson
&
Company,
3.519%,
2/8/31
(EUR)
3,520,000
3,805
Becton
Dickinson
Euro
Finance,
0.334%,
8/13/28
(EUR)
4,290,000
4,075
Becton
Dickinson
Euro
Finance,
1.213%,
2/12/36
(EUR)
1,874,000
1,562
Berkshire
Hathaway
Finance,
1.50%,
3/18/30
(EUR) (2)
5,119,000
5,024
Capital
One
Financial,
1.65%,
6/12/29
(EUR)
11,300,000
10,817
Carrier
Global,
4.125%,
5/29/28
(EUR)
2,420,000
2,667
Comcast,
0.00%,
9/14/26
(EUR)
3,000,000
2,979
Dana
Financing
Luxembourg,
8.50%,
7/15/31
(EUR) (1)
2,623,000
3,112
Dow
Chemical,
0.50%,
3/15/27
(EUR)
2,715,000
2,686
Encore
Capital
Group,
4.875%,
10/15/25
(EUR) (1)
3,480,000
3,717
Equitable
Financial
Life
Global
Funding,
0.60%,
6/16/28
(EUR)
2,805,000
2,681
FedEx,
1.625%,
1/11/27
(EUR)
2,620,000
2,688
Fiserv,
1.625%,
7/1/30
(EUR)
175,000
167
Fiserv,
3.00%,
7/1/31
(GBP)
9,825,000
10,945
Fiserv,
4.50%,
5/24/31
(EUR)
10,825,000
12,183
Ford
Motor
Credit,
4.867%,
8/3/27
(EUR)
8,810,000
9,778
Ford
Motor
Credit,
5.125%,
2/20/29
(EUR) (2)
4,125,000
4,658
General
Motors
Financial,
0.85%,
2/26/26
(EUR)
10,000,000
10,239
Goldman
Sachs
Group,
1.375%,
5/15/24
(EUR)
5,700,000
6,130
Goldman
Sachs
Group,
1.625%,
7/27/26
(EUR)
4,137,000
4,282
Goldman
Sachs
Group,
VR,
3.625%,
10/29/29
(GBP) (3)
3,180,000
3,788
Graphic
Packaging
International,
2.625%,
2/1/29
(EUR) (1)
2,975,000
2,970
Harley-Davidson
Financial
Services,
5.125%,
4/5/26
(EUR)
8,000,000
8,838
Highland
Holdings,
0.318%,
12/15/26
(EUR)
3,635,000
3,603
International
Game
Technology,
3.50%,
6/15/26
(EUR) (1)
2,410,000
2,566
International
Game
Technology,
3.50%,
6/15/26
(EUR)
4,550,000
4,845
JPMorgan
Chase,
VR,
1.638%,
5/18/28
(EUR) (3)
2,620,000
2,669
Medtronic
Global
Holdings,
0.375%,
10/15/28
(EUR)
2,969,000
2,830
Metropolitan
Life
Global
Funding
I,
5.00%,
1/10/30
(GBP)
570,000
734
T.
ROWE
PRICE
International
Bond
Fund
(USD
Hedged)
Par/Shares
$
Value
(Cost
and
value
in
$000s)
Mondelez
International,
0.25%,
3/17/28
(EUR)
10,218,000
9,805
Mondelez
International,
1.625%,
3/8/27
(EUR)
2,575,000
2,654
Mondelez
International
Holdings
Netherlands,
0.25%,
9/9/29
(EUR) (1)
6,160,000
5,675
Morgan
Stanley,
VR,
0.406%,
10/29/27
(EUR) (3)
4,931,000
4,908
Morgan
Stanley,
VR,
0.495%,
10/26/29
(EUR) (3)
11,660,000
10,958
Morgan
Stanley,
VR,
5.148%,
1/25/34
(EUR) (3)
2,000,000
2,383
Netflix,
3.625%,
5/15/27
(EUR)
2,455,000
2,671
Netflix,
3.875%,
11/15/29
(EUR)
5,585,000
6,153
Prologis,
2.25%,
6/30/29
(GBP)
5,048,000
5,623
Thermo
Fisher
Scientific,
0.875%,
10/1/31
(EUR)
5,170,000
4,720
Thermo
Fisher
Scientific,
2.375%,
4/15/32
(EUR)
842,000
852
Thermo
Fisher
Scientific
Finance
I,
0.80%,
10/18/30
(EUR)
1,890,000
1,756
Upjohn
Finance,
1.362%,
6/23/27
(EUR)
2,670,000
2,666
Upjohn
Finance,
1.908%,
6/23/32
(EUR)
5,520,000
5,012
Utah
Acquisition
Sub,
3.125%,
11/22/28
(EUR)
5,630,000
5,905
Verizon
Communications,
1.30%,
5/18/33
(EUR)
5,270,000
4,712
Verizon
Communications,
2.625%,
12/1/31
(EUR)
4,715,000
4,818
VF,
4.125%,
3/7/26
(EUR)
4,239,000
4,518
VF,
4.25%,
3/7/29
(EUR) (2)
4,355,000
4,616
Wells
Fargo,
1.00%,
2/2/27
(EUR)
2,660,000
2,671
Westlake,
1.625%,
7/17/29
(EUR)
9,435,000
9,128
295,720
Municipal
Securities
0.2%
Puerto
Rico
Commonwealth,
GO,
VR,
11/1/43 (6)
20,826,087
12,037
12,037
Total
United
States
(Cost
$324,299
)
307,757
SHORT-TERM
INVESTMENTS
4.7%
Money
Market
Funds
2.2%
T.
Rowe
Price
Government
Reserve
Fund,
5.39% (7)(8)
131,950,583
131,951
131,951
U.S.
Treasury
Obligations
2.5%
U.S.
Treasury
Bills,
5.29%,
4/11/24 (9)
152,550,000
152,327
152,327
Total
Short-Term
Investments
(Cost
$284,278)
284,278
T.
ROWE
PRICE
International
Bond
Fund
(USD
Hedged)
Par/Shares
$
Value
(Cost
and
value
in
$000s)
SECURITIES
LENDING
COLLATERAL
1.6%
INVESTMENTS
IN
A
POOLED
ACCOUNT
THROUGH
SECURITIES
LENDING
PROGRAM
WITH
JPMORGAN
CHASE
BANK
1.6%
Money
Market
Funds
1.6%
T.
