# EDGAR Filing Document

**Accession Number:** 0001707770
**File Stem:** 0001707770-23-000015
**Filing Date:** 2023-3
**Character Count:** 1400809
**Document Hash:** d5061e02e2df20f53dbedd57acfc71b0
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001707770-23-000015.hdr.sgml**: 20230330

**ACCESSION NUMBER**: 0001707770-23-000015

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20230131

**FILED AS OF DATE**: 20230330

**DATE AS OF CHANGE**: 20230330

**PERIOD START**: 20231031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** T. Rowe Price Multi-Strategy Total Return Fund, Inc.
- **CENTRAL INDEX KEY:** 0001707770
- **IRS NUMBER:** 821995650
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23261
- **FILM NUMBER:** 23779035

**BUSINESS ADDRESS:**
- **STREET 1:** 100 EAST PRATT STREET
- **CITY:** BALTIMORE
- **STATE:** MD
- **ZIP:** 21202
- **BUSINESS PHONE:** 410-345-4981

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

## Series and Classes Contracts Data

### T. Rowe Price Multi-Strategy Total Return Fund (Series ID: S000058608)

| Class ID   | Class Name                                             | Ticker Symbol   |
|:---|:---|:---|
| C000192517 | T. Rowe Price Multi-Strategy Total Return Fund         | TMSRX           |
| C000192519 | T. Rowe Price Multi-Strategy Total Return Fund-I Class | TMSSX           |

## Nport-Ex

T. ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND

January 31, 2023 (Unaudited)

PORTFOLIO OF INVESTMENTS

Par/Shares $ Value

(Cost and value in $000s)

ALBANIA 0.1%

Government Bonds 0.1%

Republic of Albania, 3.50%, 11/23/31 (EUR) 260,000 235

1

T. ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND

Total Albania (Cost $246)

|  | Par/Shares | 235 $ Value |
| --- | --- | --- |
| ARGENTINA (0.0%) |  |  |
| All Holdings, Cincir (USD) (1) | 10,376 | 49 |
| Common Stock (0.0%) |  |  |
| MercadoLibre (USD) (1) | 82 | 494 |
| Corporate Bonds (0.0%) |  |  |
| Total Argentina (Cost $70) |  | 97 |
| Braskem Netherlands Finance, 5.875%, 1/31/50 (USD) (2)(3) | 200,000 | 166 |
| ERO Copper, 6.50%, 2/15/30 (USD) (3) | 440,000 | 375 |

2

# **AUSTRALIA 0.2%**

Globo Comunicacao e Participacoes, 4.875%, 1/22/30

CUBO (1)

Colinion Stocks 0.0%

Globo Comunicacao e Participacoes, 5.50%, 1/14/32 (USD) (3)

Gross Profit 0.0%

Dividends 0.0%

Dividends 0.0%

Dividends 0.125%, 1/14/31 (USD) (2)

Gross Profit 0.125%, 1/14/31 (USD) (2)

Gross Profit 0.125%, 1/14/31 (USD) (2)

Gross Profit 0.125%, 1/14/31 (USD) (2)

Gross Profit 0.125%, 1/14/31 (USD) (2)

Gross Profit 0.125%, 1/14/31 (USD) (2)

Gross Profit 0.125%, 1/14/31 (USD) (2)

Gross Profit 0.125%, 1/14/31 (USD) (2)

Gross Profit 0.125%, 1/14/31 (USD) (2)

Gross Profit 0.125%, 1/14/31 (USD) (2)

Gross Profit 0.125%, 1/14/31 (USD) (2)

Gross Profit 0.125%, 1/14/31 (USD) (2)

Gross Profit 0.125%, 1/14/31 (USD) (2)

Gross Profit 0.125%, 1/14/31 (USD) (2)

Gross Profit 0.125%, 1/14/31 (USD) (2)

Gross Profit 0.125%, 1/14/31 (USD) (2)

Gross Profit 0.125%, 1/14/31 (USD) (2)

Gross Profit 0.125%, 1/14/31 (USD) (2)

Gross Profit 0.125%, 1/14/31 (USD) (2)

Gross Profit 0.125%, 1/14/31 (USD) (2)

Gross Profit 0.125%, 1/14/31 (USD) (2)

Gross Profit 0.125%, 1/14/31 (USD) (2)

Gross Profit 0.125%, 1/14/31 (USD) (2)

Gross Profit 0.125%, 1/14/31 (USD) (2)

Gross Profit 0.125%, 1/14/31 (USD) (2)

Gross Profit 0.125%, 1/14/31 (USD) (2)

Gross Profit 0.125%, 1/14/31 (USD) (2)

Gross Profit 0.125%, 1/14/31 (USD) (2)

Gross Profit 0.125%, 1/14/31 (USD) (2)

Gross Profit 0.125%, 1/14/31 (USD) (2)

Gross Profit 0.125%, 1/14/31 (USD) (2)

Gross Profit 0.125%, 1/14/31 (USD) (2)

Gross Profit 0.125%, 1/14/31 (USD) (2)

Gross Profit 0.125%, 1/14/31 (USD) (2)

Gross Profit 0.125%, 1/14/31 (USD) (2)

Gross Profit 0.125%, 1/14/31 (USD) (2)

Gross Profit 0.125%, 1/14/31 (USD) (2)

Gross Profit 0.125%, 1/14/31 (USD) (2)

Gross Profit 0.125%, 1/14/31 (USD) (2)

Gross Profit 0.125%, 1/14/31 (USD) (2)

Gross Profit 0.125%, 1/14/31 (USD) (2)

Gross Profit 0.125%, 1/14/31 (USD) (2)

Gross Profit 0.125%, 1/14/31 (USD) (2)

Gross Profit 0.125%, 1/14/31 (USD) (2)

Gross Profit 0.125%, 1/14/31 (USD) (2)

Gross Profit 0.125%, 1/14/31 (USD) (2)

Gross Profit 0.125%, 1/14/31 (USD) (2)

Gross Profit 0.125%, 1/14/31 (USD) (2)

Gross Profit 0.125%, 1/14/31 (USD) (2)

Gross Profit 0.125%, 1/14/31 (USD) (2)

Gross Profit 0.125%, 1/14/31 (USD) (2)

Gross Profit 0.125%, 1/14/31 (USD) (2)

Gross Profit 0.125%, 1/14/31 (USD) (2)

Gross Profit 0.125%, 1/14/31 (USD) (2)

Gross Profit 0.125%, 1/14/31 (USD) (2)

Gross Profit 0.125%, 1/14/31 (USD) (2)

Gross Profit 0.125%, 1/14/31 (USD) (2)

Gross Profit 0.125%, 1/14/31 (USD) (2)

Gross Profit 0.125%, 1/14/31 (USD) (2)

Gross Profit 0.125%, 1/14/31 (USD) (2)

Gross Profit 0.125%, 1/14/31 (USD) (2)

Gross Profit 0.125%, 1/14/31 (USD) (2)

Gross Profit 0.125%, 1/14/31 (USD) (2)

Gross Profit 0.125%, 1/14/31 (USD) (2)

Gross Profit 0.125%, 1/14/31 (USD) (2)

Gross Profit 0.125%, 1/14/31 (USD) (2)

Gross Profit 0.125%, 1/14/31 (USD) (2)

Gross Profit 0.125%, 1/14/31 (USD) (2)

Gross Profit 0.125%, 1/14/31 (USD) (2)

Gross Profit 0.125%, 1/14/31 (USD) (2)

Gross Profit 0.125%, 1/14/31 (USD) (2)

Gross Profit 0.125%, 1/14/31 (USD) (2)

Gross Profit 0.125%, 1/14/31 (USD) (2)

Gross Profit 0.125%, 1/14/31 (USD) (2)

Gross Profit 0.125%, 1/14/31 (USD) (2)

Gross Profit 0.125%, 1/14/31 (USD) (2)

Gross Profit 0.125%, 1/14/31 (USD) (2)

Gross Profit 0.125%, 1/14/31 (USD) (2)

Gross Profit 0.125%, 1/14/31 (USD) (2)

Gross Profit 0.125%, 1/14/31 (USD) (2)

Gross Profit 0.125%, 1/14/31 (USD) (2)

Gross Profit 0.125%, 1/14/31 (USD) (2)

Gross Profit 0.125%, 1/14/31 (USD) (2)

Gross Profit 0.125%, 1/14/31 (USD) (2)

Gross Profit 0.125%, 1/14/31 (USD) (2)

Gross Profit 0.125%, 1/14/31 (USD) (2)

Gross Profit 0.125%, 1/14/31 (USD) (2)

Gross Profit 0.125%, 1/14/31 (USD) (2)

Gross Profit 0.125%, 1/14/31 (USD) (2)

Gross Profit 0.125%, 1/14/31 (USD) (2)

Gross Profit 0.125%, 1/14/31 (USD) (2)

Gross Profit 0.125%, 1/14/31 (USD) (2)

Gross Profit 0.125%, 1/14/31 (USD) (2)

Gross Profit 0.125%, 1/14/31 (USD) (2)

Gross Profit 0.125%, 1/14/31 (USD) (2)

Gross Profit 0.125%, 1/14/31 (USD) (2)

Gross Profit 0.125%, 1/14/31 (USD) (2)

Gross Profit 0.125%, 1/14/31 (USD) (2)

Gross Profit 0.125%, 1/14/31 (USD) (2)

Gross Profit 0.125%, 1/14/31 (USD) (2)

Gross Profit 0.125%, 1/14/31 (USD) (2)

Gross Profit 0.125%, 1/14/31 (USD) (2)

Gross Profit 0.125%, 1/14/31 (USD) (2)

Gross Profit 0.125%, 1/14/31 (USD) (2)

Gross Profit 0.125%, 1/14/31 (USD) (2)

T. ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND

| Toronto Commission Bank, H.R. 9.125%, 10/31/82 (USD) (P) | 1,000,000 | 141 |
| --- | --- | --- |
| Toronto Commission Bank, National, Series NTNF, 10.00%, 1/1/27 | 18,000,000 | 6 Value |
| Government Bonds 0.2% |  |  |
| Brazil Notas do Trường Nacional, Series NTNF, 10.00%, 1/1/31 | 3,083,000 | 1,728 |
| Toronto Commission de Assistencia, Series 162, 1.75%, 6/21/51 | 1,165,000 | 517 |
| Toronto Commission de Assistencia, Series NTNF, 10.00%, 1/1/33 | 826,000 | 3,668 |
| Total Canada (Cost $3,000) | 3,600 | 2,138 |
| Shenzhen Insurance Technology, A Shares (CNH) |  | 4,055 |
| Total Australia (Cost $634) |  | 6,582 |
| Total Brazil (Cost $5,000) |  | 6,601 |
| Convertible Bonds 0.2% |  |  |
| Fixed Trade Bonds 0.2% |  |  |
| Corporate Bonds 5/1/26 (USD) | 230,000 | 309 |
| Vnet Group, Zero Coupon, 2/1/26 (USD) | 530,000 | 456 |

3

T. ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND

| AES Andes, VR, 7.125%, 3/26/79 (USD) (6) | 310,000 | 301 |
| --- | --- | --- |
| Estadística, 0.1% | Par/Shares | $ Value |
| Estadística, 0.1% | 300,000 | 193 |
| Estadística, 0.1% | 300,000 | 213 |
| Estadística, 0.1% | 300,000 | 276 |
| Estadística, 0.1% | 1,510,000 | 894 |
| Estadística, 0.1% | 310,000 | 290 |
| Estadística, 0.1% | 200,000 | 195 |
| Estadística, 0.1% | 310,000 | 218 |
| Estadística, 0.1% | 200,000 | 45 |
| Estadística, 0.1% | 200,000 | 1,288 |
| Estadística, 0.1% | 420,000 | 402 |

4

T. ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND

| Commonwealth of Bahamas, 4.00%, 11/21/28 (USD) (2)(3) | 318,000 | 255 |
| --- | --- | --- |
| Total Charges (Cost $125) | 318,000 | 255 |
| Total Bahamas (Cost $235) 3.00%, 1/13/26 (USD) | 313,000 | 255 |
| Common Stocks 0.4% |  |  |
| Common Stocks 0.5% |  | 1,298 |
| Branded Stocks 0.5% | 465 | 17 |
| Total Other (Cost $3,731) | 22,185 | 3,762 |
| Common Stock, Current, Class A (USD) (1) |  |  |
| Common Stock, Current, Class B (USD) (1) | 6,882 | 349 |
| Common Stock, Current, Class C (USD), Series 138, 1.75%, 6/23/32 | 16,009,000 | 539 |
| Common Stock, Current, Class D (USD) | 174,500 | 149 |
| Total Other (Cost $552) | 64,000 | 578 |
| Total Common Stock, Current, Class H (HKD) (1) |  |  |
| Common Stock, Current, Class I (USD) (1) | 6,645 | 315 |

5

T. ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND

| Balance Paid 8/30/26 (USD) (2) | 640,000 | 540 |
| --- | --- | --- |
| Balance Paid 8/30/26 (USD) (1) |  |  |
| Balance Paid 8/30/26, 5/12/26 (USD) | Precedents | $ Value |
| Balance Paid 8/30/26, 5/12/26 (USD) (1) |  |  |
| Balance Paid 8/30/26, 12/18/29 (USD) (6) | 300,000 | 200 |
| Balance Paid 8/30/26, 12/18/29 (USD) (6) | 300,000 | 200 |
| Balance Paid 8/30/26, 12/18/29 (USD) (6) | 300,000 | 200 |
| Balance Paid 8/30/26, 12/18/29 (USD) (6) | 300,000 | 200 |

| Balance Paid 8/30/26, 12/18/29 (USD) (6) | 300,000 | 200 |
| --- | --- | --- |
| Balance Paid 8/30/26, 12/18/29 (USD) (6) | 300,000 | 200 |
| Balance Paid 8/30/26, 12/18/29 (USD) (6) | 300,000 | 200 |

| Balance Paid 8/30/26, 12/18/29 (USD) (6) | 300,000 | 200 |
| --- | --- | --- |
| Balance Paid 8/30/26, 12/18/29 (USD) (6) | 300,000 | 200 |

| Balance Paid 8/30/26, 12/18/29 (USD) (6) | 300,000 | 200 |
| --- | --- | --- |

| Balance Paid 8/30/26, 12/18/29 (USD) (6) | 300,000 | 200 |
| --- | --- | --- |

| Balance Paid 8/30/26, 12/18/29 (USD) (6) | 300,000 | 200 |
| --- | --- | --- |

| Balance Paid 8/30/26, 12/18/29 (USD) (6) | 300,000 | 200 |
| --- | --- | --- |

| Balance Paid 8/30/26, 12/18/29 (USD) (6) | 300,000 | 200 |
| --- | --- | --- |

| Balance Paid 8/30/26, 12/18/29 (USD) (6) | 300,000 | 200 |
| --- | --- | --- |

| Balance Paid 8/30/26, 12/18/29 (USD) (6) | 300,000 | 200 |
| --- | --- | --- |

| Balance Paid 8/30/26, 12/18/29 (USD) (6) | 300,000 | 200 |
| --- | --- | --- |

| Balance Paid 8/30/26, 12/18/29 (USD) (6) | 300,000 | 200 |
| --- | --- | --- |

<table><tr><td></td></tr></table>

| Balance Paid 8/30/26, 12/18/29 (USD) (6) | 300,000 | 200 |
| --- | --- | --- |

| Balance Paid 8/30/26, 12/18/29 (USD) (6) | 300,000 | 200 |
| --- | --- | --- |

| Balance Paid 8/30/26, 12/18/29 (USD) (6) | 300,000 | 200 |
| --- | --- | --- |

<table><tr><td></td></tr></table>

| Balance Paid 8/30/26, 12/18/29 (USD) (6) | 300,000 | 200 |
| --- | --- | --- |

| Balance Paid 8/30/26, 12/18/29 (USD) (6) | 300,000 | 200 |
| --- | --- | --- |

<table><tr><td></td></tr></table>

| Balance Paid 8/30/26, 12/18/29 (USD) (6) | 300,000 | 200 |
| --- | --- | --- |

<table><tr><td></td></tr></table>

| Balance Paid 8/30/26, 12/18/29 (USD) (6) | 300,000 | 200 |
| --- | --- | --- |

<table><tr><td></td></tr></table>

| Balance Paid 8/30/26, 12/18/29 (USD) (6) | 300,000 | 200 |
| --- | --- | --- |

<table><tr><td></td></tr></table>

| Balance Paid 8/30/26, 12/18/29 (USD) (6) | 300,000 | 200 |
| --- | --- | --- |

<table><tr><td></td></tr></table>

| Balance Paid 8/30/26, 12/18/29 (USD) (6) | 300,000 | 200 |
| --- | --- | --- |

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| Balance Paid 8/30/26, 12/18/29 (USD) (6) | 300,000 | 200 |
| --- | --- | --- |

<table><tr><td></td></tr></table>

| Balance Paid 8/30/26, 12/18/29 (USD) (6) | 300,000 | 200 |
| --- | --- | --- |

<table><tr><td></td></tr></table>

| Balance Paid 8/30/26, 12/18/29 (USD) (6) | 300,000 | 200 |
| --- | --- | --- |

<table><tr><td></td></tr></table>

| Balance Paid 8/30/26, 12/18/29 (USD) (6) | 300,000 | 200 |
| --- | --- | --- |

<table><tr><td></td></tr></table>

| Balance Paid 8/30/26, 12/18/29 (USD) (6) | 300,000 | 200 |
| --- | --- | --- |

<table><tr><td></td></tr></table>

| Balance Paid 8/30/26, 12/18/29 (USD) (6) | 300,000 | 200 |
| --- | --- | --- |

<table><tr><td></td></tr></table>

| Balance Paid 8/30/26, 12/18/29 (USD) (6) | 300,000 | 200 |
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| Balance Paid 8/30/26, 12/18/29 (USD) (6) | 300,000 | 200 |
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| Balance Paid 8/30/26, 12/18/29 (USD) (6) | 300,000 | 200 |
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| Balance Paid 8/30/26, 12/18/29 (USD) (6) | 300,000 | 200 |
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| Balance Paid 8/30/26, 12/18/29 (USD) (6) | 300,000 | 200 |
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| Balance Paid 8/30/26, 12/18/29 (USD) (6) | 300,000 | 200 |
| --- | --- | --- |

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| Balance Paid 8/30/26, 12/18/29 (USD) (6) | 300,000 | 200 |
| --- | --- | --- |

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| Balance Paid 8/30/26, 12/18/29 (USD) (6) | 300,000 | 200 |
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| Balance Paid 8/30/26, 12/18/29 (USD) (6) | 300,000 | 200 |
| --- | --- | --- |

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| Balance Paid 8/30/26, 12/18/29 (USD) (6) | 300,000 | 200 |
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| Balance Paid 8/30/26, 12/18/29 (USD) (6) | 300,000 | 200 |
| --- | --- | --- |

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| Balance Paid 8/30/26, 12/18/29 (USD) (6) | 300,000 | 200 |
| --- | --- | --- |

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| Balance Paid 8/30/26, 12/18/29 (USD) (6) | 300,000 | 200 |
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| Balance Paid 8/30/26, 12/18/29 (USD) (6) | 300,000 | 200 |
| --- | --- | --- |

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| Balance Paid 8/30/26, 12/18/29 (USD) (6) | 300,000 | 200 |
| --- | --- | --- |

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| Balance Paid 8/30/26, 12/18/29 (USD) (6) | 300,000 | 200 |
| --- | --- | --- |

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| Balance Paid 8/30/26, 12/18/29 (USD) (6) | 300,000 | 200 |
| --- | --- | --- |

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| Balance Paid 8/30/26, 12/18/29 (USD) (6) | 300,000 | 200 |
| --- | --- | --- |

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| Balance Paid 8/30/26, 12/18/29 (USD) (6) | 300,000 | 200 |
| --- | --- | --- |

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| Balance Paid 8/30/26, 12/18/29 (USD) (6) | 300,000 | 200 |
| --- | --- | --- |

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| Balance Paid 8/30/26, 12/18/29 (USD) (6) | 300,000 | 200 |
| --- | --- | --- |

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| Balance Paid 8/30/26, 12/18/29 (USD) (6) | 300,000 | 200 |
| --- | --- | --- |

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| Balance Paid 8/30/26, 12/18/29 (USD) (6) | 300,000 | 200 |
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| Balance Paid 8/30/26, 12/18/29 (USD) (6) | 300,000 | 200 |
| --- | --- | --- |

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| Balance Paid 8/30/26, 12/18/29 (USD) (6) | 300,000 | 200 |
| --- | --- | --- |

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| Balance Paid 8/30/26, 12/18/29 (USD) (6) | 300,000 | 200 |
| --- | --- | --- |

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| Balance Paid 8/30/26, 12/18/29 (USD) (6) | 300,000 | 200 |
| --- | --- | --- |

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| Balance Paid 8/30/26, 12/18/29 (USD) (6) | 300,000 | 200 |
| --- | --- | --- |

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| Balance Paid 8/30/26, 12/18/29 (USD) (6) | 300,000 | 200 |
| --- | --- | --- |

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| Balance Paid 8/30/26, 12/18/29 (USD) (6) | 300,000 | 200 |
| --- | --- | --- |

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| Balance Paid 8/30/26, 12/18/29 (USD) (6) | 300,000 | 200 |
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| Balance Paid 8/30/26, 12/18/29 (USD) (6) | 300,000 | 200 |
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| Balance Paid 8/30/26, 12/18/29 (USD) (6) | 300,000 | 200 |
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| Balance Paid 8/30/26, 12/18/29 (USD) (6) | 300,000 | 200 |
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| Balance Paid 8/30/26, 12/18/29 (USD) (6) | 300,000 | 200 |
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| Balance Paid 8/30/26, 12/18/29 (USD) (6) | 300,000 | 200 |
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| Balance Paid 8/30/26, 12/18/29 (USD) (6) | 300,000 | 200 |
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| Balance Paid 8/30/26, 12/18/29 (USD) (6) | 300,000 | 200 |
| --- | --- | --- |

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| Balance Paid 8/30/26, 12/18/29 (USD) (6) | 300,000 | 200 |
| --- | --- | --- |

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| Balance Paid 8/30/26, 12/18/29 (USD) (6) | 300,000 | 200 |
| --- | --- | --- |

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| Balance Paid 8/30/26, 12/18/29 (USD) (6) | 300,000 | 200 |
| --- | --- | --- |

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| Balance Paid 8/30/26, 12/18/29 (USD) (6) | 300,000 | 200 |
| --- | --- | --- |

<table><tr><td></td></tr></table>

| Balance Paid 8/30/26, 12/18/29 (USD) (6) | 300,000 | 200 |
| --- | --- | --- |

<table><tr><td></td></tr></table>

| Balance Paid 8/30/26, 12/18/29 (USD) (6) | 300,000 | 200 |
| --- | --- | --- |

<table><tr><td></td></tr></table>

| Balance Paid 8/30/26, 12/18/29 (USD) (6) | 300,000 | 200 |
| --- | --- | --- |

<table><tr><td></td></tr></table>

| Balance Paid 8/30/26, 12/18/29 (USD) (6) | 300,000 | 200 |
| --- | --- | --- |

<table><tr><td></td></tr></table>

| Balance Paid 8/30/26, 12/18/29 (USD) (6) | 300,000 | 200 |
| --- | --- | --- |

<table><tr><td></td></tr></table>

| Balance Paid 8/30/26, 12/18/29 (USD) (6) | 300,000 | 200 |
| --- | --- | --- |

<table><tr><td></td></tr></table>

| Balance Paid 8/30/26, 12/18/29 (USD) (6) | 300,000 | 200 |
| --- | --- | --- |

<table><tr><td></td></tr></table>

| Balance Paid 8/30/26, 12/18/29 (USD) (6) | 300,000 | 200 |
| --- | --- | --- |

<table><tr><td></td></tr></table>

| Balance Paid 8/30/26, 12/18/29 (USD) (6) | 300,000 | 200 |
| --- | --- | --- |

<table><tr><td></td></tr></table>

| Balance Paid 8/30/26, 12/18/29 (USD) (6) | 300,000 | 200 |
| --- | --- | --- |

<table><tr><td></td></tr></table>

| Balance Paid 8/30/26, 12/18/29 (USD) (6) | 300,000 | 200 |
| --- | --- | --- |

<table><tr><td></td></tr></table>

| Balance Paid 8/30/26, 12/18/29 (USD) (6) | 300,000 | 200 |
| --- | --- | --- |

<table><tr><td></td></tr></table>

| Balance Paid 8/30/26, 12/18/29 (USD) (6) | 300,000 | 200 |
| --- | --- | --- |

<table><tr><td></td></tr></table>

| Balance Paid 8/30/26, 12/18/29 (USD) (6) | 300,000 | 200 |
| --- | --- | --- |

<table><tr><td></td></tr></table>

| Balance Paid 8/30/26, 12/18/29 (USD) (6) | 300,000 | 200 |
| --- | --- | --- |

<table><tr><td></td></tr></table>

| Balance Paid 8/30/26, 12/18/29 (USD) (6) | 300,000 | 200 |
| --- | --- | --- |

<table><tr><td></td></tr></table>

| Balance Paid 8/30/26, 12/18/29 (USD) (6) | 300,000 | 200 |
| --- | --- | --- |

<table><tr><td></td></tr></table>

| Balance Paid 8/30/26, 12/18/29 (USD) (6) | 300,000 | 200 |
| --- | --- | --- |

<table><tr><td></td></tr></table>

| Balance Paid 8/30/26, 12/18/29 (USD) (6) | 300,000 | 200 |
| --- | --- | --- |

<table><tr><td></td></tr></table>

| Balance Paid 8/30/26, 12/18/29 (USD) (6) | 300,000 | 200 |
| --- | --- | --- |

<table><tr><td></td></tr></table>

| Balance Paid 8/30/26, 12/18/29 (USD) (6) | 300,000 | 200 |
| --- | --- | --- |

<table><tr><td></td></tr></table>

| Balance Paid 8/30/26, 12/18/29 (USD) (6) | 300,000 | 200 |
| --- | --- | --- |

<table><tr><td></td></tr></table>

| Balance Paid 8/30/26, 12/18/29 (USD) (6) | 300,000 | 200 |
| --- | --- | --- |

<table><tr><td></td></tr></table>

| Balance Paid 8/30/26, 12/18/29 (USD) (6) | 300,000 | 200 |
| --- | --- | --- |

<table><tr><td></td></tr></table>

| Balance Paid 8/30/26, 12/18/29 (USD) (6) | 300,000 | 200 |
| --- | --- | --- |

<table><tr><td></td></tr></table>

| Balance Paid 8/30/26, 12/18/29 (USD) (6) | 300,000 | 200 |
| --- | --- | --- |

<table><tr><td></td></tr></table>

| Balance Paid 8/30/26, 12/18/29 (USD) (6) | 300,000 | 200 |
| --- | --- | --- |

<table><tr><td></td></tr></table>

| Balance Paid 8/30/26, 12/18/29 (USD) (6) | 300,000 | 200 |
| --- | --- | --- |

<table><tr><td></td></tr></table>

| Balance Paid 8/30/26, 12/18/29 (USD) (6) | 300,000 | 200 |
| --- | --- | --- |

<table><tr><td></td></tr></table>

| Balance Paid 8/30/26, 12/18/29 (USD) (6) | 300,000 | 200 |
| --- | --- | --- |

<table><tr><td></td></tr></table>

| Balance Paid 8/30/26, 12/18/29 (USD) (6) | 300,000 | 200 |
| --- | --- | --- |

<table><tr><td></td></tr></table>

| Balance Paid 8/30/26, 12/18/29 (USD) (6) | 300,000 | 200 |
| --- | --- | --- |

<table><tr><td></td></tr></table>

| Balance Paid 8/30/26, 12/18/29 (USD) (6) | 300,000 | 200 |
| --- | --- | --- |

<table><tr><td></td></tr></table>

| Balance Paid 8/30/26, 12/18/29 (USD) (6) | 300,000 | 200 |
| --- | --- | --- |

<table><tr><td></td></tr></table>

| Balance Paid 8/30/26, 12/18/29 (USD) (6) | 300,000 | 200 |
| --- | --- | --- |

<table><tr><td></td></tr></table>

| Balance Paid 8/30/26, 12/18/29 (USD) (6) | 300,000 | 200 |
| --- | --- | --- |

<table><tr><td></td></tr></table>

| Balance Paid 8/30/26, 12/18/29 (USD) (6) | 300,000 | 200 |
| --- | --- | --- |

<table><tr><td></td></tr></table>

| Balance Paid 8/30/26, 12/18/29 (USD) (6) | 300,000 | 200 |
| --- | --- | --- |

<table><tr><td></td></tr></table>

| Balance Paid 8/30/26, 12/18/29 (USD) (6) | 300,000 | 200 |
| --- | --- | --- |

<table><tr><td></td></tr></table>

| Balance Paid 8/30/26, 12/18/29 (USD) (6) | 300,000 | 200 |
| --- | --- | --- |

<table><tr><td></td></tr></table>

| Balance Paid 8/30/26, 12/18/29 (USD) (6) | 300,000 | 200 |
| --- | --- | --- |

<table><tr><td></td></tr></table>

| Balance Paid 8/30/26, 12/18/29 (USD) (6) | 300,000 | 200 |
| --- | --- | --- |

<table><tr><td></td></tr></table>

| Balance Paid 8/30/26, 12/18/29 (USD) (6) | 300,000 | 200 |
| --- | --- | --- |

<table><tr><td></td></tr></table>

| Balance Paid 8/30/26, 12/18/29 (USD) (6) | 300,000 | 200 |
| --- | --- | --- |

<table><tr><td></td></tr></table>

| Balance Paid 8/30/26, 12/18/29 (USD) (6) | 300,000 | 200 |
| --- | --- | --- |

<table><tr><td></td></tr></table>

| Balance Paid 8/30/26, 12/18/29 (USD) (6) | 300,000 | 200 |
| --- | --- | --- |

<table><tr><td></td></tr></table>

| Balance Paid 8/30/26, 12/18/29 (USD) (6) | 300,000 | 200 |
| --- | --- | --- |

<table><tr><td></td></tr></table>

| Balance Paid 8/30/26, 12/18/29 (USD) (6) | 300,000 | 200 |
| --- | --- | --- |

<table><tr><td></td></tr></table>

| Balance Paid 8/30/26, 12/18/29 (USD) (6) | 300,000 | 200 |
| --- | --- | --- |

<table><tr><td></td></tr></table>

| Balance Paid 8/30/26, 12/18/29 (USD) (6) | 300,000 | 200 |
| --- | --- | --- |

<table><tr><td></td></tr></table>

| Balance Paid 8/30/26, 12/18/29 (USD) (6) | 300,000 | 200 |
| --- | --- | --- |

<table><tr><td></td></tr></table>

| Balance Paid 8/30/26, 12/18/29 (USD) (6) | 300,000 | 200 |
| --- | --- | --- |

<table><tr><td></td></tr></table>

| Balance Paid 8/30/26, 12/18/29 (USD) (6) | 300,000 | 200 |
| --- | --- | --- |

<table><tr><td></td></tr></table>

| Balance Paid 8/30/26, 12/18/29 (USD) (6) | 300,000 | 200 |
| --- | --- | --- |

<table><tr><td></td></tr></table>

| Balance Paid 8/30/26, 12/18/29 (USD) (6) | 300,000 | 200 |
| --- | --- | --- |

<table><tr><td></td></tr></table>

| Balance Paid 8/30/26, 12/18/29 (USD) (6) | 300,000 | 200 |
| --- | --- | --- |

<table><tr><td></td></tr></table>

| Balance Paid 8/30/26, 12/18/29 (USD) (6) | 300,000 | 200 |
| --- | --- | --- |

<table><tr><td></td></tr></table>

| Balance Paid 8/30/26, 12/18/29 (USD) (6) | 300,000 | 200 |
| --- | --- | --- |

<table><tr><td></td></tr></table>

| Balance Paid 8/30/26, 12/18/29 (USD) (6) | 300,000 | 200 |
| --- | --- | --- |

<table><tr><td></td></tr></table>

| Balance Paid 8/30/26, 12/18/29 (USD) (6) | 300,000 | 200 |
| --- | --- | --- |

<table><tr><td></td></tr></table>

| Balance Paid 8/30/26, 12/18/29 (USD) (6) | 300,000 | 200 |
| --- | --- | --- |

<table><tr><td></td></tr></table>

| Balance Paid 8/30/26, 12/18/29 (USD) (6) | 300,000 | 200 |
| --- | --- | --- |

<table><tr><td></td></tr></table>

| Balance Paid 8/30/26, 12/18/29 (USD) (6) | 300,000 | 200 |
| --- | --- | --- |

<table><tr><td></td></tr></table>

| Balance Paid 8/30/26, 12/18/29 (USD) (6) | 300,000 | 200 |
| --- | --- | --- |

<table><tr><td></td></tr></table>

| Balance Paid 8/30/26, 12/18/29 (USD) (6) | 300,000 | 200 |
| --- | --- | --- |

<table><tr><td></td></tr></table>

| Balance Paid 8/30/26, 12/18/29 (USD) (6) | 300,000 | 200 |
| --- | --- | --- |

<table><tr><td></td></tr></table>

| Balance Paid 8/30/26, 12/18/29 (USD) (6) | 300,000 | 200 |
| --- | --- | --- |

<table><tr><td></td></tr></table>

| Balance Paid 8/30/26, 12/18/29 (USD) (6) | 300,000 | 200 |
| --- | --- | --- |

<table><tr><td></td></tr></table>

| Balance Paid 8/30/26, 12/18/29 (USD) (6) | 300,000 | 200 |
| --- | --- | --- |

<table><tr><td></td></tr></table>

| Balance Paid 8/30/26, 12/18/29 (USD) (6) | 300,000 | 200 |
| --- | --- | --- |

<table><tr><td></td></tr></table>

| Balance Paid 8/30/26, 12/18/29 (USD) (6) | 300,000 | 200 |
| --- | --- | --- |

<table><tr><td></td></tr></table>

| Balance Paid 8/30/26, 12/18/29 (USD) (6) | 300,000 | 200 |
| --- | --- | --- |

<table><tr><td></td></tr></table>

| Balance Paid 8/30/26, 12/18/29 (USD) (6) | 300,000 | 200 |
| --- | --- | --- |

<table><tr><td></td></tr></table>

| Balance Paid 8/30/26, 12/18/29 (USD) (6) | 300,000 | 200 |
| --- | --- | --- |

<table><tr><td></td></tr></table>

| Balance Paid 8/30/26, 12/18/29 (USD) (6) | 300,000 | 200 |
| --- | --- | --- |

<table><tr><td></td></tr></table>

| Balance Paid 8/30/26, 12/18/29 (USD) (6) | 300,000 | 200 |
| --- | --- | --- |

<table><tr><td></td></tr></table>

| Balance Paid 8/30/26, 12/18/29 (USD) (6) | 300,000 | 200 |
| --- | --- | --- |

<table><tr><td></td></tr></table>

| Balance Paid 8/30/26, 12/18/29 (USD) (6) | 300,000 | 200 |
| --- | --- | --- |

<table><tr><td></td></tr></table>

| Balance Paid 8/30/26, 12/18/29 (USD) (6) | 300,000 | 200 |
| --- | --- | --- |

<table><tr><td></td></tr></table>

| Balance Paid 8/30/26, 12/18/29 (USD) (6) | 300,000 | 200 |
| --- | --- | --- |

<table><tr><td></td></tr></table>

| Balance Paid 8/30/26, 12/18/29 (USD) (6) | 300,000 | 200 |
| --- | --- | --- |

<table><tr><td></td></tr></table>

| Balance Paid 8/30/26, 12/18/29 (USD) (6) | 300,000 | 200 |
| --- | --- | --- |

<table><tr><td></td></tr></table>

| Balance Paid 8/30/26, 12/18/29 (USD) (6) | 300,000 | 200 |
| --- | --- | --- |

<table><tr><td></td></tr></table>

| Balance Paid 8/30/26, 12/18/29 (USD) (6) | 300,000 | 200 |
| --- | --- | --- |

<table><tr><td></td></tr></table>

| Balance Paid 8/30/26, 12/18/29 (USD) (6) | 300,000 | 200 |
| --- | --- | --- |

<table><tr><td></td></tr></table>

| Balance Paid 8/30/26, 12/18/29 (USD) (6) | 300,000 | 200 |
| --- | --- | --- |

<table><tr><td></td></tr></table>

| Balance Paid 8/30/26, 12/18/29 (USD) (6) | 300,000 | 200 |
| --- | --- | --- |

<table><tr><td></td></tr></table>

| Balance Paid 8/30/26, 12/18/29 (USD) (6) | 300,000 | 200 |
| --- | --- | --- |

<table><tr><td></td></tr></table>

| Balance Paid 8/30/26, 12/18/29 (USD) (6) | 300,000 | 200 |
| --- | --- | --- |

<table><tr><td></td></tr></table>

| Balance Paid 8/30/26, 12/18/29 (USD) (6) | 300,000 | 200 |
| --- | --- | --- |

<table><tr><td></td></tr></table>

| Balance Paid 8/30/26, 12/18/29 (USD) (6) | 300,000 | 200 |
| --- | --- | --- |

<table><tr><td></td></tr></table>

| Balance Paid 8/30/26, 12/18/29 (USD) (6) | 300,000 | 200 |
| --- | --- | --- |

<table><tr><td></td></tr></table>

| Balance Paid 8/30/26, 12/18/29 (USD) (6) | 300,000 | 200 |
| --- | --- | --- |

<table><tr><td></td></tr></table>

| Balance Paid 8/30/26, 12/18/29 (USD) (6) | 300,000 | 200 |
| --- | --- | --- |

<table><tr><td></td></tr></table>

| Balance Paid 8/30/26, 12/18/29 (USD) (6) | 300,000 | 200 |
| --- | --- | --- |

<table><tr><td></td></tr></table>

| Balance Paid 8/30/26, 12/18/29 (USD) (6) | 300,000 | 200 |
| --- | --- | --- |

<table><tr><td></td></tr></table>

| Balance Paid 8/30/26, 12/18/29 (USD) (6) | 300,000 | 200 |
| --- | --- | --- |

<table><tr><td></td></tr></table>

| Balance Paid 8/30/26, 12/18/29 (USD) (6) | 300,000 | 200 |
| --- | --- | --- |

<table><tr><td></td></tr></table>

| Balance Paid 8/30/26, 12/18/29 (USD) (6) | 300,000 | 200 |
| --- | --- | --- |

<table><tr><td></td></tr></table>

| Balance Paid 8/30/26, 12/18/29 (USD) (6) | 300,000 | 200 |
| --- | --- | --- |

<table><tr><td></td></tr></table>

| Balance Paid 8/30/26, 12/18/29 (USD) (6) | 300,000 | 200 |
| --- | --- | --- |

<table><tr><td></td></tr></table>

| Balance Paid 8/30/26, 12/18/29 (USD) (6) | 300,000 | 200 |
| --- | --- | --- |

<table><tr><td></td></tr></table>

| Balance Paid 8/30/26, 12/18/29 (USD) (6) | 300,000 | 200 |
| --- | --- | --- |

<table><tr><td></td></tr></table>

| Balance Paid 8/30/26, 12/18/29 (USD) (6) | 300,000 | 200 |
| --- | --- | --- |

<table><tr><td></td></tr></table>

| Balance Paid 8/30/26, 12/18/29 (USD) (6) | 300,000 | 200 |
| --- | --- | --- |

<table><tr><td></td></tr></table>

| Balance Paid 8/30/26, 12/18/29 (USD) (6) | 300,000 | 200 |
| --- | --- | --- |

<table><tr><td></td></tr></table>

| Balance Paid 8/30/26, 12/18/29 (USD) (6) | 300,000 | 200 |
| --- | --- | --- |

<table><tr><td></td></tr></table>

| Balance Paid 8/30/26, 12/18/29 (USD) (6) | 300,000 | 200 |
| --- | --- | --- |

<table><tr><td></td></tr></table>

| Balance Paid 8/30/26, 12/18/29 (USD) (6) | 300,000 | 200 |
| --- | --- | --- |

<table><tr><td></td></tr></table>

| Balance Paid 8/30/26, 12/18/29 (USD) (6) | 300,000 | 200 |
| --- | --- | --- |

<table><tr><td></td></tr></table>

| Balance Paid 8/30/26, 12/18/29 (USD) (6) | 300,000 | 200 |
| --- | --- | --- |

<table><tr><td></td></tr></table>

| Balance Paid 8/30/26, 12/18/29 (USD) (6) | 300,000 | 200 |
| --- | --- | --- |

<table><tr><td></td></tr></table>

| Balance Paid 8/30/26, 12/18/29 (USD) (6) | 300,000 | 200 |
| --- | --- | --- |

<table><tr><td></td></tr></table>

| Balance Paid 8/30/26, 12/18/29 (USD) (6) | 300,000 | 200 |
| --- | --- | --- |

<table><tr><td></td></tr></table>

| Balance Paid 8/30/26, 12/18/29 (USD) (6) | 300,000 | 200 |
| --- | --- | --- |

<table><tr><td></td></tr></table>

| Balance Paid 8/30/26, 12/18/29 (USD) (6) | 300,000 | 200 |
| --- | --- | --- |

<table><tr><td></td></tr></table>

| Balance Paid 8/30/26, 12/18/29 (USD) (6) | 300,000 | 200 |
| --- | --- | --- |

<table><tr><td></td></tr></table>

| Balance Paid 8/30/26, 12/18/29 (USD) (6) | 300,000 | 200 |
| --- | --- | --- |

<table><tr><td></td></tr></table>

| Balance Paid 8/30/26, 12/18/29 (USD) (6) | 300,000 | 200 |
| --- | --- | --- |

<table><tr><td></td></tr></table>

| Balance Paid 8/30/26, 12/18/29 (USD) (6) | 300,000 | 200 |
| --- | --- | --- |

<table><tr><td></td></tr></table>

| Balance Paid 8/30/26, 12/18/29 (USD) (6) | 300,000 | 200 |
| --- | --- | --- |

<table><tr><td></td></tr></table>

| Balance Paid 8/30/26, 12/18/29 (USD) (6) | 300,000 | 200 |
| --- | --- | --- |

<table><tr><td></td></tr></table>

| Balance Paid 8/30/26, 12/18/29 (USD) (6) | 300,000 | 200 |
| --- | --- | --- |

<table><tr><td></td></tr></table>

| Balance Paid 8/30/26, 12/18/29 (USD) (6) | 300,000 | 200 |
| --- | --- | --- |

<table><tr><td></td></tr></table>

| Balance Paid 8/30/26, 12/18/29 (USD) (6) | 300,000 | 200 |
| --- | --- | --- |

<table><tr><td></td></tr></table>

| Balance Paid 8/30/26, 12/18/29 (USD) (6) | 300,000 | 200 |
| --- | --- | --- |

<table><tr><td></td></tr></table>

| Balance Paid 8/30/26, 12/18/29 (USD) (6) | 300,000 | 200 |
| --- | --- | --- |

<table><tr><td></td></tr></table>

| Balance Paid 8/30/26, 12/18/29 (USD) (6) | 300,000 | 200 |
| --- | --- | --- |

<table><tr><td></td></tr></table>

| Balance Paid 8/30/26, 12/18/29 (USD) (6) | 300,000 | 200 |
| --- | --- | --- |

<table><tr><td></td></tr></table>

| Balance Paid 8/30/26, 12/18/29 (USD) (6) | 300,000 | 200 |
| --- | --- | --- |

<table><tr><td></td></tr></table>

| Balance Paid 8/30/26, 12/18/29 (USD) (6) | 300,000 | 200 |
| --- | --- | --- |

<table><tr><td></td></tr></table>

| Balance Paid 8/30/26, 12/18/29 (USD) (6) | 300,000 | 200 |
| --- | --- | --- |

<table><tr><td></td></tr></table>

| Balance Paid 8/30/26, 12/18/29 (USD) (6) | 300,000 | 200 |
| --- | --- | --- |

<table><tr><td></td></tr></table>

| Balance Paid 8/30/26, 12/18/29 (USD) (6) | 300,000 | 200 |
| --- | --- | --- |

<tr><td>Balance Paid 8/30/26, 12/18/29 (USD) (6)</td><td>300,000</td><td>200</td></tr></tabletable><tr><td></td></tr></table><tr><td>Balance Paid 8/30/26, 12/18/29 (USD) (6)</td><td>300,000</td><td>200</td></tr></tabletable><tr><td></td></tr></table>

6

T. ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND

| Total Germany (Cost $4,572) | 200,000 | 200 |
| --- | --- | --- |
| Requiematic, double, double, (USD) (3) 26/31 | 3,590,000 | 1,947 |
| (Cost and value in $000s) |  |  |
| CHINA STOCKS - China A Shares 0.0% |  | 1,819 |
| ( | 5,300 | 840 |
| Chang (1) 2016 (1) 2017 | 100,000 | 21 |
| Chang (2) 2016 (1) 2017 | 310,000 | 28 |
| Common Stock (USD) (3) 2016 (1) 2017 | 14,000 | 23 |
| Total China (Cost $300) | 19,277 | 1,7000 |
| Government Bonds (USD) (3) 2016 (1) 2017 |  |  |

7

T. ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND

| MOEC 4.2% Insurance | 27,188 | 100 |
| --- | --- | --- |
| Total Revenue (Cost $6,601) | 1,000,000 | 2,000 |
| Operating Profit (1) 5.95%, 1/25/27 (USD) | 1,000,000 | 2,000 |
| Operating Profit (2) 5.95%, 1/25/27 (USD) | 230,000 | 247 |
| Operating Profit (3) 6.00%, 7/19/28 (USD) | 1,000,000 | 247 |
| Operating Profit (4) 6.00%, 7/19/28 (USD) | 1,969 | 537 |
| Operating Profit (5) 6.00%, 7/19/28 (USD) | 300,000 | 290 |
| Operating Profit (6) 6.00%, 7/19/28 (USD) | 300,000 | 290 |
| Operating Profit (7) 6.00%, 7/19/28 (USD) | 300,000 | 290 |
| Operating Profit (8) 6.00%, 7/19/28 (USD) | 150,000 | 278 |
| Operating Profit (9) 6.00%, 7/19/28 (USD) | 585,000 | 580 |
| Operating Profit (10) 6.00%, 7/19/28 (USD) | 290,625 | 541 |
| Operating Profit (11) 6.00%, 7/19/28 (USD) | 271,125 | 572 |

8

T. ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND

| HONG KONG 0.2% | 734 | 11 |
| --- | --- | --- |
| Common Stock 0.2% | 300,000 | 500 |
| Common Stocks 0.2% | Par/Shares | $ Value |
| Common Stock 0.2% |  | 674 |
| Government Bonds 0.2% | 95 | 38 |
| Government Bonds 0.2% | 52,200 | 500 |
| Government Bonds 0.2% | 300,000 | 500 |
| Government Bonds 0.2% | 300,000 | 500 |
| Government Bonds 0.2% | 300,000 | 500 |
| Government Bonds 0.2% | 300,000 | 500 |
| Government Bonds 0.2% | 300,000 | 500 |