Rowe
Price
Government
Reserve
Fund,
5.39% (7)(8)
99,094,568
99,095
Total
Investments
in
a
Pooled
Account
through
Securities
Lending
Program
with
JPMorgan
Chase
Bank
99,095
Total
Securities
Lending
Collateral
(Cost
$99,095)
99,095
(Amounts
in
000s,
except
for
contracts)
OPTIONS
PURCHASED
0.0%
OTC
Options
Purchased
0.0%
Counterparty
Description
Contracts
Notional
Amount
$
Value
Citibank
EUR
/
MXN
Put,
5/10/24
@
MXN18.25
(EUR) (10)
2
83,566
1,402
HSBC
Bank
USD
/
JPY
Call,
5/1/24
@
JPY152.00 (10)
1
60,345
312
Total
Options
Purchased
(Cost
$729)
1,714
Total
Investments
in
Securities
99.5%
(Cost
$6,362,173)
$
6,065,103
Other
Assets
Less
Liabilities
0.5%
32,920
Net
Assets
100.0%
$
6,098,023
‡
Country
classifications
are
generally
based
on
MSCI
categories
or
another
unaffiliated
third
party
data
provider;
Par/Shares
and
Notional
Amount
are
denominated
in
the
currency
of
the
country
presented
unless
otherwise
noted.
(1)
Security
was
purchased
pursuant
to
Rule
144A
under
the
Securities
Act
of
1933
and
may
be
resold
in
transactions
exempt
from
registration
only
to
qualified
institutional
buyers.
Total
value
of
such
securities
at
period-end
amounts
to
$488,835
and
represents
8.0%
of
net
assets.
(2)
All
or
a
portion
of
this
security
is
on
loan
at
March
31,
2024.
(3)
Security
is
a
fix-to-float
security,
which
carries
a
fixed
coupon
until
a
certain
date,
upon
which
it
switches
to
a
floating
rate.
Reference
rate
and
spread
are
provided
if
the
rate
is
currently
floating.
(4)
Perpetual
security
with
no
stated
maturity
date.
T.
ROWE
PRICE
International
Bond
Fund
(USD
Hedged)
.
.
.
.
.
.
.
.
.
.
(5)
Security
has
the
ability
to
pay
in-kind
or
pay
in
cash.
When
applicable,
separate
rates
of
such
payments
are
disclosed.
(6)
Contingent
value
instrument
that
only
pays
out
if
a
portion
of
the
territory's
Sales
and
Use
Tax
outperforms
the
projections
in
the
Oversight
Board’s
Certified
Fiscal
Plan.
(7)
Seven-day
yield
(8)
Affiliated
Companies
(9)
At
March
31,
2024,
all
or
a
portion
of
this
security
is
pledged
as
collateral
and/or
margin
deposit
to
cover
future
funding
obligations.
(10)
Non-income
producing
1
Day
INR
MIBOR
One
day
INR
MIBOR
(Mumbai
interbank
offered
rate)
3M
EURIBOR
Three
month
EURIBOR
(Euro
interbank
offered
rate)
6M
EURIBOR
Six
month
EURIBOR
(Euro
interbank
offered
rate)
AUD
Australian
Dollar
BRL
Brazilian
Real
CAD
Canadian
Dollar
CHF
Swiss
Franc
CLP
Chilean
Peso
CNH
Offshore
China
Renminbi
COP
Colombian
Peso
CZK
Czech
Koruna
EGP
Egyptian
Pound
EUR
Euro
FRN
Floating
Rate
Note
GBP
British
Pound
GBP
SONIA
Sterling
Overnight
Index
Average
GO
General
Obligation
HUF
Hungarian
Forint
IDR
Indonesian
Rupiah
ILS
Israeli
Shekel
INR
Indian
Rupee
JPY
Japanese
Yen
KRW
South
Korean
Won
MXIBTIIE
Mexican
Interbank
28
day
interest
rate
MXN
Mexican
Peso
MYR
Malaysian
Ringgit
NOK
Norwegian
Krone
NZD
New
Zealand
Dollar
OTC
Over-the-counter
PEN
Peruvian
New
Sol
PIK
Payment-in-kind
PLN
Polish
Zloty
SEK
Swedish
Krona
SGD
Singapore
Dollar
T.
ROWE
PRICE
International
Bond
Fund
(USD
Hedged)
.
.
.
.
.
.
.
.
.
.
THB
Thai
Baht
TONA
Tokyo
overnight
average
rate
TRY
Turkish
Lira
TWD
Taiwan
Dollar
USD
U.S.
Dollar
VR
Variable
Rate;
rate
shown
is
effective
rate
at
period-end.
The
rates
for
certain
variable
rate
securities
are
not
based
on
a
published
reference
rate
and
spread
but
are
determined
by
the
issuer
or
agent
and
based
on
current
market
conditions.
ZAR
South
African
Rand
T.
ROWE
PRICE
International
Bond
Fund
(USD
Hedged)
(Amounts
in
000s,
except
for
contracts)
OPTIONS
WRITTEN
(0.2)%
OTC
Options
Written
(0.2)%
Counterparty
Description
Contracts
Notional
Amount
$
Value
Citibank
5
Year
Interest
Rate
Swap,
1/14/31
Pay
Fixed
2.45%
Annually,
Receive
Variable
3.851%
(6M
EURIBOR)
Semi-Annually,
1/12/26
@
2.45%*
(EUR)
1
275,900
(5,291)
Citibank
5
Year
Interest
Rate
Swap,
1/14/31
Receive
Fixed
2.45%
Annually,
Pay
Variable
3.851%
(6M
EURIBOR)
Semi-Annually,
1/12/26
@
2.45%*
(EUR)
1
275,900
(7,380)
Total
Options
Written
(Premiums
$(14,297))
$
(12,671)
*
Exercise
Spread
T.