9

T. ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND

| Total Inflow (Cost $2,732) | 500 | 2,625 |
| --- | --- | --- |
| Common Stock (1) 3.75%, 3/31/47 | 2,852,000 | 1,000 |
| Corporate Bonds (1) 0.1% Group | Paid Shares | $ Value |
| Interest (1) 0.1% (GSF) (1) | 200 | 810 |
| Interest (1) 0.1% (GSF) (1) | 400,000 | 353 |
| Interest (1) 0.1% (GSF) (1) | 2,400 | 1,670 |
| Total (1) 0.1% (GSF) (1) | 4,000 | 353 |
| Total (1) 0.1% (GSF) (1) | 4,000 | 65 |
| Cash Flow (1) 0.1% | 2,000 | 1,000 |
| Cash Flow (1) 0.1% (GSF) (1) | 2,000 | 1,000 |
| Cash Flow (1) 0.1% (GSF) (1) | 2,000 | 1,000 |
| Cash Flow (1) 0.1% (GSF) (1) | 2,000 | 1,000 |
| Cash Flow (1) 0.1% (GSF) (1) | 2,000 | 1,000 |

10

T. ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND

| Balance (Amounts) (Millions) | 314,400,000 | 400 |
| --- | --- | --- |
| Balance (Total) (Millions) | 169,000,000 | 5,000 |
| Total (Total) (Millions) | 300,000 | 300 |
| Total (Total) (Millions) | 300,000 | 1,000 |
| Total (Total) (Millions) | 300,000 | 300 |
| Total (Total) (Millions) | 300,000 | 1,000 |
| Total (Total) (Millions) | 300,000 | 300 |
| Total (Total) (Millions) | 300,000 | 1,000 |

| Corporate Bonds 0.1% | 132 | 1,3300 |
| --- | --- | --- |
| Total (Total) (Millions) | 159 | 2,5200 |
| Total (Total) (Millions) | 200,000 | 4,2800 |
| Total (Total) (Millions) | 1,250 | 203 |
| Total (Total) (Millions) | 9,000,000,000 | 5,7300 |

11

T. ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND

| JORDAN 0.1% | 300,000 | 255 |
| --- | --- | --- |
| Dividends paid, VR 8.24%, 11/21/23 (USD) (3)(6) | 300,000 | 255 |
| Dividends paid, VR 5.125%, 1/18/33 (USD) (6) | 300,000 | 255 |
| Dividends paid, VR 4.75%, 2/23/27 (USD) | 240,000 | 3,143 |
| Dividends paid, VR 4.75%, 2/23/27 (USD) | 240,000 | 3,143 |
| Dividends paid, VR 7/7/30 (USD) | 300,000 | 2,500 |
| Dividends paid, VR 7/7/30 (USD) | 300,000 | 2,500 |
| Dividends paid, VR 7/7/30 (USD) | 330,000 | 273 |
| Dividends paid, VR 5.50%, 7/31/47 (USD) (3) | 300,000 | 255 |
| Corporate Bonds 0.2% | 300,000 | 255 |
| Dividends paid, VR 5.50%, 2/12/28 (USD) (2) | 310,000 | 203 |
| Dividends paid, VR 5.50%, 10/29/28 (USD) | 150,000 | 133 |
| Dividends paid, VR 5.50%, 10/29/28 (USD) | 150,000 | 133 |
| Dividends paid, VR 5.50%, 10/29/28 (USD) | 310,000 | 1,000 |

12

T. ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND

| Petrolone, Mexicaps, 6.50%, 1/20/29 (USD) | 315,000 | 285 |
| --- | --- | --- |
| Total Petroleum (Cost $5.10) | 1,000,000 | 1,000,000 |
| Total Petroleum (Cost $5.10) | 300,000 | 294 |
| Total Petroleum (Cost $5.55) | 300,000 | 3,518 |
| Total Petroleum (Cost $5.55) | 2,030,000 | 900 |
| Total Petroleum (Cost $5.55) | 2,030,000 | 900 |
| Total Petroleum (Cost $5.55) | 23,000,000 | 2,000 |
| Total Petroleum (Cost $5.55) | 23,000,000 | 2,000 |
| Total Petroleum (Cost $5.55) | 18,070,000 | 1,272 |
| Total Petroleum (Cost $5.55) | 5,600,000 | 264 |

13

T. ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND

| PARAGUAY 0.00% 11/29/32 (USD) | 1,230,000 | 1,288 |
| --- | --- | --- |
| Government Bonds 0.0% | 6,680,000 | 7,172 |
| Government Bonds 0.1% | 36,000 Shares | 3,288 due |
| Government Bonds Series M 20, 8.50%, 5/31/29 | 23,316,000 | 1,228 |
| MAILAYSIA 0.1% | 370,000 | 300 |
|  | 2,540 | 4,710 |
|  |  | 300 |
| DEPARTMENTAL BONDS 0.1% | 1,435 | 8,458 |
| Var Energy 8.00%, 11/15/32 (USD) (3) | 1,445,000 | 1,579 |
| DEPARTMENTAL BONDS Series 0518, 4.921%, 7/6/48 | 1,280,000 | 368 |
| MONROEO 0.1% |  | 1,579 |
| Total Malaysia (Cost 5312) |  | 329 |
| Common Stock 0.0% | 917 | 59 |

14

T. ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND

| Total Revenue (Cost $1,477) |  | 1,634 |
| --- | --- | --- |
| Total Shutdown (Cost $55) |  | 55 |
| Southern Copper (USD) |  |  |
| Other (Total) 125%, 9/24/27 (USD) | Pay/Shares | $ Value |
| SOUTH AFRICA 3.0% |  | 36 |
| Total Revenue (Cost $3,000), 3/7/28 (EUR) | 220,000 | 201 |
| Corporate Bonds 0.2% |  |  |
| Corporate Bonds 0.2% 2/27/27 (USD) | 260,000 | 236 |
| Corporate Bonds 0.2% 2/27/27 (USD) (USD) (6) | 260,000 | 236 |
| Corporate Bonds 0.2% 2/27/27 (USD) (USD) (6) | 1,500,000 | 1,314 |
| Corporate Bonds 0.2% 2/27/27 (USD) (USD) (6) | 200,000 | 205 |
| Total Revenue (Cost $1,000) (USD) | 300,000 | 1,384 |
| Common Stock 0.2% 1,653,128 (USD) | 300,000 | 590 |
| Total (Gross) (Cost $2.9%) | 226 | 2071 |

15

T. ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND

Gauvin area Band 0.1%

| Commercial Bank 0.1% | 30,000,000 | 1,000 |
| --- | --- | --- |
| Commercial Bank 0.1% | 2,000,000 | 1,000 |
| Commercial Bank 0.1% | 2,000,000 | 1,000 |
| Commercial Bank 0.1% | 2,000,000 | 1,000 |
| Commercial Bank 0.1% | 2,000,000 | 1,000 |
| Commercial Bank 0.1% | 2,000,000 | 1,000 |

| Commercial Bank 0.1% | 13,100,000 | 900 |
| --- | --- | --- |
| Commercial Bank 0.1% | 1,200,000 | 900 |
| Commercial Bank 0.1% | 1,200,000 | 900 |
| Total South Arabia (Cost $500) | 200,000 | 1,200 |
| Total South Africa (Cost $1,697) |  | 1,200 |
| Commercial Bank 0.1% |  | 1,200 |
| Commercial Bank 0.1% |  | 1,200 |
| Commercial Bank 0.1% |  | 1,200 |
| Commercial Bank 0.1% |  | 1,200 |
| Commercial Bank 0.1% |  | 1,200 |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |
| Commercial Bank 0.1% |  | 1,200 |
| Commercial Bank 0.1% |  | 1,200 |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |
| Commercial Bank 0.1% |  | 1,200 |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |
| Commercial Bank 0.1% |  | 1,200 |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |

| Commercial Bank 0.1% |  | 1,200 |
| --- | --- | --- |
| Commercial Bank 0.1% |  | 1,200 |
| Commercial Bank 0.1% |  | 1,200 |
| Commercial Bank 0.1% |  | 1,200 |
| Commercial Bank 0.1% |  | 1,200 |
| Commercial Bank 0.1% |  | 1,200 |
| Commercial Bank 0.1% |  | 1,200 |
| Commercial Bank 0.1% |  | 1,200 |
| Commercial Bank 0.1% |  | 1,200 |
| Commercial Bank 0.1% |  | 1,200 |
| Commercial Bank 0.1% |  | 1,200 |
| Commercial Bank 0.1% |  | 1,200 |
| Commercial Bank 0.1% |  | 1,200 |
| Commercial Bank 0.1% |  | 1,200 |
| Commercial Bank 0.1% |  | 1,200 |

16

T. ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND

| SOUTHAMPTON 0.1% | 349 | 23 |
| --- | --- | --- |
| SOUTHAMPTON 0.1% | Particulars | $ Value |
| SOUTHAMPTON 0.1% | 310,000 | 240 |
| SOUTHAMPTON 0.1% | 1,200,000 | 240 |
| SOUTHAMPTON 0.1% | 302,000 | 240 |
| SOUTHAMPTON 0.1% |  | 240 |
| SOUTHAMPTON 0.1% |  | 240 |
| SOUTHAMPTON 0.1% |  | 240 |
| SOUTHAMPTON 0.1% |  | 240 |
| SOUTHAMPTON 0.1% |  | 240 |
| SOUTHAMPTON 0.1% |  | 240 |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |
| SOUTHAMPTON 0.1% |  |  |
| SOUTHAMPTON 0.1% |  |  |
| SOUTHAMPTON 0.1% |  |  |
| SOUTHAMPTON 0.1% |  |  |
| SOUTHAMPTON 0.1% |  |  |
| SOUTHAMPTON 0.1% |  |  |
| SOUTHAMPTON 0.1% |  |  |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |
| SOUTHAMPTON 0.1% |  |  |
| SOUTHAMPTON 0.1% |  |  |
| SOUTHAMPTON 0.1% |  |  |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |
| SOUTHAMPTON 0.1% |  |  |
| SOUTHAMPTON 0.1% |  |  |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |
| SOUTHAMPTON 0.1% |  |  |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |
| SOUTHAMPTON 0.1% |  |  |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |
| SOUTHAMPTON 0.1% |  |  |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |
| SOUTHAMPTON 0.1% |  |  |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

</table>

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

</table>

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

</table>

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

</table>

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

</table>

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

</table>

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

</table>

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

</table>

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

</table>

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

</table>

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

</table>

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

</table>

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

</table>

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

</table>

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

</table>

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

</table>

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

</table>

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

</table>

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

</table>

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

</table>

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

</table>

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

</table>

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

</table>

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

</table></table>

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

</table></table>

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

</table></table>

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

</table></table>

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

</table></table>

| SOUTHAMPTON 0.1% |  |  |
| --- | --- | --- |

</table></table></table></table></table></table>

17

T. ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND

| Common Stock | 0.2195%, 12/1/30 (USD) | 910,000 | 234 |
| --- | --- | --- | --- |
| Corporate Bonds | 0.1% | 100,000 | 5 |
| Total Assets (Cost $4,653) |  | 594,000 | 1,016 |
| Corporate Bonds (USD) (USD) + 4.00%, 8.735% |  | 200,000 | 1,000 |
|  |  | 98,000 | 1,000 |
| Total Assets (Cost $4,653) |  | 1,486 | 97 |
| Total South Korea (Cost $462) |  | 2,551 | 41 |
| Corporate Bonds | 0.1% | 10,868 | 347 |
| Total Assets (Cost) (USD) (USD) (USD) (USD) (USD) (USD) (USD) (USD) (USD) (USD) (USD) (USD) (USD) (USD) (USD) (USD) (USD) (USD) (USD) (USD) (USD) (USD) (USD) (USD) (USD) (USD) (USD) (USD) (USD) (USD) (USD) (USD) (USD) |  | 310,000 | 274 |

18

T. ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND

| Exhibit 1: 2020/21 (Global Services, 4.375%, 9/12/24 (USD)) | 900,000 | 915 |
| --- | --- | --- |
| Exhibit 2: 2020/21 (Global Services, 4.375%, 9/12/24 (USD)) | 900,000 | 915 |
| Exhibit 3: 2020/21 (Global Services, 4.375%, 9/12/24 (USD)) | 900,000 | 915 |
| Exhibit 4: 2020/21 (Global Services, 4.375%, 9/12/24 (USD)) | 900,000 | 915 |
| Exhibit 5: 2020/21 (Global Services, 4.375%, 9/12/24 (USD)) | 900,000 | 915 |
| Exhibit 6: 2020/21 (Global Services, 4.375%, 9/12/24 (USD)) | 900,000 | 915 |
| Exhibit 7: 2020/21 (Global Services, 4.375%, 9/12/24 (USD)) | 900,000 | 915 |
| Exhibit 8: 2020/21 (Global Services, 4.375%, 9/12/24 (USD)) | 900,000 | 915 |
| Exhibit 9: 2020/21 (Global Services, 4.375%, 9/12/24 (USD)) | 900,000 | 915 |
| Exhibit 10: 2020/21 (Global Services, 4.375%, 9/12/24 (USD)) | 900,000 | 915 |
| Exhibit 11: 2020/21 (Global Services, 4.375%, 9/12/24 (USD)) | 900,000 | 915 |
| Exhibit 12: 2020/21 (Global Services, 4.375%, 9/12/24 (USD)) | 900,000 | 915 |
| Exhibit 13: 2020/21 (Global Services, 4.375%, 9/12/24 (USD)) | 900,000 | 915 |
| Exhibit 14: 2020/21 (Global Services, 4.375%, 9/12/24 (USD)) | 900,000 | 915 |
| Exhibit 15: 2020/21 (Global Services, 4.375%, 9/12/24 (USD)) | 900,000 | 915 |
| Exhibit 16: 2020/21 (Global Services, 4.375%, 9/12/24 (USD)) | 900,000 | 915 |
| Exhibit 17: 2020/21 (Global Services, 4.375%, 9/12/24 (USD)) | 900,000 | 915 |
| Exhibit 18: 2020/21 (Global Services, 4.375%, 9/12/24 (USD)) | 900,000 | 915 |
| Exhibit 19: 2020/21 (Global Services, 4.375%, 9/12/24 (USD)) | 900,000 | 915 |

19

T. ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND

| 6/17/19 (T) (D) | 100,000 | 24 |
| --- | --- | --- |
| Bank of New York Auto Credit Linked Notes, Series 2022-A, Class | Par/Shares | $ Value |
| Bank of New York Insurance Issuer, Series 2019-A, Class C, 3.45% | 448,661 | 418 |
| Total Interest (Cost $5,000) | 61,137 | 43 |
| Total Investment (Cost $5,000) Fund Notes, Series 2022-B, Class | 3,610 | 2,624 |
| Total Investment (Cost $5,000) Fund Notes, Series 2022-C, Class | 4,001,000 | 4,099 |
| Total Investment (Cost $5,000) Fund Notes, Series 2022-D, Class | 3,000,000 | 2,500 |
| Total Investment (Cost $5,000) Fund Notes, Series 2022-E, Class | 2,500,000 | 2,500 |
| Total Investment (Cost $5,000) Fund Notes, Series 2022-F, Class | 2,500,000 | 2,500 |
| Total Investment (Cost $5,000) Fund Notes, Series 2022-G, Class | 2,500,000 | 2,500 |
| Total Investment (Cost $5,000) Fund Notes, Series 2022-H, Class | 2,500,000 | 2,500 |
| Total Investment (Cost $5,000) Fund Notes, Series 2022-I, Class | 2,500,000 | 2,500 |
| Total Investment (Cost $5,000) Fund Notes, Series 2022-J, Class | 2,500,000 | 2,500 |
| Total Investment (Cost $5,000) Fund Notes, Series 2022-K, Class | 2,500,000 | 2,500 |
| Total Investment (Cost $5,000) Fund Notes, Series 2022-L, Class | 2,500,000 | 2,500 |
| Total Investment (Cost $5,000) Fund Notes, Series 2022-M, Class | 2,500,000 | 2,500 |
| Total Investment (Cost $5,000) Fund Notes, Series 2022-N, Class | 2,500,000 | 2,500 |
| Total Investment (Cost $5,000) Fund Notes, Series 2022-O, Class | 2,500,000 | 2,500 |
| Total Investment (Cost $5,000) Fund Notes, Series 2022-P, Class | 2,500,000 | 2,500 |
| Total Investment (Cost $5,000) Fund Notes, Series 2022-Q, Class | 2,500,000 | 2,500 |
| Total Investment (Cost $5,000) Fund Notes, Series 2022-R, Class | 2,500,000 | 2,500 |
| Total Investment (Cost $5,000) Fund Notes, Series 2022-S, Class | 2,500,000 | 2,500 |
| Total Investment (Cost $5,000) Fund Notes, Series 2022-T, Class | 2,500,000 | 2,500 |
| Total Investment (Cost $5,000) Fund Notes, Series 2022-U, Class | 2,500,000 | 2,500 |
| Total Investment (Cost $5,000) Fund Notes, Series 2022-V, Class | 2,500,000 | 2,500 |
| Total Investment (Cost $5,000) Fund Notes, Series 2022-W, Class | 2,500,000 | 2,500 |
| Total Investment (Cost $5,000) Fund Notes, Series 2022-X, Class | 2,500,000 | 2,500 |
| Total Investment (Cost $5,000) Fund Notes, Series 2022-Y, Class | 2,500,000 | 2,500 |
| Total Investment (Cost $5,000) Fund Notes, Series 2022-Z, Class | 2,500,000 | 2,500 |
| Total Investment (Cost $5,000) Fund Notes, Series 2022-A, Class | 2,500,000 | 2,500 |
| Total Investment (Cost $5,000) Fund Notes, Series 2022-B, Class | 2,500,000 | 2,500 |
| Total Investment (Cost $5,000) Fund Notes, Series 2022-C, Class | 2,500,000 | 2,500 |
| Total Investment (Cost $5,000) Fund Notes, Series 2022-D, Class | 2,500,000 | 2,500 |
| Total Investment (Cost $5,000) Fund Notes, Series 2022-E, Class | 2,500,000 | 2,500 |
| Total Investment (Cost $5,000) Fund Notes, Series 2022-F, Class | 2,500,000 | 2,500 |
| Total Investment (Cost $5,000) Fund Notes, Series 2022-G, Class | 2,500,000 | 2,500 |
| Total Investment (Cost $5,000) Fund Notes, Series 2022-H, Class | 2,500,000 | 2,500 |
| Total Investment (Cost $5,000) Fund Notes, Series 2022-I, Class | 2,500,000 | 2,500 |
| Total Investment (Cost $5,000) Fund Notes, Series 2022-J, Class | 2,500,000 | 2,500 |
| Total Investment (Cost $5,000) Fund Notes, Series 2022-K, Class | 2,500,000 | 2,500 |
| Total Investment (Cost $5,000) Fund Notes, Series 2022-L, Class | 2,500,000 | 2,500 |
| Total Investment (Cost $5,000) Fund Notes, Series 2022-M, Class | 2,500,000 | 2,500 |
| Total Investment (Cost $5,000) Fund Notes, Series 2022-N, Class | 2,500,000 | 2,500 |
| Total Investment (Cost $5,000) Fund Notes, Series 2022-O, Class | 2,500,000 | 2,500 |
| Total Investment (Cost $5,000) Fund Notes, Series 2022-P, Class | 2,500,000 | 2,500 |
| Total Investment (Cost $5,000) Fund Notes, Series 2022-Q, Class | 2,500,000 | 2,500 |
| Total Investment (Cost $5,000) Fund Notes, Series 2022-R, Class | 2,500,000 | 2,500 |
| Total Investment (Cost $5,000) Fund Notes, Series 2022-S, Class | 2,500,000 | 2,500 |
| Total Investment (Cost $5,000) Fund Notes, Series 2022-T, Class | 2,500,000 | 2,500 |
| Total Investment (Cost $5,000) Fund Notes, Series 2022-U, Class | 2,500,000 | 2,500 |
| Total Investment (Cost $5,000) Fund Notes, Series 2022-V, Class | 2,500,000 | 2,500 |
| Total Investment (Cost $5,000) Fund Notes, Series 2022-W, Class | 2,500,000 | 2,500 |
| Total Investment (Cost $5,000) Fund Notes, Series 2022-X, Class | 2,500,000 | 2,500 |
| Total Investment (Cost $5,000) Fund Notes, Series 2022-Y, Class | 2,500,000 | 2,500 |
| Total Investment (Cost $5,000) Fund Notes, Series 2022-Z, Class | 2,500,000 | 2,500 |
| Total Investment (Cost $5,000) Fund Notes, Series 2022-A, Class | 2,500,000 | 2,500 |
| Total Investment (Cost $5,000) Fund Notes, Series 2022-B, Class | 2,500,000 | 2,500 |
| Total Investment (Cost $5,000) Fund Notes, Series 2022-C, Class | 2,500,000 | 2,500 |
| Total Investment (Cost $5,000) Fund Notes, Series 2022-D, Class | 2,500,000 | 2,500 |
| Total Investment (Cost $5,000) Fund Notes, Series 2022-E, Class | 2,500,000 | 2,500 |
| Total Investment (Cost $5,000) Fund Notes, Series 2022-F, Class | 2,500,000 | 2,500 |
| Total Investment (Cost $5,000) Fund Notes, Series 2022-G, Class | 2,500,000 | 2,500 |
| Total Investment (Cost $5,000) Fund Notes, Series 2022-H, Class | 2,500,000 | 2,500 |
| Total Investment (Cost $5,000) Fund Notes, Series 2022-I, Class | 2,500,000 | 2,500 |
| Total Investment (Cost $5,000) Fund Notes, Series 2022-J, Class | 2,500,000 | 2,500 |
| Total Investment (Cost $5,000) Fund Notes, Series 2022-K, Class | 2,500,000 | 2,500 |
| Total Investment (Cost $5,000) Fund Notes, Series 2022-L, Class | 2,500,000 | 2,500 |
| Total Investment (Cost $5,000) Fund Notes, Series 2022-M, Class | 2,500,000 | 2,500 |
| Total Investment (Cost $5,000) Fund Notes, Series 2022-N, Class | 2,500,000 | 2,500 |
| Total Investment (Cost $5,000) Fund Notes, Series 2022-O, Class | 2,500,000 | 2,500 |
| Total Investment (Cost $5,000) Fund Notes, Series 2022-P, Class | 2,500,000 | 2,500 |
| Total Investment (Cost $5,000) Fund Notes, Series 2022-Q, Class | 2,500,000 | 2,500 |
| Total Investment (Cost $5,000) Fund Notes, Series 2022-R, Class | 2,500,000 | 2,500 |
| Total Investment (Cost $5,000) Fund Notes, Series 2022-S, Class | 2,500,000 | 2,500 |
| Total Investment (Cost $5,000) Fund Notes, Series 2022-T, Class | 2,500,000 | 2,500 |
| Total Investment (Cost $5,000) Fund Notes, Series 2022-U, Class | 2,500,000 | 2,500 |
| Total Investment (Cost $5,000) Fund Notes, Series 2022-V, Class | 2,500,000 | 2,500 |
| Total Investment (Cost $5,000) Fund Notes, Series 2022-W, Class | 2,500,000 | 2,500 |
| Total Investment (Cost $5,000) Fund Notes, Series 2022-X, Class | 2,500,000 | 2,500 |
| Total Investment (Cost $5,000) Fund Notes, Series 2022-Y, Class | 2,500,000 | 2,500 |
| Total Investment (Cost $5,000) Fund Notes, Series 2022-Z, Class | 2,500,000 | 2,500 |
| Total Investment (Cost $5,000) Fund Notes, Series 2022-A, Class | 2,500,000 | 2,500 |
| Total Investment (Cost $5,000) Fund Notes, Series 2022-B, Class | 2,500,000 | 2,500 |
| Total Investment (Cost $5,000) Fund Notes, Series 2022-C, Class | 2,500,000 | 2,500 |
| Total Investment (Cost $5,000) Fund Notes, Series 2022-D, Class | 2,500,000 | 2,500 |
| Total Investment (Cost $5,000) Fund Notes, Series 2022-E, Class | 2,500,000 | 2,500 |

20

T. ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND

| PROFIT & FIN. 1M USD, 2008, 3/7.70% CR 2012 2/7.70% | 940,036 | 938 |
| --- | --- | --- |
| PROFIT & FIN. 1M USD, 2008, 3/7.70% CR 2012 2/7.70% | 940,036 | 938 |
| PROFIT & FIN. 1M USD, 2008, 3/7.70% CR 2012 2/7.70% | 940,036 | 5 |
| PROFIT & FIN. 1M USD, 2008, 3/7.70% CR 2012 2/7.70% | 940,036 | 7 |
| PROFIT & FIN. 1M USD, 2008, 3/7.70% CR 2012 2/7.70% | 940,036 | 7 |
| PROFIT & FIN. 1M USD, 2008, 3/7.70% CR 2012 2/7.70% | 940,036 | 7 |

| PROFIT & FIN. 1M USD, 2008, 3/7.70% CR 2012 2/7.70% | 940,036 | 7 |
| --- | --- | --- |
| PROFIT & FIN. 1M USD, 2008, 3/7.70% CR 2012 2/7.70% | 940,036 | 7 |

| PROFIT & FIN. 1M USD, 2008, 3/7.70% CR 2012 2/7.70% | 940,036 | 7 |
| --- | --- | --- |
| PROFIT & FIN. 1M USD, 2008, 3/7.70% CR 2012 2/7.70% | 940,036 | 7 |