ROWE
PRICE
International
Bond
Fund
(USD
Hedged)
(Amounts
in
000s)
SWAPS
(0.0)%
Description
Notional
Amount
$
Value
Upfront
Payments/
$
(Receipts)
Unrealized
$
Gain/(Loss)
BILATERAL
SWAPS
0.0%
Credit
Default
Swaps,
Protection
Sold
0.0%
Greece
0.0%
Bank
of
America,
Protection
Sold (Relevant
Credit:
Hellenic
Republic,
BBB-*),
Receive
1.00%
Quarterly,
Pay
upon
credit
default,
12/20/24
(USD)
*
17,964
124
(108)
232
Bank
of
America,
Protection
Sold (Relevant
Credit:
Hellenic
Republic,
BBB-*),
Receive
1.00%
Quarterly,
Pay
upon
credit
default,
12/20/29
(USD)
*
12,470
181
(360)
541
Barclays
Bank,
Protection
Sold (Relevant
Credit:
Hellenic
Republic,
BBB-*),
Receive
1.00%
Quarterly,
Pay
upon
credit
default,
6/20/24
(USD)
*
9,200
22
(25)
47
Barclays
Bank,
Protection
Sold (Relevant
Credit:
Hellenic
Republic,
BBB-*),
Receive
1.00%
Quarterly,
Pay
upon
credit
default,
12/20/24
(USD)
*
16,500
114
(13)
127
Citibank,
Protection
Sold (Relevant
Credit:
Hellenic
Republic,
BBB-*),
Receive
1.00%
Quarterly,
Pay
upon
credit
default,
6/20/25
(USD)
*
6,635
72
(92)
164
Morgan
Stanley,
Protection
Sold (Relevant
Credit:
Hellenic
Republic,
BBB-*),
Receive
1.00%
Quarterly,
Pay
upon
credit
default,
12/20/24
(USD)
*
4,911
34
(5)
39
Morgan
Stanley,
Protection
Sold (Relevant
Credit:
Hellenic
Republic,
BBB-*),
Receive
1.00%
Quarterly,
Pay
upon
credit
default,
6/20/25
(USD)
*
2,801
30
(31)
61
Total
Greece
(634)
1,211
Total
Bilateral
Credit
Default
Swaps,
Protection
Sold
(634)
1,211
Total
Bilateral
Swaps
(634)
1,211
T.
ROWE
PRICE
International
Bond
Fund
(USD
Hedged)
(Amounts
in
000s)
Description
Notional
Amount
$
Value
Initial
$
Value
**
Unrealized
$
Gain/(Loss)
CENTRALLY
CLEARED
SWAPS
(0.0)%
Credit
Default
Swaps,
Protection
Bought
(0.0)%
Canada
(0.0)%
Protection
Bought
(Relevant
Credit:
Bombardier),
Pay
5.00%
Quarterly,
Receive
upon
credit
default,
6/20/28
(USD)
14,510
(1,527)
(587)
(940)
Total
Canada
(940)
Total
Centrally
Cleared
Credit
Default
Swaps,
Protection
Bought
(940)
Credit
Default
Swaps,
Protection
Sold
0.0%
Foreign/Europe
0.0%
Protection
Sold
(Relevant
Credit:
Markit
iTraxx
Europe-S40,
5
Year
Index),
Receive
1.00%
Quarterly,
Pay
upon
credit
default,
12/20/28
110,050
2,610
2,069
541
Total
Foreign/Europe
541
Greece
0.0%
Protection
Sold
(Relevant
Credit:
Hellenic
Republic,
BBB-*),
Receive
1.00%
Quarterly,
Pay
upon
credit
default,
6/20/26
(USD)
3,700
61
39
22
Total
Greece
22
Spain
0.0%
Protection
Sold
(Relevant
Credit:
Cellnex
Telecom,
BBB-*),
Receive
5.00%
Quarterly,
Pay
upon
credit
default,
12/20/28
4,592
900
744
156
Total
Spain
156
Total
Centrally
Cleared
Credit
Default
Swaps,
Protection
Sold
719
Interest
Rate
Swaps
(0.0)%
China
0.0%
5
Year
Interest
Rate
Swap,
Receive
Fixed
2.283%
Quarterly,
Pay
Variable
2.000%
(7
Day
Interbank
Repo)
Quarterly,
8/18/28
235,500
287
—
287
5
Year
Interest
Rate
Swap,
Receive
Fixed
2.476%
Quarterly,
Pay
Variable
2.450%
(7
Day
Interbank
Repo)
Quarterly,
6/1/28
219,090
505
—
505
T.
ROWE
PRICE
International
Bond
Fund
(USD
Hedged)
(Amounts
in
000s)
Description
Notional
Amount
$
Value
Initial
$
Value**
Unrealized
$
Gain/(Loss)
5
Year
Interest
Rate
Swap,
Receive
Fixed
2.562%
Quarterly,
Pay
Variable
2.050%
(7
Day
Interbank
Repo)
Quarterly,
5/15/28
37,862
107
—
107
5
Year
Interest
Rate
Swap,
Receive
Fixed
2.568%
Quarterly,
Pay
Variable
2.400%
(7
Day
Interbank
Repo)
Quarterly,
5/16/28
128,613
366
—
366
5
Year
Interest
Rate
Swap,
Receive
Fixed
2.579%
Quarterly,
Pay
Variable
2.050%
(7
Day
Interbank
Repo)
Quarterly,
5/15/28
164,070
479
—
479
Total
China
1,744
Foreign/Europe
0.1%
2
Year
Interest
Rate
Swap,
Pay
Fixed
2.928%
Annually,
Receive
Variable
3.837%
(6M
EURIBOR)
Semi-Annually,
2/6/26
511,850
3,510
—
3,510
2
Year
Interest
Rate
Swap,
Receive
Fixed
3.155%
Annually,
Pay
Variable
0.000%
(6M
EURIBOR)
Semi-Annually,
4/2/26
996,750
25
—
25
5
Year
Interest
Rate
Swap,
Receive
Fixed
2.793%
Annually,
Pay
Variable
3.912%
(6M
EURIBOR)
Semi-Annually,
3/5/29
68,100
305
—
305
5
Year
Interest
Rate
Swap,
Receive
Fixed
2.807%
Annually,
Pay
Variable
3.908%
(6M
EURIBOR)
Semi-Annually,
3/5/29
135,871
707
11
696
5
Year
Interest
Rate
Swap,
Receive
Fixed
3.367%
Annually,
Pay
Variable
3.909%
(6M
EURIBOR)
Semi-Annually,
9/21/28
194,575
9,078
—
9,078
7
Year
Interest
Rate
Swap,
Receive
Fixed
2.638%
Annually,
Pay
Variable
3.938%
(6M
EURIBOR)
Semi-Annually,
12/17/29
47,260
(211)
—
(211)
9
Year
Interest
Rate
Swap,
Pay
Fixed
0.858%
Annually,
Receive
Variable
3.906%
(6M
EURIBOR)
Semi-Annually,
9/22/27
600
40
1
39
10
Year
Interest
Rate
Swap,
Receive
Fixed
0.830%
Annually,
Pay
Variable
3.908%
(6M
EURIBOR)
Semi-Annually,
3/2/32
40,250
(5,538)
—
(5,538)
10
Year
Interest
Rate
Swap,
Receive
Fixed
1.222%
Annually,
Pay
Variable
4.138%
(6M
EURIBOR)
Semi-Annually,
4/5/32
7,300
(841)
—
(841)
10
Year
Interest
Rate
Swap,
Receive
Fixed
1.640%
Annually,
Pay
Variable
4.092%
(6M
EURIBOR)
Semi-Annually,
5/3/32
30,750
(2,353)
—
(2,353)
10
Year
Interest
Rate
Swap,
Receive
Fixed
2.683%
Annually,
Pay
Variable
4.026%
(6M
EURIBOR)
Semi-Annually,
11/30/32
4,760
13
—
13
T.
ROWE
PRICE
International
Bond
Fund
(USD
Hedged)
(Amounts
in
000s)
Description
Notional
Amount
$
Value
Initial
$
Value**
Unrealized
$
Gain/(Loss)
10
Year
Interest
Rate
Swap,
Receive
Fixed
2.698%
Annually,
Pay
Variable
4.026%
(6M
EURIBOR)
Semi-Annually,
11/30/32
2,040
8
—
8
10
Year
Interest
Rate
Swap,
Receive
Fixed
2.730%
Annually,
Pay
Variable
4.070%
(6M
EURIBOR)
Semi-Annually,
11/23/32
88,800
545
—
545
30
Year
Interest
Rate
Swap,
Pay
Fixed
2.427%
Annually,
Receive
Variable
3.912%
(6M
EURIBOR)
Semi-Annually,
3/5/54
13,800
(281)
—
(281)
30
Year
Interest
Rate
Swap,
Pay
Fixed
2.447%
Annually,
Receive
Variable
3.908%
(6M
EURIBOR)
Semi-Annually,
3/4/54
27,700
(690)
11
(701)
30
Year
Interest
Rate
Swap,
Pay
Fixed
2.953%
Annually,
Receive
Variable
3.909%
(6M
EURIBOR)
Semi-Annually,
9/22/53
29,920
(4,554)
—
(4,554)
Total
Foreign/Europe
(260)
India
(0.0)%
7
Year
Interest
Rate
Swap,
Pay
Fixed
6.410%
Semi-Annually,
Receive
Variable
7.900%
(1
Day
INR
MIBOR)
Semi-Annually,
3/20/31
1,713,747
(27)
—
(27)
Total
India
(27)
Japan
(0.0)%
5
Year
Interest
Rate
Swap,
Pay
Fixed
0.418%
Annually,
Receive
Variable
(0.020)%
(JPY
TONA)
Annually,
8/10/28
58,400,000
(550)
—
(550)
5
Year
Interest
Rate
Swap,
Pay
Fixed
0.544%
Annually,
Receive
Variable
(0.006)%
(JPY
TONA)
Annually,
11/27/28
1,750,000
(62)
—
(62)
Total
Japan
(612)
Mexico
(0.1)%
7
Year
Interest
Rate
Swap,
Receive
Fixed
5.499%
28
Days,
Pay
Variable
11.472%
(MXIBTIIE)
28
Days,
5/4/27
525,000
(3,286)
—
(3,286)
Total
Mexico
(3,286)
T.
ROWE
PRICE
International
Bond
Fund
(USD
Hedged)
(Amounts
in
000s)
Description
Notional
Amount
$
Value
Initial
$
Value**
Unrealized
$
Gain/(Loss)
United
Kingdom
(0.0)%
2
Year
Interest
Rate
Swap,
Pay
Fixed
4.439%
Annually,
Receive
Variable
5.190%
(GBP
SONIA)
Annually,
3/27/26
645,500
(443)
—
(443)
Total
United
Kingdom
(443)
Total
Centrally
Cleared
Interest
Rate
Swaps
(2,884)
Total
Centrally
Cleared
Swaps
(3,105)
Net
payments
(receipts)
of
variation
margin
to
date
2,429
Variation
margin
receivable
(payable)
on
centrally
cleared
swaps
$
(676)
*
Credit
ratings
as
of
March
31,
2024.
Ratings
shown
are
from
Moody’s
Investors
Service
and
if
Moody’s
does
not
rate
a
security,
then
Standard
&
Poor’s
(S&P)
is
used.
Fitch
is
used
for
securities
that
are
not
rated
by
either
Moody’s
or
S&P.
**
Includes
interest
purchased
or
sold
but
not
yet
collected
of
$17.
T.