| PROFIT & FIN. 1M USD, 2008, 3/7.70% CR 2012 2/7.70% | 940,036 | 7 |
| --- | --- | --- |

| PROFIT & FIN. 1M USD, 2008, 3/7.70% CR 2012 2/7.70% | 940,036 | 7 |
| --- | --- | --- |

| PROFIT & FIN. 1M USD, 2008, 3/7.70% CR 2012 2/7.70% | 940,036 | 7 |
| --- | --- | --- |

| PROFIT & FIN. 1M USD, 2008, 3/7.70% CR 2012 2/7.70% | 940,036 | 7 |
| --- | --- | --- |

| PROFIT & FIN. 1M USD, 2008, 3/7.70% CR 2012 2/7.70% | 940,036 | 7 |
| --- | --- | --- |

| PROFIT & FIN. 1M USD, 2008, 3/7.70% CR 2012 2/7.70% | 940,036 | 7 |
| --- | --- | --- |

| PROFIT & FIN. 1M USD, 2008, 3/7.70% CR 2012 2/7.70% | 940,036 | 7 |
| --- | --- | --- |

| PROFIT & FIN. 1M USD, 2008, 3/7.70% CR 2012 2/7.70% | 940,036 | 7 |
| --- | --- | --- |

| PROFIT & FIN. 1M USD, 2008, 3/7.70% CR 2012 2/7.70% | 940,036 | 7 |
| --- | --- | --- |

| PROFIT & FIN. 1M USD, 2008, 3/7.70% CR 2012 2/7.70% | 940,036 | 7 |
| --- | --- | --- |

| PROFIT & FIN. 1M USD, 2008, 3/7.70% CR 2012 2/7.70% | 940,036 | 7 |
| --- | --- | --- |

| PROFIT & FIN. 1M USD, 2008, 3/7.70% CR 2012 2/7.70% | 940,036 | 7 |
| --- | --- | --- |

| PROFIT & FIN. 1M USD, 2008, 3/7.70% CR 2012 2/7.70% | 940,036 | 7 |
| --- | --- | --- |

| PROFIT & FIN. 1M USD, 2008, 3/7.70% CR 2012 2/7.70% | 940,036 | 7 |
| --- | --- | --- |

| PROFIT & FIN. 1M USD, 2008, 3/7.70% CR 2012 2/7.70% | 940,036 | 7 |
| --- | --- | --- |

| PROFIT & FIN. 1M USD, 2008, 3/7.70% CR 2012 2/7.70% | 940,036 | 7 |
| --- | --- | --- |

| PROFIT & FIN. 1M USD, 2008, 3/7.70% CR 2012 2/7.70% | 940,036 | 7 |
| --- | --- | --- |

| PROFIT & FIN. 1M USD, 2008, 3/7.70% CR 2012 2/7.70% | 940,036 | 7 |
| --- | --- | --- |

| PROFIT & FIN. 1M USD, 2008, 3/7.70% CR 2012 2/7.70% | 940,036 | 7 |
| --- | --- | --- |

| PROFIT & FIN. 1M USD, 2008, 3/7.70% CR 2012 2/7.70% | 940,036 | 7 |
| --- | --- | --- |

| PROFIT & FIN. 1M USD, 2008, 3/7.70% CR 2012 2/7.70% | 940,036 | 7 |
| --- | --- | --- |

| PROFIT & FIN. 1M USD, 2008, 3/7.70% CR 2012 2/7.70% | 940,036 | 7 |
| --- | --- | --- |

| PROFIT & FIN. 1M USD, 2008, 3/7.70% CR 2012 2/7.70% | 940,036 | 7 |
| --- | --- | --- |

| PROFIT & FIN. 1M USD, 2008, 3/7.70% CR 2012 2/7.70% | 940,036 | 7 |
| --- | --- | --- |

| PROFIT & FIN. 1M USD, 2008, 3/7.70% CR 2012 2/7.70% | 940,036 | 7 |
| --- | --- | --- |

| PROFIT & FIN. 1M USD, 2008, 3/7.70% CR 2012 2/7.70% | 940,036 | 7 |
| --- | --- | --- |

| PROFIT & FIN. 1M USD, 2008, 3/7.70% CR 2012 2/7.70% | 940,036 | 7 |
| --- | --- | --- |

| PROFIT & FIN. 1M USD, 2008, 3/7.70% CR 2012 2/7.70% | 940,036 | 7 |
| --- | --- | --- |

| PROFIT & FIN. 1M USD, 2008, 3/7.70% CR 2012 2/7.70% | 940,036 | 7 |
| --- | --- | --- |

| PROFIT & FIN. 1M USD, 2008, 3/7.70% CR 2012 2/7.70% | 940,036 | 7 |
| --- | --- | --- |

| PROFIT & FIN. 1M USD, 2008, 3/7.70% CR 2012 2/7.70% | 940,036 | 7 |
| --- | --- | --- |

| PROFIT & FIN. 1M USD, 2008, 3/7.70% CR 2012 2/7.70% | 940,036 | 7 |
| --- | --- | --- |

| PROFIT & FIN. 1M USD, 2008, 3/7.70% CR 2012 2/7.70% | 940,036 | 7 |
| --- | --- | --- |

| PROFIT & FIN. 1M USD, 2008, 3/7.70% CR 2012 2/7.70% | 940,036 | 7 |
| --- | --- | --- |

| PROFIT & FIN. 1M USD, 2008, 3/7.70% CR 2012 2/7.70% | 940,036 | 7 |
| --- | --- | --- |

| PROFIT & FIN. 1M USD, 2008, 3/7.70% CR 2012 2/7.70% | 940,036 | 7 |
| --- | --- | --- |

| PROFIT & FIN. 1M USD, 2008, 3/7.70% CR 2012 2/7.70% | 940,036 | 7 |
| --- | --- | --- |

| PROFIT & FIN. 1M USD, 2008, 3/7.70% CR 2012 2/7.70% | 940,036 | 7 |
| --- | --- | --- |

| PROFIT & FIN. 1M USD, 2008, 3/7.70% CR 2012 2/7.70% | 940,036 | 7 |
| --- | --- | --- |

| PROFIT & FIN. 1M USD, 2008, 3/7.70% CR 2012 2/7.70% | 940,036 | 7 |
| --- | --- | --- |

| PROFIT & FIN. 1M USD, 2008, 3/7.70% CR 2012 2/7.70% | 940,036 | 7 |
| --- | --- | --- |

| PROFIT & FIN. 1M USD, 2008, 3/7.70% CR 2012 2/7.70% | 940,036 | 7 |
| --- | --- | --- |

| PROFIT & FIN. 1M USD, 2008, 3/7.70% CR 2012 2/7.70% | 940,036 | 7 |
| --- | --- | --- |

| PROFIT & FIN. 1M USD, 2008, 3/7.70% CR 2012 2/7.70% | 940,036 | 7 |
| --- | --- | --- |

| PROFIT & FIN. 1M USD, 2008, 3/7.70% CR 2012 2/7.70% | 940,036 | 7 |
| --- | --- | --- |

| PROFIT & FIN. 1M USD, 2008, 3/7.70% CR 2012 2/7.70% | 940,036 | 7 |
| --- | --- | --- |

| PROFIT & FIN. 1M USD, 2008, 3/7.70% CR 2012 2/7.70% | 940,036 | 7 |
| --- | --- | --- |

| PROFIT & FIN. 1M USD, 2008, 3/7.70% CR 2012 2/7.70% | 940,036 | 7 |
| --- | --- | --- |

| PROFIT & FIN. 1M USD, 2008, 3/7.70% CR 2012 2/7.70% | 940,036 | 7 |
| --- | --- | --- |

| PROFIT & FIN. 1M USD, 2008, 3/7.70% CR 2012 2/7.70% | 940,036 | 7 |
| --- | --- | --- |

| PROFIT & FIN. 1M USD, 2008, 3/7.70% CR 2012 2/7.70% | 940,036 | 7 |
| --- | --- | --- |

| PROFIT & FIN. 1M USD, 2008, 3/7.70% CR 2012 2/7.70% | 940,036 | 7 |
| --- | --- | --- |

| PROFIT & FIN. 1M USD, 2008, 3/7.70% CR 2012 2/7.70% | 940,036 | 7 |
| --- | --- | --- |

| PROFIT & FIN. 1M USD, 2008, 3/7.70% CR 2012 2/7.70% | 940,036 | 7 |
| --- | --- | --- |

| PROFIT & FIN. 1M USD, 2008, 3/7.70% CR 2012 2/7.70% | 940,036 | 7 |
| --- | --- | --- |

| PROFIT & FIN. 1M USD, 2008, 3/7.70% CR 2012 2/7.70% | 940,036 | 7 |
| --- | --- | --- |

| PROFIT & FIN. 1M USD, 2008, 3/7.70% CR 2012 2/7.70% | 940,036 | 7 |
| --- | --- | --- |

| PROFIT & FIN. 1M USD, 2008, 3/7.70% CR 2012 2/7.70% | 940,036 | 7 |
| --- | --- | --- |

| PROFIT & FIN. 1M USD, 2008, 3/7.70% CR 2012 2/7.70% | 940,036 | 7 |
| --- | --- | --- |

| PROFIT & FIN. 1M USD, 2008, 3/7.70% CR 2012 2/7.70% | 940,036 | 7 |
| --- | --- | --- |

| PROFIT & FIN. 1M USD, 2008, 3/7.70% CR 2012 2/7.70% | 940,036 | 7 |
| --- | --- | --- |

| PROFIT & FIN. 1M USD, 2008, 3/7.70% CR 2012 2/7.70% | 940,036 | 7 |
| --- | --- | --- |

| PROFIT & FIN. 1M USD, 2008, 3/7.70% CR 2012 2/7.70% | 940,036 | 7 |
| --- | --- | --- |

| PROFIT & FIN. 1M USD, 2008, 3/7.70% CR 2012 2/7.70% | 940,036 | 7 |
| --- | --- | --- |

| PROFIT & FIN. 1M USD, 2008, 3/7.70% CR 2012 2/7.70% | 940,036 | 7 |
| --- | --- | --- |

| PROFIT & FIN. 1M USD, 2008, 3/7.70% CR 2012 2/7.70% | 940,036 | 7 |
| --- | --- | --- |

| PROFIT & FIN. 1M USD, 2008, 3/7.70% CR 2012 2/7.70% | 940,036 | 7 |
| --- | --- | --- |

| PROFIT & FIN. 1M USD, 2008, 3/7.70% CR 2012 2/7.70% | 940,036 | 7 |
| --- | --- | --- |

| PROFIT & FIN. 1M USD, 2008, 3/7.70% CR 2012 2/7.70% | 940,036 | 7 |
| --- | --- | --- |

| PROFIT & FIN. 1M USD, 2008, 3/7.70% CR 2012 2/7.70% | 940,036 | 7 |
| --- | --- | --- |

| PROFIT & FIN. 1M USD, 2008, 3/7.70% CR 2012 2/7.70% | 940,036 | 7 |
| --- | --- | --- |

| PROFIT & FIN. 1M USD, 2008, 3/7.70% CR 2012 2/7.70% | 940,036 | 7 |
| --- | --- | --- |

| PROFIT & FIN. 1M USD, 2008, 3/7.70% CR 2012 2/7.70% | 940,036 | 7 |
| --- | --- | --- |

| PROFIT & FIN. 1M USD, 2008, 3/7.70% CR 2012 2/7.70% | 940,036 | 7 |
| --- | --- | --- |

| PROFIT & FIN. 1M USD, 2008, 3/7.70% CR 2012 2/7.70% | 940,036 | 7 |
| --- | --- | --- |

| PROFIT & FIN. 1M USD, 2008, 3/7.70% CR 2012 2/7.70% | 940,036 | 7 |
| --- | --- | --- |

| PROFIT & FIN. 1M USD, 2008, 3/7.70% CR 2012 2/7.70% | 940,036 | 7 |
| --- | --- | --- |

| PROFIT & FIN. 1M USD, 2008, 3/7.70% CR 2012 2/7.70% | 940,036 | 7 |
| --- | --- | --- |

| PROFIT & FIN. 1M USD, 2008, 3/7.70% CR 2012 2/7.70% | 940,036 | 7 |
| --- | --- | --- |

| PROFIT & FIN. 1M USD, 2008, 3/7.70% CR 2012 2/7.70% | 940,036 | 7 |
| --- | --- | --- |

| PROFIT & FIN. 1M USD, 2008, 3/7.70% CR 2012 2/7.70% | 940,036 | 7 |
| --- | --- | --- |

| PROFIT & FIN. 1M USD, 2008, 3/7.70% CR 2012 2/7.70% | 940,036 | 7 |
| --- | --- | --- |

| PROFIT & FIN. 1M USD, 2008, 3/7.70% CR 2012 2/7.70% | 940,036 | 7 |
| --- | --- | --- |

| PROFIT & FIN. 1M USD, 2008, 3/7.70% CR 2012 2/7.70% | 940,036 | 7 |
| --- | --- | --- |

| PROFIT & FIN. 1M USD, 2008, 3/7.70% CR 2012 2/7.70% | 940,036 | 7 |
| --- | --- | --- |

| PROFIT & FIN. 1M USD, 2008, 3/7.70% CR 2012 2/7.70% | 940,036 | 7 |
| --- | --- | --- |

| PROFIT & FIN. 1M USD, 2008, 3/7.70% CR 2012 2/7.70% | 940,036 | 7 |
| --- | --- | --- |

| PROFIT & FIN. 1M USD, 2008, 3/7.70% CR 2012 2/7.70% | 940,036 | 7 |
| --- | --- | --- |

| PROFIT & FIN. 1M USD, 2008, 3/7.70% CR 2012 2/7.70% | 940,036 | 7 |
| --- | --- | --- |

| PROFIT & FIN. 1M USD, 2008, 3/7.70% CR 2012 2/7.70% | 940,036 | 7 |
| --- | --- | --- |

| PROFIT & FIN. 1M USD, 2008, 3/7.70% CR 2012 2/7.70% | 940,036 | 7 |
| --- | --- | --- |

| PROFIT & FIN. 1M USD, 2008, 3/7.70% CR 2012 2/7.70% | 940,036 | 7 |
| --- | --- | --- |

| PROFIT & FIN. 1M USD, 2008, 3/7.70% CR 2012 2/7.70% | 940,036 | 7 |
| --- | --- | --- |

| PROFIT & FIN. 1M USD, 2008, 3/7.70% CR 2012 2/7.70% | 940,036 | 7 |
| --- | --- | --- |

| PROFIT & FIN. 1M USD, 2008, 3/7.70% CR 2012 2/7.70% | 940,036 | 7 |
| --- | --- | --- |

| PROFIT & FIN. 1M USD, 2008, 3/7.70% CR 2012 2/7.70% | 940,036 | 7 |
| --- | --- | --- |

| PROFIT & FIN. 1M USD, 2008, 3/7.70% CR 2012 2/7.70% | 940,036 | 7 |
| --- | --- | --- |

| PROFIT & FIN. 1M USD, 2008, 3/7.70% CR 2012 2/7.70% | 940,036 | 7 |
| --- | --- | --- |

| PROFIT & FIN. 1M USD, 2008, 3/7.70% CR 2012 2/7.70% | 940,036 | 7 |
| --- | --- | --- |

| PROFIT & FIN. 1M USD, 2008, 3/7.70% CR 2012 2/7.70% | 940,036 | 7 |
| --- | --- | --- |

| PROFIT & FIN. 1M USD, 2008, 3/7.70% CR 2012 2/7.70% | 940,036 | 7 |
| --- | --- | --- |

| PROFIT & FIN. 1M USD, 2008, 3/7.70% CR 2012 2/7.70% | 940,036 | 7 |
| --- | --- | --- |

| PROFIT & FIN. 1M USD, 2008, 3/7.70% CR 2012 2/7.70% | 940,036 | 7 |
| --- | --- | --- |

| PROFIT & FIN. 1M USD, 2008, 3/7.70% CR 2012 2/7.70% | 940,036 | 7 |
| --- | --- | --- |

| PROFIT & FIN. 1M USD, 2008, 3/7.70% CR 2012 2/7.70% | 940,036 | 7 |
| --- | --- | --- |

| PROFIT & FIN. 1M USD, 2008, 3/7.70% CR 2012 2/7.70% | 940,036 | 7 |
| --- | --- | --- |

| PROFIT & FIN. 1M USD, 2008, 3/7.70% CR 2012 2/7.70% | 940,036 | 7 |
| --- | --- | --- |

| PROFIT & FIN. 1M USD, 2008, 3/7.70% CR 2012 2/7.70% | 940,036 | 7 |
| --- | --- | --- |

| PROFIT & FIN. 1M USD, 2008, 3/7.70% CR 2012 2/7.70% | 940,036 | 7 |
| --- | --- | --- |

| PROFIT & FIN. 1M USD, 2008, 3/7.70% CR 2012 2/7.70% | 940,036 | 7 |
| --- | --- | --- |

| PROFIT & FIN. 1M USD, 2008, 3/7.70% CR 2012 2/7.70% | 940,036 | 7 |
| --- | --- | --- |

| PROFIT & FIN. 1M USD, 2008, 3/7.70% CR 2012 2/7.70% | 940,036 | 7 |
| --- | --- | --- |

| PROFIT & FIN. 1M USD, 2008, 3/7.70% CR 2012 2/7.70% | 940,036 | 7 |
| --- | --- | --- |

| PROFIT & FIN. 1M USD, 2008, 3/7.70% CR 2012 2/7.70% | 940,036 | 7 |
| --- | --- | --- |

| PROFIT & FIN. 1M USD, 2008, 3/7.70% CR 2012 2/7.70% | 940,036 | 7 |
| --- | --- | --- |

| PROFIT & FIN. 1M USD, 2008, 3/7.70% CR 2012 2/7.70% | 940,036 | 7 |
| --- | --- | --- |

| PROFIT & FIN. 1M USD, 2008, 3/7.70% CR 2012 2/7.70% | 940,036 | 7 |
| --- | --- | --- |

| PROFIT & FIN. 1M USD, 2008, 3/7.70% CR 2012 2/7.70% | 940,036 | 7 |
| --- | --- | --- |

| PROFIT & FIN. 1M USD, 2008, 3/7.70% CR 2012 2/7.70% | 940,036 | 7 |
| --- | --- | --- |

| PROFIT & FIN. 1M USD, 2008, 3/7.70% CR 2012 2/7.70% | 940,036 | 7 |
| --- | --- | --- |

| PROFIT & FIN. 1M USD, 2008, 3/7.70% CR 2012 2/7.70% | 940,036 | 7 |
| --- | --- | --- |

| PROFIT & FIN. 1M USD, 2008, 3/7.70% CR 2012 2/7.70% | 940,036 | 7 |
| --- | --- | --- |

| PROFIT & FIN. 1M USD, 2008, 3/7.70% CR 2012 2/7.70% | 940,036 | 7 |
| --- | --- | --- |

| PROFIT & FIN. 1M USD, 2008, 3/7.70% CR 2012 2/7.70% | 940,036 | 7 |
| --- | --- | --- |

| PROFIT & FIN. 1M USD, 2008, 3/7.70% CR 2012 2/7.70% | 940,036 | 7 |
| --- | --- | --- |

| PROFIT & FIN. 1M USD, 2008, 3/7.70% CR 2012 2/7.70% | 940,036 | 7 |
| --- | --- | --- |

| PROFIT & FIN. 1M USD, 2008, 3/7.70% CR 2012 2/7.70% | 940,036 | 7 |
| --- | --- | --- |

| PROFIT & FIN. 1M USD, 2008, 3/7.70% CR 2012 2/7.70% | 940,036 | 7 |
| --- | --- | --- |

| PROFIT & FIN. 1M USD, 2008, 3/7.70% CR 2012 2/7.70% | 940,036 | 7 |
| --- | --- | --- |

| PROFIT & FIN. 1M USD, 2008, 3/7.70% CR 2012 2/7.70% | 940,036 | 7 |
| --- | --- | --- |

| PROFIT & FIN. 1M USD, 2008, 3/7.70% CR 2012 2/7.70% | 940,036 | 7 |
| --- | --- | --- |

| PROFIT & FIN. 1M USD, 2008, 3/7.70% CR 2012 2/7.70% | 940,036 | 7 |
| --- | --- | --- |

| PROFIT & FIN. 1M USD, 2008, 3/7.70% CR 2012 2/7.70% | 940,036 | 7 |
| --- | --- | --- |

| PROFIT & FIN. 1M USD, 2008, 3/7.70% CR 2012 2/7.70% | 940,036 | 7 |
| --- | --- | --- |

| PROFIT & FIN. 1M USD, 2008, 3/7.70% CR 2012 2/7.70% | 940,036 | 7 |
| --- | --- | --- |

| PROFIT & FIN. 1M USD, 2008, 3/7.70% CR 2012 2/7.70% | 940,036 | 7 |
| --- | --- | --- |

| PROFIT & FIN. 1M USD, 2008, 3/7.70% CR 2012 2/7.70% | 940,036 | 7 |
| --- | --- | --- |

| PROFIT & FIN. 1M USD, 2008, 3/7.70% CR 2012 2/7.70% | 940,036 | 7 |
| --- | --- | --- |

| PROFIT & FIN. 1M USD, 2008, 3/7.70% CR 2012 2/7.70% | 940,036 | 7 |
| --- | --- | --- |

| PROFIT & FIN. 1M USD, 2008, 3/7.70% CR 2012 2/7.70% | 940,036 | 7 |
| --- | --- | --- |

| PROFIT & FIN. 1M USD, 2008, 3/7.70% CR 2012 2/7.70% | 940,036 | 7 |
| --- | --- | --- |

| PROFIT & FIN. 1M USD, 2008, 3/7.70% CR 2012 2/7.70% | 940,036 | 7 |
| --- | --- | --- |

| PROFIT & FIN. 1M USD, 2008, 3/7.70% CR 2012 2/7.70% | 940,036 | 7 |
| --- | --- | --- |

| PROFIT & FIN. 1M USD, 2008, 3/7.70% CR 2012 2/7.70% | 940,036 | 7 |
| --- | --- | --- |

| PROFIT & FIN. 1M USD, 2008, 3/7.70% CR 2012 2/7.70% | 940,036 | 7 |
| --- | --- | --- |

| PROFIT & FIN. 1M USD, 2008, 3/7.70% CR 2012 2/7.70% | 940,036 | 7 |
| --- | --- | --- |

| PROFIT & FIN. 1M USD, 2008, 3/7.70% CR 2012 2/7.70% | 940,036 | 7 |
| --- | --- | --- |

| PROFIT & FIN. 1M USD, 2008, 3/7.70% CR 2012 2/7.70% | 940,036 | 7 |
| --- | --- | --- |

| PROFIT & FIN. 1M USD, 2008, 3/7.70% CR 2012 2/7.70% | 940,036 | 7 |
| --- | --- | --- |

| PROFIT & FIN. 1M USD, 2008, 3/7.70% CR 2012 2/7.70% | 940,036 | 7 |
| --- | --- | --- |

| PROFIT & FIN. 1M USD, 2008, 3/7.70% CR 2012 2/7.70% | 940,036 | 7 |
| --- | --- | --- |

| PROFIT & FIN. 1M USD, 2008, 3/7.70% CR 2012 2/7.70% | 940,036 | 7 |
| --- | --- | --- |

| PROFIT & FIN. 1M USD, 2008, 3/7.70% CR 2012 2/7.70% | 940,036 | 7 |
| --- | --- | --- |

| PROFIT & FIN. 1M USD, 2008, 3/7.70% CR 2012 2/7.70% | 940,036 | 7 |
| --- | --- | --- |

| PROFIT & FIN. 1M USD, 2008, 3/7.70% CR 2012 2/7.70% | 940,036 | 7 |
| --- | --- | --- |

| PROFIT & FIN. 1M USD, 2008, 3/7.70% CR 2012 2/7.70% | 940,036 | 7 |
| --- | --- | --- |

| PROFIT & FIN. 1M USD, 2008, 3/7.70% CR 2012 2/7.70% | 940,036 | 7 |
| --- | --- | --- |

| PROFIT & FIN. 1M USD, 2008, 3/7.70% CR 2012 2/7.70% | 940,036 | 7 |
| --- | --- | --- |

| PROFIT & FIN. 1M USD, 2008, 3/7.70% CR 2012 2/7.70% | 940,036 | 7 |
| --- | --- | --- |

| PROFIT & FIN. 1M USD, 2008, 3/7.70% CR 2012 2/7.70% | 940,036 | 7 |
| --- | --- | --- |

| PROFIT & FIN. 1M USD, 2008, 3/7.70% CR 2012 2/7.70% | 940,036 | 7 |
| --- | --- | --- |

| PROFIT & FIN. 1M USD, 2008, 3/7.70% CR 2012 2/7.70% | 940,036 | 7 |
| --- | --- | --- |

| PROFIT & FIN. 1M USD, 2008, 3/7.70% CR 2012 2/7.70% | 940,036 | 7 |
| --- | --- | --- |

| PROFIT & FIN. 1M USD, 2008, 3/7.70% CR 2012 2/7.70% | 940,036 | 7 |
| --- | --- | --- |

| PROFIT & FIN. 1M USD, 2008, 3/7.70% CR 2012 2/7.70% | 940,036 | 7 |
| --- | --- | --- |

| PROFIT & FIN. 1M USD, 2008, 3/7.70% CR 2012 2/7.70% | 940,036 | 7 |
| --- | --- | --- |

| PROFIT & FIN. 1M USD, 2008, 3/7.70% CR 2012 2/7.70% | 940,036 | 7 |
| --- | --- | --- |

| PROFIT & FIN. 1M USD, 2008, 3/7.70% CR 2012 2/7.70% | 940,036 | 7 |
| --- | --- | --- |

| PROFIT & FIN. 1M USD, 2008, 3/7.70% CR 2012 2/7.70% | 940,036 | 7 |
| --- | --- | --- |

| PROFIT & FIN. 1M USD, 2008, 3/7.70% CR 2012 2/7.70% | 940,036 | 7 |
| --- | --- | --- |

| PROFIT & FIN. 1M USD, 2008, 3/7.70% CR 2012 2/7.70% | 940,036 | 7 |
| --- | --- | --- |

| PROFIT & FIN. 1M USD, 2008, 3/7.70% CR 2012 2/7.70% | 940,036 | 7 |
| --- | --- | --- |

| PROFIT & FIN. 1M USD, 2008, 3/7.70% CR 2012 2/7.70% | 940,036 | 7 |
| --- | --- | --- |

| PROFIT & FIN. 1M USD, 2008, 3/7.70% CR 2012 2/7.70% | 940,036 | 7 |
| --- | --- | --- |

| PROFIT & FIN. 1M USD, 2008, 3/7.70% CR 2012 2/7.70% | 940,036 | 7 |
| --- | --- | --- |

| PROFIT & FIN. 1M USD, 2008, 3/7.70% CR 2012 2/7.70% | 940,036 | 7 |
| --- | --- | --- |

| PROFIT & FIN. 1M USD, 2008, 3/7.70% CR 2012 2/7.70% | 940,036 | 7 |
| --- | --- | --- |

| PROFIT & FIN. 1M USD, 2008, 3/7.70% CR 2012 2/7.70% | 940,036 | 7 |
| --- | --- | --- |

| PROFIT & FIN. 1M USD, 2008, 3/7.70% CR 2012 2/7.70% | 940,036 | 7 |
| --- | --- | --- |

| PROFIT & FIN. 1M USD, 2008, 3/7.70% CR 2012 2/7.70% | 940,036 | 7 |
| --- | --- | --- |

| PROFIT & FIN. 1M USD, 2008, 3/7.70% CR 2012 2/7.70% | 940,036 | 7 |
| --- | --- | --- |

| PROFIT & FIN. 1M USD, 2008, 3/7.70% CR 2012 2/7.70% | 940,036 | 7 |
| --- | --- | --- |

| PROFIT & FIN. 1M USD, 2008, 3/7.70% CR 2012 2/7.70% | 940,036 | 7 |
| --- | --- | --- |

| PROFIT & FIN. 1M USD, 2008, 3/7.70% CR 2012 2/7.70% | 940,036 | 7 |
| --- | --- | --- |

| PROFIT & FIN. 1M USD, 2008, 3/7.70% CR 2012 2/7.70% | 940,036 | 7 |
| --- | --- | --- |

| PROFIT & FIN. 1M USD, 2008, 3/7.70% CR 2012 2/7.70% | 940,036 | 7 |
| --- | --- | --- |

21

T. ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND

| Commercial Real Estate, 1M USD, 1M USD, 1M USD, 1M USD, 1M USD, 1M USD, 1M USD, 1M USD, 1M USD, 1M USD, 1M USD, 1M USD, 1M USD, 1M USD, 1M USD, 1M USD, 1M USD, 1M USD, 1M USD, 1M USD, 1M USD, | 600,000 | 500 |
| --- | --- | --- |
| Commercial Real Estate, 1M USD, 1M USD, 1M USD, 1M USD, 1M USD, 1M USD, 1M USD, 1M USD, 1M USD, 1M USD, 1M USD, 1M USD, 1M USD, 1M USD, 1M USD, 1M USD, 1M USD, 1M USD, | 5,000,000 | 5,000,000 |
| Commercial Real Estate, 1M USD, 1M USD, 1M USD, 1M USD, 1M USD, 1M USD, 1M USD, 1M USD, 1M USD, 1M USD, 1M USD, 1M USD, 1M USD, 1M USD, 1M USD, | 795,000 | 6,400 |
| Commercial Real Estate, 1M USD, 1M USD, 1M USD, 1M USD, 1M USD, 1M USD, 1M USD, 1M USD, 1M USD, 1M USD, 1M USD, 1M USD, 1M USD, 1M USD, 1M USD, 1M USD, 1M USD, 1M USD, | 1,000,000 | 12,200 |
| Commercial Real Estate, 1M USD, 1M USD, 1M USD, 1M USD, 1M USD, 1M USD, 1M USD, 1M USD, 1M USD, 1M USD, 1M USD, 1M USD, 1M USD, 1M USD, 1M USD, 1M USD, 1M USD, 1M USD, | 1,500,000 | 12,200 |
| Commercial Real Estate, 1M USD, 1M USD, 1M USD, 1M USD, 1M USD, 1M USD, 1M USD, 1M USD, 1M USD, 1M USD, 1M USD, 1M USD, 1M USD, 1M USD, 1M USD, | 1,500,000 | 12,200 |

22

T. ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND

| Alphabet Class A (1) | 125,000 | 538 |
| --- | --- | --- |
| Alphabet Class A (2) | 125,000 | 538 |
| Alphabet Class A (3) | 125,000 | 538 |
| Alphabet Class A (4) | 125,000 | 538 |
| Alphabet Class A (5) | 125,000 | 538 |
| Alphabet Class A (6) | 125,000 | 538 |
| Alphabet Class A (7) | 125,000 | 538 |
| Alphabet Class A (8) | 125,000 | 538 |
| Alphabet Class A (9) | 125,000 | 538 |
| Alphabet Class A (10) | 125,000 | 538 |
| Alphabet Class A (11) | 125,000 | 538 |
| Alphabet Class A (12) | 125,000 | 538 |
| Alphabet Class A (13) | 125,000 | 538 |
| Alphabet Class A (14) | 125,000 | 538 |
| Alphabet Class A (15) | 125,000 | 538 |
| Alphabet Class A (16) | 125,000 | 538 |
| Alphabet Class A (17) | 125,000 | 538 |
| Alphabet Class A (18) | 125,000 | 538 |
| Alphabet Class A (19) | 125,000 | 538 |
| Alphabet Class A (20) | 125,000 | 538 |
| Alphabet Class A (21) | 125,000 | 538 |
| Alphabet Class A (22) | 125,000 | 538 |
| Alphabet Class A (23) | 125,000 | 538 |
| Alphabet Class A (24) | 125,000 | 538 |
| Alphabet Class A (25) | 125,000 | 538 |
| Alphabet Class A (26) | 125,000 | 538 |
| Alphabet Class A (27) | 125,000 | 538 |
| Alphabet Class A (28) | 125,000 | 538 |
| Alphabet Class A (29) | 125,000 | 538 |
| Alphabet Class A (30) | 125,000 | 538 |
| Alphabet Class A (31) | 125,000 | 538 |
| Alphabet Class A (32) | 125,000 | 538 |
| Alphabet Class A (33) | 125,000 | 538 |
| Alphabet Class A (34) | 125,000 | 538 |
| Alphabet Class A (35) | 125,000 | 538 |
| Alphabet Class A (36) | 125,000 | 538 |
| Alphabet Class A (37) | 125,000 | 538 |
| Alphabet Class A (38) | 125,000 | 538 |
| Alphabet Class A (39) | 125,000 | 538 |
| Alphabet Class A (40) | 125,000 | 538 |
| Alphabet Class A (41) | 125,000 | 538 |
| Alphabet Class A (42) | 125,000 | 538 |
| Alphabet Class A (43) | 125,000 | 538 |
| Alphabet Class A (44) | 125,000 | 538 |
| Alphabet Class A (45) | 125,000 | 538 |
| Alphabet Class A (46) | 125,000 | 538 |
| Alphabet Class A (47) | 125,000 | 538 |
| Alphabet Class A (48) | 125,000 | 538 |
| Alphabet Class A (49) | 125,000 | 538 |
| Alphabet Class A (50) | 125,000 | 538 |

23

T. ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND

| FRN 1M TSER + 4.00% 8.561% | 221.000 | 2.00 |
| --- | --- | --- |
| FRN 1M TSER + 4.00% 8.561% | 221.000 | 2.00 |
| FRN 1M TSER + 4.00% 8.561% | 221.000 | 2.00 |
| FRN 1M TSER + 4.00% 8.561% | 221.000 | 2.00 |

| FRN 1M TSER + 4.00% 8.561% | 221.000 | 2.00 |
| --- | --- | --- |
| FRN 1M TSER + 4.00% 8.561% | 221.000 | 2.00 |

| FRN 1M TSER + 4.00% 8.561% | 221.000 | 2.00 |
| --- | --- | --- |
| FRN 1M TSER + 4.00% 8.561% | 221.000 | 2.00 |

| FRN 1M TSER + 4.00% 8.561% | 221.000 | 2.00 |
| --- | --- | --- |

| FRN 1M TSER + 4.00% 8.561% | 221.000 | 2.00 |
| --- | --- | --- |

| FRN 1M TSER + 4.00% 8.561% | 221.000 | 2.00 |
| --- | --- | --- |

| FRN 1M TSER + 4.00% 8.561% | 221.000 | 2.00 |
| --- | --- | --- |

| FRN 1M TSER + 4.00% 8.561% | 221.000 | 2.00 |
| --- | --- | --- |

| FRN 1M TSER + 4.00% 8.561% | 221.000 | 2.00 |
| --- | --- | --- |

| FRN 1M TSER + 4.00% 8.561% | 221.000 | 2.00 |
| --- | --- | --- |

| FRN 1M TSER + 4.00% 8.561% | 221.000 | 2.00 |
| --- | --- | --- |

| FRN 1M TSER + 4.00% 8.561% | 221.000 | 2.00 |
| --- | --- | --- |

| FRN 1M TSER + 4.00% 8.561% | 221.000 | 2.00 |
| --- | --- | --- |

|  | 1.000 | 1.000 |
| --- | --- | --- |

| FRN 1M TSER + 4.00% 8.561% | 1.000 | 1.000 |
| --- | --- | --- |

| FRN 1M TSER + 4.00% 8.561% | 1.000 | 1.000 |
| --- | --- | --- |

| FRN 1M TSER + 4.00% 8.561% | 1.000 | 1.000 |
| --- | --- | --- |

| FRN 1M TSER + 4.00% 8.561% | 1.000 | 1.000 |
| --- | --- | --- |

|  | 1.000 | 1.000 |
| --- | --- | --- |

| FRN 1M TSER + 4.00% 8.561% | 1.000 | 1.000 |
| --- | --- | --- |

| FRN 1M TSER + 4.00% 8.561% | 1.000 | 1.000 |
| --- | --- | --- |

| FRN 1M TSER + 4.00% 8.561% | 1.000 | 1.000 |
| --- | --- | --- |

|  | 1.000 | 1.000 |
| --- | --- | --- |

| FRN 1M TSER + 4.00% 8.561% | 1.000 | 1.000 |
| --- | --- | --- |

| FRN 1M TSER + 4.00% 8.561% | 1.000 | 1.000 |
| --- | --- | --- |

| FRN 1M TSER + 4.00% 8.561% | 1.000 | 1.000 |
| --- | --- | --- |

|  | 1.000 | 1.000 |
| --- | --- | --- |

| FRN 1M TSER + 4.00% 8.561% | 1.000 | 1.000 |
| --- | --- | --- |

| FRN 1M TSER + 4.00% 8.561% | 1.000 | 1.000 |
| --- | --- | --- |

| FRN 1M TSER + 4.00% 8.561% | 1.000 | 1.000 |
| --- | --- | --- |

|  | 1.000 | 1.000 |
| --- | --- | --- |

| FRN 1M TSER + 4.00% 8.561% | 1.000 | 1.000 |
| --- | --- | --- |

| FRN 1M TSER + 4.00% 8.561% | 1.000 | 1.000 |
| --- | --- | --- |

| FRN 1M TSER + 4.00% 8.561% | 1.000 | 1.000 |
| --- | --- | --- |

|  | 1.000 | 1.000 |
| --- | --- | --- |

| FRN 1M TSER + 4.00% 8.561% | 1.000 | 1.000 |
| --- | --- | --- |

| FRN 1M TSER + 4.00% 8.561% | 1.000 | 1.000 |
| --- | --- | --- |

| FRN 1M TSER + 4.00% 8.561% | 1.000 | 1.000 |
| --- | --- | --- |

|  | 1.000 | 1.000 |
| --- | --- | --- |

| FRN 1M TSER + 4.00% 8.561% | 1.000 | 1.000 |
| --- | --- | --- |

| FRN 1M TSER + 4.00% 8.561% | 1.000 | 1.000 |
| --- | --- | --- |

|  | 1.000 | 1.000 |
| --- | --- | --- |

| FRN 1M TSER + 4.00% 8.561% | 1.000 | 1.000 |
| --- | --- | --- |

| FRN 1M TSER + 4.00% 8.561% | 1.000 | 1.000 |
| --- | --- | --- |

|  | 1.000 | 1.000 |
| --- | --- | --- |

| FRN 1M TSER + 4.00% 8.561% | 1.000 | 1.000 |
| --- | --- | --- |

| FRN 1M TSER + 4.00% 8.561% | 1.000 | 1.000 |
| --- | --- | --- |

|  | 1.000 | 1.000 |
| --- | --- | --- |

| FRN 1M TSER + 4.00% 8.561% | 1.000 | 1.000 |
| --- | --- | --- |

| FRN 1M TSER + 4.00% 8.561% | 1.000 | 1.000 |
| --- | --- | --- |

|  | 1.000 | 1.000 |
| --- | --- | --- |

| FRN 1M TSER + 4.00% 8.561% | 1.000 | 1.000 |
| --- | --- | --- |

| FRN 1M TSER + 4.00% 8.561% | 1.000 | 1.000 |
| --- | --- | --- |

|  | 1.000 | 1.000 |
| --- | --- | --- |

| FRN 1M TSER + 4.00% 8.561% | 1.000 | 1.000 |
| --- | --- | --- |

| FRN 1M TSER + 4.00% 8.561% | 1.000 | 1.000 |
| --- | --- | --- |

|  | 1.000 | 1.000 |
| --- | --- | --- |

| FRN 1M TSER + 4.00% 8.561% | 1.000 | 1.000 |
| --- | --- | --- |

| FRN 1M TSER + 4.00% 8.561% | 1.000 | 1.000 |
| --- | --- | --- |

|  | 1.000 | 1.000 |
| --- | --- | --- |

| FRN 1M TSER + 4.00% 8.561% | 1.000 | 1.000 |
| --- | --- | --- |

| FRN 1M TSER + 4.00% 8.561% | 1.000 | 1.000 |
| --- | --- | --- |

|  | 1.000 | 1.000 |
| --- | --- | --- |

| FRN 1M TSER + 4.00% 8.561% | 1.000 | 1.000 |
| --- | --- | --- |

| FRN 1M TSER + 4.00% 8.561% | 1.000 | 1.000 |
| --- | --- | --- |

|  | 1.000 | 1.000 |
| --- | --- | --- |

| FRN 1M TSER + 4.00% 8.561% | 1.000 | 1.000 |
| --- | --- | --- |

| FRN 1M TSER + 4.00% 8.561% | 1.000 | 1.000 |
| --- | --- | --- |

|  | 1.000 | 1.000 |
| --- | --- | --- |

| FRN 1M TSER + 4.00% 8.561% | 1.000 | 1.000 |
| --- | --- | --- |

| FRN 1M TSER + 4.00% 8.561% | 1.000 | 1.000 |
| --- | --- | --- |

|  | 1.000 | 1.000 |
| --- | --- | --- |

| FRN 1M TSER + 4.00% 8.561% | 1.000 | 1.000 |
| --- | --- | --- |

|  | 1.000 | 1.000 |
| --- | --- | --- |

| FRN 1M TSER + 4.00% 8.561% | 1.000 | 1.000 |
| --- | --- | --- |

|  | 1.000 | 1.000 |
| --- | --- | --- |

| FRN 1M TSER + 4.00% 8.561% | 1.000 | 1.000 |
| --- | --- | --- |

|  | 1.000 | 1.000 |
| --- | --- | --- |

| FRN 1M TSER + 4.00% 8.561% | 1.000 | 1.000 |
| --- | --- | --- |

|  | 1.000 | 1.000 |
| --- | --- | --- |

| FRN 1M TSER + 4.00% 8.561% | 1.000 | 1.000 |
| --- | --- | --- |

|  | 1.000 | 1.000 |
| --- | --- | --- |

| FRN 1M TSER + 4.00% 8.561% | 1.000 | 1.000 |
| --- | --- | --- |

|  | 1.000 | 1.000 |
| --- | --- | --- |

| FRN 1M TSER + 4.00% 8.561% | 1.000 | 1.000 |
| --- | --- | --- |

|  | 1.000 | 1.000 |
| --- | --- | --- |

| FRN 1M TSER + 4.00% 8.561% | 1.000 | 1.000 |
| --- | --- | --- |

|  | 1.000 | 1.000 |
| --- | --- | --- |

| FRN 1M TSER + 4.00% 8.561% | 1.000 | 1.000 |
| --- | --- | --- |

|  | 1.000 | 1.000 |
| --- | --- | --- |

| FRN 1M TSER + 4.00% 8.561% | 1.000 | 1.000 |
| --- | --- | --- |

|  | 1.000 | 1.000 |
| --- | --- | --- |

| FRN 1M TSER + 4.00% 8.561% | 1.000 | 1.000 |
| --- | --- | --- |

|  | 1.000 | 1.000 |
| --- | --- | --- |

| FRN 1M TSER + 4.00% 8.561% | 1.000 | 1.000 |
| --- | --- | --- |

|  | 1.000 | 1.000 |
| --- | --- | --- |

| FRN 1M TSER + 4.00% 8.561% | 1.000 | 1.000 |
| --- | --- | --- |

|  | 1.000 | 1.000 |
| --- | --- | --- |

| FRN 1M TSER + 4.00% 8.561% | 1.000 | 1.000 |
| --- | --- | --- |

|  | 1.000 | 1.000 |
| --- | --- | --- |

| FRN 1M TSER + 4.00% 8.561% | 1.000 | 1.000 |
| --- | --- | --- |

|  | 1.000 | 1.000 |
| --- | --- | --- |

| FRN 1M TSER + 4.00% 8.561% | 1.000 | 1.000 |
| --- | --- | --- |

|  | 1.000 | 1.000 |
| --- | --- | --- |

| FRN 1M TSER + 4.00% 8.561% | 1.000 | 1.000 |
| --- | --- | --- |

|  | 1.000 | 1.000 |
| --- | --- | --- |

| FRN 1M TSER + 4.00% 8.561% | 1.000 | 1.000 |
| --- | --- | --- |

|  | 1.000 | 1.000 |
| --- | --- | --- |

| FRN 1M TSER + 4.00% 8.561% | 1.000 | 1.000 |
| --- | --- | --- |

|  | 1.000 | 1.000 |
| --- | --- | --- |

| FRN 1M TSER + 4.00% 8.561% | 1.000 | 1.000 |
| --- | --- | --- |

|  | 1.000 | 1.000 |
| --- | --- | --- |

| FRN 1M TSER + 4.00% 8.561% | 1.000 | 1.000 |
| --- | --- | --- |

|  | 1.000 | 1.000 |
| --- | --- | --- |

| FRN 1M TSER + 4.00% 8.561% | 1.000 | 1.000 |
| --- | --- | --- |

|  | 1.000 | 1.000 |
| --- | --- | --- |

| FRN 1M TSER + 4.00% 8.561% | 1.000 | 1.000 |
| --- | --- | --- |

|  | 1.000 | 1.000 |
| --- | --- | --- |

| FRN 1M TSER + 4.00% 8.561% | 1.000 | 1.000 |
| --- | --- | --- |

|  | 1.000 | 1.000 |
| --- | --- | --- |

| FRN 1M TSER + 4.00% 8.561% | 1.000 | 1.000 |
| --- | --- | --- |

|  | 1.000 | 1.000 |
| --- | --- | --- |

| FRN 1M TSER + 4.00% 8.561% | 1.000 | 1.000 |
| --- | --- | --- |

|  | 1.000 | 1.000 |
| --- | --- | --- |

| FRN 1M TSER + 4.00% 8.561% | 1.000 | 1.000 |
| --- | --- | --- |

|  | 1.000 | 1.000 |
| --- | --- | --- |

| FRN 1M TSER + 4.00% 8.561% | 1.000 | 1.000 |
| --- | --- | --- |

|  | 1.000 | 1.000 |
| --- | --- | --- |

| FRN 1M TSER + 4.00% 8.561% | 1.000 | 1.000 |
| --- | --- | --- |

|  | 1.000 | 1.000 |
| --- | --- | --- |

| FRN 1M TSER + 4.00% 8.561% | 1.000 | 1.000 |
| --- | --- | --- |

|  | 1.000 | 1.000 |
| --- | --- | --- |

| FRN 1M TSER + 4.00% 8.561% | 1.000 | 1.000 |
| --- | --- | --- |

|  | 1.000 | 1.000 |
| --- | --- | --- |

| FRN 1M TSER + 4.00% 8.561% | 1.000 | 1.000 |
| --- | --- | --- |

|  | 1.000 | 1.000 |
| --- | --- | --- |

| FRN 1M TSER + 4.00% 8.561% | 1.000 | 1.000 |
| --- | --- | --- |

|  | 1.000 | 1.000 |
| --- | --- | --- |

| FRN 1M TSER + 4.00% 8.561% | 1.000 | 1.000 |
| --- | --- | --- |

|  | 1.000 | 1.000 |
| --- | --- | --- |

| FRN 1M TSER + 4.00% 8.561% | 1.000 | 1.000 |
| --- | --- | --- |

|  | 1.000 | 1.000 |
| --- | --- | --- |

| FRN 1M TSER + 4.00% 8.561% | 1.000 | 1.000 |
| --- | --- | --- |

|  | 1.000 | 1.000 |
| --- | --- | --- |

| FRN 1M TSER + 4.00% 8.561% | 1.000 | 1.000 |
| --- | --- | --- |

|  | 1.000 | 1.000 |
| --- | --- | --- |

| FRN 1M TSER + 4.00% 8.561% | 1.000 | 1.000 |
| --- | --- | --- |

|  | 1.000 | 1.000 |
| --- | --- | --- |

| FRN 1M TSER + 4.00% 8.561% | 1.000 | 1.000 |
| --- | --- | --- |

|  | 1.000 | 1.000 |
| --- | --- | --- |

| FRN 1M TSER + 4.00% 8.561% | 1.000 | 1.000 |
| --- | --- | --- |

|  | 1.000 | 1.000 |
| --- | --- | --- |

| FRN 1M TSER + 4.00% 8.561% | 1.000 | 1.000 |
| --- | --- | --- |

|  | 1.000 | 1.000 |
| --- | --- | --- |

| FRN 1M TSER + 4.00% 8.561% | 1.000 | 1.000 |
| --- | --- | --- |

|  | 1.000 | 1.000 |
| --- | --- | --- |

| FRN 1M TSER + 4.00% 8.561% | 1.000 | 1.000 |
| --- | --- | --- |

|  | 1.000 | 1.000 |
| --- | --- | --- |

| FRN 1M TSER + 4.00% 8.561% | 1.000 | 1.000 |
| --- | --- | --- |

|  | 1.000 | 1.000 |
| --- | --- | --- |

| FRN 1M TSER + 4.00% 8.561% | 1.000 | 1.000 |
| --- | --- | --- |

|  | 1.000 | 1.000 |
| --- | --- | --- |

| FRN 1M TSER + 4.00% 8.561% | 1.000 | 1.000 |
| --- | --- | --- |

|  | 1.000 | 1.000 |
| --- | --- | --- |

| FRN 1M TSER + 4.00% 8.561% | 1.000 | 1.000 |
| --- | --- | --- |

|  | 1.000 | 1.000 |
| --- | --- | --- |

| FRN 1M TSER + 4.00% 8.561% | 1.000 | 1.000 |
| --- | --- | --- |

|  | 1.000 | 1.000 |
| --- | --- | --- |

| FRN 1M TSER + 4.00% 8.561% | 1.000 | 1.000 |
| --- | --- | --- |

|  | 1.000 | 1.000 |
| --- | --- | --- |

| FRN 1M TSER + 4.00% 8.561% | 1.000 | 1.000 |
| --- | --- | --- |

|  | 1.000 | 1.000 |
| --- | --- | --- |

| FRN 1M TSER + 4.00% 8.561% | 1.000 | 1.000 |
| --- | --- | --- |

|  | 1.000 | 1.000 |
| --- | --- | --- |

| FRN 1M TSER + 4.00% 8.561% | 1.000 | 1.000 |
| --- | --- | --- |

|  | 1.000 | 1.000 |
| --- | --- | --- |

| FRN 1M TSER + 4.00% 8.561% | 1.000 | 1.000 |
| --- | --- | --- |

|  | 1.000 | 1.000 |
| --- | --- | --- |

| FRN 1M TSER + 4.00% 8.561% | 1.000 | 1.000 |
| --- | --- | --- |

|  | 1.000 | 1.000 |
| --- | --- | --- |

| FRN 1M TSER + 4.00% 8.561% | 1.000 | 1.000 |
| --- | --- | --- |

|  | 1.000 | 1.000 |
| --- | --- | --- |

| FRN 1M TSER + 4.00% 8.561% | 1.000 | 1.000 |
| --- | --- | --- |

|  | 1.000 | 1.000 |
| --- | --- | --- |

| FRN 1M TSER + 4.00% 8.561% | 1.000 | 1.000 |
| --- | --- | --- |

|  | 1.000 | 1.000 |
| --- | --- | --- |

| FRN 1M TSER + 4.00% 8.561% | 1.000 | 1.000 |
| --- | --- | --- |

|  | 1.000 | 1.000 |
| --- | --- | --- |

| FRN 1M TSER + 4.00% 8.561% | 1.000 | 1.000 |
| --- | --- | --- |

|  | 1.000 | 1.000 |
| --- | --- | --- |

| FRN 1M TSER + 4.00% 8.561% | 1.000 | 1.000 |
| --- | --- | --- |

|  | 1.000 | 1.000 |
| --- | --- | --- |

| FRN 1M TSER + 4.00% 8.561% | 1.000 | 1.000 |
| --- | --- | --- |

|  | 1.000 | 1.000 |
| --- | --- | --- |

| FRN 1M TSER + 4.00% 8.561% | 1.000 | 1.000 |
| --- | --- | --- |

|  | 1.000 | 1.000 |
| --- | --- | --- |

| FRN 1M TSER + 4.00% 8.561% | 1.000 | 1.000 |
| --- | --- | --- |

|  | 1.000 | 1.000 |
| --- | --- | --- |

| FRN 1M TSER + 4.00% 8.561% | 1.000 | 1.000 |
| --- | --- | --- |

|  | 1.000 | 1.000 |
| --- | --- | --- |

| FRN 1M TSER + 4.00% 8.561% | 1.000 | 1.000 |
| --- | --- | --- |

|  | 1.000 | 1.000 |
| --- | --- | --- |

| FRN 1M TSER + 4.00% 8.561% | 1.000 | 1.000 |
| --- | --- | --- |

|  | 1.000 | 1.000 |
| --- | --- | --- |

| FRN 1M TSER + 4.00% 8.561% | 1.000 | 1.000 |
| --- | --- | --- |

|  | 1.000 | 1.000 |
| --- | --- | --- |

| FRN 1M TSER + 4.00% 8.561% | 1.000 | 1.000 |
| --- | --- | --- |

|  | 1.000 | 1.000 |
| --- | --- | --- |

| FRN 1M TSER + 4.00% 8.561% | 1.000 | 1.000 |
| --- | --- | --- |

|  | 1.000 | 1.000 |
| --- | --- | --- |

| FRN 1M TSER + 4.00% 8.561% | 1.000 | 1.000 |
| --- | --- | --- |

|  | 1.000 | 1.000 |
| --- | --- | --- |

| FRN 1M TSER + 4.00% 8.561% | 1.000 | 1.000 |
| --- | --- | --- |

|  | 1.000 | 1.000 |
| --- | --- | --- |

| FRN 1M TSER + 4.00% 8.561% | 1.000 | 1.000 |
| --- | --- | --- |

|  | 1.000 | 1.000 |
| --- | --- | --- |

| FRN 1M TSER + 4.00% 8.561% | 1.000 | 1.000 |
| --- | --- | --- |

|  | 1.000 | 1.000 |
| --- | --- | --- |

| FRN 1M TSER + 4.00% 8.561% | 1.000 | 1.000 |
| --- | --- | --- |

|  | 1.000 | 1.000 |
| --- | --- | --- |

| FRN 1M TSER + 4.00% 8.561% | 1.000 | 1.000 |
| --- | --- | --- |

|  | 1.000 | 1.000 |
| --- | --- | --- |

| FRN 1M TSER + 4.00% 8.561% | 1.000 | 1.000 |
| --- | --- | --- |

|  | 1.000 | 1.000 |
| --- | --- | --- |

| FRN 1M TSER + 4.00% 8.561% | 1.000 | 1.000 |
| --- | --- | --- |

|  | 1.000 | 1.000 |
| --- | --- | --- |

| FRN 1M TSER + 4.00% 8.561% | 1.000 | 1.000 |
| --- | --- | --- |

|  | 1.000 | 1.000 |
| --- | --- | --- |

| FRN 1M TSER + 4.00% 8.561% | 1.000 | 1.000 |
| --- | --- | --- |

|  | 1.000 | 1.000 |
| --- | --- | --- |

| FRN 1M TSER + 4.00% 8.561% | 1.000 | 1.000 |
| --- | --- | --- |

|  | 1.000 | 1.000 |
| --- | --- | --- |

| FRN 1M TSER + 4.00% 8.561% | 1.000 | 1.000 |
| --- | --- | --- |

|  | 1.000 | 1.000 |
| --- | --- | --- |

| FRN 1M TSER + 4.00% 8.561% | 1.000 | 1.000 |
| --- | --- | --- |

|  | 1.000 | 1.000 |
| --- | --- | --- |

| FRN 1M TSER + 4.00% 8.561% | 1.000 | 1.000 |
| --- | --- | --- |

|  | 1.000 | 1.000 |
| --- | --- | --- |

| FRN 1M TSER + 4.00% 8.561% | 1.000 | 1.000 |
| --- | --- | --- |

|  | 1.000 | 1.000 |
| --- | --- | --- |

| FRN 1M TSER + 4.00% 8.561% | 1.000 | 1.000 |
| --- | --- | --- |

|  | 1.000 | 1.000 |
| --- | --- | --- |

| FRN 1M TSER + 4.00% 8.561% | 1.000 | 1.000 |
| --- | --- | --- |

|  | 1.000 | 1.000 |
| --- | --- | --- |

| FRN 1M TSER + 4.00% 8.561% | 1.000 | 1.000 |
| --- | --- | --- |

|  | 1.000 | 1.000 |
| --- | --- | --- |

| FRN 1M TSER + 4.00% 8.561% | 1.000 | 1.000 |
| --- | --- | --- |

|  | 1.000 | 1.000 |
| --- | --- | --- |

| FRN 1M TSER + 4.00% 8.561% | 1.000 | 1.000 |
| --- | --- | --- |

|  | 1.000 | 1.000 |
| --- | --- | --- |

| FRN 1M TSER + 4.00% 8.561% | 1.000 | 1.000 |
| --- | --- | --- |

|  | 1.000 | 1.000 |
| --- | --- | --- |

| FRN 1M TSER + 4.00% 8.561% | 1.000 | 1.000 |
| --- | --- | --- |

|  | 1.000 | 1.000 |
| --- | --- | --- |

</table>

| FRN 1M TSER + 4.00% 8.561% | 1.000 | 1.000 |
| --- | --- | --- |

</table>

|  | 1.000 | 1.000 |
| --- | --- | --- |

</table>

| FRN 1M TSER + 4.00% 8.561% | 1.000 | 1.000 |
| --- | --- | --- |

</table>

|  | 1.000 | 1.000 |
| --- | --- | --- |

</table>

| FRN 1M TSER + 4.00% 8.561% | 1.000 | 1.000 |
| --- | --- | --- |

</table>

|  | 1.000 | 1.000 |
| --- | --- | --- |

</table>

| FRN 1M TSER + 4.00% 8.561% | 1.000 | 1.000 |
| --- | --- | --- |

</table>

|  | 1.000 | 1.000 |
| --- | --- | --- |

</table>

| FRN 1M TSER + 4.00% 8.561% | 1.000 | 1.000 |
| --- | --- | --- |

</table>

|  | 1.000 | 1.000 |
| --- | --- | --- |

</table>

| FRN 1M TSER + 4.00% 8.561% | 1.000 | 1.000 |
| --- | --- | --- |

</table>

|  | 1.000 | 1.000 |
| --- | --- | --- |

</table>

24

T. ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND

| Exhibit 1: Carer Operations, FRN, 1M USD LIBOR + 7.00% | 100 | 100 |
| --- | --- | --- |
| Carer Operations, Carer Operations, Markets Acquisition, Warrants, | 30,000 | 30,000 |
| Carer Operations, Carer Operations, Assets | 72,000 | 72,000 |
| Carer Operations, Carer Operations, Assets Acquisition, Class A (1) | 72,000 | 72,000 |
| Carer Operations, Carer Operations, Assets | 72,000 | 72,000 |
| Carer Operations, Carer Operations, Class A (1) | 72,000 | 72,000 |
| Carer Operations, Carer Operations, Assets | 72,000 | 72,000 |
| Carer Operations, Carer Operations, 11/5/2026 (1) | 24,000 | 24,000 |
| Carer Operations, Carer Operations, Assets | 24,000 | 24,000 |
| Carer Operations, Carer Operations, Assets, Warrants, | 45,000 | 45,000 |
| Carer Operations, Carer Operations, Assets, Holdings III, Class A (1) | 45,000 | 45,000 |
| Carer Operations, Carer Operations, Assets, Holdings III, Class A, Warrants, | 75,000 | 75,000 |

25

T. ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND[{"box_2d": [31, 81, 611, 190], "label": "table", "caption": "

| Depreciation & Exports Experience Acquisition, Class A (1) | 72,000 | 750 |
| --- | --- | --- |
| Depreciation & Exports | 72,000 | 750 |
| Depreciation & Exports | 72,000 | 750 |
| Depreciation & Exports | 8,500 | 720 |
| Depreciation & Exports | 8,500 | 720 |
| Depreciation & Exports | 8,500 | 720 |
| Depreciation & Exports | 8,500 | 720 |
| Depreciation & Exports | 8,500 | 720 |
| Depreciation & Exports | 8,500 | 720 |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |
| Depreciation & Exports | 8,500 | 720 |
| Depreciation & Exports | 8,500 | 720 |
| Depreciation & Exports | 8,500 | 720 |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |
| Depreciation & Exports | 8,500 | 720 |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |
| Depreciation & Exports | 8,500 | 720 |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |
| Depreciation & Exports | 8,500 | 720 |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |
| Depreciation & Exports | 8,500 | 720 |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |
| Depreciation & Exports | 8,500 | 720 |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |
| Depreciation & Exports | 8,500 | 720 |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |
| Depreciation & Exports | 8,500 | 720 |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |
| Depreciation & Exports | 8,500 | 720 |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |
| Depreciation & Exports | 8,500 | 720 |
| Depreciation & Exports | 8,500 | 720 |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

| Depreciation & Exports | 8,500 | 720 |
| --- | --- | --- |

<table><tr><td>Depreciation &amp; Exports</td><td>8,500</td><td>720</td></tr></table

T. ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND

| Hartford Financial Services Group | 1,000 | 21 |
| --- | --- | --- |
| Harford Financial Services, Class A | 1,000 | 21 |
| Harford Financial Services, Class A (1) | 1,000 | 21 |
| Harford Financial Services, Class A (1) | 1,000 | 21 |
| Harford Financial Services, Class A (1) | 1,000 | 21 |
| Harford Financial Services, Class A | 1,000 | 1,000 |
| Harford Financial Services, Class A | 1,000 | 1,000 |
| Harford Financial Services, Class A | 1,000 | 1,000 |
| Harford Financial Services, Class A | 1,000 | 1,000 |
| Harford Financial Services, Class A | 1,000 | 1,000 |

| Harford Financial Services, Class A | 1,000 | 1,000 |
| --- | --- | --- |
| Harford Financial Services, Class A | 1,000 | 1,000 |
| Harford Financial Services, Class A | 1,000 | 1,000 |

| Harford Financial Services, Class A | 1,000 | 1,000 |
| --- | --- | --- |
| Harford Financial Services, Class A | 1,000 | 1,000 |

| Harford Financial Services, Class A | 1,000 | 1,000 |
| --- | --- | --- |
| Harford Financial Services, Class A | 1,000 | 1,000 |