ROWE
PRICE
International
Bond
Fund
(USD
Hedged)
(Amounts
in
000s)
FORWARD
CURRENCY
EXCHANGE
CONTRACTS
Counterparty
Settlement
Receive
Deliver
Unrealized
Gain/(Loss)
Bank
of
America
4/5/24
IDR
371,519,799
USD
23,854
$
(433)
Bank
of
America
4/5/24
KRW
20,843,567
USD
15,739
(261)
Bank
of
America
4/9/24
TRY
260,336
USD
7,852
83
Bank
of
America
4/12/24
USD
15,263
MXN
261,371
(424)
Bank
of
America
4/19/24
USD
68,138
CAD
91,826
326
Bank
of
America
4/19/24
USD
833
EUR
763
10
Bank
of
America
5/17/24
USD
15,102
PLN
60,277
18
Bank
of
America
6/7/24
USD
188,926
MYR
901,001
(457)
Barclays
Bank
4/3/24
USD
27,221
TWD
837,181
1,060
Barclays
Bank
4/5/24
KRW
58,676,733
USD
44,684
(1,110)
Barclays
Bank
4/5/24
USD
4,169
INR
347,672
1
Barclays
Bank
4/5/24
USD
59,569
KRW
80,263,704
(36)
Barclays
Bank
4/9/24
TRY
260,336
USD
7,969
(34)
Barclays
Bank
4/9/24
USD
9,138
TRY
299,407
12
Barclays
Bank
4/12/24
ZAR
426,044
USD
22,727
(259)
Barclays
Bank
5/24/24
GBP
35,185
USD
44,892
(469)
Barclays
Bank
5/24/24
USD
16,719
EUR
15,482
(21)
Barclays
Bank
5/24/24
USD
381,042
GBP
302,320
(652)
Barclays
Bank
6/14/24
USD
465,998
CNH
3,333,493
5,356
Barclays
Bank
7/5/24
KRW
80,263,704
USD
59,855
(81)
BNP
Paribas
4/5/24
USD
15,558
KRW
20,890,721
44
BNP
Paribas
4/12/24
CZK
508,619
USD
22,571
(888)
BNP
Paribas
4/12/24
USD
22,720
ZAR
426,044
252
BNP
Paribas
4/19/24
USD
52,094
EUR
47,839
439
BNP
Paribas
4/19/24
USD
5,493
JPY
816,359
83
BNP
Paribas
5/24/24
GBP
1,826
USD
2,311
(6)
BNP
Paribas
5/24/24
SEK
699,469
USD
67,592
(2,092)
BNP
Paribas
5/24/24
USD
5,869
EUR
5,354
80
BNP
Paribas
6/7/24
USD
57,605
THB
2,056,227
918
BNP
Paribas
6/14/24
USD
36,810
CNH
265,957
59
BNP
Paribas
6/14/24
USD
107,415
SGD
142,604
1,429
BNP
Paribas
6/21/24
USD
841,740
EUR
769,836
8,356
BNY
Mellon
4/19/24
USD
625,304
EUR
568,411
11,552
Canadian
Imperial
Bank
of
Commerce
4/19/24
CAD
18,860
USD
13,979
(51)
Canadian
Imperial
Bank
of
Commerce
4/19/24
USD
122,695
CAD
164,427
1,268
Canadian
Imperial
Bank
of
Commerce
4/19/24
USD
2,120
EUR
1,938
28
Citibank
4/5/24
USD
17,827
IDR
279,455,365
211
Citibank
4/5/24
USD
455
INR
37,914
—
Citibank
4/12/24
HUF
9,399,205
USD
26,868
(1,144)
T.
ROWE
PRICE
International
Bond
Fund
(USD
Hedged)
(Amounts
in
000s)
FORWARD
CURRENCY
EXCHANGE
CONTRACTS
(CONTINUED)
Counterparty
Settlement
Receive
Deliver
Unrealized
Gain/(Loss)
Citibank
4/18/24
ILS
21,163
USD
5,644
$
116
Citibank
4/18/24
USD
6,639
ILS
24,728
(91)
Citibank
4/19/24
AUD
24,476
USD
16,448
(488)
Citibank
4/19/24
NOK
113,988
USD
10,637
(132)
Citibank
4/19/24
USD
45,367
EUR
41,617
430
Citibank
5/24/24
USD
1,822
EUR
1,673
13
Citibank
9/4/24
EGP
534,968
USD
11,748
(960)
Citibank
3/4/25
EGP
99,817
USD
1,910
(30)
Citibank
3/12/25
EGP
334,493
USD
5,979
302
Deutsche
Bank
4/5/24
IDR
1,432,387,778
USD
90,596
(299)
Deutsche
Bank
4/5/24
USD
1,152
INR
96,106
—
Deutsche
Bank
4/12/24
HUF
6,276,270
USD
17,665
(488)
Deutsche
Bank
4/12/24
USD
13,878
CZK
325,163
16
Deutsche
Bank
4/12/24
USD
8,598
HUF
3,107,145
94
Deutsche
Bank
4/19/24
USD
7,293
EUR
6,679
81
Deutsche
Bank
5/17/24
PLN
116,900
USD
28,784
469
Deutsche
Bank
5/24/24
GBP
7,617
USD
9,723
(106)
Deutsche
Bank
6/7/24
USD
681
MYR
3,233
2
Deutsche
Bank
7/5/24
USD
90,355
IDR
1,432,387,778
353
Goldman
Sachs
4/3/24
TWD
1,869,960
USD
58,737
(302)
Goldman
Sachs
4/3/24
USD
33,546
TWD
1,032,779
1,273
Goldman
Sachs
4/5/24
IDR
238,002,804
USD
15,311
(307)
Goldman
Sachs
4/5/24
USD
57,583
IDR
894,852,643
1,172
Goldman
Sachs
4/5/24
USD
20,470
INR
1,706,855
8
Goldman
Sachs
4/19/24
USD
61,998
CAD
83,047
669
Goldman
Sachs
6/4/24
BRL
206,203
USD
41,152
(298)
Goldman
Sachs
6/4/24
USD
16,959
BRL
85,460
27
Goldman
Sachs
6/7/24
USD
26,205
THB
931,543
524
Goldman
Sachs
7/5/24
USD
59,089
TWD
1,869,960
345
Goldman
Sachs
7/12/24
TRY
428,688
USD
11,887
(156)
HSBC
Bank
4/5/24
IDR
32,089,879
USD
2,049
(27)
HSBC
Bank
4/5/24
INR
1,230,703
USD
14,739
15
HSBC
Bank
4/5/24
INR
2,313,745
USD
27,759
(22)
HSBC
Bank
4/5/24
KRW
21,634,125
USD
16,283
(217)
HSBC
Bank
4/5/24
USD
6,795
IDR
106,063,828
109
HSBC
Bank
4/5/24
USD
15,447
IDR
245,590,507
(35)
HSBC
Bank
4/12/24
USD
30,260
CZK
704,907
208
HSBC
Bank
4/19/24
CAD
21,286
USD
15,750
(31)
HSBC
Bank
4/19/24
JPY
5,436,718
USD
36,997
(966)
HSBC
Bank
4/19/24
USD
144,310
JPY
21,384,932
2,584
HSBC
Bank
5/17/24
PLN
62,178
USD
15,751
(192)
HSBC
Bank
6/4/24
USD
24,188
BRL
120,743
266
T.