| Harford Financial Services, Class A | 1,000 | 1,000 |
| --- | --- | --- |

| Harford Financial Services, Class A | 1,000 | 1,000 |
| --- | --- | --- |

| Harford Financial Services, Class A | 1,000 | 1,000 |
| --- | --- | --- |

| Harford Financial Services, Class A | 1,000 | 1,000 |
| --- | --- | --- |

| Harford Financial Services, Class A | 1,000 | 1,000 |
| --- | --- | --- |

| Harford Financial Services, Class A | 1,000 | 1,000 |
| --- | --- | --- |

| Harford Financial Services, Class A | 1,000 | 1,000 |
| --- | --- | --- |

| Harford Financial Services, Class A | 1,000 | 1,000 |
| --- | --- | --- |

| Harford Financial Services, Class A | 1,000 | 1,000 |
| --- | --- | --- |

| Harford Financial Services, Class A | 1,000 | 1,000 |
| --- | --- | --- |

| Harford Financial Services, Class A | 1,000 | 1,000 |
| --- | --- | --- |

| Harford Financial Services, Class A | 1,000 | 1,000 |
| --- | --- | --- |

| Harford Financial Services, Class A | 1,000 | 1,000 |
| --- | --- | --- |

| Harford Financial Services, Class A | 1,000 | 1,000 |
| --- | --- | --- |

| Harford Financial Services, Class A | 1,000 | 1,000 |
| --- | --- | --- |

| Harford Financial Services, Class A | 1,000 | 1,000 |
| --- | --- | --- |

| Harford Financial Services, Class A | 1,000 | 1,000 |
| --- | --- | --- |

| Harford Financial Services, Class A | 1,000 | 1,000 |
| --- | --- | --- |

| Harford Financial Services, Class A | 1,000 | 1,000 |
| --- | --- | --- |

| Harford Financial Services, Class A | 1,000 | 1,000 |
| --- | --- | --- |

| Harford Financial Services, Class A | 1,000 | 1,000 |
| --- | --- | --- |

| Harford Financial Services, Class A | 1,000 | 1,000 |
| --- | --- | --- |

| Harford Financial Services, Class A | 1,000 | 1,000 |
| --- | --- | --- |

| Harford Financial Services, Class A | 1,000 | 1,000 |
| --- | --- | --- |

| Harford Financial Services, Class A | 1,000 | 1,000 |
| --- | --- | --- |

| Harford Financial Services, Class A | 1,000 | 1,000 |
| --- | --- | --- |

| Harford Financial Services, Class A | 1,000 | 1,000 |
| --- | --- | --- |

| Harford Financial Services, Class A | 1,000 | 1,000 |
| --- | --- | --- |

| Harford Financial Services, Class A | 1,000 | 1,000 |
| --- | --- | --- |

| Harford Financial Services, Class A | 1,000 | 1,000 |
| --- | --- | --- |

| Harford Financial Services, Class A | 1,000 | 1,000 |
| --- | --- | --- |

| Harford Financial Services, Class A | 1,000 | 1,000 |
| --- | --- | --- |

| Harford Financial Services, Class A | 1,000 | 1,000 |
| --- | --- | --- |

| Harford Financial Services, Class A | 1,000 | 1,000 |
| --- | --- | --- |

| Harford Financial Services, Class A | 1,000 | 1,000 |
| --- | --- | --- |

| Harford Financial Services, Class A | 1,000 | 1,000 |
| --- | --- | --- |

| Harford Financial Services, Class A | 1,000 | 1,000 |
| --- | --- | --- |

| Harford Financial Services, Class A | 1,000 | 1,000 |
| --- | --- | --- |

| Harford Financial Services, Class A | 1,000 | 1,000 |
| --- | --- | --- |

| Harford Financial Services, Class A | 1,000 | 1,000 |
| --- | --- | --- |

| Harford Financial Services, Class A | 1,000 | 1,000 |
| --- | --- | --- |

| Harford Financial Services, Class A | 1,000 | 1,000 |
| --- | --- | --- |

| Harford Financial Services, Class A | 1,000 | 1,000 |
| --- | --- | --- |

| Harford Financial Services, Class A | 1,000 | 1,000 |
| --- | --- | --- |

| Harford Financial Services, Class A | 1,000 | 1,000 |
| --- | --- | --- |

| Harford Financial Services, Class A | 1,000 | 1,000 |
| --- | --- | --- |

| Harford Financial Services, Class A | 1,000 | 1,000 |
| --- | --- | --- |

| Harford Financial Services, Class A | 1,000 | 1,000 |
| --- | --- | --- |

| Harford Financial Services, Class A | 1,000 | 1,000 |
| --- | --- | --- |

| Harford Financial Services, Class A | 1,000 | 1,000 |
| --- | --- | --- |

| Harford Financial Services, Class A | 1,000 | 1,000 |
| --- | --- | --- |

| Harford Financial Services, Class A | 1,000 | 1,000 |
| --- | --- | --- |

| Harford Financial Services, Class A | 1,000 | 1,000 |
| --- | --- | --- |

| Harford Financial Services, Class A | 1,000 | 1,000 |
| --- | --- | --- |

| Harford Financial Services, Class A | 1,000 | 1,000 |
| --- | --- | --- |

| Harford Financial Services, Class A | 1,000 | 1,000 |
| --- | --- | --- |

| Harford Financial Services, Class A | 1,000 | 1,000 |
| --- | --- | --- |

| Harford Financial Services, Class A | 1,000 | 1,000 |
| --- | --- | --- |

| Harford Financial Services, Class A | 1,000 | 1,000 |
| --- | --- | --- |

| Harford Financial Services, Class A | 1,000 | 1,000 |
| --- | --- | --- |

| Harford Financial Services, Class A | 1,000 | 1,000 |
| --- | --- | --- |

| Harford Financial Services, Class A | 1,000 | 1,000 |
| --- | --- | --- |

| Harford Financial Services, Class A | 1,000 | 1,000 |
| --- | --- | --- |

| Harford Financial Services, Class A | 1,000 | 1,000 |
| --- | --- | --- |

| Harford Financial Services, Class A | 1,000 | 1,000 |
| --- | --- | --- |

| Harford Financial Services, Class A | 1,000 | 1,000 |
| --- | --- | --- |

| Harford Financial Services, Class A | 1,000 | 1,000 |
| --- | --- | --- |

| Harford Financial Services, Class A | 1,000 | 1,000 |
| --- | --- | --- |

| Harford Financial Services, Class A | 1,000 | 1,000 |
| --- | --- | --- |

| Harford Financial Services, Class A | 1,000 | 1,000 |
| --- | --- | --- |

| Harford Financial Services, Class A | 1,000 | 1,000 |
| --- | --- | --- |

| Harford Financial Services, Class A | 1,000 | 1,000 |
| --- | --- | --- |

| Harford Financial Services, Class A | 1,000 | 1,000 |
| --- | --- | --- |

| Harford Financial Services, Class A | 1,000 | 1,000 |
| --- | --- | --- |

| Harford Financial Services, Class A | 1,000 | 1,000 |
| --- | --- | --- |

| Harford Financial Services, Class A | 1,000 | 1,000 |
| --- | --- | --- |

| Harford Financial Services, Class A | 1,000 | 1,000 |
| --- | --- | --- |

| Harford Financial Services, Class A | 1,000 | 1,000 |
| --- | --- | --- |

| Harford Financial Services, Class A | 1,000 | 1,000 |
| --- | --- | --- |

| Harford Financial Services, Class A | 1,000 | 1,000 |
| --- | --- | --- |

| Harford Financial Services, Class A | 1,000 | 1,000 |
| --- | --- | --- |

| Harford Financial Services, Class A | 1,000 | 1,000 |
| --- | --- | --- |

| Harford Financial Services, Class A | 1,000 | 1,000 |
| --- | --- | --- |

| Harford Financial Services, Class A | 1,000 | 1,000 |
| --- | --- | --- |

| Harford Financial Services, Class A | 1,000 | 1,000 |
| --- | --- | --- |

| Harford Financial Services, Class A | 1,000 | 1,000 |
| --- | --- | --- |

| Harford Financial Services, Class A | 1,000 | 1,000 |
| --- | --- | --- |

| Harford Financial Services, Class A | 1,000 | 1,000 |
| --- | --- | --- |

| Harford Financial Services, Class A | 1,000 | 1,000 |
| --- | --- | --- |

| Harford Financial Services, Class A | 1,000 | 1,000 |
| --- | --- | --- |

| Harford Financial Services, Class A | 1,000 | 1,000 |
| --- | --- | --- |

| Harford Financial Services, Class A | 1,000 | 1,000 |
| --- | --- | --- |

| Harford Financial Services, Class A | 1,000 | 1,000 |
| --- | --- | --- |

| Harford Financial Services, Class A | 1,000 | 1,000 |
| --- | --- | --- |

| Harford Financial Services, Class A | 1,000 | 1,000 |
| --- | --- | --- |

| Harford Financial Services, Class A | 1,000 | 1,000 |
| --- | --- | --- |

| Harford Financial Services, Class A | 1,000 | 1,000 |
| --- | --- | --- |

| Harford Financial Services, Class A | 1,000 | 1,000 |
| --- | --- | --- |

| Harford Financial Services, Class A | 1,000 | 1,000 |
| --- | --- | --- |

| Harford Financial Services, Class A | 1,000 | 1,000 |
| --- | --- | --- |

| Harford Financial Services, Class A | 1,000 | 1,000 |
| --- | --- | --- |

| Harford Financial Services, Class A | 1,000 | 1,000 |
| --- | --- | --- |

| Harford Financial Services, Class A | 1,000 | 1,000 |
| --- | --- | --- |

| Harford Financial Services, Class A | 1,000 | 1,000 |
| --- | --- | --- |

| Harford Financial Services, Class A | 1,000 | 1,000 |
| --- | --- | --- |

| Harford Financial Services, Class A | 1,000 | 1,000 |
| --- | --- | --- |

| Harford Financial Services, Class A | 1,000 | 1,000 |
| --- | --- | --- |

| Harford Financial Services, Class A | 1,000 | 1,000 |
| --- | --- | --- |

| Harford Financial Services, Class A | 1,000 | 1,000 |
| --- | --- | --- |

| Harford Financial Services, Class A | 1,000 | 1,000 |
| --- | --- | --- |

| Harford Financial Services, Class A | 1,000 | 1,000 |
| --- | --- | --- |

| Harford Financial Services, Class A | 1,000 | 1,000 |
| --- | --- | --- |

| Harford Financial Services, Class A | 1,000 | 1,000 |
| --- | --- | --- |

| Harford Financial Services, Class A | 1,000 | 1,000 |
| --- | --- | --- |

| Harford Financial Services, Class A | 1,000 | 1,000 |
| --- | --- | --- |

| Harford Financial Services, Class A | 1,000 | 1,000 |
| --- | --- | --- |

| Harford Financial Services, Class A | 1,000 | 1,000 |
| --- | --- | --- |

| Harford Financial Services, Class A | 1,000 | 1,000 |
| --- | --- | --- |

| Harford Financial Services, Class A | 1,000 | 1,000 |
| --- | --- | --- |

| Harford Financial Services, Class A | 1,000 | 1,000 |
| --- | --- | --- |

| Harford Financial Services, Class A | 1,000 | 1,000 |
| --- | --- | --- |

| Harford Financial Services, Class A | 1,000 | 1,000 |
| --- | --- | --- |

| Harford Financial Services, Class A | 1,000 | 1,000 |
| --- | --- | --- |

| Harford Financial Services, Class A | 1,000 | 1,000 |
| --- | --- | --- |

| Harford Financial Services, Class A | 1,000 | 1,000 |
| --- | --- | --- |

| Harford Financial Services, Class A | 1,000 | 1,000 |
| --- | --- | --- |

| Harford Financial Services, Class A | 1,000 | 1,000 |
| --- | --- | --- |

| Harford Financial Services, Class A | 1,000 | 1,000 |
| --- | --- | --- |

| Harford Financial Services, Class A | 1,000 | 1,000 |
| --- | --- | --- |

| Harford Financial Services, Class A | 1,000 | 1,000 |
| --- | --- | --- |

| Harford Financial Services, Class A | 1,000 | 1,000 |
| --- | --- | --- |

| Harford Financial Services, Class A | 1,000 | 1,000 |
| --- | --- | --- |

| Harford Financial Services, Class A | 1,000 | 1,000 |
| --- | --- | --- |

| Harford Financial Services, Class A | 1,000 | 1,000 |
| --- | --- | --- |

| Harford Financial Services, Class A | 1,000 | 1,000 |
| --- | --- | --- |

| Harford Financial Services, Class A | 1,000 | 1,000 |
| --- | --- | --- |

| Harford Financial Services, Class A | 1,000 | 1,000 |
| --- | --- | --- |

| Harford Financial Services, Class A | 1,000 | 1,000 |
| --- | --- | --- |

| Harford Financial Services, Class A | 1,000 | 1,000 |
| --- | --- | --- |

| Harford Financial Services, Class A | 1,000 | 1,000 |
| --- | --- | --- |

| Harford Financial Services, Class A | 1,000 | 1,000 |
| --- | --- | --- |

| Harford Financial Services, Class A | 1,000 | 1,000 |
| --- | --- | --- |

| Harford Financial Services, Class A | 1,000 | 1,000 |
| --- | --- | --- |

| Harford Financial Services, Class A | 1,000 | 1,000 |
| --- | --- | --- |

| Harford Financial Services, Class A | 1,000 | 1,000 |
| --- | --- | --- |

| Harford Financial Services, Class A | 1,000 | 1,000 |
| --- | --- | --- |

| Harford Financial Services, Class A | 1,000 | 1,000 |
| --- | --- | --- |

| Harford Financial Services, Class A | 1,000 | 1,000 |
| --- | --- | --- |

| Harford Financial Services, Class A | 1,000 | 1,000 |
| --- | --- | --- |

| Harford Financial Services, Class A | 1,000 | 1,000 |
| --- | --- | --- |

| Harford Financial Services, Class A | 1,000 | 1,000 |
| --- | --- | --- |

| Harford Financial Services, Class A | 1,000 | 1,000 |
| --- | --- | --- |

| Harford Financial Services, Class A | 1,000 | 1,000 |
| --- | --- | --- |

| Harford Financial Services, Class A | 1,000 | 1,000 |
| --- | --- | --- |

| Harford Financial Services, Class A | 1,000 | 1,000 |
| --- | --- | --- |

| Harford Financial Services, Class A | 1,000 | 1,000 |
| --- | --- | --- |

| Harford Financial Services, Class A | 1,000 | 1,000 |
| --- | --- | --- |

| Harford Financial Services, Class A | 1,000 | 1,000 |
| --- | --- | --- |

| Harford Financial Services, Class A | 1,000 | 1,000 |
| --- | --- | --- |

| Harford Financial Services, Class A | 1,000 | 1,000 |
| --- | --- | --- |

| Harford Financial Services, Class A | 1,000 | 1,000 |
| --- | --- | --- |

| Harford Financial Services, Class A | 1,000 | 1,000 |
| --- | --- | --- |

| Harford Financial Services, Class A | 1,000 | 1,000 |
| --- | --- | --- |

| Harford Financial Services, Class A | 1,000 | 1,000 |
| --- | --- | --- |

| Harford Financial Services, Class A | 1,000 | 1,000 |
| --- | --- | --- |

| Harford Financial Services, Class A | 1,000 | 1,000 |
| --- | --- | --- |

| Harford Financial Services, Class A | 1,000 | 1,000 |
| --- | --- | --- |

| Harford Financial Services, Class A | 1,000 | 1,000 |
| --- | --- | --- |

| Harford Financial Services, Class A | 1,000 | 1,000 |
| --- | --- | --- |

| Harford Financial Services, Class A | 1,000 | 1,000 |
| --- | --- | --- |

| Harford Financial Services, Class A | 1,000 | 1,000 |
| --- | --- | --- |

| Harford Financial Services, Class A | 1,000 | 1,000 |
| --- | --- | --- |

| Harford Financial Services, Class A | 1,000 | 1,000 |
| --- | --- | --- |

| Harford Financial Services, Class A | 1,000 | 1,000 |
| --- | --- | --- |

| Harford Financial Services, Class A | 1,000 | 1,000 |
| --- | --- | --- |

| Harford Financial Services, Class A | 1,000 | 1,000 |
| --- | --- | --- |

| Harford Financial Services, Class A | 1,000 | 1,000 |
| --- | --- | --- |

| Harford Financial Services, Class A | 1,000 | 1,000 |
| --- | --- | --- |

| Harford Financial Services, Class A | 1,000 | 1,000 |
| --- | --- | --- |

| Harford Financial Services, Class A | 1,000 | 1,000 |
| --- | --- | --- |

| Harford Financial Services, Class A | 1,000 | 1,000 |
| --- | --- | --- |

| Harford Financial Services, Class A | 1,000 | 1,000 |
| --- | --- | --- |

| Harford Financial Services, Class A | 1,000 | 1,000 |
| --- | --- | --- |

| Harford Financial Services, Class A | 1,000 | 1,000 |
| --- | --- | --- |

| Harford Financial Services, Class A | 1,000 | 1,000 |
| --- | --- | --- |

| Harford Financial Services, Class A | 1,000 | 1,000 |
| --- | --- | --- |

| Harford Financial Services, Class A | 1,000 | 1,000 |
| --- | --- | --- |

| Harford Financial Services, Class A | 1,000 | 1,000 |
| --- | --- | --- |

| Harford Financial Services, Class A | 1,000 | 1,000 |
| --- | --- | --- |

| Harford Financial Services, Class A | 1,000 | 1,000 |
| --- | --- | --- |

| Harford Financial Services, Class A | 1,000 | 1,000 |
| --- | --- | --- |

| Harford Financial Services, Class A | 1,000 | 1,000 |
| --- | --- | --- |

| Harford Financial Services, Class A | 1,000 | 1,000 |
| --- | --- | --- |

| Harford Financial Services, Class A | 1,000 | 1,000 |
| --- | --- | --- |

| Harford Financial Services, Class A | 1,000 | 1,000 |
| --- | --- | --- |

| Harford Financial Services, Class A | 1,000 | 1,000 |
| --- | --- | --- |

| Harford Financial Services, Class A | 1,000 | 1,000 |
| --- | --- | --- |

| Harford Financial Services, Class A | 1,000 | 1,000 |
| --- | --- | --- |

| Harford Financial Services, Class A | 1,000 | 1,000 |
| --- | --- | --- |

| Harford Financial Services, Class A | 1,000 | 1,000 |
| --- | --- | --- |

| Harford Financial Services, Class A | 1,000 | 1,000 |
| --- | --- | --- |

| Harford Financial Services, Class A | 1,000 | 1,000 |
| --- | --- | --- |

| Harford Financial Services, Class A | 1,000 | 1,000 |
| --- | --- | --- |

| Harford Financial Services, Class A | 1,000 | 1,000 |
| --- | --- | --- |

| Harford Financial Services, Class A | 1,000 | 1,000 |
| --- | --- | --- |

| Harford Financial Services, Class A | 1,000 | 1,000 |
| --- | --- | --- |

| Harford Financial Services, Class A | 1,000 | 1,000 |
| --- | --- | --- |

| Harford Financial Services, Class A | 1,000 | 1,000 |
| --- | --- | --- |

| Harford Financial Services, Class A | 1,000 | 1,000 |
| --- | --- | --- |

| Harford Financial Services, Class A | 1,000 | 1,000 |
| --- | --- | --- |

| Harford Financial Services, Class A | 1,000 | 1,000 |
| --- | --- | --- |

| Harford Financial Services, Class A | 1,000 | 1,000 |
| --- | --- | --- |

| Harford Financial Services, Class A | 1,000 | 1,000 |
| --- | --- | --- |

| Harford Financial Services, Class A | 1,000 | 1,000 |
| --- | --- | --- |

| Harford Financial Services, Class A | 1,000 | 1,000 |
| --- | --- | --- |

| Harford Financial Services, Class A | 1,000 | 1,000 |
| --- | --- | --- |

| Harford Financial Services, Class A | 1,000 | 1,000 |
| --- | --- | --- |

| Harford Financial Services, Class A | 1,000 | 1,000 |
| --- | --- | --- |

| Harford Financial Services, Class A | 1,000 | 1,000 |
| --- | --- | --- |

| Harford Financial Services, Class A | 1,000 | 1,000 |
| --- | --- | --- |

| Harford Financial Services, Class A | 1,000 | 1,000 |
| --- | --- | --- |

| Harford Financial Services, Class A | 1,000 | 1,000 |
| --- | --- | --- |

| Harford Financial Services, Class A | 1,000 | 1,000 |
| --- | --- | --- |

| Harford Financial Services, Class A | 1,000 | 1,000 |
| --- | --- | --- |

| Harford Financial Services, Class A | 1,000 | 1,000 |
| --- | --- | --- |

| Harford Financial Services, Class A | 1,000 | 1,000 |
| --- | --- | --- |

| Harford Financial Services, Class A | 1,000 | 1,000 |
| --- | --- | --- |

| Harford Financial Services, Class A | 1,000 | 1,000 |
| --- | --- | --- |

| Harford Financial Services, Class A | 1,000 | 1,000 |
| --- | --- | --- |

| Harford Financial Services, Class A | 1,000 | 1,000 |
| --- | --- | --- |

| Harford Financial Services, Class A | 1,000 | 1,000 |
| --- | --- | --- |

| Harford Financial Services, Class A | 1,000 | 1,000 |
| --- | --- | --- |

| Harford Financial Services, Class A | 1,000 | 1,000 |
| --- | --- | --- |

| Harford Financial Services, Class A | 1,000 | 1,000 |
| --- | --- | --- |

| Harford Financial Services, Class A | 1,000 | 1,000 |
| --- | --- | --- |

| Harford Financial Services, Class A | 1,000 | 1,000 |
| --- | --- | --- |

| Harford Financial Services, Class A | 1,000 | 1,000 |
| --- | --- | --- |

| Harford Financial Services, Class A | 1,000 | 1,000 |
| --- | --- | --- |

| Harford Financial Services, Class A | 1,000 | 1,000 |
| --- | --- | --- |

| Harford Financial Services, Class A | 1,000 | 1,000 |
| --- | --- | --- |

| Harford Financial Services, Class A | 1,000 | 1,000 |
| --- | --- | --- |

| Harford Financial Services, Class A | 1,000 | 1,000 |
| --- | --- | --- |

| Harford Financial Services, Class A | 1,000 | 1,000 |
| --- | --- | --- |

| Harford Financial Services, Class A | 1,000 | 1,000 |
| --- | --- | --- |

| Harford Financial Services, Class A | 1,000 | 1,000 |
| --- | --- | --- |

| Harford Financial Services, Class A | 1,000 | 1,000 |
| --- | --- | --- |

| Harford Financial Services, Class A | 1,000 | 1,000 |
| --- | --- | --- |

| Harford Financial Services, Class A | 1,000 | 1,000 |
| --- | --- | --- |

| Harford Financial Services, Class A | 1,000 | 1,000 |
| --- | --- | --- |

| Harford Financial Services, Class A | 1,000 | 1,000 |
| --- | --- | --- |

| Harford Financial Services, Class A | 1,000 | 1,000 |
| --- | --- | --- |

| Harford Financial Services, Class A | 1,000 | 1,000 |
| --- | --- | --- |

| Harford Financial Services, Class A | 1,000 | 1,000 |
| --- | --- | --- |

| Harford Financial Services, Class A | 1,000 | 1,000 |
| --- | --- | --- |

| Harford Financial Services, Class A | 1,000 | 1,000 |
| --- | --- | --- |

</table>

| Harford Financial Services, Class A | 1,000 | 1,000 |
| --- | --- | --- |

27

T. ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND

| Media Platforms, Class A (1) | 1,565 | 235 |
| --- | --- | --- |
| Media Performance, Group, Class A (1) | 1,565 | 235 |
| Media Performance, Group, Class A (1) | 1,565 | 235 |
| Media Performance, Group, Class A (1) | 1,565 | 235 |
| Media Performance, Group, Class A (1) | 1,565 | 235 |
| Media Performance, Group, Class A (1) | 1,565 | 235 |

| Media Performance, Group, Class A (1) | 1,565 | 235 |
| --- | --- | --- |
| Media Performance, Group, Class A (1) | 1,565 | 235 |
| Media Performance, Group, Class A (1) | 1,565 | 235 |

| Media Performance, Group, Class A (1) | 1,565 | 235 |
| --- | --- | --- |
| Media Performance, Group, Class A (1) | 1,565 | 235 |

| Media Performance, Group, Class A (1) | 1,565 | 235 |
| --- | --- | --- |

| Media Performance, Group, Class A (1) | 1,565 | 235 |
| --- | --- | --- |

| Media Performance, Group, Class A (1) | 1,565 | 235 |
| --- | --- | --- |

| Media Performance, Group, Class A (1) | 1,565 | 235 |
| --- | --- | --- |

| Media Performance, Group, Class A (1) | 1,565 | 235 |
| --- | --- | --- |

| Media Performance, Group, Class A (1) | 1,565 | 235 |
| --- | --- | --- |

| Media Performance, Group, Class A (1) | 1,565 | 235 |
| --- | --- | --- |

| Media Performance, Group, Class A (1) | 1,565 | 235 |
| --- | --- | --- |

| Media Performance, Group, Class A (1) | 1,565 | 235 |
| --- | --- | --- |

| Media Performance, Group, Class A (1) | 1,565 | 235 |
| --- | --- | --- |

| Media Performance, Group, Class A (1) | 1,565 | 235 |
| --- | --- | --- |

| Media Performance, Group, Class A (1) | 1,565 | 235 |
| --- | --- | --- |

| Media Performance, Group, Class A (1) | 1,565 | 235 |
| --- | --- | --- |

| Media Performance, Group, Class A (1) | 1,565 | 235 |
| --- | --- | --- |

| Media Performance, Group, Class A (1) | 1,565 | 235 |
| --- | --- | --- |

| Media Performance, Group, Class A (1) | 1,565 | 235 |
| --- | --- | --- |

| Media Performance, Group, Class A (1) | 1,565 | 235 |
| --- | --- | --- |

| Media Performance, Group, Class A (1) | 1,565 | 235 |
| --- | --- | --- |

| Media Performance, Group, Class A (1) | 1,565 | 235 |
| --- | --- | --- |

| Media Performance, Group, Class A (1) | 1,565 | 235 |
| --- | --- | --- |

| Media Performance, Group, Class A (1) | 1,565 | 235 |
| --- | --- | --- |

| Media Performance, Group, Class A (1) | 1,565 | 235 |
| --- | --- | --- |

| Media Performance, Group, Class A (1) | 1,565 | 235 |
| --- | --- | --- |

| Media Performance, Group, Class A (1) | 1,565 | 235 |
| --- | --- | --- |

| Media Performance, Group, Class A (1) | 1,565 | 235 |
| --- | --- | --- |

| Media Performance, Group, Class A (1) | 1,565 | 235 |
| --- | --- | --- |

| Media Performance, Group, Class A (1) | 1,565 | 235 |
| --- | --- | --- |

| Media Performance, Group, Class A (1) | 1,565 | 235 |
| --- | --- | --- |

| Media Performance, Group, Class A (1) | 1,565 | 235 |
| --- | --- | --- |

| Media Performance, Group, Class A (1) | 1,565 | 235 |
| --- | --- | --- |

| Media Performance, Group, Class A (1) | 1,565 | 235 |
| --- | --- | --- |

| Media Performance, Group, Class A (1) | 1,565 | 235 |
| --- | --- | --- |

| Media Performance, Group, Class A (1) | 1,565 | 235 |
| --- | --- | --- |

| Media Performance, Group, Class A (1) | 1,565 | 235 |
| --- | --- | --- |

| Media Performance, Group, Class A (1) | 1,565 | 235 |
| --- | --- | --- |

| Media Performance, Group, Class A (1) | 1,565 | 235 |
| --- | --- | --- |

| Media Performance, Group, Class A (1) | 1,565 | 235 |
| --- | --- | --- |

| Media Performance, Group, Class A (1) | 1,565 | 235 |
| --- | --- | --- |

| Media Performance, Group, Class A (1) | 1,565 | 235 |
| --- | --- | --- |

| Media Performance, Group, Class A (1) | 1,565 | 235 |
| --- | --- | --- |

| Media Performance, Group, Class A (1) | 1,565 | 235 |
| --- | --- | --- |

| Media Performance, Group, Class A (1) | 1,565 | 235 |
| --- | --- | --- |

| Media Performance, Group, Class A (1) | 1,565 | 235 |
| --- | --- | --- |

| Media Performance, Group, Class A (1) | 1,565 | 235 |
| --- | --- | --- |

| Media Performance, Group, Class A (1) | 1,565 | 235 |
| --- | --- | --- |

| Media Performance, Group, Class A (1) | 1,565 | 235 |
| --- | --- | --- |

| Media Performance, Group, Class A (1) | 1,565 | 235 |
| --- | --- | --- |

| Media Performance, Group, Class A (1) | 1,565 | 235 |
| --- | --- | --- |

| Media Performance, Group, Class A (1) | 1,565 | 235 |
| --- | --- | --- |

| Media Performance, Group, Class A (1) | 1,565 | 235 |
| --- | --- | --- |

| Media Performance, Group, Class A (1) | 1,565 | 235 |
| --- | --- | --- |

| Media Performance, Group, Class A (1) | 1,565 | 235 |
| --- | --- | --- |

| Media Performance, Group, Class A (1) | 1,565 | 235 |
| --- | --- | --- |

| Media Performance, Group, Class A (1) | 1,565 | 235 |
| --- | --- | --- |

| Media Performance, Group, Class A (1) | 1,565 | 235 |
| --- | --- | --- |

| Media Performance, Group, Class A (1) | 1,565 | 235 |
| --- | --- | --- |

| Media Performance, Group, Class A (1) | 1,565 | 235 |
| --- | --- | --- |

| Media Performance, Group, Class A (1) | 1,565 | 235 |
| --- | --- | --- |

| Media Performance, Group, Class A (1) | 1,565 | 235 |
| --- | --- | --- |

| Media Performance, Group, Class A (1) | 1,565 | 235 |
| --- | --- | --- |

| Media Performance, Group, Class A (1) | 1,565 | 235 |
| --- | --- | --- |

| Media Performance, Group, Class A (1) | 1,565 | 235 |
| --- | --- | --- |

| Media Performance, Group, Class A (1) | 1,565 | 235 |
| --- | --- | --- |

| Media Performance, Group, Class A (1) | 1,565 | 235 |
| --- | --- | --- |

| Media Performance, Group, Class A (1) | 1,565 | 235 |
| --- | --- | --- |

| Media Performance, Group, Class A (1) | 1,565 | 235 |
| --- | --- | --- |

| Media Performance, Group, Class A (1) | 1,565 | 235 |
| --- | --- | --- |

| Media Performance, Group, Class A (1) | 1,565 | 235 |
| --- | --- | --- |

| Media Performance, Group, Class A (1) | 1,565 | 235 |
| --- | --- | --- |

| Media Performance, Group, Class A (1) | 1,565 | 235 |
| --- | --- | --- |

| Media Performance, Group, Class A (1) | 1,565 | 235 |
| --- | --- | --- |

| Media Performance, Group, Class A (1) | 1,565 | 235 |
| --- | --- | --- |

| Media Performance, Group, Class A (1) | 1,565 | 235 |
| --- | --- | --- |

| Media Performance, Group, Class A (1) | 1,565 | 235 |
| --- | --- | --- |

| Media Performance, Group, Class A (1) | 1,565 | 235 |
| --- | --- | --- |

| Media Performance, Group, Class A (1) | 1,565 | 235 |
| --- | --- | --- |

| Media Performance, Group, Class A (1) | 1,565 | 235 |
| --- | --- | --- |

| Media Performance, Group, Class A (1) | 1,565 | 235 |
| --- | --- | --- |

| Media Performance, Group, Class A (1) | 1,565 | 235 |
| --- | --- | --- |

| Media Performance, Group, Class A (1) | 1,565 | 235 |
| --- | --- | --- |

| Media Performance, Group, Class A (1) | 1,565 | 235 |
| --- | --- | --- |

| Media Performance, Group, Class A (1) | 1,565 | 235 |
| --- | --- | --- |

| Media Performance, Group, Class A (1) | 1,565 | 235 |
| --- | --- | --- |

| Media Performance, Group, Class A (1) | 1,565 | 235 |
| --- | --- | --- |

| Media Performance, Group, Class A (1) | 1,565 | 235 |
| --- | --- | --- |

| Media Performance, Group, Class A (1) | 1,565 | 235 |
| --- | --- | --- |

| Media Performance, Group, Class A (1) | 1,565 | 235 |
| --- | --- | --- |

| Media Performance, Group, Class A (1) | 1,565 | 235 |
| --- | --- | --- |

| Media Performance, Group, Class A (1) | 1,565 | 235 |
| --- | --- | --- |

| Media Performance, Group, Class A (1) | 1,565 | 235 |
| --- | --- | --- |

| Media Performance, Group, Class A (1) | 1,565 | 235 |
| --- | --- | --- |

| Media Performance, Group, Class A (1) | 1,565 | 235 |
| --- | --- | --- |

| Media Performance, Group, Class A (1) | 1,565 | 235 |
| --- | --- | --- |

| Media Performance, Group, Class A (1) | 1,565 | 235 |
| --- | --- | --- |

| Media Performance, Group, Class A (1) | 1,565 | 235 |
| --- | --- | --- |

| Media Performance, Group, Class A (1) | 1,565 | 235 |
| --- | --- | --- |

| Media Performance, Group, Class A (1) | 1,565 | 235 |
| --- | --- | --- |

| Media Performance, Group, Class A (1) | 1,565 | 235 |
| --- | --- | --- |

| Media Performance, Group, Class A (1) | 1,565 | 235 |
| --- | --- | --- |

| Media Performance, Group, Class A (1) | 1,565 | 235 |
| --- | --- | --- |

| Media Performance, Group, Class A (1) | 1,565 | 235 |
| --- | --- | --- |

| Media Performance, Group, Class A (1) | 1,565 | 235 |
| --- | --- | --- |

| Media Performance, Group, Class A (1) | 1,565 | 235 |
| --- | --- | --- |

| Media Performance, Group, Class A (1) | 1,565 | 235 |
| --- | --- | --- |

| Media Performance, Group, Class A (1) | 1,565 | 235 |
| --- | --- | --- |

| Media Performance, Group, Class A (1) | 1,565 | 235 |
| --- | --- | --- |

| Media Performance, Group, Class A (1) | 1,565 | 235 |
| --- | --- | --- |

| Media Performance, Group, Class A (1) | 1,565 | 235 |
| --- | --- | --- |

| Media Performance, Group, Class A (1) | 1,565 | 235 |
| --- | --- | --- |

| Media Performance, Group, Class A (1) | 1,565 | 235 |
| --- | --- | --- |

| Media Performance, Group, Class A (1) | 1,565 | 235 |
| --- | --- | --- |

| Media Performance, Group, Class A (1) | 1,565 | 235 |
| --- | --- | --- |

| Media Performance, Group, Class A (1) | 1,565 | 235 |
| --- | --- | --- |

| Media Performance, Group, Class A (1) | 1,565 | 235 |
| --- | --- | --- |

| Media Performance, Group, Class A (1) | 1,565 | 235 |
| --- | --- | --- |

| Media Performance, Group, Class A (1) | 1,565 | 235 |
| --- | --- | --- |

| Media Performance, Group, Class A (1) | 1,565 | 235 |
| --- | --- | --- |

| Media Performance, Group, Class A (1) | 1,565 | 235 |
| --- | --- | --- |

| Media Performance, Group, Class A (1) | 1,565 | 235 |
| --- | --- | --- |

| Media Performance, Group, Class A (1) | 1,565 | 235 |
| --- | --- | --- |

| Media Performance, Group, Class A (1) | 1,565 | 235 |
| --- | --- | --- |

| Media Performance, Group, Class A (1) | 1,565 | 235 |
| --- | --- | --- |

| Media Performance, Group, Class A (1) | 1,565 | 235 |
| --- | --- | --- |

| Media Performance, Group, Class A (1) | 1,565 | 235 |
| --- | --- | --- |

| Media Performance, Group, Class A (1) | 1,565 | 235 |
| --- | --- | --- |

| Media Performance, Group, Class A (1) | 1,565 | 235 |
| --- | --- | --- |

| Media Performance, Group, Class A (1) | 1,565 | 235 |
| --- | --- | --- |

| Media Performance, Group, Class A (1) | 1,565 | 235 |
| --- | --- | --- |

| Media Performance, Group, Class A (1) | 1,565 | 235 |
| --- | --- | --- |

| Media Performance, Group, Class A (1) | 1,565 | 235 |
| --- | --- | --- |

| Media Performance, Group, Class A (1) | 1,565 | 235 |
| --- | --- | --- |

| Media Performance, Group, Class A (1) | 1,565 | 235 |
| --- | --- | --- |

| Media Performance, Group, Class A (1) | 1,565 | 235 |
| --- | --- | --- |

| Media Performance, Group, Class A (1) | 1,565 | 235 |
| --- | --- | --- |

| Media Performance, Group, Class A (1) | 1,565 | 235 |
| --- | --- | --- |

| Media Performance, Group, Class A (1) | 1,565 | 235 |
| --- | --- | --- |

| Media Performance, Group, Class A (1) | 1,565 | 235 |
| --- | --- | --- |

| Media Performance, Group, Class A (1) | 1,565 | 235 |
| --- | --- | --- |

| Media Performance, Group, Class A (1) | 1,565 | 235 |
| --- | --- | --- |

| Media Performance, Group, Class A (1) | 1,565 | 235 |
| --- | --- | --- |

| Media Performance, Group, Class A (1) | 1,565 | 235 |
| --- | --- | --- |

| Media Performance, Group, Class A (1) | 1,565 | 235 |
| --- | --- | --- |

| Media Performance, Group, Class A (1) | 1,565 | 235 |
| --- | --- | --- |

| Media Performance, Group, Class A (1) | 1,565 | 235 |
| --- | --- | --- |

| Media Performance, Group, Class A (1) | 1,565 | 235 |
| --- | --- | --- |

| Media Performance, Group, Class A (1) | 1,565 | 235 |
| --- | --- | --- |

| Media Performance, Group, Class A (1) | 1,565 | 235 |
| --- | --- | --- |

| Media Performance, Group, Class A (1) | 1,565 | 235 |
| --- | --- | --- |

| Media Performance, Group, Class A (1) | 1,565 | 235 |
| --- | --- | --- |

| Media Performance, Group, Class A (1) | 1,565 | 235 |
| --- | --- | --- |

| Media Performance, Group, Class A (1) | 1,565 | 235 |
| --- | --- | --- |

| Media Performance, Group, Class A (1) | 1,565 | 235 |
| --- | --- | --- |

| Media Performance, Group, Class A (1) | 1,565 | 235 |
| --- | --- | --- |

| Media Performance, Group, Class A (1) | 1,565 | 235 |
| --- | --- | --- |

| Media Performance, Group, Class A (1) | 1,565 | 235 |
| --- | --- | --- |

| Media Performance, Group, Class A (1) | 1,565 | 235 |
| --- | --- | --- |

| Media Performance, Group, Class A (1) | 1,565 | 235 |
| --- | --- | --- |

| Media Performance, Group, Class A (1) | 1,565 | 235 |
| --- | --- | --- |

| Media Performance, Group, Class A (1) | 1,565 | 235 |
| --- | --- | --- |

| Media Performance, Group, Class A (1) | 1,565 | 235 |
| --- | --- | --- |

| Media Performance, Group, Class A (1) | 1,565 | 235 |
| --- | --- | --- |

| Media Performance, Group, Class A (1) | 1,565 | 235 |
| --- | --- | --- |

| Media Performance, Group, Class A (1) | 1,565 | 235 |
| --- | --- | --- |

| Media Performance, Group, Class A (1) | 1,565 | 235 |
| --- | --- | --- |

| Media Performance, Group, Class A (1) | 1,565 | 235 |
| --- | --- | --- |

| Media Performance, Group, Class A (1) | 1,565 | 235 |
| --- | --- | --- |

| Media Performance, Group, Class A (1) | 1,565 | 235 |
| --- | --- | --- |

| Media Performance, Group, Class A (1) | 1,565 | 235 |
| --- | --- | --- |

| Media Performance, Group, Class A (1) | 1,565 | 235 |
| --- | --- | --- |

| Media Performance, Group, Class A (1) | 1,565 | 235 |
| --- | --- | --- |

| Media Performance, Group, Class A (1) | 1,565 | 235 |
| --- | --- | --- |

| Media Performance, Group, Class A (1) | 1,565 | 235 |
| --- | --- | --- |

| Media Performance, Group, Class A (1) | 1,565 | 235 |
| --- | --- | --- |

| Media Performance, Group, Class A (1) | 1,565 | 235 |
| --- | --- | --- |

| Media Performance, Group, Class A (1) | 1,565 | 235 |
| --- | --- | --- |

| Media Performance, Group, Class A (1) | 1,565 | 235 |
| --- | --- | --- |

| Media Performance, Group, Class A (1) | 1,565 | 235 |
| --- | --- | --- |

| Media Performance, Group, Class A (1) | 1,565 | 235 |
| --- | --- | --- |

| Media Performance, Group, Class A (1) | 1,565 | 235 |
| --- | --- | --- |

| Media Performance, Group, Class A (1) | 1,565 | 235 |
| --- | --- | --- |

| Media Performance, Group, Class A (1) | 1,565 | 235 |
| --- | --- | --- |

| Media Performance, Group, Class A (1) | 1,565 | 235 |
| --- | --- | --- |

| Media Performance, Group, Class A (1) | 1,565 | 235 |
| --- | --- | --- |

| Media Performance, Group, Class A (1) | 1,565 | 235 |
| --- | --- | --- |

| Media Performance, Group, Class A (1) | 1,565 | 235 |
| --- | --- | --- |

| Media Performance, Group, Class A (1) | 1,565 | 235 |
| --- | --- | --- |

| Media Performance, Group, Class A (1) | 1,565 | 235 |
| --- | --- | --- |

| Media Performance, Group, Class A (1) | 1,565 | 235 |
| --- | --- | --- |

| Media Performance, Group, Class A (1) | 1,565 | 235 |
| --- | --- | --- |

| Media Performance, Group, Class A (1) | 1,565 | 235 |
| --- | --- | --- |

| Media Performance, Group, Class A (1) | 1,565 | 235 |
| --- | --- | --- |

</table>

| Media Performance, Group, Class A (1) | 1,565 | 235 |
| --- | --- | --- |

| Media Performance, Group, Class A (1) | 1,565 | 235 |
| --- | --- | --- |

</table>

| Media Performance, Group, Class A (1) | 1,565 | 235 |
| --- | --- | --- |

</table>

| Media Performance, Group, Class A (1) | 1,565 | 235 |
| --- | --- | --- |

</table>

| Media Performance, Group, Class A (1) | 1,565 | 235 |
| --- | --- | --- |

</table>

| Media Performance, Group, Class A (1) | 1,565 | 235 |
| --- | --- | --- |

</table>

| Media Performance, Group, Class A (1) | 1,565 | 235 |
| --- | --- | --- |

</table>

| Media Performance, Group, Class A (1) | 1,565 | 235 |
| --- | --- | --- |

</table>

| Media Performance, Group, Class A (1) | 1,565 | 235 |
| --- | --- | --- |

</table>

| Media Performance, Group, Class A (1) | 1,565 | 235 |
| --- | --- | --- |

</table>

| Media Performance, Group, Class A (1) | 1,565 | 235 |
| --- | --- | --- |

</table>

| Media Performance, Group, Class A (1) | 1,565 | 235 |
| --- | --- | --- |

</table>

| Media Performance, Group, Class A (1) | 1,565 | 235 |
| --- | --- | --- |

</table>

| Media Performance, Group, Class A (1) | 1,565 | 235 |
| --- | --- | --- |

</table>

| Media Performance, Group, Class A (1) | 1,565 | 235 |
| --- | --- | --- |

</table>

| Media Performance, Group, Class A (1) | 1,565 | 235 |
| --- | --- | --- |

</table>

| Media Performance, Group, Class A (1) | 1,565 | 235 |
| --- | --- | --- |

</table>

| Media Performance, Group, Class A (1) | 1,565 | 235 |
| --- | --- | --- |

</table>

| Media Performance, Group, Class A (1) | 1,565 | 235 |
| --- | --- | --- |

</table>

| Media Performance, Group, Class A (1) | 1,565 | 235 |
| --- | --- | --- |

</table>

| Media Performance, Group, Class A (1) | 1,565 | 235 |
| --- | --- | --- |

</table>

| Media Performance, Group, Class A (1) | 1,565 | 235 |
| --- | --- | --- |

</table>

| Media Performance, Group, Class A (1) | 1,565 | 235 |
| --- | --- | --- |

</table>

| Media Performance, Group, Class A (1) | 1,565 | 235 |
| --- | --- | --- |

</table>

| Media Performance, Group, Class A (1) | 1,565 | 235 |
| --- | --- | --- |

</table>

| Media Performance, Group, Class A (1) | 1,565 | 235 |
| --- | --- | --- |

</table>

| Media Performance, Group, Class A (1) | 1,565 | 235 |
| --- | --- | --- |

</table></table>

| Media Performance, Group, Class A (1) | 1,565 | 235 |
| --- | --- | --- |

</table></table>

| Media Performance, Group, Class A (1) | 1,565 | 235 |
| --- | --- | --- |

</table></table>

| Media Performance, Group, Class A (1) | 1,565 | 235 |
| --- | --- | --- |

</table></table>

| Media Performance, Group, Class A (1) | 1,565 | 235 |
| --- | --- | --- |

</table></table>

| Media Performance, Group, Class A (1) | 1,565 | 235 |
| --- | --- | --- |

</table></table>

| Media Performance, Group, Class A (1) | 1,565 | 235 |
| --- | --- | --- |

</table></table>

28

T. ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND

Public Storage REIT

| Public Storage, REIT | 200 | 30 |
| --- | --- | --- |
| Public Storage, Class A | 200 | 30 |
| Public Storage, Class A | Par/States | $ Value |
| Public Storage, Class A (1) | 200 | 180 |
| Public Storage, Class A (1) | 200 | 10 |
| Public Storage, Class A | 200 | 10 |
| Public Storage, Series D, Acquisition Date: 9/20/22, Cost $8 (1) | 200 | 30 |
| Public Storage, Series D, Acquisition | 200 | 30 |
| Public Storage, Series D, Acquisition | 2,423 | 1,268 |
| Public Storage, Series D, Acquisition | 2,423 | 180 |
| Public Storage, Series D, Acquisition | 25,000 | 225 |
| Public Storage, Series D, Acquisition | 25,000 | 225 |
| Public Storage, Series D, Acquisition | 50,000 | 1,000 |
| Public Storage, Series D, Acquisition | 1,000 | 1,000 |
| Public Storage, Series D, Acquisition | 1,000 | 5,161 |

29

T. ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND

| Project: 2016-01 | Date: 9/8/21, Cost $15 (1) | 2,400 | 429 |
| --- | --- | --- | --- |
| Project: 2016-02 | Date: 9/8/21, Cost $15 (1) | 2,400 | 429 |
| Project: 2016-03 | Date: 9/8/21, Cost $15 (1) | 2,400 | 429 |
| Project: 2016-04 | Date: 9/8/21, Cost $15 (1) | 2,400 | 429 |
| Project: 2016-05 | Date: 9/8/21, Cost $15 (1) | 2,400 | 429 |
| Project: 2016-06 | Date: 9/8/21, Cost $15 (1) | 2,400 | 429 |
| Project: 2016-07 | Date: 9/8/21, Cost $15 (1) | 2,400 | 429 |
| Project: 2016-08 | Date: 9/8/21, Cost $15 (1) | 2,400 | 429 |
| Project: 2016-09 | Date: 9/8/21, Cost $15 (1) | 2,400 | 429 |
| Project: 2016-10 | Date: 9/8/21, Cost $15 (1) | 2,400 | 429 |
| Project: 2016-11 | Date: 9/8/21, Cost $15 (1) | 2,400 | 429 |
| Project: 2016-12 | Date: 9/8/21, Cost $15 (1) | 2,400 | 429 |
| Project: 2016-13 | Date: 9/8/21, Cost $15 (1) | 2,400 | 429 |
| Project: 2016-14 | Date: 9/8/21, Cost $15 (1) | 2,400 | 429 |
| Project: 2016-15 | Date: 9/8/21, Cost $15 (1) | 2,400 | 429 |
| Project: 2016-16 | Date: 9/8/21, Cost $15 (1) | 2,400 | 429 |
| Project: 2016-17 | Date: 9/8/21, Cost $15 (1) | 2,400 | 429 |
| Project: 2016-18 | Date: 9/8/21, Cost $15 (1) | 2,400 | 429 |
| Project: 2016-19 | Date: 9/8/21, Cost $15 (1) | 2,400 | 429 |
| Project: 2016-20 | Date: 9/8/21, Cost $15 (1) | 2,400 | 429 |

30

T. ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND

| Form 1. Acquisitions, Date: 12/22/21, Cost $1 (1)(5)(8) | 80 | 54 |
| --- | --- | --- |
| Form 2. Acquisitions, Date: 12/22/21, Cost $- (1)(5)(8) | 600,000 | 500 |
| Form 3. Acquisitions, Date: 12/22/21, Cost $- (1)(5)(8) | 1,000,000 | 1,000,000 |
| Form 4. Acquisitions, Date: 12/22/21, Cost $3 (1)(5)(8) | 1,000,000 | 1,000,000 |
| Form 5. Acquisitions, Date: 12/22/21, Cost $3 (1)(5)(8) | 1,000,000 | 1,000,000 |
| Form 6. Acquisitions, Date: 12/22/21, Cost $1 (1)(5)(8) | 1,000,000 | 1,000,000 |
| Form 7. Acquisitions, Date: 12/22/21, Cost $1 (1)(5)(8) | 1,000,000 | 1,000,000 |
| Form 8. Acquisitions, Date: 12/22/21, Cost $1 (1)(5)(8) | 1,000,000 | 1,000,000 |
| Form 9. Acquisitions, Date: 12/22/21, Cost $1 (1)(5)(8) | 1,000,000 | 1,000,000 |
| Form 10. Acquisitions, Date: 12/22/21, Cost $1 (1)(5)(8) | 1,000,000 | 1,000,000 |
| Form 11. Acquisitions, Date: 12/22/21, Cost $1 (1)(5)(8) | 1,000,000 | 1,000,000 |
| Form 12. Acquisitions, Date: 12/22/21, Cost $1 (1)(5)(8) | 1,000,000 | 1,000,000 |
| Form 13. Acquisitions, Date: 12/22/21, Cost $1 (1)(5)(8) | 1,000,000 | 1,000,000 |
| Form 14. Acquisitions, Date: 12/22/21, Cost $1 (1)(5)(8) | 1,000,000 | 1,000,000 |
| Form 15. Acquisitions, Date: 12/22/21, Cost $1 (1)(5)(8) | 1,000,000 | 1,000,000 |
| Form 16. Acquisitions, Date: 12/22/21, Cost $1 (1)(5)(8) | 1,000,000 | 1,000,000 |
| Form 17. Acquisitions, Date: 12/22/21, Cost $1 (1)(5)(8) | 1,000,000 | 1,000,000 |
| Form 18. Acquisitions, Date: 12/22/21, Cost $1 (1)(5)(8) | 1,000,000 | 1,000,000 |
| Form 19. Acquisitions, Date: 12/22/21, Cost $1 (1)(5)(8) | 1,000,000 | 1,000,000 |
| Form 20. Acquisitions, Date: 12/22/21, Cost $1 (1)(5)(8) | 1,000,000 | 1,000,000 |

31

T. ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND

| Plant: Rabe-Cu-Metrow-Sil, 1984, 1984/2, 1984/2, 1984/2, 1984/2, 1984/2, 1984/2, 1984/2, 1984/2, 1984/2, 1984/2, 1984/2, 1984/2, 1984/2 | 330,000 | 168 |
| --- | --- | --- |
| Plant: Rabe-Cu-Metrow-Sil, 1984, 1984/2, 1984/2, 1984/2, 1984/2, 1984/2, 1984/2, 1984/2, 1984/2, 1984/2 | 330,000 | 168 |
| Plant: Rabe-Cu-Metrow-Sil, 1984, 1984/2, 1984/2, 1984/2, 1984/2, 1984/2, 1984/2, 1984/2, 1984/2 | 330,000 | 168 |