ROWE
PRICE
International
Bond
Fund
(USD
Hedged)
(Amounts
in
000s)
FORWARD
CURRENCY
EXCHANGE
CONTRACTS
(CONTINUED)
Counterparty
Settlement
Receive
Deliver
Unrealized
Gain/(Loss)
HSBC
Bank
7/5/24
USD
27,684
INR
2,313,745
$
23
HSBC
Bank
7/5/24
USD
14,696
INR
1,230,703
(17)
JPMorgan
Chase
4/5/24
USD
16,248
INR
1,355,901
(6)
JPMorgan
Chase
4/19/24
CHF
25,892
USD
29,682
(904)
JPMorgan
Chase
4/19/24
USD
120,875
AUD
180,704
3,047
JPMorgan
Chase
4/19/24
USD
60,956
JPY
9,102,493
630
JPMorgan
Chase
5/17/24
USD
20,834
PLN
83,728
(118)
JPMorgan
Chase
5/24/24
USD
48,172
EUR
44,390
174
Morgan
Stanley
4/5/24
PEN
169,276
USD
44,796
704
Morgan
Stanley
4/5/24
USD
38,345
PEN
141,751
243
Morgan
Stanley
4/5/24
USD
32,692
PEN
122,009
(103)
Morgan
Stanley
4/12/24
USD
7,646
MXN
131,668
(257)
Morgan
Stanley
4/19/24
CHF
13,170
USD
15,035
(397)
Morgan
Stanley
5/24/24
EUR
13,868
USD
15,159
(163)
Morgan
Stanley
6/7/24
USD
36,886
COP
147,540,524
(837)
RBC
Dominion
Securities
4/5/24
IDR
156,164,682
USD
9,982
(137)
RBC
Dominion
Securities
4/12/24
MXN
281,594
USD
16,255
645
RBC
Dominion
Securities
4/12/24
USD
5,729
MXN
98,260
(168)
RBC
Dominion
Securities
4/19/24
CAD
61,456
USD
45,470
(87)
RBC
Dominion
Securities
4/19/24
USD
156,518
EUR
142,091
3,092
RBC
Dominion
Securities
5/24/24
GBP
149
USD
191
(2)
Standard
Chartered
4/5/24
USD
21,302
PEN
78,351
242
Standard
Chartered
4/19/24
USD
58,609
NZD
93,893
2,511
State
Street
4/12/24
MXN
286,632
USD
16,447
756
State
Street
4/12/24
USD
44,146
MXN
751,329
(946)
State
Street
4/19/24
CAD
2,992
USD
2,242
(32)
State
Street
4/19/24
JPY
1,566,345
USD
10,847
(466)
State
Street
4/19/24
USD
3,924
EUR
3,601
35
State
Street
4/19/24
USD
774,739
JPY
110,763,980
40,665
State
Street
4/19/24
USD
10,936
NOK
113,988
431
State
Street
5/24/24
USD
729,853
EUR
674,827
171
State
Street
6/14/24
CNH
319,038
USD
44,049
37
State
Street
6/21/24
EUR
25,381
USD
27,638
(162)
UBS
Investment
Bank
4/5/24
USD
45,174
IDR
704,202,599
781
UBS
Investment
Bank
4/12/24
CZK
355,590
USD
15,767
(607)
UBS
Investment
Bank
4/12/24
HUF
6,121,295
USD
17,513
(760)
UBS
Investment
Bank
4/12/24
USD
21,100
CZK
487,020
338
UBS
Investment
Bank
4/19/24
CHF
24,818
USD
28,876
(1,292)
UBS
Investment
Bank
4/19/24
JPY
4,873,295
USD
33,168
(871)
UBS
Investment
Bank
4/19/24
USD
75,530
CHF
63,880
4,531
UBS
Investment
Bank
4/19/24
USD
558
EUR
511
7
UBS
Investment
Bank
4/19/24
USD
62,450
JPY
9,311,468
740
T.
ROWE
PRICE
International
Bond
Fund
(USD
Hedged)
(Amounts
in
000s)
FORWARD
CURRENCY
EXCHANGE
CONTRACTS
(CONTINUED)
Counterparty
Settlement
Receive
Deliver
Unrealized
Gain/(Loss)
UBS
Investment
Bank
5/10/24
CLP
27,688,171
USD
29,164
$
(939)
UBS
Investment
Bank
5/24/24
USD
11,978
EUR
10,980
105
UBS
Investment
Bank
5/24/24
USD
124,580
SEK
1,300,565
2,793
UBS
Investment
Bank
6/7/24
USD
12,143
COP
48,526,618
(264)
UBS
Investment
Bank
6/7/24
USD
26,175
THB
937,785
322
Wells
Fargo
4/5/24
PEN
86,418
USD
23,168
60
Wells
Fargo
4/5/24
PEN
86,417
USD
23,347
(118)
Wells
Fargo
5/10/24
CLP
45,883,393
USD
48,522
(1,750)
Wells
Fargo
6/7/24
USD
12,169
COP
49,016,785
(364)
Wells
Fargo
7/5/24
USD
23,316
PEN
86,417
125
Wells
Fargo
7/5/24
USD
23,135
PEN
86,417
(56)
Net
unrealized
gain
(loss)
on
open
forward
currency
exchange
contracts
$
78,481
T.
ROWE
PRICE
International
Bond
Fund
(USD
Hedged)
FUTURES
CONTRACTS
($000s)
Expiration
Date
Notional
Amount
Value
and
Unrealized
Gain
(Loss)
Short,
408
Commonwealth
of
Australia
ten
year
bond
contracts
6/24
(30,995)
$
14
Long,
712
Commonwealth
of
Australia
three
year
bond
contracts
6/24
49,605
3
Long,
395
Euro
BOBL
contracts
6/24
50,392
200
Short,
98
Euro
SCHATZ
contracts
6/24
(11,175)
2
Long,
1,168
Government
of
Canada
ten
year
bond
contracts
6/24
103,767
(381)
Short,
61
Government
of
Japan
ten
year
bond
contracts
6/24
(58,784)
(79)
Long,
1,998
Republic
of
South
Korea
ten
year
bond
contracts
6/24
168,567
(492)
Short,
1,325
Republic
of
South
Korea
three
year
bond
contracts
6/24
(103,195)
144
Net
payments
(receipts)
of
variation
margin
to
date
325
Variation
margin
receivable
(payable)
on
open
futures
contracts
$
(264)
T.