32

T. ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND[{"box_2d": [30, 81, 612, 192], "label": "table", "caption": "

| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |
| --- | --- | --- |
| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |
| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |
| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |
| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |
| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |
| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |
| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |

| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |
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| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |
| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |
| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |
| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |

| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |
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| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |
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| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |
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| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |

| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |
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| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |

| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |
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| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |
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| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |
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| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |
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| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |
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| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |
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| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |
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| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |
| --- | --- | --- |

| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |
| --- | --- | --- |

| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |
| --- | --- | --- |

| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |
| --- | --- | --- |

| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |
| --- | --- | --- |

| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |
| --- | --- | --- |

| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |
| --- | --- | --- |

| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |
| --- | --- | --- |

| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |
| --- | --- | --- |

| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |
| --- | --- | --- |

| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |
| --- | --- | --- |

| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |
| --- | --- | --- |

| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |
| --- | --- | --- |

| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |
| --- | --- | --- |

| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |
| --- | --- | --- |

| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |
| --- | --- | --- |

| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |
| --- | --- | --- |

| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |
| --- | --- | --- |

| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |
| --- | --- | --- |

| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |
| --- | --- | --- |

| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |
| --- | --- | --- |

| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |
| --- | --- | --- |

| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |
| --- | --- | --- |

| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |
| --- | --- | --- |

| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |
| --- | --- | --- |

| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |
| --- | --- | --- |

| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |
| --- | --- | --- |

| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |
| --- | --- | --- |

| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |
| --- | --- | --- |

| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |
| --- | --- | --- |

| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |
| --- | --- | --- |

| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |
| --- | --- | --- |

| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |
| --- | --- | --- |

| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |
| --- | --- | --- |

| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |
| --- | --- | --- |

| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |
| --- | --- | --- |

| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |
| --- | --- | --- |

| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |
| --- | --- | --- |

| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |
| --- | --- | --- |

| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |
| --- | --- | --- |

| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |
| --- | --- | --- |

| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |
| --- | --- | --- |

| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |
| --- | --- | --- |

| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |
| --- | --- | --- |

| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |
| --- | --- | --- |

| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |
| --- | --- | --- |

| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |
| --- | --- | --- |

| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |
| --- | --- | --- |

| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |
| --- | --- | --- |

| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |
| --- | --- | --- |

| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |
| --- | --- | --- |

| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |
| --- | --- | --- |

| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |
| --- | --- | --- |

| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |
| --- | --- | --- |

| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |
| --- | --- | --- |

| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |
| --- | --- | --- |

| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |
| --- | --- | --- |

| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |
| --- | --- | --- |

| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |
| --- | --- | --- |

| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |
| --- | --- | --- |

| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |
| --- | --- | --- |

| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |
| --- | --- | --- |

| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |
| --- | --- | --- |

| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |
| --- | --- | --- |

| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |
| --- | --- | --- |

| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |
| --- | --- | --- |

| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |
| --- | --- | --- |

| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |
| --- | --- | --- |

| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |
| --- | --- | --- |

| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |
| --- | --- | --- |

| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |
| --- | --- | --- |

| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |
| --- | --- | --- |

| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |
| --- | --- | --- |

| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |
| --- | --- | --- |

| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |
| --- | --- | --- |

| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |
| --- | --- | --- |

| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |
| --- | --- | --- |

| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |
| --- | --- | --- |

| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |
| --- | --- | --- |

| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |
| --- | --- | --- |

| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |
| --- | --- | --- |

| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |
| --- | --- | --- |

| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |
| --- | --- | --- |

| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |
| --- | --- | --- |

| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |
| --- | --- | --- |

| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |
| --- | --- | --- |

| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |
| --- | --- | --- |

| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |
| --- | --- | --- |

| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |
| --- | --- | --- |

| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |
| --- | --- | --- |

| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |
| --- | --- | --- |

| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |
| --- | --- | --- |

| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |
| --- | --- | --- |

| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |
| --- | --- | --- |

| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |
| --- | --- | --- |

| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |
| --- | --- | --- |

| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |
| --- | --- | --- |

| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |
| --- | --- | --- |

| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |
| --- | --- | --- |

| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |
| --- | --- | --- |

| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |
| --- | --- | --- |

| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |
| --- | --- | --- |

| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |
| --- | --- | --- |

| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |
| --- | --- | --- |

| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |
| --- | --- | --- |

| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |
| --- | --- | --- |

| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |
| --- | --- | --- |

| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |
| --- | --- | --- |

| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |
| --- | --- | --- |

| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |
| --- | --- | --- |

| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |
| --- | --- | --- |

| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |
| --- | --- | --- |

| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |
| --- | --- | --- |

| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |
| --- | --- | --- |

| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |
| --- | --- | --- |

| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |
| --- | --- | --- |

| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |
| --- | --- | --- |

| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |
| --- | --- | --- |

| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |
| --- | --- | --- |

| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |
| --- | --- | --- |

| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |
| --- | --- | --- |

| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |
| --- | --- | --- |

| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |
| --- | --- | --- |

| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |
| --- | --- | --- |

| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |
| --- | --- | --- |

| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |
| --- | --- | --- |

| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |
| --- | --- | --- |

| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |
| --- | --- | --- |

| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |
| --- | --- | --- |

| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |
| --- | --- | --- |

| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |
| --- | --- | --- |

| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |
| --- | --- | --- |

| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |
| --- | --- | --- |

| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |
| --- | --- | --- |

| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |
| --- | --- | --- |

| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |
| --- | --- | --- |

| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |
| --- | --- | --- |

| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |
| --- | --- | --- |

| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |
| --- | --- | --- |

| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |
| --- | --- | --- |

| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |
| --- | --- | --- |

| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |
| --- | --- | --- |

| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |
| --- | --- | --- |

| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |
| --- | --- | --- |

| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |
| --- | --- | --- |

| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |
| --- | --- | --- |

| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |
| --- | --- | --- |

| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |
| --- | --- | --- |

| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |
| --- | --- | --- |

| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |
| --- | --- | --- |

| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |
| --- | --- | --- |

| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |
| --- | --- | --- |

| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |
| --- | --- | --- |

| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |
| --- | --- | --- |

| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |
| --- | --- | --- |

| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |
| --- | --- | --- |

| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |
| --- | --- | --- |

| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |
| --- | --- | --- |

| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |
| --- | --- | --- |

| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |
| --- | --- | --- |

| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |
| --- | --- | --- |

| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |
| --- | --- | --- |

| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |
| --- | --- | --- |

| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |
| --- | --- | --- |

| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |
| --- | --- | --- |

| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |
| --- | --- | --- |

| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |
| --- | --- | --- |

| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |
| --- | --- | --- |

| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |
| --- | --- | --- |

| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |
| --- | --- | --- |

| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |
| --- | --- | --- |

| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |
| --- | --- | --- |

| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |
| --- | --- | --- |

| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |
| --- | --- | --- |

| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |
| --- | --- | --- |

| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |
| --- | --- | --- |

| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |
| --- | --- | --- |

| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |
| --- | --- | --- |

| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |
| --- | --- | --- |

| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |
| --- | --- | --- |

| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |
| --- | --- | --- |

| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |
| --- | --- | --- |

| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |
| --- | --- | --- |

| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |
| --- | --- | --- |

| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |
| --- | --- | --- |

| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |
| --- | --- | --- |

| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |
| --- | --- | --- |

| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |
| --- | --- | --- |

| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |
| --- | --- | --- |

| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |
| --- | --- | --- |

| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |
| --- | --- | --- |

| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |
| --- | --- | --- |

| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |
| --- | --- | --- |

| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |
| --- | --- | --- |

| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |
| --- | --- | --- |

| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |
| --- | --- | --- |

| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |
| --- | --- | --- |

| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |
| --- | --- | --- |

| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |
| --- | --- | --- |

| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |
| --- | --- | --- |

| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |
| --- | --- | --- |

| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |
| --- | --- | --- |

| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |
| --- | --- | --- |

| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |
| --- | --- | --- |

| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |
| --- | --- | --- |

| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |
| --- | --- | --- |

| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |
| --- | --- | --- |

| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |
| --- | --- | --- |

| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |
| --- | --- | --- |

| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |
| --- | --- | --- |

| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |
| --- | --- | --- |

| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |
| --- | --- | --- |

| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |
| --- | --- | --- |

| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |
| --- | --- | --- |

| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |
| --- | --- | --- |

| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |
| --- | --- | --- |

| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |
| --- | --- | --- |

| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |
| --- | --- | --- |

| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |
| --- | --- | --- |

| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |
| --- | --- | --- |

| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |
| --- | --- | --- |

| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |
| --- | --- | --- |

| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |
| --- | --- | --- |

| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |
| --- | --- | --- |

| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |
| --- | --- | --- |

| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |
| --- | --- | --- |

| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |
| --- | --- | --- |

| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |
| --- | --- | --- |

| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |
| --- | --- | --- |

| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |
| --- | --- | --- |

| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |
| --- | --- | --- |

| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |
| --- | --- | --- |

| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |
| --- | --- | --- |

| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |
| --- | --- | --- |

| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |
| --- | --- | --- |

| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |
| --- | --- | --- |

| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |
| --- | --- | --- |

| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |
| --- | --- | --- |

| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |
| --- | --- | --- |

| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |
| --- | --- | --- |

| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |
| --- | --- | --- |

| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |
| --- | --- | --- |

| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |
| --- | --- | --- |

| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |
| --- | --- | --- |

| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |
| --- | --- | --- |

| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |
| --- | --- | --- |

| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |
| --- | --- | --- |

| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |
| --- | --- | --- |

| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |
| --- | --- | --- |

| ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND |  |  |
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<table></td><td></td><td></td></tr></table>

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<table></td><td></td><td></td></tr></table>

<table></td><td></td><td></td></tr></table>

<tr><td>ROWE PRICE</td><td></td><td></td></tr></table>

<table></td><td></td><td></td></tr></table>

<table></td><td></td><td></td></tr></table>

<tr><td>ROWE PRICE</td><td></td><td></td></tr></table>

<table></td><td></td><td></td></tr></table>

<table

T. ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND

| RISK Network, 11.75%, 11/15/27 (3) | 1,170,000 | 1,214 |
| --- | --- | --- |
| U.S. Government Agency Obligations (Excluding | 1,170,000 | 1,214 |
| Bank of America, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5% | 1,170,000 | 1,214 |
| Bank of America, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5% | 1,170,000 | 1,214 |

| Bank of America, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5% |
| --- |

| Bank of America, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5% |
| --- |

| Bank of America, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5 |
| --- |

| Bank of America, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5% |
| --- |

| Bank of America, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5% |
| --- |

| Bank of America, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5% |
| --- |

| Bank of America, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5% |
| --- |

| Bank of America, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5% |
| --- |

| Bank of America, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5% |
| --- |

| Bank of America, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5% |
| --- |

| Bank of America, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5% |
| --- |

| Bank of America, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5% |
| --- |

| Bank of America, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5% |
| --- |

| Bank of America, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5% |
| --- |

| Bank of America, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5% |
| --- |

| Bank of America, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5% |
| --- |

| Bank of America, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5% |
| --- |

| Bank of America, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5% |
| --- |

| Bank of America, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5% |
| --- |

| Bank of America, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5% |
| --- |

| Bank of America, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5% |
| --- |

| Bank of America, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5% |
| --- |

| Bank of America, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5% |
| --- |

| Bank of America, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5% |
| --- |

| Bank of America, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5% |
| --- |

| Bank of America, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5% |
| --- |

| Bank of America, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5% |
| --- |

| Bank of America, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5% |
| --- |

| Bank of America, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5% |
| --- |

| Bank of America, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5% |
| --- |

| Bank of America, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5% |
| --- |

| Bank of America, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5% |
| --- |

| Bank of America, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5% |
| --- |

| Bank of America, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5% |
| --- |

| Bank of America, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5% |
| --- |

| Bank of America, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5% |
| --- |

| Bank of America, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5% |
| --- |

| Bank of America, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5% |
| --- |

| Bank of America, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5% |
| --- |

| Bank of America, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5% |
| --- |

| Bank of America, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5% |
| --- |

| Bank of America, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5% |
| --- |

| Bank of America, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5% |
| --- |

| Bank of America, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5% |
| --- |

| Bank of America, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5% |
| --- |

| Bank of America, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5% |
| --- |

| Bank of America, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5% |
| --- |

| Bank of America, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5% |
| --- |

| Bank of America, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5% |
| --- |

| Bank of America, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5% |
| --- |

| Bank of America, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5% |
| --- |

| Bank of America, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5% |
| --- |

| Bank of America, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5% |
| --- |

| Bank of America, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5% |
| --- |

| Bank of America, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5% |
| --- |

| Bank of America, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5% |
| --- |

| Bank of America, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5% |
| --- |

| Bank of America, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5% |
| --- |

| Bank of America, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5% |
| --- |

| Bank of America, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5% |
| --- |

| Bank of America, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5% |
| --- |

| Bank of America, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5% |
| --- |

| Bank of America, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5% |
| --- |

| Bank of America, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5% |
| --- |

| Bank of America, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5% |
| --- |

| Bank of America, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5% |
| --- |

| Bank of America, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5% |
| --- |

| Bank of America, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5% |
| --- |

| Bank of America, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5% |
| --- |

| Bank of America, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5% |
| --- |

| Bank of America, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5% |
| --- |

| Bank of America, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5% |
| --- |

| Bank of America, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5% |
| --- |

| Bank of America, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5% |
| --- |

| Bank of America, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5% |
| --- |

| Bank of America, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5 |
| --- |

| Bank of America, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5% |
| --- |

| Bank of America, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5% |
| --- |

| Bank of America, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5% |
| --- |

| Bank of America, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5% |
| --- |

| Bank of America, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5% |
| --- |

| Bank of America, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5% |
| --- |

| Bank of America, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5% |
| --- |

| Bank of America, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5% |
| --- |

| Bank of America, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5% |
| --- |

| Bank of America, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5% |
| --- |

| Bank of America, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5% |
| --- |

| Bank of America, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5% |
| --- |

| Bank of America, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5% |
| --- |

| Bank of America, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5% |
| --- |

| Bank of America, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5% |
| --- |

| Bank of America, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5% |
| --- |

| Bank of America, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5% |
| --- |

| Bank of America, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5% |
| --- |

| Bank of America, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5% |
| --- |

| Bank of America, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5% |
| --- |

| Bank of America, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5% |
| --- |

| Bank of America, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5% |
| --- |

| Bank of America, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5% |
| --- |

| Bank of America, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5% |
| --- |

| Bank of America, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5% |
| --- |

| Bank of America, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5% |
| --- |

| Bank of America, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5% |
| --- |

| Bank of America, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5% |
| --- |

| Bank of America, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5% |
| --- |

| Bank of America, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5% |
| --- |

| Bank of America, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5% |
| --- |

| Bank of America, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5% |
| --- |

| Bank of America, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5% |
| --- |

| Bank of America, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5% |
| --- |

| Bank of America, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5% |
| --- |

| Bank of America, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5% |
| --- |

<tr><td>Bank of America, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%</td></tr></table><tr><td>Bank of America, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%</td></tr></table><tr><td>Bank of America, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%</td></tr></table><tr><td>Bank of America, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%</td></tr></table><tr><td>Bank of America, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%</td></tr></table><tr><td>Bank of America, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%, 1.5%</td></tr></table><tr><td></td></tr></table><tr><td></td></tr></table></table></table>

34

T. ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND

| T. Rowe Price Government Reserve Fund, 4.36% (1H15) | 91,913,885 | 91,914 |
| --- | --- | --- |
| Total Revenue, 2.75%, 7.06%, 5/25/42 (3) | 428,000 | 428 |
| Total Revenue, 2.75%, 7.06%, 5/25/42 (3) | 428,000 | 91,915 |
| Government Bonds 0.1% | 370,000 | 37,987 |
| Total Revenue, 2.75%, 7.06%, 5/25/42 (3) | 370,000 | 94,988 |
| Total Revenue, 2.75%, 7.06%, 5/25/42 (3) | 370,000 | 94,988 |
| Total Revenue, 2.75%, 7.06%, 5/25/42 (3) | 370,000 | 94,988 |
| Total Revenue, 2.75%, 7.06%, 5/25/42 (3) | 370,000 | 94,988 |

| Total Revenue, 2.75%, 7.06%, 5/25/42 (3) | 370,000 | 94,988 |
| --- | --- | --- |
| Total Revenue, 2.75%, 7.06%, 5/25/42 (3) | 370,000 | 94,988 |

| Total Revenue, 2.75%, 7.06%, 5/25/42 (3) | 370,000 | 94,988 |
| --- | --- | --- |
| Total Revenue, 2.75%, 7.06%, 5/25/42 (3) | 370,000 | 94,988 |

| Total Revenue, 2.75%, 7.06%, 5/25/42 (3) | 370,000 | 94,988 |
| --- | --- | --- |
| Total Revenue, 2.75%, 7.06%, 5/25/42 (3) | 370,000 | 94,988 |

| Total Revenue, 2.75%, 7.06%, 5/25/42 (3) | 370,000 | 94,988 |
| --- | --- | --- |

| Total Revenue, 2.75%, 7.06%, 5/25/42 (3) | 370,000 | 94,988 |
| --- | --- | --- |

| Total Revenue, 2.75%, 7.06%, 5/25/42 (3) | 370,000 | 94,988 |
| --- | --- | --- |

| Total Revenue, 2.75%, 7.06%, 5/25/42 (3) | 370,000 | 94,988 |
| --- | --- | --- |

| Total Revenue, 2.75%, 7.06%, 5/25/42 (3) | 370,000 | 94,988 |
| --- | --- | --- |

| Total Revenue, 2.75%, 7.06%, 5/25/42 (3) | 370,000 | 94,988 |
| --- | --- | --- |

| Total Revenue, 2.75%, 7.06%, 5/25/42 (3) | 370,000 | 94,988 |
| --- | --- | --- |

| Total Revenue, 2.75%, 7.06%, 5/25/42 (3) | 370,000 | 94,988 |
| --- | --- | --- |

| Total Revenue, 2.75%, 7.06%, 5/25/42 (3) | 370,000 | 94,988 |
| --- | --- | --- |

| Total Revenue, 2.75%, 7.06%, 5/25/42 (3) | 370,000 | 94,988 |
| --- | --- | --- |

| Total Revenue, 2.75%, 7.06%, 5/25/42 (3) | 370,000 | 94,988 |
| --- | --- | --- |

| Total Revenue, 2.75%, 7.06%, 5/25/42 (3) | 370,000 | 94,988 |
| --- | --- | --- |

| Total Revenue, 2.75%, 7.06%, 5/25/42 (3) | 370,000 | 94,988 |
| --- | --- | --- |

| Total Revenue, 2.75%, 7.06%, 5/25/42 (3) | 370,000 | 94,988 |
| --- | --- | --- |

| Total Revenue, 2.75%, 7.06%, 5/25/42 (3) | 370,000 | 94,988 |
| --- | --- | --- |

| Total Revenue, 2.75%, 7.06%, 5/25/42 (3) | 370,000 | 94,988 |
| --- | --- | --- |

| Total Revenue, 2.75%, 7.06%, 5/25/42 (3) | 370,000 | 94,988 |
| --- | --- | --- |

| Total Revenue, 2.75%, 7.06%, 5/25/42 (3) | 370,000 | 94,988 |
| --- | --- | --- |

| Total Revenue, 2.75%, 7.06%, 5/25/42 (3) | 370,000 | 94,988 |
| --- | --- | --- |

| Total Revenue, 2.75%, 7.06%, 5/25/42 (3) | 370,000 | 94,988 |
| --- | --- | --- |

| Total Revenue, 2.75%, 7.06%, 5/25/42 (3) | 370,000 | 94,988 |
| --- | --- | --- |

| Total Revenue, 2.75%, 7.06%, 5/25/42 (3) | 370,000 | 94,988 |
| --- | --- | --- |

| Total Revenue, 2.75%, 7.06%, 5/25/42 (3) | 370,000 | 94,988 |
| --- | --- | --- |

| Total Revenue, 2.75%, 7.06%, 5/25/42 (3) | 370,000 | 94,988 |
| --- | --- | --- |

| Total Revenue, 2.75%, 7.06%, 5/25/42 (3) | 370,000 | 94,988 |
| --- | --- | --- |

| Total Revenue, 2.75%, 7.06%, 5/25/42 (3) | 370,000 | 94,988 |
| --- | --- | --- |

| Total Revenue, 2.75%, 7.06%, 5/25/42 (3) | 370,000 | 94,988 |
| --- | --- | --- |

| Total Revenue, 2.75%, 7.06%, 5/25/42 (3) | 370,000 | 94,988 |
| --- | --- | --- |

| Total Revenue, 2.75%, 7.06%, 5/25/42 (3) | 370,000 | 94,988 |
| --- | --- | --- |

| Total Revenue, 2.75%, 7.06%, 5/25/42 (3) | 370,000 | 94,988 |
| --- | --- | --- |

| Total Revenue, 2.75%, 7.06%, 5/25/42 (3) | 370,000 | 94,988 |
| --- | --- | --- |

| Total Revenue, 2.75%, 7.06%, 5/25/42 (3) | 370,000 | 94,988 |
| --- | --- | --- |

| Total Revenue, 2.75%, 7.06%, 5/25/42 (3) | 370,000 | 94,988 |
| --- | --- | --- |

| Total Revenue, 2.75%, 7.06%, 5/25/42 (3) | 370,000 | 94,988 |
| --- | --- | --- |

| Total Revenue, 2.75%, 7.06%, 5/25/42 (3) | 370,000 | 94,988 |
| --- | --- | --- |

| Total Revenue, 2.75%, 7.06%, 5/25/42 (3) | 370,000 | 94,988 |
| --- | --- | --- |

| Total Revenue, 2.75%, 7.06%, 5/25/42 (3) | 370,000 | 94,988 |
| --- | --- | --- |

| Total Revenue, 2.75%, 7.06%, 5/25/42 (3) | 370,000 | 94,988 |
| --- | --- | --- |

| Total Revenue, 2.75%, 7.06%, 5/25/42 (3) | 370,000 | 94,988 |
| --- | --- | --- |

| Total Revenue, 2.75%, 7.06%, 5/25/42 (3) | 370,000 | 94,988 |
| --- | --- | --- |

| Total Revenue, 2.75%, 7.06%, 5/25/42 (3) | 370,000 | 94,988 |
| --- | --- | --- |

| Total Revenue, 2.75%, 7.06%, 5/25/42 (3) | 370,000 | 94,988 |
| --- | --- | --- |

| Total Revenue, 2.75%, 7.06%, 5/25/42 (3) | 370,000 | 94,988 |
| --- | --- | --- |

| Total Revenue, 2.75%, 7.06%, 5/25/42 (3) | 370,000 | 94,988 |
| --- | --- | --- |

| Total Revenue, 2.75%, 7.06%, 5/25/42 (3) | 370,000 | 94,988 |
| --- | --- | --- |

| Total Revenue, 2.75%, 7.06%, 5/25/42 (3) | 370,000 | 94,988 |
| --- | --- | --- |

| Total Revenue, 2.75%, 7.06%, 5/25/42 (3) | 370,000 | 94,988 |
| --- | --- | --- |

| Total Revenue, 2.75%, 7.06%, 5/25/42 (3) | 370,000 | 94,988 |
| --- | --- | --- |

| Total Revenue, 2.75%, 7.06%, 5/25/42 (3) | 370,000 | 94,988 |
| --- | --- | --- |

| Total Revenue, 2.75%, 7.06%, 5/25/42 (3) | 370,000 | 94,988 |
| --- | --- | --- |

| Total Revenue, 2.75%, 7.06%, 5/25/42 (3) | 370,000 | 94,988 |
| --- | --- | --- |

| Total Revenue, 2.75%, 7.06%, 5/25/42 (3) | 370,000 | 94,988 |
| --- | --- | --- |

| Total Revenue, 2.75%, 7.06%, 5/25/42 (3) | 370,000 | 94,988 |
| --- | --- | --- |

| Total Revenue, 2.75%, 7.06%, 5/25/42 (3) | 370,000 | 94,988 |
| --- | --- | --- |

| Total Revenue, 2.75%, 7.06%, 5/25/42 (3) | 370,000 | 94,988 |
| --- | --- | --- |

| Total Revenue, 2.75%, 7.06%, 5/25/42 (3) | 370,000 | 94,988 |
| --- | --- | --- |

| Total Revenue, 2.75%, 7.06%, 5/25/42 (3) | 370,000 | 94,988 |
| --- | --- | --- |

| Total Revenue, 2.75%, 7.06%, 5/25/42 (3) | 370,000 | 94,988 |
| --- | --- | --- |

| Total Revenue, 2.75%, 7.06%, 5/25/42 (3) | 370,000 | 94,988 |
| --- | --- | --- |

| Total Revenue, 2.75%, 7.06%, 5/25/42 (3) | 370,000 | 94,988 |
| --- | --- | --- |

| Total Revenue, 2.75%, 7.06%, 5/25/42 (3) | 370,000 | 94,988 |
| --- | --- | --- |

| Total Revenue, 2.75%, 7.06%, 5/25/42 (3) | 370,000 | 94,988 |
| --- | --- | --- |

| Total Revenue, 2.75%, 7.06%, 5/25/42 (3) | 370,000 | 94,988 |
| --- | --- | --- |

| Total Revenue, 2.75%, 7.06%, 5/25/42 (3) | 370,000 | 94,988 |
| --- | --- | --- |

| Total Revenue, 2.75%, 7.06%, 5/25/42 (3) | 370,000 | 94,988 |
| --- | --- | --- |

| Total Revenue, 2.75%, 7.06%, 5/25/42 (3) | 370,000 | 94,988 |
| --- | --- | --- |

| Total Revenue, 2.75%, 7.06%, 5/25/42 (3) | 370,000 | 94,988 |
| --- | --- | --- |

| Total Revenue, 2.75%, 7.06%, 5/25/42 (3) | 370,000 | 94,988 |
| --- | --- | --- |

| Total Revenue, 2.75%, 7.06%, 5/25/42 (3) | 370,000 | 94,988 |
| --- | --- | --- |

| Total Revenue, 2.75%, 7.06%, 5/25/42 (3) | 370,000 | 94,988 |
| --- | --- | --- |

| Total Revenue, 2.75%, 7.06%, 5/25/42 (3) | 370,000 | 94,988 |
| --- | --- | --- |

| Total Revenue, 2.75%, 7.06%, 5/25/42 (3) | 370,000 | 94,988 |
| --- | --- | --- |

| Total Revenue, 2.75%, 7.06%, 5/25/42 (3) | 370,000 | 94,988 |
| --- | --- | --- |

| Total Revenue, 2.75%, 7.06%, 5/25/42 (3) | 370,000 | 94,988 |
| --- | --- | --- |

| Total Revenue, 2.75%, 7.06%, 5/25/42 (3) | 370,000 | 94,988 |
| --- | --- | --- |

| Total Revenue, 2.75%, 7.06%, 5/25/42 (3) | 370,000 | 94,988 |
| --- | --- | --- |

| Total Revenue, 2.75%, 7.06%, 5/25/42 (3) | 370,000 | 94,988 |
| --- | --- | --- |

| Total Revenue, 2.75%, 7.06%, 5/25/42 (3) | 370,000 | 94,988 |
| --- | --- | --- |

| Total Revenue, 2.75%, 7.06%, 5/25/42 (3) | 370,000 | 94,988 |
| --- | --- | --- |

| Total Revenue, 2.75%, 7.06%, 5/25/42 (3) | 370,000 | 94,988 |
| --- | --- | --- |

| Total Revenue, 2.75%, 7.06%, 5/25/42 (3) | 370,000 | 94,988 |
| --- | --- | --- |

| Total Revenue, 2.75%, 7.06%, 5/25/42 (3) | 370,000 | 94,988 |
| --- | --- | --- |

| Total Revenue, 2.75%, 7.06%, 5/25/42 (3) | 370,000 | 94,988 |
| --- | --- | --- |

| Total Revenue, 2.75%, 7.06%, 5/25/42 (3) | 370,000 | 94,988 |
| --- | --- | --- |

| Total Revenue, 2.75%, 7.06%, 5/25/42 (3) | 370,000 | 94,988 |
| --- | --- | --- |

| Total Revenue, 2.75%, 7.06%, 5/25/42 (3) | 370,000 | 94,988 |
| --- | --- | --- |

| Total Revenue, 2.75%, 7.06%, 5/25/42 (3) | 370,000 | 94,988 |
| --- | --- | --- |

| Total Revenue, 2.75%, 7.06%, 5/25/42 (3) | 370,000 | 94,988 |
| --- | --- | --- |

| Total Revenue, 2.75%, 7.06%, 5/25/42 (3) | 370,000 | 94,988 |
| --- | --- | --- |

| Total Revenue, 2.75%, 7.06%, 5/25/42 (3) | 370,000 | 94,988 |
| --- | --- | --- |

| Total Revenue, 2.75%, 7.06%, 5/25/42 (3) | 370,000 | 94,988 |
| --- | --- | --- |

| Total Revenue, 2.75%, 7.06%, 5/25/42 (3) | 370,000 | 94,988 |
| --- | --- | --- |

| Total Revenue, 2.75%, 7.06%, 5/25/42 (3) | 370,000 | 94,988 |
| --- | --- | --- |

| Total Revenue, 2.75%, 7.06%, 5/25/42 (3) | 370,000 | 94,988 |
| --- | --- | --- |

| Total Revenue, 2.75%, 7.06%, 5/25/42 (3) | 370,000 | 94,988 |
| --- | --- | --- |

| Total Revenue, 2.75%, 7.06%, 5/25/42 (3) | 370,000 | 94,988 |
| --- | --- | --- |

| Total Revenue, 2.75%, 7.06%, 5/25/42 (3) | 370,000 | 94,988 |
| --- | --- | --- |

| Total Revenue, 2.75%, 7.06%, 5/25/42 (3) | 370,000 | 94,988 |
| --- | --- | --- |

| Total Revenue, 2.75%, 7.06%, 5/25/42 (3) | 370,000 | 94,988 |
| --- | --- | --- |

| Total Revenue, 2.75%, 7.06%, 5/25/42 (3) | 370,000 | 94,988 |
| --- | --- | --- |

| Total Revenue, 2.75%, 7.06%, 5/25/42 (3) | 370,000 | 94,988 |
| --- | --- | --- |

| Total Revenue, 2.75%, 7.06%, 5/25/42 (3) | 370,000 | 94,988 |
| --- | --- | --- |

| Total Revenue, 2.75%, 7.06%, 5/25/42 (3) | 370,000 | 94,988 |
| --- | --- | --- |

| Total Revenue, 2.75%, 7.06%, 5/25/42 (3) | 370,000 | 94,988 |
| --- | --- | --- |

| Total Revenue, 2.75%, 7.06%, 5/25/42 (3) | 370,000 | 94,988 |
| --- | --- | --- |

| Total Revenue, 2.75%, 7.06%, 5/25/42 (3) | 370,000 | 94,988 |
| --- | --- | --- |

| Total Revenue, 2.75%, 7.06%, 5/25/42 (3) | 370,000 | 94,988 |
| --- | --- | --- |

| Total Revenue, 2.75%, 7.06%, 5/25/42 (3) | 370,000 | 94,988 |
| --- | --- | --- |

| Total Revenue, 2.75%, 7.06%, 5/25/42 (3) | 370,000 | 94,988 |
| --- | --- | --- |

| Total Revenue, 2.75%, 7.06%, 5/25/42 (3) | 370,000 | 94,988 |
| --- | --- | --- |

| Total Revenue, 2.75%, 7.06%, 5/25/42 (3) | 370,000 | 94,988 |
| --- | --- | --- |

| Total Revenue, 2.75%, 7.06%, 5/25/42 (3) | 370,000 | 94,988 |
| --- | --- | --- |

| Total Revenue, 2.75%, 7.06%, 5/25/42 (3) | 370,000 | 94,988 |
| --- | --- | --- |

| Total Revenue, 2.75%, 7.06%, 5/25/42 (3) | 370,000 | 94,988 |
| --- | --- | --- |

| Total Revenue, 2.75%, 7.06%, 5/25/42 (3) | 370,000 | 94,988 |
| --- | --- | --- |

| Total Revenue, 2.75%, 7.06%, 5/25/42 (3) | 370,000 | 94,988 |
| --- | --- | --- |

| Total Revenue, 2.75%, 7.06%, 5/25/42 (3) | 370,000 | 94,988 |
| --- | --- | --- |

| Total Revenue, 2.75%, 7.06%, 5/25/42 (3) | 370,000 | 94,988 |
| --- | --- | --- |

| Total Revenue, 2.75%, 7.06%, 5/25/42 (3) | 370,000 | 94,988 |
| --- | --- | --- |

| Total Revenue, 2.75%, 7.06%, 5/25/42 (3) | 370,000 | 94,988 |
| --- | --- | --- |

| Total Revenue, 2.75%, 7.06%, 5/25/42 (3) | 370,000 | 94,988 |
| --- | --- | --- |

| Total Revenue, 2.75%, 7.06%, 5/25/42 (3) | 370,000 | 94,988 |
| --- | --- | --- |

| Total Revenue, 2.75%, 7.06%, 5/25/42 (3) | 370,000 | 94,988 |
| --- | --- | --- |

| Total Revenue, 2.75%, 7.06%, 5/25/42 (3) | 370,000 | 94,988 |
| --- | --- | --- |

| Total Revenue, 2.75%, 7.06%, 5/25/42 (3) | 370,000 | 94,988 |
| --- | --- | --- |

| Total Revenue, 2.75%, 7.06%, 5/25/42 (3) | 370,000 | 94,988 |
| --- | --- | --- |

| Total Revenue, 2.75%, 7.06%, 5/25/42 (3) | 370,000 | 94,988 |
| --- | --- | --- |

| Total Revenue, 2.75%, 7.06%, 5/25/42 (3) | 370,000 | 94,988 |
| --- | --- | --- |

| Total Revenue, 2.75%, 7.06%, 5/25/42 (3) | 370,000 | 94,988 |
| --- | --- | --- |

| Total Revenue, 2.75%, 7.06%, 5/25/42 (3) | 370,000 | 94,988 |
| --- | --- | --- |

| Total Revenue, 2.75%, 7.06%, 5/25/42 (3) | 370,000 | 94,988 |
| --- | --- | --- |

| Total Revenue, 2.75%, 7.06%, 5/25/42 (3) | 370,000 | 94,988 |
| --- | --- | --- |

| Total Revenue, 2.75%, 7.06%, 5/25/42 (3) | 370,000 | 94,988 |
| --- | --- | --- |

| Total Revenue, 2.75%, 7.06%, 5/25/42 (3) | 370,000 | 94,988 |
| --- | --- | --- |

| Total Revenue, 2.75%, 7.06%, 5/25/42 (3) | 370,000 | 94,988 |
| --- | --- | --- |

| Total Revenue, 2.75%, 7.06%, 5/25/42 (3) | 370,000 | 94,988 |
| --- | --- | --- |

| Total Revenue, 2.75%, 7.06%, 5/25/42 (3) | 370,000 | 94,988 |
| --- | --- | --- |

| Total Revenue, 2.75%, 7.06%, 5/25/42 (3) | 370,000 | 94,988 |
| --- | --- | --- |

| Total Revenue, 2.75%, 7.06%, 5/25/42 (3) | 370,000 | 94,988 |
| --- | --- | --- |

| Total Revenue, 2.75%, 7.06%, 5/25/42 (3) | 370,000 | 94,988 |
| --- | --- | --- |

| Total Revenue, 2.75%, 7.06%, 5/25/42 (3) | 370,000 | 94,988 |
| --- | --- | --- |

| Total Revenue, 2.75%, 7.06%, 5/25/42 (3) | 370,000 | 94,988 |
| --- | --- | --- |

| Total Revenue, 2.75%, 7.06%, 5/25/42 (3) | 370,000 | 94,988 |
| --- | --- | --- |

| Total Revenue, 2.75%, 7.06%, 5/25/42 (3) | 370,000 | 94,988 |
| --- | --- | --- |

| Total Revenue, 2.75%, 7.06%, 5/25/42 (3) | 370,000 | 94,988 |
| --- | --- | --- |

| Total Revenue, 2.75%, 7.06%, 5/25/42 (3) | 370,000 | 94,988 |
| --- | --- | --- |

| Total Revenue, 2.75%, 7.06%, 5/25/42 (3) | 370,000 | 94,988 |
| --- | --- | --- |

| Total Revenue, 2.75%, 7.06%, 5/25/42 (3) | 370,000 | 94,988 |
| --- | --- | --- |

| Total Revenue, 2.75%, 7.06%, 5/25/42 (3) | 370,000 | 94,988 |
| --- | --- | --- |

| Total Revenue, 2.75%, 7.06%, 5/25/42 (3) | 370,000 | 94,988 |
| --- | --- | --- |

| Total Revenue, 2.75%, 7.06%, 5/25/42 (3) | 370,000 | 94,988 |
| --- | --- | --- |

| Total Revenue, 2.75%, 7.06%, 5/25/42 (3) | 370,000 | 94,988 |
| --- | --- | --- |

| Total Revenue, 2.75%, 7.06%, 5/25/42 (3) | 370,000 | 94,988 |
| --- | --- | --- |

| Total Revenue, 2.75%, 7.06%, 5/25/42 (3) | 370,000 | 94,988 |
| --- | --- | --- |

| Total Revenue, 2.75%, 7.06%, 5/25/42 (3) | 370,000 | 94,988 |
| --- | --- | --- |

| Total Revenue, 2.75%, 7.06%, 5/25/42 (3) | 370,000 | 94,988 |
| --- | --- | --- |

| Total Revenue, 2.75%, 7.06%, 5/25/42 (3) | 370,000 | 94,988 |
| --- | --- | --- |

| Total Revenue, 2.75%, 7.06%, 5/25/42 (3) | 370,000 | 94,988 |
| --- | --- | --- |

| Total Revenue, 2.75%, 7.06%, 5/25/42 (3) | 370,000 | 94,988 |
| --- | --- | --- |

| Total Revenue, 2.75%, 7.06%, 5/25/42 (3) | 370,000 | 94,988 |
| --- | --- | --- |

| Total Revenue, 2.75%, 7.06%, 5/25/42 (3) | 370,000 | 94,988 |
| --- | --- | --- |

| Total Revenue, 2.75%, 7.06%, 5/25/42 (3) | 370,000 | 94,988 |
| --- | --- | --- |

| Total Revenue, 2.75%, 7.06%, 5/25/42 (3) | 370,000 | 94,988 |
| --- | --- | --- |

| Total Revenue, 2.75%, 7.06%, 5/25/42 (3) | 370,000 | 94,988 |
| --- | --- | --- |

| Total Revenue, 2.75%, 7.06%, 5/25/42 (3) | 370,000 | 94,988 |
| --- | --- | --- |

| Total Revenue, 2.75%, 7.06%, 5/25/42 (3) | 370,000 | 94,988 |
| --- | --- | --- |

| Total Revenue, 2.75%, 7.06%, 5/25/42 (3) | 370,000 | 94,988 |
| --- | --- | --- |

| Total Revenue, 2.75%, 7.06%, 5/25/42 (3) | 370,000 | 94,988 |
| --- | --- | --- |

| Total Revenue, 2.75%, 7.06%, 5/25/42 (3) | 370,000 | 94,988 |
| --- | --- | --- |

| Total Revenue, 2.75%, 7.06%, 5/25/42 (3) | 370,000 | 94,988 |
| --- | --- | --- |

| Total Revenue, 2.75%, 7.06%, 5/25/42 (3) | 370,000 | 94,988 |
| --- | --- | --- |

| Total Revenue, 2.75%, 7.06%, 5/25/42 (3) | 370,000 | 94,988 |
| --- | --- | --- |

| Total Revenue, 2.75%, 7.06%, 5/25/42 (3) | 370,000 | 94,988 |
| --- | --- | --- |

| Total Revenue, 2.75%, 7.06%, 5/25/42 (3) | 370,000 | 94,988 |
| --- | --- | --- |

| Total Revenue, 2.75%, 7.06%, 5/25/42 (3) | 370,000 | 94,988 |
| --- | --- | --- |

| Total Revenue, 2.75%, 7.06%, 5/25/42 (3) | 370,000 | 94,988 |
| --- | --- | --- |

| Total Revenue, 2.75%, 7.06%, 5/25/42 (3) | 370,000 | 94,988 |
| --- | --- | --- |

| Total Revenue, 2.75%, 7.06%, 5/25/42 (3) | 370,000 | 94,988 |
| --- | --- | --- |

| Total Revenue, 2.75%, 7.06%, 5/25/42 (3) | 370,000 | 94,988 |
| --- | --- | --- |

| Total Revenue, 2.75%, 7.06%, 5/25/42 (3) | 370,000 | 94,988 |
| --- | --- | --- |

| Total Revenue, 2.75%, 7.06%, 5/25/42 (3) | 370,000 | 94,988 |
| --- | --- | --- |

| Total Revenue, 2.75%, 7.06%, 5/25/42 (3) | 370,000 | 94,988 |
| --- | --- | --- |

| Total Revenue, 2.75%, 7.06%, 5/25/42 (3) | 370,000 | 94,988 |
| --- | --- | --- |

| Total Revenue, 2.75%, 7.06%, 5/25/42 (3) | 370,000 | 94,988 |
| --- | --- | --- |

| Total Revenue, 2.75%, 7.06%, 5/25/42 (3) | 370,000 | 94,988 |
| --- | --- | --- |

| Total Revenue, 2.75%, 7.06%, 5/25/42 (3) | 370,000 | 94,988 |
| --- | --- | --- |

| Total Revenue, 2.75%, 7.06%, 5/25/42 (3) | 370,000 | 94,988 |
| --- | --- | --- |

| Total Revenue, 2.75%, 7.06%, 5/25/42 (3) | 370,000 | 94,988 |
| --- | --- | --- |

</table>

| Total Revenue, 2.75%, 7.06%, 5/25/42 (3) | 370,000 | 94,988 |
| --- | --- | --- |

</table>

35

T. ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND

# BAMLL Commercial Mortgage Securities Trust Series 2021-

| Monroe, New York, New Jersey | 1,960,000 | 1,940 |
| --- | --- | --- |
| Monroe, New York, New Jersey | 2,775,000 | 2,700 |
| Monroe, New York, New Jersey | 114,217 | 113 |
| Monroe, New York, New Jersey | National | 2,700 |
| Monroe, New York, New Jersey | 3,000,000 | 3,000,000 |
| Monroe, New York, New Jersey | 1,000,000 | 1,000,000 |
| Monroe, New York, New Jersey | 1,000,000 | 1,000,000 |
| Monroe, New York, New Jersey | 1,000,000 | 1,000,000 |
| Monroe, New York, New Jersey | 1,000,000 | 1,000,000 |
| Monroe, New York, New Jersey | 1,000 | 1,000 |
| Monroe, New York, New Jersey | 1,000 | 1,000 |
| Monroe, New York, New Jersey | 1,000 | 1,000 |
| Monroe, New York, New Jersey | 1,000 | 1,000 |
| Monroe, New York, New Jersey | 1,000 | 1,000 |

36

T. ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND

| Class M1A, CMO, ARM, SOFR308, 3/25/42 (3) | 534,399 | 535 |
| --- | --- | --- |
| Structure: Agency Credit Risk Debit, Series 2022-HQ43, | 4,334,969 | 4,335 |
| Total Investments in a Pooled Account Through Securities Lending Program | 1 | 1 |
| Investment Income, 3/25/42 | 1,000,000 | 193 |
| Total White Stock, 3/25/42 | 4,335 | 4,335 |
| Total Securities Lending, 3/25/42 | 10,100 | 2 |
| Total Securities Lending, Collected to make a scheduled interest and/or principal | 250,000 | 250 |
| Consolidated Stock, 3/25/42 | 250,000 | 250 |
| Consolidated Stock, 3/25/42 | 250,000 | 250 |
| Consolidated Stock, 3/25/42 | 250,000 | 250 |
| Consolidated Stock, 3/25/42 | 250,000 | 250 |

date represents the day on which an enforceable right to acquire such security

37

T. ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND

| International, Eleven & Fragrance | 6,000,000 | 250,000 | 248 |
| --- | --- | --- | --- |
| OCCUPATIONAL FUND | 6,000,000 | 250,000 | 248 |
| Exchange Traded | 6,000,000 | 250,000 | 248 |
| Foreign Trade | 6,000,000 | 250,000 | 248 |
| Trade of Insurance Securities (excluding 144A holdings) at market and amounts to | 6,000,000 | 250,000 | 248 |
| Description | 6,000,000 | 250,000 | 248 |
| Investing in the United States | 6,000,000 | 250,000 | 248 |
| Non-4121, 6,200m Purchased (and other) in the country's maturity date. | 75 | 2,210 | 540 |
| Nonwegian, Coven Line Holdings | 75 | 2,210 | 540 |
| Total Options Purchased (and other) in the country's maturity date. | 75 | 2,210 | 540 |
| Total Investment in Securities | 75 | 2,210 | 540 |

38

T. ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND

(11) 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
Other Assets (Contingent) (Cost $50) 11,010
Goldman Sachs 0.65%* (JPY) (1) 529,000 38
Net Assets (100.0%) Other is currently in a bankruptcy reorganization proceeding; the amount of
CAD Canadian Dollar Year Interest Rate is uncertain.
CAD $1,000,000
CMP $1,000,000
CEN $1,000,000
CEN $1,000,000
CET $1,000,000
CET $1,000,000
CET $1,000,000
CET $1,000,000
CET $1,000,000
CET $1,000,000
CET $1,000,000

39

T. ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND

| Goldman Sachs | 2 | 6,950 | 46 |
| --- | --- | --- | --- |
| (Amounts in 000s except for contracts) |  |  |  |

**OPTIONS WRITTEN**

**Options Written by:**

**Exchange Fund:**

**1M-CNH-HBGS**
**Rescinded**
**Invesco QQQ Trust:**

40

T. ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND

S&P INDEX (S&P) (S&P) (S&P) (S&P) (S&P) (S&P) (S&P) (S&P) (S&P) (S&P) (S&P) (S&P) (S&P) (S&P) (S&P) (S&P) (S&P) (S&P)
Total S&P Index (S&P) (S&P) (S&P) (S&P) (S&P) (S&P) (S&P) (S&P) (S&P) (S&P) (S&P) (S&P) (S&P) (S&P) (S&P) (S&P) (S&P) (S&P) (S&P) (S&P) (S&P) (S&P) (S&P) (S&P)
Total S&P Index (S&P) (S&P) (S&P) (S&P) (S&P) (S&P) (S&P) (S&P) (S&P) (S&P) (S&P) (S&P) (S&P) (S&P) (S&P) (S&P)
S&P Index (S&P) (S&P) (S&P) (S&P) (S&P) (S&P) (S&P) (S&P) (S&P) (S&P) (S&P) (S&P) (S&P) (S&P) (S&P) (S&P)
S&P Index (S&P) (S&P) (S&P) (S&P) (S&P) (S&P) (S&P) (S&P) (S&P) (S&P) (S&P)
S&P Index (S&P) (S&P) (S&P) (S&P) (S&P) (S&P) (S&P) (S&P) (S&P) (S&P) (S&P)
S&P Index (S&P) (S&P) (S&P) (S&P) (S&P) (S&P) (S&P) (S&P) (S&P) (S&P)
S&P Index (S&P) (S&P) (S&P) (S&P) (S&P) (S&P) (S&P) (S&P) (S&P)
S&P Index (S&P) (S&P) (S&P) (S&P) (S&P) (S&P) (S&P) (S&P) (S&P)

41

T. ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND

| 3M CAD | Wage Weight | 9,500 | (80) |
| --- | --- | --- | --- |
| Credit Dollar | Foreign exchange |  |  |
| Margin | Foreign exchange |  |  |
| Equity | Foreign exchange |  |  |
| Cash | Foreign exchange |  |  |
| Credit | Foreign exchange |  |  |
| Credit | Foreign exchange |  |  |
| Credit | Foreign exchange |  |  |
| Credit | Foreign exchange |  |  |
| Credit | Foreign exchange |  |  |
| Credit | Foreign exchange |  |  |
| Credit | Foreign exchange |  |  |
| Credit | Foreign exchange |  |  |
| Credit | Foreign exchange |  |  |
| Credit | Foreign exchange |  |  |

| Payment | Value | $(Receipts) | $ Gain/(Loss) |
| --- | --- | --- | --- |
| 1.00% Quarterly Receivables |  |  |  |
| 2.00% Quarterly Receivables |  |  |  |
| 3.00% Quarterly Receivables |  |  |  |
| 4.00% Quarterly Receivables |  |  |  |
| 5.00% Quarterly Receivables |  |  |  |
| 6.00% Quarterly Receivables |  |  |  |
| 7.00% Quarterly Receivables |  |  |  |
| 8.00% Quarterly Receivables |  |  |  |
| 9.00% Quarterly Receivables |  |  |  |
| 10.00% Quarterly Receivables |  |  |  |

42

T. ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND

| 5.00% Quarterly, Receive upon credit |  |  |  |  |
| --- | --- | --- | --- | --- |
| Total of Net Asset, P. M. (2017) | Credit Default Protection | (37) | (32) | (5) |
| Total of Net Asset, P. M. (2017) | Credit Default Protection | (31) | (24) | (7) |
| Total of Net Asset, P. M. (2017) | Credit Default Protection | (37) | (24) | (7) |
| Total of Net Asset, P. M. (2017) | Credit Default Protection | (37) | (24) | (7) |
| Total of Net Asset, P. M. (2017) | Credit Default Protection | (37) | (24) | (7) |
| Total of Net Asset, P. M. (2017) | Credit Default Protection |  |  |  |
| Total of Net Asset, P. M. (2017) | Credit Default Protection |  |  |  |
| Total of Net Asset, P. M. (2017) | Credit Default Protection |  |  |  |
| Total of Net Asset, P. M. (2017) | Credit Default Protection |  |  |  |
| Total of Net Asset, P. M. (2017) |  |  |  |  |