ROWE
PRICE
International
Bond
Fund
(USD
Hedged)
The
accompanying
notes
are
an
integral
part
of
this
Portfolio
of
Investments.
AFFILIATED
COMPANIES
($000s)
The
fund
may
invest
in
certain
securities
that
are
considered
affiliated
companies.
As
defined
by
the
1940
Act,
an
affiliated
company
is
one
in
which
the
fund
owns
5%
or
more
of
the
outstanding
voting
securities,
or
a
company
that
is
under
common
ownership
or
control.
The
following
securities
were
considered
affiliated
companies
for
all
or
some
portion
of
the
three
months
ended
March
31,
2024.
Net
realized
gain
(loss),
investment
income,
change
in
net
unrealized
gain/loss,
and
purchase
and
sales
cost
reflect
all
activity
for
the
period
then
ended.
Affiliate
Net
Realized
Gain
(Loss)
Change
in
Net
Unrealized
Gain/Loss
Investment
Income
T.
Rowe
Price
Government
Reserve
Fund,
5.39%
$
—
$
—
$
1,963++
Totals
$
—#
$
—
$
1,963+
Supplementary
Investment
Schedule
Affiliate
Value
12/31/23
Purchase
Cost
Sales
Cost
Value
03/31/24
T.
Rowe
Price
Government
Reserve
Fund,
5.39%
$
167,811
¤
¤
$
231,046
Total
$
231,046^
#
Capital
gain
distributions
from
underlying
Price
funds
represented
$0
of
the
net
realized
gain
(loss).
++
Excludes
earnings
on
securities
lending
collateral,
which
are
subject
to
rebates
and
fees.
+
Investment
income
comprised
$1,963
of
dividend
income
and
$0
of
interest
income.
¤
Purchase
and
sale
information
not
shown
for
cash
management
funds.
^
The
cost
basis
of
investments
in
affiliated
companies
was
$231,046.
T.
ROWE
PRICE
International
Bond
Fund
(USD
Hedged)
Unaudited
Notes
to
Portfolio
of
Investments
T.
Rowe
Price
International
Bond
Fund
(USD
Hedged) (the
fund) is
registered
under
the
Investment
Company
Act
of
1940
(the
1940
Act)
as
an
open-end
management
investment
company
and
follows
accounting
and
reporting
guidance
of
the
Financial
Accounting
Standards
Board
Accounting
Standards
Codification
Topic
946.
The
accompanying
Portfolio
of
Investments
was
prepared
in
accordance
with
accounting
principles
generally
accepted
in
the
United
States
of
America
(GAAP).
For
additional
information
on
the
fund’s
significant
accounting
policies
and
investment
related
disclosures,
please
refer
to
the
fund’s most
recent
semiannual
or
annual
shareholder
report
and
its
prospectus.
VALUATION
Fair
Value
The
fund’s
financial
instruments
are
valued
at
the
close
of
the
New
York
Stock
Exchange
(NYSE),
normally
4
p.m.
ET,
each
day
the
NYSE
is
open
for
business,
and
are
reported
at
fair
value,
which
GAAP
defines
as
the
price
that
would
be
received
to
sell
an
asset
or
paid
to
transfer
a
liability
in
an
orderly
transaction
between
market
participants
at
the
measurement
date. The fund’s
Board
of
Directors
(the
Board)
has
designated
T.
Rowe
Price
Associates,
Inc.
as
the
fund’s
valuation
designee
(Valuation
Designee).
Subject
to
oversight
by
the
Board,
the
Valuation
Designee
performs
the
following
functions
in
performing
fair
value
determinations:
assesses
and
manages
valuation
risks;
establishes
and
applies
fair
value
methodologies;
tests
fair
value
methodologies;
and
evaluates
pricing
vendors
and
pricing
agents.
The
duties
and
responsibilities
of
the
Valuation
Designee
are
performed
by
its
Valuation
Committee. The
Valuation
Designee provides
periodic
reporting
to
the
Board
on
valuation
matters.
Various
valuation
techniques
and
inputs
are
used
to
determine
the
fair
value
of
financial
instruments.
GAAP
establishes
the
following
fair
value
hierarchy
that
categorizes
the
inputs
used
to
measure
fair
value:
Level
1
–
quoted
prices
(unadjusted)
in
active
markets
for
identical
financial
instruments
that
the
fund
can
access
at
the
reporting
date
Level
2
–
inputs
other
than
Level
1
quoted
prices
that
are
observable,
either
directly
or
indirectly
(including,
but
not
limited
to,
quoted
prices
for
similar
financial
instruments
in
active
markets,
quoted
prices
for
identical
or
similar
financial
instruments
in
inactive
markets,
interest
rates
and
yield
curves,
implied
volatilities,
and
credit
spreads)
Level
3
–
unobservable
inputs
(including
the Valuation
Designee’s assumptions
in
determining
fair
value)
T.
ROWE
PRICE
International
Bond
Fund
(USD
Hedged)
Observable
inputs
are
developed
using
market
data,
such
as
publicly
available
information
about
actual
events
or
transactions,
and
reflect
the
assumptions
that
market
participants
would
use
to
price
the
financial
instrument.
Unobservable
inputs
are
those
for
which
market
data
are
not
available
and
are
developed
using
the
best
information
available
about
the
assumptions
that
market
participants
would
use
to
price
the
financial
instrument.
GAAP
requires
valuation
techniques
to
maximize
the
use
of
relevant
observable
inputs
and
minimize
the
use
of
unobservable
inputs.
When
multiple
inputs
are
used
to
derive
fair
value,
the
financial
instrument
is
assigned
to
the
level
within
the
fair
value
hierarchy
based
on
the
lowest-level
input
that
is
significant
to
the
fair
value
of
the
financial
instrument.
Input
levels
are
not
necessarily
an
indication
of
the
risk
or
liquidity
associated
with
financial
instruments
at
that
level
but
rather
the
degree
of
judgment
used
in
determining
those
values.
Valuation
Techniques
Debt
securities
generally
are
traded
in
the over-the-counter
(OTC)
market
and
are
valued
at
prices
furnished
by
independent
pricing
services
or
by
broker
dealers
who
make
markets
in
such
securities.
When
valuing
securities,
the
independent
pricing
services
consider
factors
such
as,
but
not
limited
to,
the
yield
or
price
of
bonds
of
comparable
quality,
coupon,
maturity,
and
type,
as
well
as
prices
quoted
by
dealers
who
make
markets
in
such
securities.
Investments
denominated
in
foreign
currencies
are
translated
into
U.S.
dollar
values
each
day
at
the
prevailing
exchange
rate,
using
the
mean
of
the
bid
and
asked
prices
of
such
currencies
against
U.S.
dollars
as
provided
by
an
outside
pricing
service.
Investments
in
mutual
funds
are
valued
at
the
mutual
fund’s
closing
NAV
per
share
on
the
day
of
valuation.
Listed
options,
and
OTC
options
with
a
listed
equivalent,
are
valued
at
the
mean
of
the
closing
bid
and
asked
prices
and
exchange-traded
options
on
futures
contracts
are
valued
at
closing
settlement
prices.
Futures
contracts
are
valued
at
closing
settlement
prices.
Forward
currency
exchange
contracts
are
valued
using
the
prevailing
forward
exchange
rate.
Swaps
are
valued
at
prices
furnished
by
an
independent
pricing
service
or
independent
swap
dealers.
Investments
for
which
market
quotations are
not
readily
available
or
deemed
unreliable
are
valued
at
fair
value
as
determined
in
good
faith
by
the
Valuation
Designee.
The
Valuation
Designee
has
adopted
methodologies
for
determining
the
fair
value
of
investments
for
which
market
quotations
are
not
readily
available
or
deemed
unreliable,
including
the
use
of
other
pricing
sources.
Factors
used
in
determining
fair
value
vary
by
type
of
investment
and
may
include
market
or
investment
specific
considerations.
The
Valuation
Designee typically
will
afford
greatest
weight
to
actual
prices
in
arm’s
length
transactions,
to
the
extent
they
represent
orderly
transactions
between
market
participants,
transaction
information
can
be
reliably
obtained,
and
prices
are
deemed
representative
of
fair
value.
However,
the
Valuation
Designee may
also
consider
other
T.
ROWE
PRICE
International
Bond
Fund
(USD
Hedged)
valuation
methods
such
as
market-based
valuation
multiples;
a
discount
or
premium
from
market
value
of
a
similar,
freely
traded
security
of
the
same
issuer;
discounted
cash
flows;
yield
to
maturity;
or
some
combination.
Fair
value
determinations
are
reviewed
on
a
regular
basis.
Because
any
fair
value
determination
involves
a
significant
amount
of
judgment,
there
is
a
degree
of
subjectivity
inherent
in
such
pricing
decisions. Fair
value
prices
determined
by
the
Valuation
Designee could
differ
from
those
of
other
market
participants,
and
it
is
possible
that
the
fair
value
determined
for
a
security
may
be
materially
different
from
the
value
that
could
be
realized
upon
the
sale
of
that
security.
Valuation
Inputs
The
following
table
summarizes
the
fund’s
financial
instruments,
based
on
the
inputs
used
to
determine
their
fair
values
on
March
31,
2024
(for
further
detail
by
category,
please
refer
to
the
accompanying
Portfolio
of
Investments):
($000s)
Level
1
Level
2
Level
3
Total
Value
Assets
Fixed
Income
Securities
1
$
—
$
5,680,016
$
—
$
5,680,016
Short-Term
Investments
131,951
152,327
—
284,278
Securities
Lending
Collateral
99,095
—
—
99,095
Options
Purchased
—
1,714
—
1,714
Total
Securities
231,046
5,834,057
—
6,065,103
Swaps*
—
17,259
—
17,259
Forward
Currency
Exchange
Contracts
—
103,869
—
103,869
Futures
Contracts*
363
—
—
363
Total
$
231,409
$
5,955,185
$
—
$
6,186,594
Liabilities
Options
Written
$
—
$
12,671
$
—
$
12,671
Swaps*
—
19,787
—
19,787
Forward
Currency
Exchange
Contracts
—
25,388
—
25,388
Futures
Contracts*
952
—
—
952
Total
$
952
$
57,846
$
—
$
58,798
1
Includes
Asset-Backed
Securities,
Corporate
Bonds,
Government
Bonds
and
Municipal
Securities.
T.
ROWE
PRICE
International
Bond
Fund
(USD
Hedged)
OTHER
MATTERS
Unpredictable
events
such
as
environmental
or
natural
disasters,
war
and
conflict,
terrorism,
geopolitical
events,
and
public
health
epidemics and
similar
public
health
threats
may
significantly
affect
the
economy
and
the
markets
and
issuers
in
which
the fund
invests.
Certain
events
may
cause
instability
across
global
markets,
including
reduced
liquidity
and
disruptions
in
trading
markets,
while
some
events
may
affect
certain
geographic
regions,
countries,
sectors,
and
industries
more
significantly
than
others,
and
exacerbate
other
pre-existing
political,
social,
and
economic
risks.
The
global
outbreak
of
COVID-19
and
the
related
governmental
and
public
responses
have
led
and
may
continue
to
lead
to
increased
market
volatility
and
the
potential
for
illiquidity
in
certain
classes
of
securities
and
sectors
of
the
market
either
in
specific
countries
or
worldwide.
In
February
2022,
Russian
forces
entered
Ukraine
and
commenced
an
armed
conflict,
leading
to
economic
sanctions imposed
on
Russia
that
target certain
of
its
citizens
and
issuers
and
sectors
of
the
Russian
economy,
creating
impacts
on
Russian-related
stocks
and
debt
and
greater
volatility
in
global
markets.
In
March
2023,
the
banking
industry
experienced
heightened
volatility,
which
sparked
concerns
of
potential
broader
adverse
market
conditions.
The
extent
of
impact
of
these
events
on
the
US
and
global
markets
is
highly
uncertain.
These
are
recent
examples
of
global
events
which
may
have
a
negative
impact
on
the
values
of
certain
portfolio
holdings
or
the fund’s
overall
performance.
Management
is
actively
monitoring
the
risks
and
financial
impacts
arising
from
these
events.
F1114-054Q1
03/24
*
The
fair
value
presented
includes
cumulative
gain
(loss)
on
open
futures
contracts
and
centrally
cleared
swaps;
however,
the
net
value
reflected
on
the
accompanying
Portfolio
of
Investments
is
only
the
unsettled
variation
margin
receivable
(payable)
at
that
date.