43

T. ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND[{"box_2d": [27, 84, 615, 196], "label": "table", "caption": "

| 8/23/22: America, Protection, Benefit @ $70.00 | 21 | 150 | 1,191 | (2) |
| --- | --- | --- | --- | --- |
| National, Public, Market, ETC, 2/24/23: High Yield |  |  |  |  |
| National, Public, Market, ETC, 2/24/23: High Yield |  |  |  |  |
| National, Public, Market, ETC, 2/24/23: High Yield |  |  |  |  |
| National, Public, Market, ETC, 2/24/23: High Yield |  |  |  |  |
| National, Public, Market, ETC, 2/24/23: High Yield |  |  |  |  |
| National, Public, Market, ETC, 2/24/23: High Yield |  |  |  |  |
| National, Public, Market, ETC, 2/24/23: High Yield |  |  |  |  |

| National, Public, Market, ETC, 2/24/23: High Yield |  |  |  |  |
| --- | --- | --- | --- | --- |
| National, Public, Market, ETC, 2/24/23: High Yield |  |  |  |  |
| National, Public, Market, ETC, 2/24/23: High Yield |  |  |  |  |
| National, Public, Market, ETC, 2/24/23: High Yield |  |  |  |  |

| National, Public, Market, ETC, 2/24/23: High Yield |  |  |  |  |
| --- | --- | --- | --- | --- |
| National, Public, Market, ETC, 2/24/23: High Yield |  |  |  |  |
| National, Public, Market, ETC, 2/24/23: High Yield |  |  |  |  |

| National, Public, Market, ETC, 2/24/23: High Yield |  |  |  |  |
| --- | --- | --- | --- | --- |
| National, Public, Market, ETC, 2/24/23: High Yield |  |  |  |  |

| National, Public, Market, ETC, 2/24/23: High Yield |  |  |  |  |
| --- | --- | --- | --- | --- |
| National, Public, Market, ETC, 2/24/23: High Yield |  |  |  |  |

| National, Public, Market, ETC, 2/24/23: High Yield |  |  |  |  |
| --- | --- | --- | --- | --- |
| National, Public, Market, ETC, 2/24/23: High Yield |  |  |  |  |

| National, Public, Market, ETC, 2/24/23: High Yield |  |  |  |  |
| --- | --- | --- | --- | --- |

| National, Public, Market, ETC, 2/24/23: High Yield |  |  |  |  |
| --- | --- | --- | --- | --- |

| National, Public, Market, ETC, 2/24/23: High Yield |  |  |  |  |
| --- | --- | --- | --- | --- |

| National, Public, Market, ETC, 2/24/23: High Yield |  |  |  |  |
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| National, Public, Market, ETC, 2/24/23: High Yield |  |  |  |  |
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| National, Public, Market, ETC, 2/24/23: High Yield |  |  |  |  |
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| National, Public, Market, ETC, 2/24/23: High Yield |  |  |  |  |
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| National, Public, Market, ETC, 2/24/23: High Yield |  |  |  |  |
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| National, Public, Market, ETC, 2/24/23: High Yield |  |  |  |  |
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| National, Public, Market, ETC, 2/24/23: High Yield |  |  |  |  |
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| National, Public, Market, ETC, 2/24/23: High Yield |  |  |  |  |
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| National, Public, Market, ETC, 2/24/23: High Yield |  |  |  |  |
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| National, Public, Market, ETC, 2/24/23: High Yield |  |  |  |  |
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| National, Public, Market, ETC, 2/24/23: High Yield |  |  |  |  |
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| National, Public, Market, ETC, 2/24/23: High Yield |  |  |  |  |
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| National, Public, Market, ETC, 2/24/23: High Yield |  |  |  |  |
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| National, Public, Market, ETC, 2/24/23: High Yield |  |  |  |  |
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| National, Public, Market, ETC, 2/24/23: High Yield |  |  |  |  |
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| National, Public, Market, ETC, 2/24/23: High Yield |  |  |  |  |
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| National, Public, Market, ETC, 2/24/23: High Yield |  |  |  |  |
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| National, Public, Market, ETC, 2/24/23: High Yield |  |  |  |  |
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| National, Public, Market, ETC, 2/24/23: High Yield |  |  |  |  |
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| National, Public, Market, ETC, 2/24/23: High Yield |  |  |  |  |
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| National, Public, Market, ETC, 2/24/23: High Yield |  |  |  |  |
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| National, Public, Market, ETC, 2/24/23: High Yield |  |  |  |  |
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| National, Public, Market, ETC, 2/24/23: High Yield |  |  |  |  |
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| National, Public, Market, ETC, 2/24/23: High Yield |  |  |  |  |
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| National, Public, Market, ETC, 2/24/23: High Yield |  |  |  |  |
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| National, Public, Market, ETC, 2/24/23: High Yield |  |  |  |  |
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| National, Public, Market, ETC, 2/24/23: High Yield |  |  |  |  |
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| National, Public, Market, ETC, 2/24/23: High Yield |  |  |  |  |
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| National, Public, Market, ETC, 2/24/23: High Yield |  |  |  |  |
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| National, Public, Market, ETC, 2/24/23: High Yield |  |  |  |  |
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| National, Public, Market, ETC, 2/24/23: High Yield |  |  |  |  |
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| National, Public, Market, ETC, 2/24/23: High Yield |  |  |  |  |
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| National, Public, Market, ETC, 2/24/23: High Yield |  |  |  |  |
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| National, Public, Market, ETC, 2/24/23: High Yield |  |  |  |  |
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| National, Public, Market, ETC, 2/24/23: High Yield |  |  |  |  |
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| National, Public, Market, ETC, 2/24/23: High Yield |  |  |  |  |
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| National, Public, Market, ETC, 2/24/23: High Yield |  |  |  |  |
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| National, Public, Market, ETC, 2/24/23: High Yield |  |  |  |  |
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| National, Public, Market, ETC, 2/24/23: High Yield |  |  |  |  |
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| National, Public, Market, ETC, 2/24/23: High Yield |  |  |  |  |
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| National, Public, Market, ETC, 2/24/23: High Yield |  |  |  |  |
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| National, Public, Market, ETC, 2/24/23: High Yield |  |  |  |  |
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| National, Public, Market, ETC, 2/24/23: High Yield |  |  |  |  |
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| National, Public, Market, ETC, 2/24/23: High Yield |  |  |  |  |
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| National, Public, Market, ETC, 2/24/23: High Yield |  |  |  |  |
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| National, Public, Market, ETC, 2/24/23: High Yield |  |  |  |  |
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| National, Public, Market, ETC, 2/24/23: High Yield |  |  |  |  |
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| National, Public, Market, ETC, 2/24/23: High Yield |  |  |  |  |
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| National, Public, Market, ETC, 2/24/23: High Yield |  |  |  |  |
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| National, Public, Market, ETC, 2/24/23: High Yield |  |  |  |  |
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| National, Public, Market, ETC, 2/24/23: High Yield |  |  |  |  |
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| National, Public, Market, ETC, 2/24/23: High Yield |  |  |  |  |
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| National, Public, Market, ETC, 2/24/23: High Yield |  |  |  |  |
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| National, Public, Market, ETC, 2/24/23: High Yield |  |  |  |  |
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| National, Public, Market, ETC, 2/24/23: High Yield |  |  |  |  |
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| National, Public, Market, ETC, 2/24/23: High Yield |  |  |  |  |
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| National, Public, Market, ETC, 2/24/23: High Yield |  |  |  |  |
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| National, Public, Market, ETC, 2/24/23: High Yield |  |  |  |  |
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| National, Public, Market, ETC, 2/24/23: High Yield |  |  |  |  |
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| National, Public, Market, ETC, 2/24/23: High Yield |  |  |  |  |
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| National, Public, Market, ETC, 2/24/23: High Yield |  |  |  |  |
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| National, Public, Market, ETC, 2/24/23: High Yield |  |  |  |  |
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| National, Public, Market, ETC, 2/24/23: High Yield |  |  |  |  |
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| National, Public, Market, ETC, 2/24/23: High Yield |  |  |  |  |
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| National, Public, Market, ETC, 2/24/23: High Yield |  |  |  |  |
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| National, Public, Market, ETC, 2/24/23: High Yield |  |  |  |  |
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| National, Public, Market, ETC, 2/24/23: High Yield |  |  |  |  |
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| National, Public, Market, ETC, 2/24/23: High Yield |  |  |  |  |
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| National, Public, Market, ETC, 2/24/23: High Yield |  |  |  |  |
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| National, Public, Market, ETC, 2/24/23: High Yield |  |  |  |  |
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| National, Public, Market, ETC, 2/24/23: High Yield |  |  |  |  |
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| National, Public, Market, ETC, 2/24/23: High Yield |  |  |  |  |
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| National, Public, Market, ETC, 2/24/23: High Yield |  |  |  |  |
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| National, Public, Market, ETC, 2/24/23: High Yield |  |  |  |  |
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| National, Public, Market, ETC, 2/24/23: High Yield |  |  |  |  |
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| National, Public, Market, ETC, 2/24/23: High Yield |  |  |  |  |
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| National, Public, Market, ETC, 2/24/23: High Yield |  |  |  |  |
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| National, Public, Market, ETC, 2/24/23: High Yield |  |  |  |  |
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| National, Public, Market, ETC, 2/24/23: High Yield |  |  |  |  |
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| National, Public, Market, ETC, 2/24/23: High Yield |  |  |  |  |
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| National, Public, Market, ETC, 2/24/23: High Yield |  |  |  |  |
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| National, Public, Market, ETC, 2/24/23: High Yield |  |  |  |  |
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| National, Public, Market, ETC, 2/24/23: High Yield |  |  |  |  |
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| National, Public, Market, ETC, 2/24/23: High Yield |  |  |  |  |
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| National, Public, Market, ETC, 2/24/23: High Yield |  |  |  |  |
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| National, Public, Market, ETC, 2/24/23: High Yield |  |  |  |  |
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| National, Public, Market, ETC, 2/24/23: High Yield |  |  |  |  |
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| National, Public, Market, ETC, 2/24/23: High Yield |  |  |  |  |
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| National, Public, Market, ETC, 2/24/23: High Yield |  |  |  |  |
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| National, Public, Market, ETC, 2/24/23: High Yield |  |  |  |  |
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| National, Public, Market, ETC, 2/24/23: High Yield |  |  |  |  |
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| National, Public, Market, ETC, 2/24/23: High Yield |  |  |  |  |
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| National, Public, Market, ETC, 2/24/23: High Yield |  |  |  |  |
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| National, Public, Market, ETC, 2/24/23: High Yield |  |  |  |  |
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| National, Public, Market, ETC, 2/24/23: High Yield |  |  |  |  |
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| National, Public, Market, ETC, 2/24/23: High Yield |  |  |  |  |
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| National, Public, Market, ETC, 2/24/23: High Yield |  |  |  |  |
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| National, Public, Market, ETC, 2/24/23: High Yield |  |  |  |  |
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| National, Public, Market, ETC, 2/24/23: High Yield |  |  |  |  |
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| National, Public, Market, ETC, 2/24/23: High Yield |  |  |  |  |
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| National, Public, Market, ETC, 2/24/23: High Yield |  |  |  |  |
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| National, Public, Market, ETC, 2/24/23: High Yield |  |  |  |  |
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| National, Public, Market, ETC, 2/24/23: High Yield |  |  |  |  |
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| National, Public, Market, ETC, 2/24/23: High Yield |  |  |  |  |
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| National, Public, Market, ETC, 2/24/23: High Yield |  |  |  |  |
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| National, Public, Market, ETC, 2/24/23: High Yield |  |  |  |  |
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| National, Public, Market, ETC, 2/24/23: High Yield |  |  |  |  |
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| National, Public, Market, ETC, 2/24/23: High Yield |  |  |  |  |
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| National, Public, Market, ETC, 2/24/23: High Yield |  |  |  |  |
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| National, Public, Market, ETC, 2/24/23: High Yield |  |  |  |  |
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| National, Public, Market, ETC, 2/24/23: High Yield |  |  |  |  |
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| National, Public, Market, ETC, 2/24/23: High Yield |  |  |  |  |
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| National, Public, Market, ETC, 2/24/23: High Yield |  |  |  |  |
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| National, Public, Market, ETC, 2/24/23: High Yield |  |  |  |  |
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| National, Public, Market, ETC, 2/24/23: High Yield |  |  |  |  |
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| National, Public, Market, ETC, 2/24/23: High Yield |  |  |  |  |
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| National, Public, Market, ETC, 2/24/23: High Yield |  |  |  |  |
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| National, Public, Market, ETC, 2/24/23: High Yield |  |  |  |  |
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| National, Public, Market, ETC, 2/24/23: High Yield |  |  |  |  |
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| National, Public, Market, ETC, 2/24/23: High Yield |  |  |  |  |
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| National, Public, Market, ETC, 2/24/23: High Yield |  |  |  |  |
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| National, Public, Market, ETC, 2/24/23: High Yield |  |  |  |  |
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| National, Public, Market, ETC, 2/24/23: High Yield |  |  |  |  |
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| National, Public, Market, ETC, 2/24/23: High Yield |  |  |  |  |
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| National, Public, Market, ETC, 2/24/23: High Yield |  |  |  |  |
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| National, Public, Market, ETC, 2/24/23: High Yield |  |  |  |  |
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| National, Public, Market, ETC, 2/24/23: High Yield |  |  |  |  |
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| National, Public, Market, ETC, 2/24/23: High Yield |  |  |  |  |
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| National, Public, Market, ETC, 2/24/23: High Yield |  |  |  |  |
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| National, Public, Market, ETC, 2/24/23: High Yield |  |  |  |  |
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| National, Public, Market, ETC, 2/24/23: High Yield |  |  |  |  |
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| National, Public, Market, ETC, 2/24/23: High Yield |  |  |  |  |
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| National, Public, Market, ETC, 2/24/23: High Yield |  |  |  |  |
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| National, Public, Market, ETC, 2/24/23: High Yield |  |  |  |  |
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| National, Public, Market, ETC, 2/24/23: High Yield |  |  |  |  |
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| National, Public, Market, ETC, 2/24/23: High Yield |  |  |  |  |
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| National, Public, Market, ETC, 2/24/23: High Yield |  |  |  |  |
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| National, Public, Market, ETC, 2/24/23: High Yield |  |  |  |  |
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| National, Public, Market, ETC, 2/24/23: High Yield |  |  |  |  |
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| National, Public, Market, ETC, 2/24/23: High Yield |  |  |  |  |
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| National, Public, Market, ETC, 2/24/23: High Yield |  |  |  |  |
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| National, Public, Market, ETC, 2/24/23: High Yield |  |  |  |  |
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| National, Public, Market, ETC, 2/24/23: High Yield |  |  |  |  |
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| National, Public, Market, ETC, 2/24/23: High Yield |  |  |  |  |
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| National, Public, Market, ETC, 2/24/23: High Yield |  |  |  |  |
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| National, Public, Market, ETC, 2/24/23: High Yield |  |  |  |  |
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| National, Public, Market, ETC, 2/24/23: High Yield |  |  |  |  |
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| National, Public, Market, ETC, 2/24/23: High Yield |  |  |  |  |
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| National, Public, Market, ETC, 2/24/23: High Yield |  |  |  |  |
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| National, Public, Market, ETC, 2/24/23: High Yield |  |  |  |  |
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| National, Public, Market, ETC, 2/24/23: High Yield |  |  |  |  |
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| National, Public, Market, ETC, 2/24/23: High Yield |  |  |  |  |
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| National, Public, Market, ETC, 2/24/23: High Yield |  |  |  |  |
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| National, Public, Market, ETC, 2/24/23: High Yield |  |  |  |  |
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| National, Public, Market, ETC, 2/24/23: High Yield |  |  |  |  |
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| National, Public, Market, ETC, 2/24/23: High Yield |  |  |  |  |
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| National, Public, Market, ETC, 2/24/23: High Yield |  |  |  |  |
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| National, Public, Market, ETC, 2/24/23: High Yield |  |  |  |  |
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| National, Public, Market, ETC, 2/24/23: High Yield |  |  |  |  |
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| National, Public, Market, ETC, 2/24/23: High Yield |  |  |  |  |
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| National, Public, Market, ETC, 2/24/23: High Yield |  |  |  |  |
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| National, Public, Market, ETC, 2/24/23: High Yield |  |  |  |  |
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| National, Public, Market, ETC, 2/24/23: High Yield |  |  |  |  |
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| National, Public, Market, ETC, 2/24/23: High Yield |  |  |  |  |
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| National, Public, Market, ETC, 2/24/23: High Yield |  |  |  |  |
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| National, Public, Market, ETC, 2/24/23: High Yield |  |  |  |  |
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| National, Public, Market, ETC, 2/24/23: High Yield |  |  |  |  |
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| National, Public, Market, ETC, 2/24/23: High Yield |  |  |  |  |
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| National, Public, Market, ETC, 2/24/23: High Yield |  |  |  |  |
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| National, Public, Market, ETC, 2/24/23: High Yield |  |  |  |  |
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| National, Public, Market, ETC, 2/24/23: High Yield |  |  |  |  |
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| National, Public, Market, ETC, 2/24/23: High Yield |  |  |  |  |
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| National, Public, Market, ETC, 2/24/23: High Yield |  |  |  |  |
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| National, Public, Market, ETC, 2/24/23: High Yield |  |  |  |  |
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| National, Public, Market, ETC, 2/24/23: High Yield |  |  |  |  |
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| National, Public, Market, ETC, 2/24/23: High Yield |  |  |  |  |
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| National, Public, Market, ETC, 2/24/23: High Yield |  |  |  |  |
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| National, Public, Market, ETC, 2/24/23: High Yield |  |  |  |  |
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| National, Public, Market, ETC, 2/24/23: High Yield |  |  |  |  |
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| National, Public, Market, ETC, 2/24/23: High Yield |  |  |  |  |
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| National, Public, Market, ETC, 2/24/23: High Yield |  |  |  |  |
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| National, Public, Market, ETC, 2/24/23: High Yield |  |  |  |  |
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| National, Public, Market, ETC, 2/24/23: High Yield |  |  |  |  |
| --- | --- | --- | --- | --- |

| National, Public, Market, ETC, 2/24/23: High Yield |  |  |  |  |
| --- | --- | --- | --- | --- |

| National, Public, Market, ETC, 2/24/23: High Yield |  |  |  |  |
| --- | --- | --- | --- | --- |

| National, Public, Market, ETC, 2/24/23: High Yield |  |  |  |  |
| --- | --- | --- | --- | --- |

| National, Public, Market, ETC, 2/24/23: High Yield |  |  |  |  |
| --- | --- | --- | --- | --- |

| National, Public, Market, ETC, 2/24/23: High Yield |  |  |  |  |
| --- | --- | --- | --- | --- |

| National, Public, Market, ETC, 2/24/23: High Yield |  |  |  |  |
| --- | --- | --- | --- | --- |

| National, Public, Market, ETC, 2/24/23: High Yield |  |  |  |  |
| --- | --- | --- | --- | --- |

| National, Public, Market, ETC, 2/24/23: High Yield |  |  |  |  |
| --- | --- | --- | --- | --- |

| National, Public, Market, ETC, 2/24/23: High Yield |  |  |  |  |
| --- | --- | --- | --- | --- |

| National, Public, Market, ETC, 2/24/23: High Yield |  |  |  |  |
| --- | --- | --- | --- | --- |

| National, Public, Market, ETC, 2/24/23: High Yield |  |  |  |  |
| --- | --- | --- | --- | --- |

| National, Public, Market, ETC, 2/24/23: High Yield |  |  |  |  |
| --- | --- | --- | --- | --- |

| National, Public, Market, ETC, 2/24/23: High Yield |  |  |  |  |
| --- | --- | --- | --- | --- |

| National, Public, Market, ETC, 2/24/23: High Yield |  |  |  |  |
| --- | --- | --- | --- | --- |

| National, Public, Market, ETC, 2/24/23: High Yield |  |  |  |  |
| --- | --- | --- | --- | --- |

| National, Public, Market, ETC, 2/24/23: High Yield |  |  |  |  |
| --- | --- | --- | --- | --- |

| National, Public, Market, ETC, 2/24/23: High Yield |  |  |  |  |
| --- | --- | --- | --- | --- |

| National, Public, Market, ETC, 2/24/23: High Yield |  |  |  |  |
| --- | --- | --- | --- | --- |

| National, Public, Market, ETC, 2/24/23: High Yield |  |  |  |  |
| --- | --- | --- | --- | --- |

| National, Public, Market, ETC, 2/24/23: High Yield |  |  |  |  |
| --- | --- | --- | --- | --- |

| National, Public, Market, ETC, 2/24/23: High Yield |  |  |  |  |
| --- | --- | --- | --- | --- |

| National, Public, Market, ETC, 2/24/23: High Yield |  |  |  |  |
| --- | --- | --- | --- | --- |

| National, Public, Market, ETC, 2/24/23: High Yield |  |  |  |  |
| --- | --- | --- | --- | --- |

| National, Public, Market, ETC, 2/24/23: High Yield |  |  |  |  |
| --- | --- | --- | --- | --- |

| National, Public, Market, ETC, 2/24/23: High Yield |  |  |  |  |
| --- | --- | --- | --- | --- |

| National, Public, Market, ETC, 2/24/23: High Yield |  |  |  |  |
| --- | --- | --- | --- | --- |

| National, Public, Market, ETC, 2/24/23: High Yield |  |  |  |  |
| --- | --- | --- | --- | --- |

| National, Public, Market, ETC, 2/24/23: High Yield |  |  |  |  |
| --- | --- | --- | --- | --- |

| National, Public, Market, ETC, 2/24/23: High Yield |  |  |  |  |
| --- | --- | --- | --- | --- |

| National, Public, Market, ETC, 2/24/23: High Yield |  |  |  |  |
| --- | --- | --- | --- | --- |

| National, Public, Market, ETC, 2/24/23: High Yield |  |  |  |  |
| --- | --- | --- | --- | --- |

| National, Public, Market, ETC, 2/24/23: High Yield |  |  |  |  |
| --- | --- | --- | --- | --- |

| National, Public, Market, ETC, 2/24/23: High Yield |  |  |  |  |
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| National, Public, Market, ETC, 2/24/23: High Yield |  |  |  |  |
| --- | --- | --- | --- | --- |

| National, Public, Market, ETC, 2/24/23: High Yield |  |  |  |  |
| --- | --- | --- | --- | --- |

| National, Public, Market, ETC, 2/24/23: High Yield |  |  |  |  |
| --- | --- | --- | --- | --- |

| National, Public, Market, ETC, 2/24/23: High Yield |  |  |  |  |
| --- | --- | --- | --- | --- |

| National, Public, Market, ETC, 2/24/23: High Yield |  |  |  |  |
| --- | --- | --- | --- | --- |

| National, Public, Market, ETC, 2/24/23: High Yield |  |  |  |  |
| --- | --- | --- | --- | --- |

| National, Public, Market, ETC, 2/24/23: High Yield |  |  |  |  |
| --- | --- | --- | --- | --- |

| National, Public, Market, ETC, 2/24/23: High Yield |  |  |  |  |
| --- | --- | --- | --- | --- |

| National, Public, Market, ETC, 2/24/23: High Yield |  |  |  |  |
| --- | --- | --- | --- | --- |

| National, Public, Market, ETC, 2/24/23: High Yield |  |  |  |  |
| --- | --- | --- | --- | --- |

| National, Public, Market, ETC, 2/24/23: High Yield |  |  |  |  |
| --- | --- | --- | --- | --- |

| National, Public, Market, ETC, 2/24/23: High Yield |  |  |  |  |
| --- | --- | --- | --- | --- |

| National, Public, Market, ETC, 2/24/23: High Yield |  |  |  |  |
| --- | --- | --- | --- | --- |

<table><tr><td>National, Public, Market, ETC, 2/24/23: High Yield</td><td></td><td></td><td></td><td></td></tr></tabletabletable><tr><td>National, Public, Market, ETC, 2/24/23: High Yield</td><td></td><td></td><td></td><td></td></tr></tabletabletable><tr><td>National, Public, Market, ETC, 2/24/23: High Yield</td><td></td><td></td><td></td><td></td></tr></tabletabletable><tr><td>National, Public, Market, ETC, 2/24/23: High Yield</td><td></td><td></td><td></td><td></td></tr></tabletabletable><tr><td>National, Public, Market, ETC, 2/24/23: High Yield</td><td></td><td></td><td></td><td></td></tr></tabletabletable><tr><td>National, Public, Market, ETC, 2/24/23: High Yield</td><td></td><td></td><td></td><td></td></tr></tabletabletable><tr><td>National, Public, Market, ETC, 2/24/23: High Yield</td><td></td><td></td><td></td><td></td></tr></tabletabletable><tr><td>National, Public, Market, ETC, 2/24/23: High Yield</td><td></td><td></td><td></td><td></td></tr></tabletabletable><tr><td>National, Public, Market, ETC, 2/24/23: High Yield</td><td></td><td></td><td></td><td></td></tr></tabletabletable><tr><td>National, Public, Market, ETC, 2/24/23: High Yield</td><td></td><td></td><td></td><td></td></tr></tabletabletable><tr><td>National, Public, Market, ETC, 2/24/23: High Yield</td><td></td><td></td><td></td><td></td></tr></tabletabletable><tr><td>National, Public, Market, ETC, 2/24/23: High Yield</td><td></td><td></td><td></td><td></td></tr></tabletabletable><tr><td>National, Public, Market, ETC, 2/24/23: High Yield</td><td></td><td></td><td></td><td></td></tr></tabletabletable><tr><td>National, Public, Market, ETC, 2/24/23: High Yield</td><td></td><td></td><td></td><td></td></tr></tabletabletable><tr><td>National, Public, Market, ETC, 2/24/23: High Yield</td><td></td><td></td><td></td><td></td></tr></tabletabletable><tr><td>National, Public, Market, ETC, 2/24/23: High Yield</td><td></td><td></td><td></td><td></td></tr></tabletabletable><tr><td>National, Public, Market, ETC, 2/24/23: High Yield</td><td></td><td></td><td></td><td></td></tr></tabletabletable><tr><td>National, Public, Market, ETC, 2/24/23: High Yield</td><td></td><td></td><td></td><td></td></tr></tabletabletable><tr><td>National, Public, Market, ETC, 2/24/23: High Yield</td><td></td><td></td><td></td><td></td></tr></tabletabletable><tr><td>National, Public, Market, ETC, 2/24/23: High Yield</td><td></td><td></td><td></td><td></td></tr></tabletabletable><tr><td>National, Public, Market, ETC, 2/24/23: High Yield</td><td></td><td></td><td></td><td></td></tr></tabletabletable><tr><td>National, Public, Market, ETC, 2/24/23: High Yield</td><td></td><td></td><td></td><td></td></tr></tabletabletable><tr><td>National, Public, Market, ETC, 2/24/23: High Yield</td><td></td><td></td><td></td><td></td></tr></tabletabletable><tr><td>National, Public, Market, ETC, 2/24/23: High Yield</td><td></td><td></td><td></td><td></td></tr></tabletabletable><

T. ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND

Credit: American Airlines Group / Ctrs/Pat. 2/17/23 (1)

| Balance: $1,000,000.00 |  | 1 | 930 | - |
| --- | --- | --- | --- | --- |
| Balance: $1,000,000.00 | 55 | - | (2) | (305) |
| Balance: $1,000,000.00 | 40 | (22) | (25) | (1,115) |
| Balance: $1,000,000.00 | 40 |  |  |  |
| Balance: $1,000,000.00 | 2,500 | 434 | Upfront | 349 |
| Balance: $1,000,000.00 | National | 1 | Payments/ | Unrealized |
| Balance: $1,000,000.00 | Amount | $ Value | $(Receipts)** | $ Gain/(Loss) |
| Balance: $1,000,000.00 | $1,100 | (630) | (172) | (461) |
| Balance: $1,000,000.00 |  |  |  |  |

45

T. ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND

| 2018/04/14 EUR/ROE - 0.4% Monthly | 5 | 80 | 2 | 2 | 1 |
| --- | --- | --- | --- | --- | --- |
| 2018/04/14 EUR/ROE - 0.4% Monthly | 340 | 60 | 63 | 68 | 68 |
| 2018/04/14 EUR/ROE - 0.4% Monthly | 887 | (41) | (20) | (17) | (17) |
| 2018/04/14 EUR/ROE - 0.4% Monthly | 140 | 2 | 1 | 1 | 1 |
| 2018/04/14 EUR/ROE - 0.4% Monthly |  |  |  |  |  |
| 2018/04/14 EUR/ROE - 0.4% Monthly |  |  |  |  |  |
| 2018/04/14 EUR/ROE - 0.4% Monthly |  |  |  |  |  |
| 2018/04/14 EUR/ROE - 0.4% Monthly |  |  |  |  |  |
| 2018/04/14 EUR/ROE |  |  |  |  |  |
| 2018/04/14 EUR/ROE |  |  |  |  |  |
| 2018/04/14 EUR/ROE |  |  |  |  |  |
| 2018/04/14 EUR/ROE |  |  |  |  |  |
| 2018/04/14 EUR/ROE |  |  |  |  |  |
| 2018/04/14 EUR/ROE |  |  |  |  |  |

2018/04/14 EUR/ROE - 0.4% Monthly

2018/04/14 EUR/ROE - 0.4% Monthly

2018/04/14 EUR/ROE

2018/04/14 EUR/ROE

2018/04/14 EUR/ROE

2018/04/14 EUR/ROE

2018/04/14 EUR/ROE

2018/04/14 EUR/ROE

2018/04/14 EUR/ROE

2018/04/14 EUR/ROE

2018/04/14 EUR/ROE

2018/04/14 EUR/ROE

2018/04/14 EUR/ROE

2018/04/14 EUR/ROE

2018/04/14 EUR/ROE

2018/04/14 EUR/ROE

2018/04/14 EUR/ROE

2018/04/14 EUR/ROE

2018/04/14 EUR/ROE

2018/04/14 EUR/ROE

2018/04/14 EUR/ROE

2018/04/14 EUR/ROE

2018/04/14 EUR/ROE

2018/04/14 EUR/ROE

2018/04/14 EUR/ROE

2018/04/14 EUR/ROE

2018/04/14 EUR/ROE

2018/04/14 EUR/ROE

2018/04/14 EUR/ROE

2018/04/14 EUR/ROE

2018/04/14 EUR/ROE

2018/04/14 EUR/ROE

2018/04/14 EUR/ROE

2018/04/14 EUR/ROE

2018/04/14 EUR/ROE

2018/04/14 EUR/ROE

2018/04/14 EUR/ROE

2018/04/14 EUR/ROE

2018/04/14 EUR/ROE

2018/04/14 EUR/ROE

2018/04/14 EUR/ROE

2018/04/14 EUR/ROE

2018/04/14 EUR/ROE

2018/04/14 EUR/ROE

2018/04/14 EUR/ROE

2018/04/14 EUR/ROE

2018/04/14 EUR/ROE

2018/04/14 EUR/ROE

2018/04/14 EUR/ROE

2018/04/14 EUR/ROE

2018/04/14 EUR/ROE

2018/04/14 EUR/ROE

2018/04/14 EUR/ROE

2018/04/14 EUR/ROE

2018/04/14 EUR/ROE

2018/04/14 EUR/ROE

2018/04/14 EUR/ROE

2018/04/14 EUR/ROE

2018/04/14 EUR/ROE

2018/04/14 EUR/ROE

2018/04/14 EUR/ROE

2018/04/14 EUR/ROE

2018/04/14 EUR/ROE

2018/04/14 EUR/ROE

2018/04/14 EUR/ROE

2018/04/14 EUR/ROE

2018/04/14 EUR/ROE

2018/04/14 EUR/ROE

2018/04/14 EUR/ROE

2018/04/14 EUR/ROE

2018/04/14 EUR/ROE

2018/04/14 EUR/ROE

2018/04/14 EUR/ROE

2018/04/14 EUR/ROE

2018/04/14 EUR/ROE

2018/04/14 EUR/ROE

2018/04/14 EUR/ROE

2018/04/14 EUR/ROE

2018/04/14 EUR/ROE

2018/04/14 EUR/ROE

2018/04/14 EUR/ROE

2018/04/14 EUR/ROE

2018/04/14 EUR/ROE

2018/04/14 EUR/ROE

2018/04/14 EUR/ROE

2018/04/14 EUR/ROE

2018/04/14 EUR/ROE

2018/04/14 EUR/ROE

2018/04/14 EUR/ROE

2018/04/14 EUR/ROE

46

T. ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND

Variable: $1.00% (MAGAO, GDOF, 0.30%)

| Building: 1.00% (MAGAO, GDOF, 0.30%) | 418 | 33 | (475) | (150) |
| --- | --- | --- | --- | --- |
| Building: 1.00% (MAGAO, GDOF, 0.30%) | 859 | (80) | - | (80) |
| Building: 1.00% (MAGAO, GDOF, 0.30%) | 549 | 1 | (1) | 2 |
| Building: 1.00% (MAGAO, GDOF, 0.30%) |  |  | Upfront | (2) |
| Building: 1.00% (MAGAO, GDOF, 0.30%) | Notional | (3) | Payments/ | Unrealized |
| Building: 1.00% (MAGAO, GDOF, 0.30%) | Amount | $ Value | $(Receipts)** | $ Gain/(Loss) |

47

T. ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND

| Reclassification of the 1st of the 2nd of the 3rd of the 4th of the 5th of the 6th of the 7th of the 8th of the 9th of the 10th of the 11th of the 12th of the 13th of the 14th of the 15th of the 16th of the 17th of the 18th of the 19th of the 20th of the 21st of the 22nd of the 23rd of the 24th of the 25th of the 26th of the 27th of the 28th of the 29th of the 30th of the 31st of the 32nd of the 33rd of the 34th of the 35th of the 36th of the 37th of the 38th of the 39th of the 40th of the 41st of the 42nd of the 43rd of the 44th of the 45th of the 46th of the 47th of the 48th of the 49th of the 50th of the 51st of the 52nd of the 53rd of the 54th of the 55th of the 56th of the 57th of the 58th of the 59th of the 60th of the 61st of the 62nd of the 63rd of the 64th of the 65th of the 66th of the 67th of the 68th of the 69th of the 70th of the 71st of the 72nd of the 73rd of the 74th of the 75th of the 76th of the 77th of the 78th of the 79th of the 80th of the 81st of the 82nd of the 83rd of the 84th of the 85th of the 86th of the 87th of the 88th of the 89th of the 90th of the 91st of the 92nd of the 93rd of the 94th of the 95th of the 96th of the 97th of the 98th of the 99th of the 100th of the 101st of the 102nd of the 103rd of the 104th of the 105th of the 106th of the 107th of the 108th of the 109th of the 110th of the 111st of the 112nd of the 113rd of the 114th of the 115th of the 116th of the 117th of the 118th of the 119th of the 120th of the 121st of the 122nd of the 123rd of the 124th of the 125th of the 126th of the 127th of the 128th of the 129th of the 130th of the 131st of the 132nd of the 133rd of the 134th of the 135th of the 136th of the 137th of the 138th of the 139th of the 140th of the 141st of the 142nd of the 143rd of the 144th of the 145th of the 146th of the 147th of the 148th of the 149th of the 150th of the 151st of the 152nd of the 153rd of the 154th of the 155th of the 156th of the 157th of the 158th of the 159th of the 160th of the 161st of the 162nd of the 163rd of the 164th of the 165th of the 166th of the 167th of the 168th of the 169th of the 170th of the 171st of the 172nd of the 173rd of the 174th of the 175th of the 176th of the 177th of the 178th of the 179th of the 180th of the 181st of the 182nd of the 183rd of the 184th of the 185th of the 186th of the 187th of the 188th of the 189th of the 190th of the 191st of the 192nd of the 193rd of the 194th of the 195th of the 196th of the 197th of the 198th of the 199th of the 200th of the 201st of the 202nd of the 203rd of the 204th of the 205th of the 206th of the 207th of the 208th of the 209th of the 210th of the 211st of the 212nd of the 213rd of the 214th of the 215th of the 216th of the 217th of the 218th of the 219th of the 220th of the 221st of the 222nd of the 223rd of the 224th of the 225th of the 226th of the 227th of the 228th of the 229th of the 230th of the 231st of the 232nd of the 233rd of the 234th of the 235th of the 236th of the 237th of the 238th of the 239th of the 240th of the 241st of the 242nd of the 243rd of the 244th of the 245th of the 246th of the 247th of the 248th of the 249th of the 250th of the 251st of the 252nd of the 253rd of the 254th of the 255th of the 256th of the 257th of the 258th of the 259th of the 260th of the 261st of the 262nd of the 263rd of the 264th of the 265th of the 266th of the 267th of the 268th of the 269th of the 270th of the 271st of the 272nd of the 273rd of the 274th of the 275th of the 276th of the 277th of the 278th of the 279th of the 280th of the 281st of the 282nd of the 283rd of the 284th of the 285th of the 286th of the 287th of the 288th of the 289th of the 290th of the 291st of the 292nd of the 293rd of the 294th of the 295th of the 296th of the 297th of the 298th of the 299th of the 300th of the 301st of the 302nd of the 303rd of the 304th of the 305th of the 306th of the 307th of the 308th of the 309th of the 310th of the 311st of the 312nd of the 313rd of the 314th of the 315th of the 316th of the 317th of the 318th of the 319th of the 320th of the 321st of the 322nd of the 323rd of the 324th of the 325th of the 326th of the 327th of the 328th of the 329th of the 330th of the 331st of the 332nd of the 333rd of the 334th of the 335th of the 336th of the 337th of the 338th of the 339th of the 340th of the 341st of the 342nd of the 343rd of the 344th of the 345th of the 346th of the 347th of the 348th of the 349th of the 350th of the 351st of the 352nd of the 353rd of the 354th of the 355th of the 356th of the 357th of the 358th of the 359th of the 360th of the 361st of the 362nd of the 363rd of the 364th of the 365th of the 366th of the 367th of the 368th of the 369th of the 370th of the 371st of the 372nd of the 373rd of the 374th of the 375th of the 376th of the 377th of the 378th of the 379th of the 380th of the 381st of the 382nd of the 383rd of the 384th of the 385th of the 386th of the 387th of the 388th of the 389th of the 390th of the 391st of the 392nd of the 393rd of the 394th of the 395th of the 396th of the 397th of the 398th of the 399th of the 400th of the 401st of the 402nd of the 403rd of the 404th of the 405th of the 406th of the 407th of the 408th of the 409th of the 410th of the 411st of the 412nd of the 413rd of the 414th of the 415th of the 416th of the 417th of the 418th of the 419th of the 420th of the 421st of the 422nd of the 423rd of the 424th of the 425th of the 426th of the 427th of the 428th of the 429th of the 430th of the 431st of the 432nd of the 433rd of the 434th of the 435th of the 436th of the 437th of the 438th of the 439th of the 440th of the 441st of the 442nd of the 443rd of the 444th of the 445th of the 446th of the 447th of the 448th of the 449th of the 450th of the 451st of the 452nd of the 453rd of the 454th of the 455th of the 456th of the 457th of the 458th of the 459th of the 460th of the 461st of the 462nd of the 463rd of the 464th of the 465th of the 466th of the 467th of the 468th of the 469th of the 470th of the 471st of the 472nd of the 473rd of the 474th of the 475th of the 476th of the 477th of the 478th of the 479th of the 480th of the 481st of the 482nd of the 483rd of the 484th of the 485th of the 486th of the 487th of the 488th of the 489th of the 490th of the 491st of the 492nd of the 493rd of the 494th of the 495th of the 496th of the 497th of the 498th of the 499th of the 500th of the 501st of the 502nd of the 503rd of the 504th of the 505th of the 506th of the 507th of the 508th of the 509th of the 510th of the 511st of the 512nd of the 513rd of the 514th of the 515th of the 516th of the 517th of the 518th of the 519th of the 520th of the 521st of the 522nd of the 523rd of the 524th of the 525th of the 526th of the 527th of the 528th of the 529th of the 530th of the 531st of the 532nd of the 533rd of the 534th of the 535th of the 536th of the 537th of the 538th of the 539th of the 540th of the 541st of the 542nd of the 543rd of the 544th of the 545th of the 546th of the 547th of the 548th of the 549th of the 550th of the 551st of the 552nd of the 553rd of the 554th of the 555th of the 556th of the 557th of the 558th of the 559th of the 560th of the 561st of the 562nd of the 563rd of the 564th of the 565th of the 566th of the 567th of the 568th of the 569th of the 570th of the 571st of the 572nd of the 573rd of the 574th of the 575th of the 576th of the 577th of the 578th of the 579th of the 580th of the 581st of the 582nd of the 583rd of the 584th of the 585th of the 586th of the 587th of the 588th of the 589th of the 590th of the 591st of the 592nd of the 593rd of the 594th of the 595th of the 596th of the 597th of the 598th of the 599th of the 600th of the 601st of the 602nd of the 603rd of the 604th of the 605th of the 606th of the 607th of the 608th of the 609th of the 610th of the 611st of the 612nd of the 613rd of the 614th of the 615th of the 616th of the 617th of the 618th of the 619th of the 620th of the 621st of the 622nd of the 623rd of the 624th of the 625th of the 626th of the 627th of the 628th of the 629th of the 630th of the 631st of the 632nd of the 633rd of the 634th of the 635th of the 636th of the 637th of the 638th of the 639th of the 640th of the 641st of the 642nd of the 643rd of the 644th of the 645th of the 646th of the 647th of the 648th of the 649th of the 650th of the 651st of the 652nd of the 653rd of the 654th of the 655th of the 656th of the 657th of the 658th of the 659th of the 660th of the 661st of the 662nd of the 663rd of the 664th of the 665th of the 666th of the 667th of the 668th of the 669th of the 670th of the 671st of the 672nd of the 673rd of the 674th of the 675th of the 676th of the 677th of the 678th of the 679th of the 680th of the 681st of the 682nd of the 683rd of the 684th of the 685th of the 686th of the 687th of the 688th of the 689th of the 690th of the 691st of the 692nd of the 693rd of the 694th of the 695th of the 696th of the 697th of the 698th of the 699th of the 700th of the 701st of the 702nd of the 703rd of the 704th of the 705th of the 706th of the 707th of the 708th of the 709th of the 710th of the 711st of the 712nd of the 713rd of the 714th of the 715th of the 716th of the 717th of the 718th of the 719th of the 720th of the 721st of the 722nd of the 723rd of the 724th of the 725th of the 726th of the 727th of the 728th of the 729th of the 730th of the 731st of the 732nd of the 733rd of the 734th of the 735th of the 736th of the 737th of the 738th of the 739th of the 740th of the 741st of the 742nd of the 743rd of the 744th of the 745th of the 746th of the 747th of the 748th of the 749th of the 750th of the 751st of the 752nd of the 753rd of the 754th of the 755th of the 756th of the 757th of the 758th of the 759th of the 760th of the 761st of the 762nd of the 763rd of the 764th of the 765th of the 766th of the 767th of the 768th of the 769th of the 770th of the 771st of the 772nd of the 773rd of the 774th of the 775th of the 776th of the 777th of the 778th of the 779th of the 780th of the 781st of the 782nd of the 783rd of the 784th of the 785th of the 786th of the 787th of the 788th of the 789th of the 790th of the 791st of the 792nd of the 793rd of the 794th of the 795th of the 796th of the 797th of the 798th of the 799th of the 800th of the 801st of the 802nd of the 803rd of the 804th of the 805th of the 806th of the 807th of the 808th of the 809th of the 810th of the 811st of the 812nd of the 813rd of the 814th of the 815th of the 816th of the 817th of the 818th of the 819th of the 820th of the 821st of the 822nd of the 823rd of the 824th of the 825th of the 826th of the 827th of the 828th of the 829th of the 830th of the 831st of the 832nd of the 833rd of the 834th of the 835th of the 836th of the 837th of the 838th of the 839th of the 840th of the 841st of the 842nd of the 843rd of the 844th of the 845th of the 846th of the 847th of the 848th of the 849th of the 850th of the 851st of the 852nd of the 853rd of the 854th of the 855th of the 856th of the 857th of the 858th of the 859th of the 860th of the 861st of the 862nd of the 863rd of the 864th of the 865th of the 866th of the 867th of the 868th of the 869th of the 870th of the 871st of the 872nd of the 873rd of the 874th of the 875th of the 876th of the 877th of the 878th of the 879th of the 880th of the 881st of the 882nd of the 883rd of the 884th of the 885th of the 886th of the 887th of the 888th of the 889th of the 890th of the 891st of the 892nd of the 893rd of the 894th of the 895th of the 896th of the 897th of the 898th of the 899th of the 900th of the 901st of the 902nd of the 903rd of the 904th of the 905th of the 906th of the 907th of the 908th of the 909th of the 910th of the 911st of the 912nd of the 913rd of the 914th of the 915th of the 916th of the 917th of the 918th of the 919th of the 920th of the 921st of the 922nd of the 923rd of the 924th of the 925th of the 926th of the 927th of the 928th of the 929th of the 930th of the 931st of the 932nd of the 933rd of the 934th of the 935th of the 936th of the 937th of the 938th of the 939th of the 940th of the 941st of the 942nd of the 943rd of the 944th of the 945th of the 946th of the 947th of the 948th of the 949th of the 950th of the 951st of the 952nd of the 953rd of the 954th of the 955th of the 956th of the 957th of the 958th of the 959th of the 960th of the 961st of the 962nd of the 963rd of the 964th of the 965th of the 966th of the 967th of the 968th of the 969th of the 970th of the 971st of the 972nd of the 973rd of the 974th of the 975th of the 976th of the 977th of the 978th of the 979th of the 980th of the 981st of the 982nd of the 983rd of the 984th of the 985th of the 986th of the 987th of the 988th of the 989th of the 990th of the 991st of the 992nd of the 993rd of the 994th of the 995th of the 996th of the 997th of the 998th of the 999th of the 1000th |
| --- |

48

T. ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND

| Monthly Profit/Investments | 1,150 | 22 | - | 22 |
| --- | --- | --- | --- | --- |
| Monthly Margin |  |  |  |  |
| Monthly Margin | 168 | (9) | - | (9) |
| Monthly Margin | 444 | (36) | - | (36) |
| Monthly Margin | 2,001 | (17) | - | (17) |
| Monthly Margin | 270 | 49 | Upfront | 49 |
| Total Margin | Notional | (3) | Payments/ | Unrealized |
| Total Margin | Amount | $ Value | $(Receipts)** | $ Gain/(Loss) |
| Monthly Margin | - | - | - | - |
| Monthly Margin | 402 | - | - | - |

49

T. ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND[{"box_2d": [31, 84, 612, 186], "label": "table", "caption": "

| Return Fund | 1,351 | 2 | - | 2 |
| --- | --- | --- | --- | --- |
| Return Fund | 160 | 42 | - | 42 |
| Return Fund | 10,599 | (54) | - | (54) |
| Return Fund | 415 | 15 | - | 15 |
| Return Fund |  |  |  |  |
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| Return Fund |  |  |  |  |
| --- | --- | --- | --- | --- |

| Return Fund |  |  |  |  |
| --- | --- | --- | --- | --- |

| Return Fund |  |  |  |  |
| --- | --- | --- | --- | --- |

| Return Fund |  |  |  |  |
| --- | --- | --- | --- | --- |

| Return Fund |  |  |  |  |
| --- | --- | --- | --- | --- |

| Return Fund |  |  |  |  |
| --- | --- | --- | --- | --- |

| Return Fund |  |  |  |  |
| --- | --- | --- | --- | --- |

| Return Fund |  |  |  |  |
| --- | --- | --- | --- | --- |

| Return Fund |  |  |  |  |
| --- | --- | --- | --- | --- |

| Return Fund |  |  |  |  |
| --- | --- | --- | --- | --- |

| Return Fund |  |  |  |  |
| --- | --- | --- | --- | --- |

| Return Fund |  |  |  |  |
| --- | --- | --- | --- | --- |

| Return Fund |  |  |  |  |
| --- | --- | --- | --- | --- |

| Return Fund |  |  |  |  |
| --- | --- | --- | --- | --- |

| Return Fund |  |  |  |  |
| --- | --- | --- | --- | --- |

| Return Fund |  |  |  |  |
| --- | --- | --- | --- | --- |

| Return Fund |  |  |  |  |
| --- | --- | --- | --- | --- |

| Return Fund |  |  |  |  |
| --- | --- | --- | --- | --- |

| Return Fund |  |  |  |  |
| --- | --- | --- | --- | --- |

| Return Fund |  |  |  |  |
| --- | --- | --- | --- | --- |

| Return Fund |  |  |  |  |
| --- | --- | --- | --- | --- |

| Return Fund |  |  |  |  |
| --- | --- | --- | --- | --- |

| Return Fund |  |  |  |  |
| --- | --- | --- | --- | --- |

| Return Fund |  |  |  |  |
| --- | --- | --- | --- | --- |

| Return Fund |  |  |  |  |
| --- | --- | --- | --- | --- |

| Return Fund |  |  |  |  |
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| Return Fund |  |  |  |  |
| --- | --- | --- | --- | --- |

| Return Fund |  |  |  |  |
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| Return Fund |  |  |  |  |
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| Return Fund |  |  |  |  |
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| Return Fund |  |  |  |  |
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| Return Fund |  |  |  |  |
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| Return Fund |  |  |  |  |
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| Return Fund |  |  |  |  |
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| Return Fund |  |  |  |  |
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| Return Fund |  |  |  |  |
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| Return Fund |  |  |  |  |
| --- | --- | --- | --- | --- |

| Return Fund |  |  |  |  |
| --- | --- | --- | --- | --- |

| Return Fund |  |  |  |  |
| --- | --- | --- | --- | --- |

| Return Fund |  |  |  |  |
| --- | --- | --- | --- | --- |

| Return Fund |  |  |  |  |
| --- | --- | --- | --- | --- |

| Return Fund |  |  |  |  |
| --- | --- | --- | --- | --- |

| Return Fund |  |  |  |  |
| --- | --- | --- | --- | --- |

| Return Fund |  |  |  |  |
| --- | --- | --- | --- | --- |

| Return Fund |  |  |  |  |
| --- | --- | --- | --- | --- |

| Return Fund |  |  |  |  |
| --- | --- | --- | --- | --- |

| Return Fund |  |  |  |  |
| --- | --- | --- | --- | --- |

| Return Fund |  |  |  |  |
| --- | --- | --- | --- | --- |

| Return Fund |  |  |  |  |
| --- | --- | --- | --- | --- |

| Return Fund |  |  |  |  |
| --- | --- | --- | --- | --- |

| Return Fund |  |  |  |  |
| --- | --- | --- | --- | --- |

| Return Fund |  |  |  |  |
| --- | --- | --- | --- | --- |

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| --- | --- | --- | --- | --- |

| Return Fund |  |  |  |  |
| --- | --- | --- | --- | --- |

| Return Fund |  |  |  |  |
| --- | --- | --- | --- | --- |

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| --- | --- | --- | --- | --- |

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| --- | --- | --- | --- | --- |

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| --- | --- | --- | --- | --- |

| Return Fund |  |  |  |  |
| --- | --- | --- | --- | --- |

| Return Fund |  |  |  |  |
| --- | --- | --- | --- | --- |

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| --- | --- | --- | --- | --- |

| Return Fund |  |  |  |  |
| --- | --- | --- | --- | --- |

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| --- | --- | --- | --- | --- |

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| --- | --- | --- | --- | --- |

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| --- | --- | --- | --- | --- |

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| --- | --- | --- | --- | --- |

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| --- | --- | --- | --- | --- |

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| --- | --- | --- | --- | --- |

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| --- | --- | --- | --- | --- |

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| --- | --- | --- | --- | --- |

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| --- | --- | --- | --- | --- |

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| --- | --- | --- | --- | --- |

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| --- | --- | --- | --- | --- |

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| --- | --- | --- | --- | --- |

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| --- | --- | --- | --- | --- |

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| --- | --- | --- | --- | --- |

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| --- | --- | --- | --- | --- |

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| --- | --- | --- | --- | --- |

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| --- | --- | --- | --- | --- |

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| --- | --- | --- | --- | --- |

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| --- | --- | --- | --- | --- |

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| --- | --- | --- | --- | --- |

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| --- | --- | --- | --- | --- |

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| --- | --- | --- | --- | --- |

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| --- | --- | --- | --- | --- |

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| --- | --- | --- | --- | --- |

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| --- | --- | --- | --- | --- |

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| --- | --- | --- | --- | --- |

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| --- | --- | --- | --- | --- |

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| --- | --- | --- | --- | --- |

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| --- | --- | --- | --- | --- |

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| --- | --- | --- | --- | --- |

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| --- | --- | --- | --- | --- |

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| --- | --- | --- | --- | --- |

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| --- | --- | --- | --- | --- |

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| --- | --- | --- | --- | --- |

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| --- | --- | --- | --- | --- |

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| --- | --- | --- | --- | --- |

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| --- | --- | --- | --- | --- |

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| --- | --- | --- | --- | --- |

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| --- | --- | --- | --- | --- |

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| --- | --- | --- | --- | --- |

| Return Fund |  |  |  |  |
| --- | --- | --- | --- | --- |

| Return Fund |  |  |  |  |
| --- | --- | --- | --- | --- |

| Return Fund |  |  |  |  |
| --- | --- | --- | --- | --- |

| Return Fund |  |  |  |  |
| --- | --- | --- | --- | --- |

| Return Fund |  |  |  |  |
| --- | --- | --- | --- | --- |

| Return Fund |  |  |  |  |
| --- | --- | --- | --- | --- |

| Return Fund |  |  |  |  |
| --- | --- | --- | --- | --- |

| Return Fund |  |  |  |  |
| --- | --- | --- | --- | --- |

| Return Fund |  |  |  |  |
| --- | --- | --- | --- | --- |

| Return Fund |  |  |  |  |
| --- | --- | --- | --- | --- |

| Return Fund |  |  |  |  |
| --- | --- | --- | --- | --- |

| Return Fund |  |  |  |  |
| --- | --- | --- | --- | --- |

| Return Fund |  |  |  |  |
| --- | --- | --- | --- | --- |

| Return Fund |  |  |  |  |
| --- | --- | --- | --- | --- |

| Return Fund |  |  |  |  |
| --- | --- | --- | --- | --- |

| Return Fund |  |  |  |  |
| --- | --- | --- | --- | --- |

| Return Fund |  |  |  |  |
| --- | --- | --- | --- | --- |

| Return Fund |  |  |  |  |
| --- | --- | --- | --- | --- |

| Return Fund |  |  |  |  |
| --- | --- | --- | --- | --- |

| Return Fund |  |  |  |  |
| --- | --- | --- | --- | --- |

| Return Fund |  |  |  |  |
| --- | --- | --- | --- | --- |

| Return Fund |  |  |  |  |
| --- | --- | --- | --- | --- |

<tr><td>Return Fund</td><td></td><td></td><td></td><td></td></tr></table>

| Return Fund |  |  |  |  |
| --- | --- | --- | --- | --- |

<tr><td>Return Fund</td><td></td><td></td><td></td><td></td></tr></table><tr><td>Return Fund</td><td></td><td></td><td></td><td></td></tr></table><tr><td>Return Fund</td><td></td><td></td><td></td><td></td></tr></table><tr><td>Return Fund</td><td></td><td></td><td></td><td></td></tr></table><tr><td>Return Fund</td><td></td><td></td><td></td><td></td></tr></table><tr><td>Return Fund</td><td></td><td></td><td></td><td></td></tr></table><tr><td>Return Fund</td><td></td><td></td><td></td><td></td></tr></table><tr><td>Return Fund</td><td></td><td></td><td></td><td></td></tr></table><tr><td>Return Fund</td><td></td><td></td><td></td><td></td></tr></table><tr><td>Return Fund</td><td></td><td></td><td></td><td></td></tr></table><tr><td>Return Fund</td><td></td><td></td><td></td><td></td></tr></

T. ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND

| 2017/04 | 448 | (4) | - | (4) |
| --- | --- | --- | --- | --- |
| 2018/05 | 1,498 | (4) | - | (4) |
| 2019/06 | 1,498 | (4) | - | (4) |
| 2020/07 | 1,498 | (4) | - | (4) |
| 2021/08 | 1,498 | (4) | - | (4) |
| 2022/09 | 1,498 | (4) | - | (4) |
| 2023/10 | 1,498 | (4) | - | (4) |
| 2024/11 | 1,498 | (4) | - | (4) |
| 2025/12 | 1,498 | (4) | - | (4) |
| 2026/13 | 1,498 | (4) | - | (4) |
| 2027/14 | 1,498 | (4) | - | (4) |
| 2028/15 | 1,498 | (4) | - | (4) |
| 2029/16 | 1,498 | (4) | - | (4) |
| 2030/17 | 1,498 | (4) | - | (4) |
| 2031/18 | 1,498 | (4) | - | (4) |
| 2032/19 | 1,498 | (4) | - | (4) |
| 2033/20 | 1,498 | (4) | - | (4) |
| 2034/21 | 1,498 | (4) | - | (4) |
| 2035/22 | 1,498 | (4) | - | (4) |
| 2036/23 | 1,498 | (4) | - | (4) |
| 2037/24 | 1,498 | (4) | - | (4) |
| 2038/25 | 1,498 | (4) | - | (4) |
| 2039/26 | 1,498 | (4) | - | (4) |
| 2040/27 | 1,498 | (4) | - | (4) |
| 2041/28 | 1,498 | (4) | - | (4) |
| 2042/29 | 1,498 | (4) | - | (4) |
| 2043/30 | 1,498 | (4) | - | (4) |
| 2044/31 | 1,498 | (4) | - | (4) |
| 2045/32 | 1,498 | (4) | - | (4) |
| 2046/33 | 1,498 | (4) | - | (4) |
| 2047/34 | 1,498 | (4) | - | (4) |
| 2048/35 | 1,498 | (4) | - | (4) |
| 2049/36 | 1,498 | (4) | - | (4) |
| 2050/37 | 1,498 | (4) | - | (4) |
| 2051/38 | 1,498 | (4) | - | (4) |
| 2052/39 | 1,498 | (4) | - | (4) |
| 2053/40 | 1,498 | (4) | - | (4) |
| 2054/41 | 1,498 | (4) | - | (4) |
| 2055/42 | 1,498 | (4) | - | (4) |
| 2056/43 | 1,498 | (4) | - | (4) |
| 2057/44 | 1,498 | (4) | - | (4) |
| 2058/45 | 1,498 | (4) | - | (4) |
| 2059/46 | 1,498 | (4) | - | (4) |
| 2060/47 | 1,498 | (4) | - | (4) |
| 2061/48 | 1,498 | (4) | - | (4) |
| 2062/49 | 1,498 | (4) | - | (4) |
| 2063/50 | 1,498 | (4) | - | (4) |
| 2064/51 | 1,498 | (4) | - | (4) |
| 2065/52 | 1,498 | (4) | - | (4) |
| 2066/53 | 1,498 | (4) | - | (4) |
| 2067/54 | 1,498 | (4) | - | (4) |
| 2068/55 | 1,498 | (4) | - | (4) |
| 2069/56 | 1,498 | (4) | - | (4) |
| 2070/57 | 1,498 | (4) | - | (4) |
| 2071/58 | 1,498 | (4) | - | (4) |
| 2072/59 | 1,498 | (4) | - | (4) |
| 2073/60 | 1,498 | (4) | - | (4) |
| 2074/61 | 1,498 | (4) | - | (4) |
| 2075/62 | 1,498 | (4) | - | (4) |
| 2076/63 | 1,498 | (4) | - | (4) |
| 2077/64 | 1,498 | (4) | - | (4) |
| 2078/65 | 1,498 | (4) | - | (4) |
| 2079/66 | 1,498 | (4) | - | (4) |
| 2080/67 | 1,498 | (4) | - | (4) |
| 2081/68 | 1,498 | (4) | - | (4) |
| 2082/69 | 1,498 | (4) | - | (4) |
| 2083/70 | 1,498 | (4) | - | (4) |
| 2084/71 | 1,498 | (4) | - | (4) |
| 2085/72 | 1,498 | (4) | - | (4) |
| 2086/73 | 1,498 | (4) | - | (4) |
| 2087/74 | 1,498 | (4) | - | (4) |
| 2088/75 | 1,498 | (4) | - | (4) |
| 2089/76 | 1,498 | (4) | - | (4) |
| 2090/77 | 1,498 | (4) | - | (4) |
| 2091/78 | 1,498 | (4) | - | (4) |
| 2092/79 | 1,498 | (4) | - | (4) |
| 2093/80 | 1,498 | (4) | - | (4) |
| 2094/81 | 1,498 | (4) | - | (4) |
| 2095/82 | 1,498 | (4) | - | (4) |
| 2096/83 | 1,498 | (4) | - | (4) |
| 2097/84 | 1,498 | (4) | - | (4) |
| 2098/85 | 1,498 | (4) | - | (4) |
| 2099/86 | 1,498 | (4) | - | (4) |
| 2100/87 | 1,498 | (4) | - | (4) |

51

T. ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND[{"box_2d": [26, 79, 614, 199], "label": "table", "caption": "

| EBITDA (0.3%) | EBITDA + (0.30%) | Monthly, | 2,204 | 27 | - | 27 |
| --- | --- | --- | --- | --- | --- | --- |
| EBITDA | Receipts | Unrealised | 265 | (24) | - | (24) |
| EBITDA | Receipts | Unrealised | 620 | 27 | - | 27 |
| EBITDA | Receipts | Unrealised | 1,988 | 29 | - | 29 |
| EBITDA | Receipts | Unrealised | 1,988 | 29 | - | 29 |
| EBITDA | Receipts | Unrealised | 1,988 | 29 | - | 29 |
| EBITDA | Receipts | Unrealised | 1,988 | 29 | - | 29 |

| EBITDA | Receipts | Unrealised | 1,988 | 29 | - | 29 |
| --- | --- | --- | --- | --- | --- | --- |
| EBITDA | Receipts | Unrealised | 1,988 | 29 | - | 29 |

| EBITDA | Receipts | Unrealised | 1,988 | 29 | - | 29 |
| --- | --- | --- | --- | --- | --- | --- |
| EBITDA | Receipts | Unrealised | 1,988 | 29 | - | 29 |

| EBITDA | Receipts | Unrealised | 1,988 | 29 | - | 29 |
| --- | --- | --- | --- | --- | --- | --- |

| EBITDA | Receipts | Unrealised | 1,988 | 29 | - | 29 |
| --- | --- | --- | --- | --- | --- | --- |

| EBITDA | Receipts | Unrealised | 1,988 | 29 | - | 29 |
| --- | --- | --- | --- | --- | --- | --- |

| EBITDA | Receipts | Unrealised | 1,988 | 29 | - | 29 |
| --- | --- | --- | --- | --- | --- | --- |

| EBITDA | Receipts | Unrealised | 1,988 | 29 | - | 29 |
| --- | --- | --- | --- | --- | --- | --- |

| EBITDA | Receipts | Unrealised | 1,988 | 29 | - | 29 |
| --- | --- | --- | --- | --- | --- | --- |

| EBITDA | Receipts | Unrealised | 1,988 | 29 | - | 29 |
| --- | --- | --- | --- | --- | --- | --- |

| EBITDA | Receipts | Unrealised | 1,988 | 29 | - | 29 |
| --- | --- | --- | --- | --- | --- | --- |

| EBITDA | Receipts | Unrealised | 1,988 | 29 | - | 29 |
| --- | --- | --- | --- | --- | --- | --- |

| EBITDA | Receipts | Unrealised | 1,988 | 29 | - | 29 |
| --- | --- | --- | --- | --- | --- | --- |

| EBITDA | Receipts | Unrealised | 1,988 | 29 | - | 29 |
| --- | --- | --- | --- | --- | --- | --- |

| EBITDA | Receipts | Unrealised | 1,988 | 29 | - | 29 |
| --- | --- | --- | --- | --- | --- | --- |

| EBITDA | Receipts | Unrealised | 1,988 | 29 | - | 29 |
| --- | --- | --- | --- | --- | --- | --- |

| EBITDA | Receipts | Unrealised | 1,988 | 29 | - | 29 |
| --- | --- | --- | --- | --- | --- | --- |

| EBITDA | Receipts | Unrealised | 1,988 | 29 | - | 29 |
| --- | --- | --- | --- | --- | --- | --- |

| EBITDA | Receipts | Unrealised | 1,988 | 29 | - | 29 |
| --- | --- | --- | --- | --- | --- | --- |

| EBITDA | Receipts | Unrealised | 1,988 | 29 | - | 29 |
| --- | --- | --- | --- | --- | --- | --- |

| EBITDA | Receipts | Unrealised | 1,988 | 29 | - | 29 |
| --- | --- | --- | --- | --- | --- | --- |

| EBITDA | Receipts | Unrealised | 1,988 | 29 | - | 29 |
| --- | --- | --- | --- | --- | --- | --- |

| EBITDA | Receipts | Unrealised | 1,988 | 29 | - | 29 |
| --- | --- | --- | --- | --- | --- | --- |

| EBITDA | Receipts | Unrealised | 1,988 | 29 | - | 29 |
| --- | --- | --- | --- | --- | --- | --- |

| EBITDA | Receipts | Unrealised | 1,988 | 29 | - | 29 |
| --- | --- | --- | --- | --- | --- | --- |

| EBITDA | Receipts | Unrealised | 1,988 | 29 | - | 29 |
| --- | --- | --- | --- | --- | --- | --- |

| EBITDA | Receipts | Unrealised | 1,988 | 29 | - | 29 |
| --- | --- | --- | --- | --- | --- | --- |

| EBITDA | Receipts | Unrealised | 1,988 | 29 | - | 29 |
| --- | --- | --- | --- | --- | --- | --- |

| EBITDA | Receipts | Unrealised | 1,988 | 29 | - | 29 |
| --- | --- | --- | --- | --- | --- | --- |

| EBITDA | Receipts | Unrealised | 1,988 | 29 | - | 29 |
| --- | --- | --- | --- | --- | --- | --- |

| EBITDA | Receipts | Unrealised | 1,988 | 29 | - | 29 |
| --- | --- | --- | --- | --- | --- | --- |

| EBITDA | Receipts | Unrealised | 1,988 | 29 | - | 29 |
| --- | --- | --- | --- | --- | --- | --- |

| EBITDA | Receipts | Unrealised | 1,988 | 29 | - | 29 |
| --- | --- | --- | --- | --- | --- | --- |

| EBITDA | Receipts | Unrealised | 1,988 | 29 | - | 29 |
| --- | --- | --- | --- | --- | --- | --- |

| EBITDA | Receipts | Unrealised | 1,988 | 29 | - | 29 |
| --- | --- | --- | --- | --- | --- | --- |

| EBITDA | Receipts | Unrealised | 1,988 | 29 | - | 29 |
| --- | --- | --- | --- | --- | --- | --- |

| EBITDA | Receipts | Unrealised | 1,988 | 29 | - | 29 |
| --- | --- | --- | --- | --- | --- | --- |

| EBITDA | Receipts | Unrealised | 1,988 | 29 | - | 29 |
| --- | --- | --- | --- | --- | --- | --- |

| EBITDA | Receipts | Unrealised | 1,988 | 29 | - | 29 |
| --- | --- | --- | --- | --- | --- | --- |

| EBITDA | Receipts | Unrealised | 1,988 | 29 | - | 29 |
| --- | --- | --- | --- | --- | --- | --- |

| EBITDA | Receipts | Unrealised | 1,988 | 29 | - | 29 |
| --- | --- | --- | --- | --- | --- | --- |

| EBITDA | Receipts | Unrealised | 1,988 | 29 | - | 29 |
| --- | --- | --- | --- | --- | --- | --- |

| EBITDA | Receipts | Unrealised | 1,988 | 29 | - | 29 |
| --- | --- | --- | --- | --- | --- | --- |

| EBITDA | Receipts | Unrealised | 1,988 | 29 | - | 29 |
| --- | --- | --- | --- | --- | --- | --- |

| EBITDA | Receipts | Unrealised | 1,988 | 29 | - | 29 |
| --- | --- | --- | --- | --- | --- | --- |

| EBITDA | Receipts | Unrealised | 1,988 | 29 | - | 29 |
| --- | --- | --- | --- | --- | --- | --- |

| EBITDA | Receipts | Unrealised | 1,988 | 29 | - | 29 |
| --- | --- | --- | --- | --- | --- | --- |

| EBITDA | Receipts | Unrealised | 1,988 | 29 | - | 29 |
| --- | --- | --- | --- | --- | --- | --- |

| EBITDA | Receipts | Unrealised | 1,988 | 29 | - | 29 |
| --- | --- | --- | --- | --- | --- | --- |

| EBITDA | Receipts | Unrealised | 1,988 | 29 | - | 29 |
| --- | --- | --- | --- | --- | --- | --- |

| EBITDA | Receipts | Unrealised | 1,988 | 29 | - | 29 |
| --- | --- | --- | --- | --- | --- | --- |

| EBITDA | Receipts | Unrealised | 1,988 | 29 | - | 29 |
| --- | --- | --- | --- | --- | --- | --- |

| EBITDA | Receipts | Unrealised | 1,988 | 29 | - | 29 |
| --- | --- | --- | --- | --- | --- | --- |

| EBITDA | Receipts | Unrealised | 1,988 | 29 | - | 29 |
| --- | --- | --- | --- | --- | --- | --- |

| EBITDA | Receipts | Unrealised | 1,988 | 29 | - | 29 |
| --- | --- | --- | --- | --- | --- | --- |

| EBITDA | Receipts | Unrealised | 1,988 | 29 | - | 29 |
| --- | --- | --- | --- | --- | --- | --- |

| EBITDA | Receipts | Unrealised | 1,988 | 29 | - | 29 |
| --- | --- | --- | --- | --- | --- | --- |

| EBITDA | Receipts | Unrealised | 1,988 | 29 | - | 29 |
| --- | --- | --- | --- | --- | --- | --- |

| EBITDA | Receipts | Unrealised | 1,988 | 29 | - | 29 |
| --- | --- | --- | --- | --- | --- | --- |

| EBITDA | Receipts | Unrealised | 1,988 | 29 | - | 29 |
| --- | --- | --- | --- | --- | --- | --- |

| EBITDA | Receipts | Unrealised | 1,988 | 29 | - | 29 |
| --- | --- | --- | --- | --- | --- | --- |

| EBITDA | Receipts | Unrealised | 1,988 | 29 | - | 29 |
| --- | --- | --- | --- | --- | --- | --- |

| EBITDA | Receipts | Unrealised | 1,988 | 29 | - | 29 |
| --- | --- | --- | --- | --- | --- | --- |

| EBITDA | Receipts | Unrealised | 1,988 | 29 | - | 29 |
| --- | --- | --- | --- | --- | --- | --- |

| EBITDA | Receipts | Unrealised | 1,988 | 29 | - | 29 |
| --- | --- | --- | --- | --- | --- | --- |

| EBITDA | Receipts | Unrealised | 1,988 | 29 | - | 29 |
| --- | --- | --- | --- | --- | --- | --- |

| EBITDA | Receipts | Unrealised | 1,988 | 29 | - | 29 |
| --- | --- | --- | --- | --- | --- | --- |

| EBITDA | Receipts | Unrealised | 1,988 | 29 | - | 29 |
| --- | --- | --- | --- | --- | --- | --- |

| EBITDA | Receipts | Unrealised | 1,988 | 29 | - | 29 |
| --- | --- | --- | --- | --- | --- | --- |

| EBITDA | Receipts | Unrealised | 1,988 | 29 | - | 29 |
| --- | --- | --- | --- | --- | --- | --- |

| EBITDA | Receipts | Unrealised | 1,988 | 29 | - | 29 |
| --- | --- | --- | --- | --- | --- | --- |

| EBITDA | Receipts | Unrealised | 1,988 | 29 | - | 29 |
| --- | --- | --- | --- | --- | --- | --- |

| EBITDA | Receipts | Unrealised | 1,988 | 29 | - | 29 |
| --- | --- | --- | --- | --- | --- | --- |

| EBITDA | Receipts | Unrealised | 1,988 | 29 | - | 29 |
| --- | --- | --- | --- | --- | --- | --- |

| EBITDA | Receipts | Unrealised | 1,988 | 29 | - | 29 |
| --- | --- | --- | --- | --- | --- | --- |

| EBITDA | Receipts | Unrealised | 1,988 | 29 | - | 29 |
| --- | --- | --- | --- | --- | --- | --- |

| EBITDA | Receipts | Unrealised | 1,988 | 29 | - | 29 |
| --- | --- | --- | --- | --- | --- | --- |

| EBITDA | Receipts | Unrealised | 1,988 | 29 | - | 29 |
| --- | --- | --- | --- | --- | --- | --- |

| EBITDA | Receipts | Unrealised | 1,988 | 29 | - | 29 |
| --- | --- | --- | --- | --- | --- | --- |

| EBITDA | Receipts | Unrealised | 1,988 | 29 | - | 29 |
| --- | --- | --- | --- | --- | --- | --- |

| EBITDA | Receipts | Unrealised | 1,988 | 29 | - | 29 |
| --- | --- | --- | --- | --- | --- | --- |

| EBITDA | Receipts | Unrealised | 1,988 | 29 | - | 29 |
| --- | --- | --- | --- | --- | --- | --- |

| EBITDA | Receipts | Unrealised | 1,988 | 29 | - | 29 |
| --- | --- | --- | --- | --- | --- | --- |

| EBITDA | Receipts | Unrealised | 1,988 | 29 | - | 29 |
| --- | --- | --- | --- | --- | --- | --- |

| EBITDA | Receipts | Unrealised | 1,988 | 29 | - | 29 |
| --- | --- | --- | --- | --- | --- | --- |

| EBITDA | Receipts | Unrealised | 1,988 | 29 | - | 29 |
| --- | --- | --- | --- | --- | --- | --- |

| EBITDA | Receipts | Unrealised | 1,988 | 29 | - | 29 |
| --- | --- | --- | --- | --- | --- | --- |

| EBITDA | Receipts | Unrealised | 1,988 | 29 | - | 29 |
| --- | --- | --- | --- | --- | --- | --- |

| EBITDA | Receipts | Unrealised | 1,988 | 29 | - | 29 |
| --- | --- | --- | --- | --- | --- | --- |

| EBITDA | Receipts | Unrealised | 1,988 | 29 | - | 29 |
| --- | --- | --- | --- | --- | --- | --- |

| EBITDA | Receipts | Unrealised | 1,988 | 29 | - | 29 |
| --- | --- | --- | --- | --- | --- | --- |

| EBITDA | Receipts | Unrealised | 1,988 | 29 | - | 29 |
| --- | --- | --- | --- | --- | --- | --- |

| EBITDA | Receipts | Unrealised | 1,988 | 29 | - | 29 |
| --- | --- | --- | --- | --- | --- | --- |

| EBITDA | Receipts | Unrealised | 1,988 | 29 | - | 29 |
| --- | --- | --- | --- | --- | --- | --- |

| EBITDA | Receipts | Unrealised | 1,988 | 29 | - | 29 |
| --- | --- | --- | --- | --- | --- | --- |

| EBITDA | Receipts | Unrealised | 1,988 | 29 | - | 29 |
| --- | --- | --- | --- | --- | --- | --- |

| EBITDA | Receipts | Unrealised | 1,988 | 29 | - | 29 |
| --- | --- | --- | --- | --- | --- | --- |

| EBITDA | Receipts | Unrealised | 1,988 | 29 | - | 29 |
| --- | --- | --- | --- | --- | --- | --- |

| EBITDA | Receipts | Unrealised | 1,988 | 29 | - | 29 |
| --- | --- | --- | --- | --- | --- | --- |

| EBITDA | Receipts | Unrealised | 1,988 | 29 | - | 29 |
| --- | --- | --- | --- | --- | --- | --- |

| EBITDA | Receipts | Unrealised | 1,988 | 29 | - | 29 |
| --- | --- | --- | --- | --- | --- | --- |

| EBITDA | Receipts | Unrealised | 1,988 | 29 | - | 29 |
| --- | --- | --- | --- | --- | --- | --- |

| EBITDA | Receipts | Unrealised | 1,988 | 29 | - | 29 |
| --- | --- | --- | --- | --- | --- | --- |

| EBITDA | Receipts | Unrealised | 1,988 | 29 | - | 29 |
| --- | --- | --- | --- | --- | --- | --- |

| EBITDA | Receipts | Unrealised | 1,988 | 29 | - | 29 |
| --- | --- | --- | --- | --- | --- | --- |

| EBITDA | Receipts | Unrealised | 1,988 | 29 | - | 29 |
| --- | --- | --- | --- | --- | --- | --- |

| EBITDA | Receipts | Unrealised | 1,988 | 29 | - | 29 |
| --- | --- | --- | --- | --- | --- | --- |

| EBITDA | Receipts | Unrealised | 1,988 | 29 | - | 29 |
| --- | --- | --- | --- | --- | --- | --- |

| EBITDA | Receipts | Unrealised | 1,988 | 29 | - | 29 |
| --- | --- | --- | --- | --- | --- | --- |

| EBITDA | Receipts | Unrealised | 1,988 | 29 | - | 29 |
| --- | --- | --- | --- | --- | --- | --- |

| EBITDA | Receipts | Unrealised | 1,988 | 29 | - | 29 |
| --- | --- | --- | --- | --- | --- | --- |

| EBITDA | Receipts | Unrealised | 1,988 | 29 | - | 29 |
| --- | --- | --- | --- | --- | --- | --- |

| EBITDA | Receipts | Unrealised | 1,988 | 29 | - | 29 |
| --- | --- | --- | --- | --- | --- | --- |

| EBITDA | Receipts | Unrealised | 1,988 | 29 | - | 29 |
| --- | --- | --- | --- | --- | --- | --- |

| EBITDA | Receipts | Unrealised | 1,988 | 29 | - | 29 |
| --- | --- | --- | --- | --- | --- | --- |

| EBITDA | Receipts | Unrealised | 1,988 | 29 | - | 29 |
| --- | --- | --- | --- | --- | --- | --- |

| EBITDA | Receipts | Unrealised | 1,988 | 29 | - | 29 |
| --- | --- | --- | --- | --- | --- | --- |

| EBITDA | Receipts | Unrealised | 1,988 | 29 | - | 29 |
| --- | --- | --- | --- | --- | --- | --- |

| EBITDA | Receipts | Unrealised | 1,988 | 29 | - | 29 |
| --- | --- | --- | --- | --- | --- | --- |

| EBITDA | Receipts | Unrealised | 1,988 | 29 | - | 29 |
| --- | --- | --- | --- | --- | --- | --- |

| EBITDA | Receipts | Unrealised | 1,988 | 29 | - | 29 |
| --- | --- | --- | --- | --- | --- | --- |

| EBITDA | Receipts | Unrealised | 1,988 | 29 | - | 29 |
| --- | --- | --- | --- | --- | --- | --- |

| EBITDA | Receipts | Unrealised | 1,988 | 29 | - | 29 |
| --- | --- | --- | --- | --- | --- | --- |

| EBITDA | Receipts | Unrealised | 1,988 | 29 | - | 29 |
| --- | --- | --- | --- | --- | --- | --- |

| EBITDA | Receipts | Unrealised | 1,988 | 29 | - | 29 |
| --- | --- | --- | --- | --- | --- | --- |

| EBITDA | Receipts | Unrealised | 1,988 | 29 | - | 29 |
| --- | --- | --- | --- | --- | --- | --- |

| EBITDA | Receipts | Unrealised | 1,988 | 29 | - | 29 |
| --- | --- | --- | --- | --- | --- | --- |

| EBITDA | Receipts | Unrealised | 1,988 | 29 | - | 29 |
| --- | --- | --- | --- | --- | --- | --- |

| EBITDA | Receipts | Unrealised | 1,988 | 29 | - | 29 |
| --- | --- | --- | --- | --- | --- | --- |

| EBITDA | Receipts | Unrealised | 1,988 | 29 | - | 29 |
| --- | --- | --- | --- | --- | --- | --- |

| EBITDA | Receipts | Unrealised | 1,988 | 29 | - | 29 |
| --- | --- | --- | --- | --- | --- | --- |

| EBITDA | Receipts | Unrealised | 1,988 | 29 | - | 29 |
| --- | --- | --- | --- | --- | --- | --- |

| EBITDA | Receipts | Unrealised | 1,988 | 29 | - | 29 |
| --- | --- | --- | --- | --- | --- | --- |

| EBITDA | Receipts | Unrealised | 1,988 | 29 | - | 29 |
| --- | --- | --- | --- | --- | --- | --- |

| EBITDA | Receipts | Unrealised | 1,988 | 29 | - | 29 |
| --- | --- | --- | --- | --- | --- | --- |

| EBITDA | Receipts | Unrealised | 1,988 | 29 | - | 29 |
| --- | --- | --- | --- | --- | --- | --- |

| EBITDA | Receipts | Unrealised | 1,988 | 29 | - | 29 |
| --- | --- | --- | --- | --- | --- | --- |

| EBITDA | Receipts | Unrealised | 1,988 | 29 | - | 29 |
| --- | --- | --- | --- | --- | --- | --- |

| EBITDA | Receipts | Unrealised | 1,988 | 29 | - | 29 |
| --- | --- | --- | --- | --- | --- | --- |

| EBITDA | Receipts | Unrealised | 1,988 | 29 | - | 29 |
| --- | --- | --- | --- | --- | --- | --- |

| EBITDA | Receipts | Unrealised | 1,988 | 29 | - | 29 |
| --- | --- | --- | --- | --- | --- | --- |

| EBITDA | Receipts | Unrealised | 1,988 | 29 | - | 29 |
| --- | --- | --- | --- | --- | --- | --- |

| EBITDA | Receipts | Unrealised | 1,988 | 29 | - | 29 |
| --- | --- | --- | --- | --- | --- | --- |

| EBITDA | Receipts | Unrealised | 1,988 | 29 | - | 29 |
| --- | --- | --- | --- | --- | --- | --- |

| EBITDA | Receipts | Unrealised | 1,988 | 29 | - | 29 |
| --- | --- | --- | --- | --- | --- | --- |

| EBITDA | Receipts | Unrealised | 1,988 | 29 | - | 29 |
| --- | --- | --- | --- | --- | --- | --- |

| EBITDA | Receipts | Unrealised | 1,988 | 29 | - | 29 |
| --- | --- | --- | --- | --- | --- | --- |

| EBITDA | Receipts | Unrealised | 1,988 | 29 | - | 29 |
| --- | --- | --- | --- | --- | --- | --- |

| EBITDA | Receipts | Unrealised | 1,988 | 29 | - | 29 |
| --- | --- | --- | --- | --- | --- | --- |

| EBITDA | Receipts | Unrealised | 1,988 | 29 | - | 29 |
| --- | --- | --- | --- | --- | --- | --- |

| EBITDA | Receipts | Unrealised | 1,988 | 29 | - | 29 |
| --- | --- | --- | --- | --- | --- | --- |

| EBITDA | Receipts | Unrealised | 1,988 | 29 | - | 29 |
| --- | --- | --- | --- | --- | --- | --- |

| EBITDA | Receipts | Unrealised | 1,988 | 29 | - | 29 |
| --- | --- | --- | --- | --- | --- | --- |

| EBITDA | Receipts | Unrealised | 1,988 | 29 | - | 29 |
| --- | --- | --- | --- | --- | --- | --- |

| EBITDA | Receipts | Unrealised | 1,988 | 29 | - | 29 |
| --- | --- | --- | --- | --- | --- | --- |

| EBITDA | Receipts | Unrealised | 1,988 | 29 | - | 29 |
| --- | --- | --- | --- | --- | --- | --- |

| EBITDA | Receipts | Unrealised | 1,988 | 29 | - | 29 |
| --- | --- | --- | --- | --- | --- | --- |

| EBITDA | Receipts | Unrealised | 1,988 | 29 | - | 29 |
| --- | --- | --- | --- | --- | --- | --- |

| EBITDA | Receipts | Unrealised | 1,988 | 29 | - | 29 |
| --- | --- | --- | --- | --- | --- | --- |

| EBITDA | Receipts | Unrealised | 1,988 | 29 | - | 29 |
| --- | --- | --- | --- | --- | --- | --- |

| EBITDA | Receipts | Unrealised | 1,988 | 29 | - | 29 |
| --- | --- | --- | --- | --- | --- | --- |

| EBITDA | Receipts | Unrealised | 1,988 | 29 | - | 29 |
| --- | --- | --- | --- | --- | --- | --- |

| EBITDA | Receipts | Unrealised | 1,988 | 29 | - | 29 |
| --- | --- | --- | --- | --- | --- | --- |

| EBITDA | Receipts | Unrealised | 1,988 | 29 | - | 29 |
| --- | --- | --- | --- | --- | --- | --- |

| EBITDA | Receipts | Unrealised | 1,988 | 29 | - | 29 |
| --- | --- | --- | --- | --- | --- | --- |

| EBITDA | Receipts | Unrealised | 1,988 | 29 | - | 29 |
| --- | --- | --- | --- | --- | --- | --- |

| EBITDA | Receipts | Unrealised | 1,988 | 29 | - | 29 |
| --- | --- | --- | --- | --- | --- | --- |

| EBITDA | Receipts | Unrealised | 1,988 | 29 | - | 29 |
| --- | --- | --- | --- | --- | --- | --- |

| EBITDA | Receipts | Unrealised | 1,988 | 29 | - | 29 |
| --- | --- | --- | --- | --- | --- | --- |

| EBITDA | Receipts | Unrealised | 1,988 | 29 | - | 29 |
| --- | --- | --- | --- | --- | --- | --- |

| EBITDA | Receipts | Unrealised | 1,988 | 29 | - | 29 |
| --- | --- | --- | --- | --- | --- | --- |

| EBITDA | Receipts | Unrealised | 1,988 | 29 | - | 29 |
| --- | --- | --- | --- | --- | --- | --- |

| EBITDA | Receipts | Unrealised | 1,988 | 29 | - | 29 |
| --- | --- | --- | --- | --- | --- | --- |

| EBITDA | Receipts | Unrealised | 1,988 | 29 | - | 29 |
| --- | --- | --- | --- | --- | --- | --- |

| EBITDA | Receipts | Unrealised | 1,988 | 29 | - | 29 |
| --- | --- | --- | --- | --- | --- | --- |

| EBITDA | Receipts | Unrealised | 1,988 | 29 | - | 29 |
| --- | --- | --- | --- | --- | --- | --- |

| EBITDA | Receipts | Unrealised | 1,988 | 29 | - | 29 |
| --- | --- | --- | --- | --- | --- | --- |

| EBITDA | Receipts | Unrealised | 1,988 | 29 | - | 29 |
| --- | --- | --- | --- | --- | --- | --- |

| EBITDA | Receipts | Unrealised | 1,988 | 29 | - | 29 |
| --- | --- | --- | --- | --- | --- | --- |

| EBITDA | Receipts | Unrealised | 1,988 | 29 | - | 29 |
| --- | --- | --- | --- | --- | --- | --- |

| EBITDA | Receipts | Unrealised | 1,988 | 29 | - | 29 |
| --- | --- | --- | --- | --- | --- | --- |

| EBITDA | Receipts | Unrealised | 1,988 | 29 | - | 29 |
| --- | --- | --- | --- | --- | --- | --- |

| EBITDA | Receipts | Unrealised | 1,988 | 29 | - | 29 |
| --- | --- | --- | --- | --- | --- | --- |

| EBITDA | Receipts | Unrealised | 1,988 | 29 | - | 29 |
| --- | --- | --- | --- | --- | --- | --- |

| EBITDA | Receipts | Unrealised | 1,988 | 29 | - | 29 |
| --- | --- | --- | --- | --- | --- | --- |

| EBITDA | Receipts | Unrealised | 1,988 | 29 | - | 29 |
| --- | --- | --- | --- | --- | --- | --- |

| EBITDA | Receipts | Unrealised | 1,988 | 29 | - | 29 |
| --- | --- | --- | --- | --- | --- | --- |

| EBITDA | Receipts | Unrealised | 1,988 | 29 | - | 29 |
| --- | --- | --- | --- | --- | --- | --- |

| EBITDA | Receipts | Unrealised | 1,988 | 29 | - | 29 |
| --- | --- | --- | --- | --- | --- | --- |

| EBITDA | Receipts | Unrealised | 1,988 | 29 | - | 29 |
| --- | --- | --- | --- | --- | --- | --- |

| EBITDA | Receipts | Unrealised | 1,988 | 29 | - | 29 |
| --- | --- | --- | --- | --- | --- | --- |

| EBITDA | Receipts | Unrealised | 1,988 | 29 | - | 29 |
| --- | --- | --- | --- | --- | --- | --- |

| EBITDA | Receipts | Unrealised | 1,988 | 29 | - | 29 |
| --- | --- | --- | --- | --- | --- | --- |

| EBITDA | Receipts | Unrealised | 1,988 | 29 | - | 29 |
| --- | --- | --- | --- | --- | --- | --- |

| EBITDA | Receipts | Unrealised | 1,988 | 29 | - | 29 |
| --- | --- | --- | --- | --- | --- | --- |

| EBITDA | Receipts | Unrealised | 1,988 | 29 | - | 29 |
| --- | --- | --- | --- | --- | --- | --- |

| EBITDA | Receipts | Unrealised | 1,988 | 29 | - | 29 |
| --- | --- | --- | --- | --- | --- | --- |

| EBITDA | Receipts | Unrealised | 1,988 | 29 | - | 29 |
| --- | --- | --- | --- | --- | --- | --- |

| EBITDA | Receipts | Unrealised | 1,988 | 29 | - | 29 |
| --- | --- | --- | --- | --- | --- | --- |

| EBITDA | Receipts | Unrealised | 1,988 | 29 | - | 29 |
| --- | --- | --- | --- | --- | --- | --- |

| EBITDA | Receipts | Unrealised | 1,988 | 29 | - | 29 |
| --- | --- | --- | --- | --- | --- | --- |

| EBITDA | Receipts | Unrealised | 1,988 | 29 | - | 29 |
| --- | --- | --- | --- | --- | --- | --- |

| EBITDA | Receipts | Unrealised | 1,988 | 29 | - | 29 |
| --- | --- | --- | --- | --- | --- | --- |

| EBITDA | Receipts | Unrealised | 1,988 | 29 | - | 29 |
| --- | --- | --- | --- | --- | --- | --- |

| EBITDA | Receipts | Unrealised | 1,988 | 29 | - | 29 |
| --- | --- | --- | --- | --- | --- | --- |

| EBITDA | Receipts | Unrealised | 1,988 | 29 | - | 29 |
| --- | --- | --- | --- | --- | --- | --- |

| EBITDA | Receipts | Unrealised | 1,988 | 29 | - | 29 |
| --- | --- | --- | --- | --- | --- | --- |

| EBITDA | Receipts | Unrealised | 1,988 | 29 | - | 29 |
| --- | --- | --- | --- | --- | --- | --- |

| EBITDA | Receipts | Unrealised | 1,988 | 29 | - | 29 |
| --- | --- | --- | --- | --- | --- | --- |

| EBITDA | Receipts | Unrealised | 1,988 | 29 | - | 29 |
| --- | --- | --- | --- | --- | --- | --- |

| EBITDA | Receipts | Unrealised | 1,988 | 29 | - | 29 |
| --- | --- | --- | --- | --- | --- | --- |

| EBITDA | Receipts | Unrealised | 1,988 | 29 | - | 29 |
| --- | --- | --- | --- | --- | --- | --- |

| EBITDA | Receipts | Unrealised | 1,988 | 29 | - | 29 |
| --- | --- | --- | --- | --- | --- | --- |

| EBITDA | Receipts | Unrealised | 1,988 | 29 | - | 29 |
| --- | --- | --- | --- | --- | --- | --- |

| EBITDA | Receipts | Unrealised | 1,988 | 29 | - | 29 |
| --- | --- | --- | --- | --- | --- | --- |

| EBITDA | Receipts | Unrealised | 1,988 | 29 | - | 29 |
| --- | --- | --- | --- | --- | --- | --- |

| EBITDA | Receipts | Unrealised | 1,988 | 29 | - | 29 |
| --- | --- | --- | --- | --- | --- | --- |

| EBITDA | Receipts | Unrealised | 1,988 | 29 | - | 29 |
| --- | --- | --- | --- | --- | --- | --- |

| EBITDA | Receipts | Unrealised | 1,988 | 29 | - | 29 |
| --- | --- | --- | --- | --- | --- | --- |

| EBITDA | Receipts | Unrealised | 1,988 | 29 | - | 29 |
| --- | --- | --- | --- | --- | --- | --- |

| EBITDA | Receipts | Unrealised | 1,988 | 29 | - | 29 |
| --- | --- | --- | --- | --- | --- | --- |

<table><tr><td>EBITDA</td><td>Receipts</td><td>Unrealised</td><td>1,988</td><td>29</td><td

T. ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND

Pay Value = 2.075% (EUR/EST) + 0.30%

| Equity | 1,202 | (25) | - | (25) |
| --- | --- | --- | --- | --- |
| Equity (Earnings) | 837 | (10) | - | (10) |
| Equity (Earnings) | 324 | (12) | - | (12) |
| Equity (Earnings) | 291 | 11 | Upfront | 11 |
| Equity (Earnings) | Notional | 2 | Payments/ | Unrealized |
| Equity (Earnings) | Amount | $ Value | $(Receipts)** | $ Gain/(Loss) |
| Equity (Earnings) | 259 | 17 | - | 17 |

53

T. ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND

| Discount Variable 1.377% (EUR ESTR + | 1,700 | (4) | - | (38) |
| --- | --- | --- | --- | --- |
| Discount Variable 1.377% (EUR ESTR + | 280 | (21) | - | (24) |
| Discount Variable 1.377% (EUR ESTR + | 779 | (19) | - | (19) |
| Discount Variable 1.377% (EUR ESTR + | 359 | (4) | Upfront | (4) |
| Discount Variable 1.377% (EUR ESTR + | 318 | (4) | Payments/ | Unrealized |
| Discount Variable 1.377% (EUR ESTR + | Amount | $ Value | $(Receipts)** | $ Gain/(Loss) |
| Discount Variable 1.377% (EUR ESTR + | 1,467 | (12) | - | (12) |
| Discount Variable 1.377% (EUR ESTR + | 1,696 | (45) | - | (45) |

54

T. ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND

| Monthly: $2,000 (FTR, FTR, 10-12%) | 599 | (29) | - | (29) |
| --- | --- | --- | --- | --- |
| Monthly: $2,000 (FTR, 10-12%) | 944 | 23 | - | 23 |
| Monthly: $2,000 (FTR, 10-12%) | 144,000 | (19) | - | (19) |
| Monthly: $2,000 (FTR, 10-12%) | - | - | - | 19 |
| Monthly: $2,000 (FTR, 10-12%) | 619 | (14) | Upfront | (14) |
| Monthly: $2,000 (FTR, 10-12%) | - | (36) | Payments/ | Unrealized |
| Monthly: $2,000 (FTR, 10-12%) | - | $ Value | $(Receipts)** | $ Gain/(Loss) |
| Monthly: $2,000 (FTR, 10-12%) | - | - | - | - |
| Monthly: $2,000 (FTR, 10-12%) | - | - | - | - |

55

T. ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND[{"box_2d": [30, 80, 615, 190], "label": "table", "caption": "

| Variable (0.435)% (JPY TONA + (0.42)%) |  |  |  |  |
| --- | --- | --- | --- | --- |
| Total (0.435)% (EUR-ESTR + 0.55%) | 298,494 | (28) | - | (28) |
| Market (0.45)% | 250 | 38 | - | 38 |
| Market (0.45)% |  |  |  |  |
| Market (0.45)% |  |  |  |  |
| Market (0.45)% |  |  |  |  |
| Market (0.45)% |  |  |  |  |
| Market (0.45)% |  |  |  |  |
| Market (0.45)% |  |  |  |  |
| Market (0.45)% |  |  |  |  |
| Market (0.45)% |  |  |  |  |
| Market (0.45)% |  |  |  |  |
| Market (0.45)% |  |  |  |  |

| Variable (0.45)% | 130,000 | (28) | Upfront | (28) |
| --- | --- | --- | --- | --- |
| Variable (0.45)% | 130,000 | (28) | Payments/ | Unrealized |
| Variable (0.45)% | 130,000 | (28) | Payments/ | Unrealized |
| Variable (0.45)% | 130,000 | (28) | Payments/ | Unrealized |
| Variable (0.45)% | 130,000 | (28) | Payments/ | Unrealized |

| Variable (0.45)% | 130,000 | (28) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |
| Variable (0.45)% | 130,000 | (28) | Payments/ | Unrealized |

| Variable (0.45)% | 130,000 | (28) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |
| Variable (0.45)% | 130,000 | (28) | Payments/ | Unrealized |

| Variable (0.45)% | 130,000 | (28) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Variable (0.45)% | 130,000 | (28) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Variable (0.45)% | 130,000 | (28) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Variable (0.45)% | 130,000 | (28) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Variable (0.45)% | 130,000 | (28) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Variable (0.45)% | 130,000 | (28) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Variable (0.45)% | 130,000 | (28) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Variable (0.45)% | 130,000 | (28) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Variable (0.45)% | 130,000 | (28) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Variable (0.45)% | 130,000 | (28) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Variable (0.45)% | 130,000 | (28) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Variable (0.45)% | 130,000 | (28) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Variable (0.45)% | 130,000 | (28) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Variable (0.45)% | 130,000 | (28) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Variable (0.45)% | 130,000 | (28) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Variable (0.45)% | 130,000 | (28) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Variable (0.45)% | 130,000 | (28) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Variable (0.45)% | 130,000 | (28) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Variable (0.45)% | 130,000 | (28) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Variable (0.45)% | 130,000 | (28) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Variable (0.45)% | 130,000 | (28) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Variable (0.45)% | 130,000 | (28) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Variable (0.45)% | 130,000 | (28) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Variable (0.45)% | 130,000 | (28) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Variable (0.45)% | 130,000 | (28) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Variable (0.45)% | 130,000 | (28) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Variable (0.45)% | 130,000 | (28) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Variable (0.45)% | 130,000 | (28) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Variable (0.45)% | 130,000 | (28) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Variable (0.45)% | 130,000 | (28) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Variable (0.45)% | 130,000 | (28) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Variable (0.45)% | 130,000 | (28) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Variable (0.45)% | 130,000 | (28) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Variable (0.45)% | 130,000 | (28) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Variable (0.45)% | 130,000 | (28) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Variable (0.45)% | 130,000 | (28) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Variable (0.45)% | 130,000 | (28) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Variable (0.45)% | 130,000 | (28) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Variable (0.45)% | 130,000 | (28) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Variable (0.45)% | 130,000 | (28) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Variable (0.45)% | 130,000 | (28) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Variable (0.45)% | 130,000 | (28) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Variable (0.45)% | 130,000 | (28) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Variable (0.45)% | 130,000 | (28) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Variable (0.45)% | 130,000 | (28) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Variable (0.45)% | 130,000 | (28) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Variable (0.45)% | 130,000 | (28) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Variable (0.45)% | 130,000 | (28) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Variable (0.45)% | 130,000 | (28) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Variable (0.45)% | 130,000 | (28) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Variable (0.45)% | 130,000 | (28) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Variable (0.45)% | 130,000 | (28) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Variable (0.45)% | 130,000 | (28) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Variable (0.45)% | 130,000 | (28) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Variable (0.45)% | 130,000 | (28) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Variable (0.45)% | 130,000 | (28) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Variable (0.45)% | 130,000 | (28) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Variable (0.45)% | 130,000 | (28) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Variable (0.45)% | 130,000 | (28) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Variable (0.45)% | 130,000 | (28) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Variable (0.45)% | 130,000 | (28) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Variable (0.45)% | 130,000 | (28) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Variable (0.45)% | 130,000 | (28) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Variable (0.45)% | 130,000 | (28) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Variable (0.45)% | 130,000 | (28) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Variable (0.45)% | 130,000 | (28) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Variable (0.45)% | 130,000 | (28) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Variable (0.45)% | 130,000 | (28) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Variable (0.45)% | 130,000 | (28) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Variable (0.45)% | 130,000 | (28) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Variable (0.45)% | 130,000 | (28) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Variable (0.45)% | 130,000 | (28) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Variable (0.45)% | 130,000 | (28) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Variable (0.45)% | 130,000 | (28) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Variable (0.45)% | 130,000 | (28) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Variable (0.45)% | 130,000 | (28) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Variable (0.45)% | 130,000 | (28) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Variable (0.45)% | 130,000 | (28) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Variable (0.45)% | 130,000 | (28) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Variable (0.45)% | 130,000 | (28) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Variable (0.45)% | 130,000 | (28) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Variable (0.45)% | 130,000 | (28) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Variable (0.45)% | 130,000 | (28) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Variable (0.45)% | 130,000 | (28) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Variable (0.45)% | 130,000 | (28) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Variable (0.45)% | 130,000 | (28) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Variable (0.45)% | 130,000 | (28) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Variable (0.45)% | 130,000 | (28) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Variable (0.45)% | 130,000 | (28) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Variable (0.45)% | 130,000 | (28) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Variable (0.45)% | 130,000 | (28) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Variable (0.45)% | 130,000 | (28) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Variable (0.45)% | 130,000 | (28) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Variable (0.45)% | 130,000 | (28) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Variable (0.45)% | 130,000 | (28) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Variable (0.45)% | 130,000 | (28) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Variable (0.45)% | 130,000 | (28) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Variable (0.45)% | 130,000 | (28) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Variable (0.45)% | 130,000 | (28) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Variable (0.45)% | 130,000 | (28) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Variable (0.45)% | 130,000 | (28) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Variable (0.45)% | 130,000 | (28) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Variable (0.45)% | 130,000 | (28) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Variable (0.45)% | 130,000 | (28) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Variable (0.45)% | 130,000 | (28) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Variable (0.45)% | 130,000 | (28) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Variable (0.45)% | 130,000 | (28) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Variable (0.45)% | 130,000 | (28) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Variable (0.45)% | 130,000 | (28) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Variable (0.45)% | 130,000 | (28) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Variable (0.45)% | 130,000 | (28) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Variable (0.45)% | 130,000 | (28) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Variable (0.45)% | 130,000 | (28) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Variable (0.45)% | 130,000 | (28) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Variable (0.45)% | 130,000 | (28) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Variable (0.45)% | 130,000 | (28) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Variable (0.45)% | 130,000 | (28) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Variable (0.45)% | 130,000 | (28) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Variable (0.45)% | 130,000 | (28) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Variable (0.45)% | 130,000 | (28) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Variable (0.45)% | 130,000 | (28) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Variable (0.45)% | 130,000 | (28) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Variable (0.45)% | 130,000 | (28) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Variable (0.45)% | 130,000 | (28) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Variable (0.45)% | 130,000 | (28) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Variable (0.45)% | 130,000 | (28) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Variable (0.45)% | 130,000 | (28) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Variable (0.45)% | 130,000 | (28) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Variable (0.45)% | 130,000 | (28) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Variable (0.45)% | 130,000 | (28) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Variable (0.45)% | 130,000 | (28) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Variable (0.45)% | 130,000 | (28) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Variable (0.45)% | 130,000 | (28) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Variable (0.45)% | 130,000 | (28) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Variable (0.45)% | 130,000 | (28) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Variable (0.45)% | 130,000 | (28) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Variable (0.45)% | 130,000 | (28) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Variable (0.45)% | 130,000 | (28) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Variable (0.45)% | 130,000 | (28) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Variable (0.45)% | 130,000 | (28) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Variable (0.45)% | 130,000 | (28) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Variable (0.45)% | 130,000 | (28) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Variable (0.45)% | 130,000 | (28) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Variable (0.45)% | 130,000 | (28) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Variable (0.45)% | 130,000 | (28) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Variable (0.45)% | 130,000 | (28) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Variable (0.45)% | 130,000 | (28) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Variable (0.45)% | 130,000 | (28) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Variable (0.45)% | 130,000 | (28) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Variable (0.45)% | 130,000 | (28) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Variable (0.45)% | 130,000 | (28) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Variable (0.45)% | 130,000 | (28) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Variable (0.45)% | 130,000 | (28) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Variable (0.45)% | 130,000 | (28) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Variable (0.45)% | 130,000 | (28) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Variable (0.45)% | 130,000 | (28) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Variable (0.45)% | 130,000 | (28) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Variable (0.45)% | 130,000 | (28) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Variable (0.45)% | 130,000 | (28) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Variable (0.45)% | 130,000 | (28) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Variable (0.45)% | 130,000 | (28) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Variable (0.45)% | 130,000 | (28) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Variable (0.45)% | 130,000 | (28) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Variable (0.45)% | 130,000 | (28) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Variable (0.45)% | 130,000 | (28) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Variable (0.45)% | 130,000 | (28) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Variable (0.45)% | 130,000 | (28) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Variable (0.45)% | 130,000 | (28) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Variable (0.45)% | 130,000 | (28) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Variable (0.45)% | 130,000 | (28) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Variable (0.45)% | 130,000 | (28) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Variable (0.45)% | 130,000 | (28) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Variable (0.45)% | 130,000 | (28) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Variable (0.45)% | 130,000 | (28) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Variable (0.45)% | 130,000 | (28) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Variable (0.45)% | 130,000 | (28) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Variable (0.45)% | 130,000 | (28) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Variable (0.45)% | 130,000 | (28) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Variable (0.45)% | 130,000 | (28) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Variable (0.45)% | 130,000 | (28) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Variable (0.45)% | 130,000 | (28) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Variable (0.45)% | 130,000 | (28) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Variable (0.45)% | 130,000 | (28) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Variable (0.45)% | 130,000 | (28) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Variable (0.45)% | 130,000 | (28) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Variable (0.45)% | 130,000 | (28) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Variable (0.45)% | 130,000 | (28) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Variable (0.45)% | 130,000 | (28) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Variable (0.45)% | 130,000 | (28) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Variable (0.45)% | 130,000 | (28) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Variable (0.45)% | 130,000 | (28) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Variable (0.45)% | 130,000 | (28) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Variable (0.45)% | 130,000 | (28) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Variable (0.45)% | 130,000 | (28) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Variable (0.45)% | 130,000 | (28) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Variable (0.45)% | 130,000 | (28) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Variable (0.45)% | 130,000 | (28) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Variable (0.45)% | 130,000 | (28) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Variable (0.45)% | 130,000 | (28) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Variable (0.45)% | 130,000 | (28) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Variable (0.45)% | 130,000 | (28) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Variable (0.45)% | 130,000 | (28) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Variable (0.45)% | 130,000 | (28) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Variable (0.45)% | 130,000 | (28) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Variable (0.45)% | 130,000 | (28) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Variable (0.45)% | 130,000 | (28) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Variable (0.45)% | 130,000 | (28) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Variable (0.45)% | 130,000 | (28) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Variable (0.45)% | 130,000 | (28) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Variable (0.45)% | 130,000 | (28) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Variable (0.45)% | 130,000 | (28) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Variable (0.45)% | 130,000 | (28) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Variable (0.45)% | 130,000 | (28) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Variable (0.45)% | 130,000 | (28) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Variable (0.45)% | 130,000 | (28) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Variable (0.45)% | 130,000 | (28) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Variable (0.45)% | 130,000 | (28) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Variable (0.45)% | 130,000 | (28) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Variable (0.45)% | 130,000 | (28) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Variable (0.45)% | 130,000 | (28) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Variable (0.45)% | 130,000 | (28) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Variable (0.45)% | 130,000 | (28) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Variable (0.45)% | 130,000 | (28) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Variable (0.45)% | 130,000 | (28) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Variable (0.45)% | 130,000 | (28) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Variable (0.45)% | 130,000 | (28) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Variable (0.45)% | 130,000 | (28) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Variable (0.45)% | 130,000 | (28) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Variable (0.45)% | 130,000 | (28) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Variable (0.45)% | 130,000 | (28) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Variable (0.45)% | 130,000 | (28) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Variable (0.45)% | 130,000 | (28) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Variable (0.45)% | 130,000 | (28) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Variable (0.45)% | 130,000 | (28) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Variable (0.45)% | 130,000 | (28) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Variable (0.45)% | 130,000 | (28) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

<table><tr><td>Variable (0.45)%</td><td>130,000</td><td>(28)</td><td>Payments/</td><td>Unrealized</td></tr></tabletable

56

T. ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND[{"box_2d": [30, 81, 615, 190], "label": "table", "caption": "

| Monthly Pay Variable 0.515% (JPY TONA) | 78,371 | (57) | - | (57) |
| --- | --- | --- | --- | --- |
| Monthly Pay Variable 0.515% (JPY TONA) | 47,064 | 18 | - | 18 |
| Monthly Pay Variable 0.561% (JPY) | 940 | (66) | - | (66) |
| Monthly Pay Variable 0.561% (JPY) | 92,163 | (9) | - | (9) |
| Monthly Pay Variable 0.561% (JPY TONA) | 43,630 | (18) | Upfront | (18) |
| Monthly Pay Variable 0.577% (JPY ESTR) | 46,000 | (48) | Payments/ | Unrealized |
| Monthly Pay Variable 0.577% (JPY ESTR) | 46,000 | (48) | Payments/ | Unrealized |
| Monthly Pay Variable 0.577% (JPY ESTR) | 46,000 | (48) | Payments/ | Unrealized |
| Monthly Pay Variable 0.577% (JPY ESTR) | 46,000 | (48) | Payments/ | Unrealized |

| Monthly Pay Variable 0.577% (JPY ESTR) | 46,000 | (48) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |
| Monthly Pay Variable 0.577% (JPY ESTR) | 46,000 | (48) | Payments/ | Unrealized |
| Monthly Pay Variable 0.577% (JPY ESTR) | 46,000 | (48) | Payments/ | Unrealized |

| Monthly Pay Variable 0.577% (JPY ESTR) | 46,000 | (48) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |
| Monthly Pay Variable 0.577% (JPY ESTR) | 46,000 | (48) | Payments/ | Unrealized |

| Monthly Pay Variable 0.577% (JPY ESTR) | 46,000 | (48) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Monthly Pay Variable 0.577% (JPY ESTR) | 46,000 | (48) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Monthly Pay Variable 0.577% (JPY ESTR) | 46,000 | (48) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Monthly Pay Variable 0.577% (JPY ESTR) | 46,000 | (48) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Monthly Pay Variable 0.577% (JPY ESTR) | 46,000 | (48) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Monthly Pay Variable 0.577% (JPY ESTR) | 46,000 | (48) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Monthly Pay Variable 0.577% (JPY ESTR) | 46,000 | (48) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Monthly Pay Variable 0.577% (JPY ESTR) | 46,000 | (48) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Monthly Pay Variable 0.577% (JPY ESTR) | 46,000 | (48) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Monthly Pay Variable 0.577% (JPY TONA) | 46,000 | (48) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Monthly Pay Variable 0.577% (JPY TONA) | 46,000 | (48) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Monthly Pay Variable 0.577% (JPY TONA) | 46,000 | (48) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Monthly Pay Variable 0.577% (JPY TONA) | 46,000 | (48) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Monthly Pay Variable 0.577% (JPY TONA) | 46,000 | (48) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Monthly Pay Variable 0.577% (JPY TONA) | 46,000 | (48) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Monthly Pay Variable 0.577% (JPY TONA) | 46,000 | (48) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Monthly Pay Variable 0.577% (JPY TONA) | 46,000 | (48) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Monthly Pay Variable 0.577% (JPY TONA) | 46,000 | (48) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Monthly Pay Variable 0.577% (JPY TONA) | 46,000 | (48) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Monthly Pay Variable 0.577% (JPY TONA) | 46,000 | (48) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Monthly Pay Variable 0.577% (JPY TONA) | 46,000 | (48) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Monthly Pay Variable 0.577% (JPY TONA) | 46,000 | (48) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Monthly Pay Variable 0.577% (JPY TONA) | 46,000 | (48) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Monthly Pay Variable 0.577% (JPY TONA) | 46,000 | (48) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Monthly Pay Variable 0.577% (JPY TONA) | 46,000 | (48) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Monthly Pay Variable 0.577% (JPY TONA) | 46,000 | (48) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Monthly Pay Variable 0.577% (JPY TONA) | 46,000 | (48) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Monthly Pay Variable 0.577% (JPY TONA) | 46,000 | (48) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Monthly Pay Variable 0.577% (JPY TONA) | 46,000 | (48) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Monthly Pay Variable 0.577% (JPY TONA) | 46,000 | (48) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Monthly Pay Variable 0.577% (JPY TONA) | 46,000 | (48) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Monthly Pay Variable 0.577% (JPY TONA) | 46,000 | (48) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Monthly Pay Variable 0.577% (JPY TONA) | 46,000 | (48) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Monthly Pay Variable 0.577% (JPY TONA) | 46,000 | (48) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Monthly Pay Variable 0.577% (JPY TONA) | 46,000 | (48) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Monthly Pay Variable 0.577% (JPY TONA) | 46,000 | (48) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Monthly Pay Variable 0.577% (JPY TONA) | 46,000 | (48) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Monthly Pay Variable 0.577% (JPY TONA) | 46,000 | (48) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Monthly Pay Variable 0.577% (JPY TONA) | 46,000 | (48) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Monthly Pay Variable 0.577% (JPY TONA) | 46,000 | (48) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Monthly Pay Variable 0.577% (JPY TONA) | 46,000 | (48) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Monthly Pay Variable 0.577% (JPY TONA) | 46,000 | (48) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Monthly Pay Variable 0.577% (JPY TONA) | 46,000 | (48) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Monthly Pay Variable 0.577% (JPY TONA) | 46,000 | (48) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Monthly Pay Variable 0.577% (JPY TONA) | 46,000 | (48) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Monthly Pay Variable 0.577% (JPY TONA) | 46,000 | (48) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Monthly Pay Variable 0.577% (JPY TONA) | 46,000 | (48) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Monthly Pay Variable 0.577% (JPY TONA) | 46,000 | (48) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Monthly Pay Variable 0.577% (JPY TONA) | 46,000 | (48) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Monthly Pay Variable 0.577% (JPY TONA) | 46,000 | (48) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Monthly Pay Variable 0.577% (JPY TONA) | 46,000 | (48) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Monthly Pay Variable 0.577% (JPY TONA) | 46,000 | (48) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Monthly Pay Variable 0.577% (JPY TONA) | 46,000 | (48) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Monthly Pay Variable 0.577% (JPY TONA) | 46,000 | (48) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Monthly Pay Variable 0.577% (JPY TONA) | 46,000 | (48) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Monthly Pay Variable 0.577% (JPY TONA) | 46,000 | (48) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Monthly Pay Variable 0.577% (JPY TONA) | 46,000 | (48) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Monthly Pay Variable 0.577% (JPY TONA) | 46,000 | (48) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Monthly Pay Variable 0.577% (JPY TONA) | 46,000 | (48) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Monthly Pay Variable 0.577% (JPY TONA) | 46,000 | (48) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Monthly Pay Variable 0.577% (JPY TONA) | 46,000 | (48) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Monthly Pay Variable 0.577% (JPY TONA) | 46,000 | (48) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Monthly Pay Variable 0.577% (JPY TONA) | 46,000 | (48) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Monthly Pay Variable 0.577% (JPY TONA) | 46,000 | (48) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Monthly Pay Variable 0.577% (JPY TONA) | 46,000 | (48) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Monthly Pay Variable 0.577% (JPY TONA) | 46,000 | (48) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Monthly Pay Variable 0.577% (JPY TONA) | 46,000 | (48) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Monthly Pay Variable 0.577% (JPY TONA) | 46,000 | (48) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Monthly Pay Variable 0.577% (JPY TONA) | 46,000 | (48) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Monthly Pay Variable 0.577% (JPY TONA) | 46,000 | (48) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Monthly Pay Variable 0.577% (JPY TONA) | 46,000 | (48) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Monthly Pay Variable 0.577% (JPY TONA) | 46,000 | (48) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Monthly Pay Variable 0.577% (JPY TONA) | 46,000 | (48) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Monthly Pay Variable 0.577% (JPY TONA) | 46,000 | (48) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Monthly Pay Variable 0.577% (JPY TONA) | 46,000 | (48) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Monthly Pay Variable 0.577% (JPY TONA) | 46,000 | (48) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Monthly Pay Variable 0.577% (JPY TONA) | 46,000 | (48) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Monthly Pay Variable 0.577% (JPY TONA) | 46,000 | (48) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Monthly Pay Variable 0.577% (JPY TONA) | 46,000 | (48) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Monthly Pay Variable 0.577% (JPY TONA) | 46,000 | (48) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Monthly Pay Variable 0.577% (JPY TONA) | 46,000 | (48) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Monthly Pay Variable 0.577% (JPY TONA) | 46,000 | (48) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Monthly Pay Variable 0.577% (JPY TONA) | 46,000 | (48) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Monthly Pay Variable 0.577% (JPY TONA) | 46,000 | (48) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Monthly Pay Variable 0.577% (JPY TONA) | 46,000 | (48) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Monthly Pay Variable 0.577% (JPY TONA) | 46,000 | (48) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Monthly Pay Variable 0.577% (JPY TONA) | 46,000 | (48) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Monthly Pay Variable 0.577% (JPY TONA) | 46,000 | (48) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Monthly Pay Variable 0.577% (JPY TONA) | 46,000 | (48) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Monthly Pay Variable 0.577% (JPY TONA) | 46,000 | (48) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Monthly Pay Variable 0.577% (JPY TONA) | 46,000 | (48) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Monthly Pay Variable 0.577% (JPY TONA) | 46,000 | (48) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Monthly Pay Variable 0.577% (JPY TONA) | 46,000 | (48) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Monthly Pay Variable 0.577% (JPY TONA) | 46,000 | (48) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Monthly Pay Variable 0.577% (JPY TONA) | 46,000 | (48) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Monthly Pay Variable 0.577% (JPY TONA) | 46,000 | (48) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Monthly Pay Variable 0.577% (JPY TONA) | 46,000 | (48) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Monthly Pay Variable 0.577% (JPY TONA) | 46,000 | (48) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Monthly Pay Variable 0.577% (JPY TONA) | 46,000 | (48) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Monthly Pay Variable 0.577% (JPY TONA) | 46,000 | (48) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Monthly Pay Variable 0.577% (JPY TONA) | 46,000 | (48) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Monthly Pay Variable 0.577% (JPY TONA) | 46,000 | (48) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Monthly Pay Variable 0.577% (JPY TONA) | 46,000 | (48) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Monthly Pay Variable 0.577% (JPY TONA) | 46,000 | (48) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Monthly Pay Variable 0.577% (JPY TONA) | 46,000 | (48) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Monthly Pay Variable 0.577% (JPY TONA) | 46,000 | (48) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Monthly Pay Variable 0.577% (JPY TONA) | 46,000 | (48) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Monthly Pay Variable 0.577% (JPY TONA) | 46,000 | (48) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Monthly Pay Variable 0.577% (JPY TONA) | 46,000 | (48) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Monthly Pay Variable 0.577% (JPY TONA) | 46,000 | (48) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Monthly Pay Variable 0.577% (JPY TONA) | 46,000 | (48) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Monthly Pay Variable 0.577% (JPY TONA) | 46,000 | (48) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Monthly Pay Variable 0.577% (JPY TONA) | 46,000 | (48) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Monthly Pay Variable 0.577% (JPY TONA) | 46,000 | (48) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Monthly Pay Variable 0.577% (JPY TONA) | 46,000 | (48) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Monthly Pay Variable 0.577% (JPY TONA) | 46,000 | (48) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Monthly Pay Variable 0.577% (JPY TONA) | 46,000 | (48) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Monthly Pay Variable 0.577% (JPY TONA) | 46,000 | (48) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Monthly Pay Variable 0.577% (JPY TONA) | 46,000 | (48) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Monthly Pay Variable 0.577% (JPY TONA) | 46,000 | (48) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Monthly Pay Variable 0.577% (JPY TONA) | 46,000 | (48) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Monthly Pay Variable 0.577% (JPY TONA) | 46,000 | (48) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Monthly Pay Variable 0.577% (JPY TONA) | 46,000 | (48) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Monthly Pay Variable 0.577% (JPY TONA) | 46,000 | (48) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Monthly Pay Variable 0.577% (JPY TONA) | 46,000 | (48) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Monthly Pay Variable 0.577% (JPY TONA) | 46,000 | (48) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Monthly Pay Variable 0.577% (JPY TONA) | 46,000 | (48) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Monthly Pay Variable 0.577% (JPY TONA) | 46,000 | (48) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Monthly Pay Variable 0.577% (JPY TONA) | 46,000 | (48) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Monthly Pay Variable 0.577% (JPY TONA) | 46,000 | (48) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Monthly Pay Variable 0.577% (JPY TONA) | 46,000 | (48) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Monthly Pay Variable 0.577% (JPY TONA) | 46,000 | (48) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Monthly Pay Variable 0.577% (JPY TONA) | 46,000 | (48) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Monthly Pay Variable 0.577% (JPY TONA) | 46,000 | (48) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Monthly Pay Variable 0.577% (JPY TONA) | 46,000 | (48) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Monthly Pay Variable 0.577% (JPY TONA) | 46,000 | (48) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Monthly Pay Variable 0.577% (JPY TONA) | 46,000 | (48) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Monthly Pay Variable 0.577% (JPY TONA) | 46,000 | (48) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Monthly Pay Variable 0.577% (JPY TONA) | 46,000 | (48) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Monthly Pay Variable 0.577% (JPY TONA) | 46,000 | (48) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Monthly Pay Variable 0.577% (JPY TONA) | 46,000 | (48) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Monthly Pay Variable 0.577% (JPY TONA) | 46,000 | (48) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Monthly Pay Variable 0.577% (JPY TONA) | 46,000 | (48) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Monthly Pay Variable 0.577% (JPY TONA) | 46,000 | (48) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Monthly Pay Variable 0.577% (JPY TONA) | 46,000 | (48) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Monthly Pay Variable 0.577% (JPY TONA) | 46,000 | (48) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Monthly Pay Variable 0.577% (JPY TONA) | 46,000 | (48) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Monthly Pay Variable 0.577% (JPY TONA) | 46,000 | (48) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Monthly Pay Variable 0.577% (JPY TONA) | 46,000 | (48) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Monthly Pay Variable 0.577% (JPY TONA) | 46,000 | (48) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Monthly Pay Variable 0.577% (JPY TONA) | 46,000 | (48) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Monthly Pay Variable 0.577% (JPY TONA) | 46,000 | (48) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Monthly Pay Variable 0.577% (JPY TONA) | 46,000 | (48) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Monthly Pay Variable 0.577% (JPY TONA) | 46,000 | (48) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Monthly Pay Variable 0.577% (JPY TONA) | 46,000 | (48) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Monthly Pay Variable 0.577% (JPY TONA) | 46,000 | (48) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Monthly Pay Variable 0.577% (JPY TONA) | 46,000 | (48) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Monthly Pay Variable 0.577% (JPY TONA) | 46,000 | (48) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Monthly Pay Variable 0.577% (JPY TONA) | 46,000 | (48) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Monthly Pay Variable 0.577% (JPY TONA) | 46,000 | (48) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Monthly Pay Variable 0.577% (JPY TONA) | 46,000 | (48) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Monthly Pay Variable 0.577% (JPY TONA) | 46,000 | (48) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Monthly Pay Variable 0.577% (JPY TONA) | 46,000 | (48) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Monthly Pay Variable 0.577% (JPY TONA) | 46,000 | (48) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Monthly Pay Variable 0.577% (JPY TONA) | 46,000 | (48) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Monthly Pay Variable 0.577% (JPY TONA) | 46,000 | (48) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Monthly Pay Variable 0.577% (JPY TONA) | 46,000 | (48) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Monthly Pay Variable 0.577% (JPY TONA) | 46,000 | (48) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Monthly Pay Variable 0.577% (JPY TONA) | 46,000 | (48) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Monthly Pay Variable 0.577% (JPY TONA) | 46,000 | (48) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Monthly Pay Variable 0.577% (JPY TONA) | 46,000 | (48) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Monthly Pay Variable 0.577% (JPY TONA) | 46,000 | (48) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Monthly Pay Variable 0.577% (JPY TONA) | 46,000 | (48) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Monthly Pay Variable 0.577% (JPY TONA) | 46,000 | (48) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Monthly Pay Variable 0.577% (JPY TONA) | 46,000 | (48) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Monthly Pay Variable 0.577% (JPY TONA) | 46,000 | (48) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Monthly Pay Variable 0.577% (JPY TONA) | 46,000 | (48) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Monthly Pay Variable 0.577% (JPY TONA) | 46,000 | (48) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Monthly Pay Variable 0.577% (JPY TONA) | 46,000 | (48) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Monthly Pay Variable 0.577% (JPY TONA) | 46,000 | (48) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Monthly Pay Variable 0.577% (JPY TONA) | 46,000 | (48) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Monthly Pay Variable 0.577% (JPY TONA) | 46,000 | (48) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Monthly Pay Variable 0.577% (JPY TONA) | 46,000 | (48) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Monthly Pay Variable 0.577% (JPY TONA) | 46,000 | (48) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Monthly Pay Variable 0.577% (JPY TONA) | 46,000 | (48) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Monthly Pay Variable 0.577% (JPY TONA) | 46,000 | (48) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Monthly Pay Variable 0.577% (JPY TONA) | 46,000 | (48) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Monthly Pay Variable 0.577% (JPY TONA) | 46,000 | (48) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Monthly Pay Variable 0.577% (JPY TONA) | 46,000 | (48) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Monthly Pay Variable 0.577% (JPY TONA) | 46,000 | (48) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Monthly Pay Variable 0.577% (JPY TONA) | 46,000 | (48) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Monthly Pay Variable 0.577% (JPY TONA) | 46,000 | (48) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Monthly Pay Variable 0.577% (JPY TONA) | 46,000 | (48) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Monthly Pay Variable 0.577% (JPY TONA) | 46,000 | (48) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Monthly Pay Variable 0.577% (JPY TONA) | 46,000 | (48) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Monthly Pay Variable 0.577% (JPY TONA) | 46,000 | (48) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Monthly Pay Variable 0.577% (JPY TONA) | 46,000 | (48) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Monthly Pay Variable 0.577% (JPY TONA) | 46,000 | (48) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Monthly Pay Variable 0.577% (JPY TONA) | 46,000 | (48) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Monthly Pay Variable 0.577% (JPY TONA) | 46,000 | (48) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Monthly Pay Variable 0.577% (JPY TONA) | 46,000 | (48) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Monthly Pay Variable 0.577% (JPY TONA) | 46,000 | (48) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Monthly Pay Variable 0.577% (JPY TONA) | 46,000 | (48) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Monthly Pay Variable 0.577% (JPY TONA) | 46,000 | (48) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Monthly Pay Variable 0.577% (JPY TONA) | 46,000 | (48) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Monthly Pay Variable 0.577% (JPY TONA) | 46,000 | (48) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Monthly Pay Variable 0.577% (JPY TONA) | 46,000 | (48) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Monthly Pay Variable 0.577% (JPY TONA) | 46,000 | (48) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Monthly Pay Variable 0.577% (JPY TONA) | 46,000 | (48) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Monthly Pay Variable 0.577% (JPY TONA) | 46,000 | (48) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Monthly Pay Variable 0.577% (JPY TONA) | 46,000 | (48) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Monthly Pay Variable 0.577% (JPY TONA) | 46,000 | (48) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Monthly Pay Variable 0.577% (JPY TONA) | 46,000 | (48) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Monthly Pay Variable 0.577% (JPY TONA) | 46,000 | (48) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Monthly Pay Variable 0.577% (JPY TONA) | 46,000 | (48) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Monthly Pay Variable 0.577% (JPY TONA) | 46,000 | (48) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Monthly Pay Variable 0.577% (JPY TONA) | 46,000 | (48) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Monthly Pay Variable 0.577% (JPY TONA) | 46,000 | (48) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Monthly Pay Variable 0.577% (JPY TONA) | 46,000 | (48) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Monthly Pay Variable 0.577% (JPY TONA) | 46,000 | (48) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Monthly Pay Variable 0.577% (JPY TONA) | 46,000 | (48) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

| Monthly Pay Variable 0.577% (JPY TONA) | 46,000 | (48) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

</table>

| Monthly Pay Variable 0.577% (JPY TONA) | 46,000 | (48) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

</table>

| Monthly Pay Variable 0.577% (JPY TONA) | 46,000 | (48) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

</table>

| Monthly Pay Variable 0.577% (JPY TONA) | 46,000 | (48) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

</table></table>

| Monthly Pay Variable 0.577% (JPY TONA) | 46,000 | (48) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

</table></table>

| Monthly Pay Variable 0.577% (JPY TONA) | 46,000 | (48) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

</table></table>

| Monthly Pay Variable 0.577% (JPY TONA) | 46,000 | (48) | Payments/ | Unrealized |
| --- | --- | --- | --- | --- |

</table></table><table><tr><td>Monthly Pay Variable 0.577% (JPY TONA)</td><td>46,000</td><td>(48)</td><td>Payments/</td><td>Unrealized

T. ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND[{"box_2d": [27, 79, 615, 190], "label": "table", "caption": "

| Variable (GAP) (GAP) (GAP) (GAP) | 95,155 | 44 | - | 44 |
| --- | --- | --- | --- | --- |
| Variable (GAP) (GAP) (GAP) (GAP) (GAP) | 147,442 | 148 | - | 148 |
| Variable (GAP) (GAP) (GAP) (GAP) (GAP) | 274,510 | 117 | - | 117 |
| Variable (GAP) (GAP) (GAP) (GAP) (GAP) |  |  |  |  |
| Variable (GAP) (GAP) (GAP) (GAP) (GAP) |  |  |  |  |
| Variable (GAP) (GAP) (GAP) (GAP) (GAP) |  |  |  |  |
| Variable (GAP) (GAP) (GAP) (GAP) (GAP) |  |  |  |  |
| Variable (GAP) (GAP) (GAP) (GAP) (GAP) |  |  |  |  |
| Variable (GAP) (GAP) (GAP) (GAP) (GAP) |  |  |  |  |
| Variable (GAP) (GAP) (GAP) (GAP) (GAP) |  |  |  |  |

| Variable (GAP) (GAP) (GAP) (GAP) (GAP) |  |  |  |  |
| --- | --- | --- | --- | --- |
| Variable (GAP) (GAP) (GAP) (GAP) (GAP) |  |  |  |  |
| Variable (GAP) (GAP) (GAP) (GAP) (GAP) |  |  |  |  |
| Variable (GAP) (GAP) (GAP) (GAP) (GAP) |  |  |  |  |

| Variable (GAP) (GAP) (GAP) (GAP) (GAP) |  |  |  |  |
| --- | --- | --- | --- | --- |
| Variable (GAP) (GAP) (GAP) (GAP) (GAP) |  |  |  |  |
| Variable (GAP) (GAP) (GAP) (GAP) (GAP) |  |  |  |  |

| Variable (GAP) (GAP) (GAP) (GAP) (GAP) |  |  |  |  |
| --- | --- | --- | --- | --- |
| Variable (GAP) (GAP) (GAP) (GAP) (GAP) |  |  |  |  |

| Variable (GAP) (GAP) (GAP) (GAP) (GAP) |  |  |  |  |
| --- | --- | --- | --- | --- |
| Variable (GAP) (GAP) (GAP) (GAP) (GAP) |  |  |  |  |

| Variable (GAP) (GAP) (GAP) (GAP) (GAP) |  |  |  |  |
| --- | --- | --- | --- | --- |
| Variable (GAP) (GAP) (GAP) (GAP) (GAP) |  |  |  |  |

| Variable (GAP) (GAP) (GAP) (GAP) (GAP) |  |  |  |  |
| --- | --- | --- | --- | --- |

| Variable (GAP) (GAP) (GAP) (GAP) (GAP) |  |  |  |  |
| --- | --- | --- | --- | --- |

| Variable (GAP) (GAP) (GAP) (GAP) (GAP) |  |  |  |  |
| --- | --- | --- | --- | --- |

| Variable (GAP) (GAP) (GAP) (GAP) (GAP) |  |  |  |  |
| --- | --- | --- | --- | --- |

| Variable (GAP) (GAP) (GAP) (GAP) (GAP) |  |  |  |  |
| --- | --- | --- | --- | --- |

| Variable (GAP) (GAP) (GAP) (GAP) (GAP) |  |  |  |  |
| --- | --- | --- | --- | --- |

| Variable (GAP) (GAP) (GAP) (GAP) (GAP) |  |  |  |  |
| --- | --- | --- | --- | --- |

| Variable (GAP) (GAP) (GAP) (GAP) (GAP) |  |  |  |  |
| --- | --- | --- | --- | --- |

| Variable (GAP) (GAP) (GAP) (GAP) (GAP) |  |  |  |  |
| --- | --- | --- | --- | --- |

| Variable (GAP) (GAP) (GAP) (GAP) (GAP) |  |  |  |  |
| --- | --- | --- | --- | --- |

| Variable (GAP) (GAP) (GAP) (GAP) (GAP) |  |  |  |  |
| --- | --- | --- | --- | --- |

| Variable (GAP) (GAP) (GAP) (GAP) (GAP) |  |  |  |  |
| --- | --- | --- | --- | --- |

| Variable (GAP) (GAP) (GAP) (GAP) (GAP) |  |  |  |  |
| --- | --- | --- | --- | --- |

| Variable (GAP) (GAP) (GAP) (GAP) (GAP) |  |  |  |  |
| --- | --- | --- | --- | --- |

| Variable (GAP) (GAP) (GAP) (GAP) (GAP) |  |  |  |  |
| --- | --- | --- | --- | --- |

| Variable (GAP) (GAP) (GAP) (GAP) (GAP) |  |  |  |  |
| --- | --- | --- | --- | --- |

| Variable (GAP) (GAP) (GAP) (GAP) (GAP) |  |  |  |  |
| --- | --- | --- | --- | --- |

| Variable (GAP) (GAP) (GAP) (GAP) (GAP) |  |  |  |  |
| --- | --- | --- | --- | --- |

| Variable (GAP) (GAP) (GAP) (GAP) (GAP) |  |  |  |  |
| --- | --- | --- | --- | --- |

| Variable (GAP) (GAP) (GAP) (GAP) (GAP) |  |  |  |  |
| --- | --- | --- | --- | --- |

| Variable (GAP) (GAP) (GAP) (GAP) (GAP) |  |  |  |  |
| --- | --- | --- | --- | --- |

| Variable (GAP) (GAP) (GAP) (GAP) (GAP) |  |  |  |  |
| --- | --- | --- | --- | --- |

| Variable (GAP) (GAP) (GAP) (GAP) (GAP) |  |  |  |  |
| --- | --- | --- | --- | --- |

| Variable (GAP) (GAP) (GAP) (GAP) (GAP) |  |  |  |  |
| --- | --- | --- | --- | --- |

| Variable (GAP) (GAP) (GAP) (GAP) (GAP) |  |  |  |  |
| --- | --- | --- | --- | --- |

| Variable (GAP) (GAP) (GAP) (GAP) (GAP) |  |  |  |  |
| --- | --- | --- | --- | --- |

| Variable (GAP) (GAP) (GAP) (GAP) (GAP) |  |  |  |  |
| --- | --- | --- | --- | --- |

| Variable (GAP) (GAP) (GAP) (GAP) (GAP) |  |  |  |  |
| --- | --- | --- | --- | --- |

| Variable (GAP) (GAP) (GAP) (GAP) (GAP) |  |  |  |  |
| --- | --- | --- | --- | --- |

| Variable (GAP) (GAP) (GAP) (GAP) (GAP) |  |  |  |  |
| --- | --- | --- | --- | --- |

| Variable (GAP) (GAP) (GAP) (GAP) (GAP) |  |  |  |  |
| --- | --- | --- | --- | --- |

| Variable (GAP) (GAP) (GAP) (GAP) (GAP) |  |  |  |  |
| --- | --- | --- | --- | --- |

| Variable (GAP) (GAP) (GAP) (GAP) (GAP) |  |  |  |  |
| --- | --- | --- | --- | --- |

| Variable (GAP) (GAP) (GAP) (GAP) (GAP) |  |  |  |  |
| --- | --- | --- | --- | --- |

| Variable (GAP) (GAP) (GAP) (GAP) (GAP) |  |  |  |  |
| --- | --- | --- | --- | --- |

| Variable (GAP) (GAP) (GAP) (GAP) (GAP) |  |  |  |  |
| --- | --- | --- | --- | --- |

| Variable (GAP) (GAP) (GAP) (GAP) (GAP) |  |  |  |  |
| --- | --- | --- | --- | --- |

| Variable (GAP) (GAP) (GAP) (GAP) (GAP) |  |  |  |  |
| --- | --- | --- | --- | --- |

| Variable (GAP) (GAP) (GAP) (GAP) (GAP) |  |  |  |  |
| --- | --- | --- | --- | --- |

| Variable (GAP) (GAP) (GAP) (GAP) (GAP) |  |  |  |  |
| --- | --- | --- | --- | --- |

| Variable (GAP) (GAP) (GAP) (GAP) (GAP) |  |  |  |  |
| --- | --- | --- | --- | --- |

| Variable (GAP) (GAP) (GAP) (GAP) (GAP) |  |  |  |  |
| --- | --- | --- | --- | --- |

| Variable (GAP) (GAP) (GAP) (GAP) (GAP) |  |  |  |  |
| --- | --- | --- | --- | --- |

| Variable (GAP) (GAP) (GAP) (GAP) (GAP) |  |  |  |  |
| --- | --- | --- | --- | --- |

| Variable (GAP) (GAP) (GAP) (GAP) (GAP) |  |  |  |  |
| --- | --- | --- | --- | --- |

| Variable (GAP) (GAP) (GAP) (GAP) (GAP) |  |  |  |  |
| --- | --- | --- | --- | --- |

| Variable (GAP) (GAP) (GAP) (GAP) (GAP) |  |  |  |  |
| --- | --- | --- | --- | --- |

| Variable (GAP) (GAP) (GAP) (GAP) (GAP) |  |  |  |  |
| --- | --- | --- | --- | --- |

| Variable (GAP) (GAP) (GAP) (GAP) (GAP) |  |  |  |  |
| --- | --- | --- | --- | --- |

| Variable (GAP) (GAP) (GAP) (GAP) (GAP) |  |  |  |  |
| --- | --- | --- | --- | --- |

| Variable (GAP) (GAP) (GAP) (GAP) (GAP) |  |  |  |  |
| --- | --- | --- | --- | --- |

| Variable (GAP) (GAP) (GAP) (GAP) (GAP) |  |  |  |  |
| --- | --- | --- | --- | --- |

| Variable (GAP) (GAP) (GAP) (GAP) (GAP) |  |  |  |  |
| --- | --- | --- | --- | --- |

| Variable (GAP) (GAP) (GAP) (GAP) (GAP) |  |  |  |  |
| --- | --- | --- | --- | --- |

| Variable (GAP) (GAP) (GAP) (GAP) (GAP) |  |  |  |  |
| --- | --- | --- | --- | --- |

| Variable (GAP) (GAP) (GAP) (GAP) (GAP) |  |  |  |  |
| --- | --- | --- | --- | --- |

| Variable (GAP) (GAP) (GAP) (GAP) (GAP) |  |  |  |  |
| --- | --- | --- | --- | --- |

| Variable (GAP) (GAP) (GAP) (GAP) (GAP) |  |  |  |  |
| --- | --- | --- | --- | --- |

| Variable (GAP) (GAP) (GAP) (GAP) (GAP) |  |  |  |  |
| --- | --- | --- | --- | --- |

| Variable (GAP) (GAP) (GAP) (GAP) (GAP) |  |  |  |  |
| --- | --- | --- | --- | --- |

| Variable (GAP) (GAP) (GAP) (GAP) (GAP) |  |  |  |  |
| --- | --- | --- | --- | --- |

| Variable (GAP) (GAP) (GAP) (GAP) (GAP) |  |  |  |  |
| --- | --- | --- | --- | --- |

| Variable (GAP) (GAP) (GAP) (GAP) (GAP) |  |  |  |  |
| --- | --- | --- | --- | --- |

| Variable (GAP) (GAP) (GAP) (GAP) (GAP) |  |  |  |  |
| --- | --- | --- | --- | --- |

| Variable (GAP) (GAP) (GAP) (GAP) (GAP) |  |  |  |  |
| --- | --- | --- | --- | --- |

| Variable (GAP) (GAP) (GAP) (GAP) (GAP) |  |  |  |  |
| --- | --- | --- | --- | --- |

| Variable (GAP) (GAP) (GAP) (GAP) (GAP) |  |  |  |  |
| --- | --- | --- | --- | --- |

| Variable (GAP) (GAP) (GAP) (GAP) (GAP) |  |  |  |  |
| --- | --- | --- | --- | --- |

| Variable (GAP) (GAP) (GAP) (GAP) (GAP) |  |  |  |  |
| --- | --- | --- | --- | --- |

| Variable (GAP) (GAP) (GAP) (GAP) (GAP) |  |  |  |  |
| --- | --- | --- | --- | --- |

| Variable (GAP) (GAP) (GAP) (GAP) (GAP) |  |  |  |  |
| --- | --- | --- | --- | --- |

| Variable (GAP) (GAP) (GAP) (GAP) (GAP) |  |  |  |  |
| --- | --- | --- | --- | --- |

| Variable (GAP) (GAP) (GAP) (GAP) (GAP) |  |  |  |  |
| --- | --- | --- | --- | --- |

| Variable (GAP) (GAP) (GAP) (GAP) (GAP) |  |  |  |  |
| --- | --- | --- | --- | --- |

| Variable (GAP) (GAP) (GAP) (GAP) (GAP) |  |  |  |  |
| --- | --- | --- | --- | --- |

| Variable (GAP) (GAP) (GAP) (GAP) (GAP) |  |  |  |  |
| --- | --- | --- | --- | --- |

| Variable (GAP) (GAP) (GAP) (GAP) (GAP) |  |  |  |  |
| --- | --- | --- | --- | --- |

| Variable (GAP) (GAP) (GAP) (GAP) (GAP) |  |  |  |  |
| --- | --- | --- | --- | --- |

| Variable (GAP) (GAP) (GAP) (GAP) (GAP) |  |  |  |  |
| --- | --- | --- | --- | --- |

| Variable (GAP) (GAP) (GAP) (GAP) (GAP) |  |  |  |  |
| --- | --- | --- | --- | --- |

| Variable (GAP) (GAP) (GAP) (GAP) (GAP) |  |  |  |  |
| --- | --- | --- | --- | --- |

| Variable (GAP) (GAP) (GAP) (GAP) (GAP) |  |  |  |  |
| --- | --- | --- | --- | --- |

| Variable (GAP) (GAP) (GAP) (GAP) (GAP) |  |  |  |  |
| --- | --- | --- | --- | --- |

| Variable (GAP) (GAP) (GAP) (GAP) (GAP) |  |  |  |  |
| --- | --- | --- | --- | --- |

| Variable (GAP) (GAP) (GAP) (GAP) (GAP) |  |  |  |  |
| --- | --- | --- | --- | --- |

| Variable (GAP) (GAP) (GAP) (GAP) (GAP) |  |  |  |  |
| --- | --- | --- | --- | --- |

| Variable (GAP) (GAP) (GAP) (GAP) (GAP) |  |  |  |  |
| --- | --- | --- | --- | --- |

| Variable (GAP) (GAP) (GAP) (GAP) (GAP) |  |  |  |  |
| --- | --- | --- | --- | --- |

| Variable (GAP) (GAP) (GAP) (GAP) (GAP) |  |  |  |  |
| --- | --- | --- | --- | --- |

| Variable (GAP) (GAP) (GAP) (GAP) (GAP) |  |  |  |  |
| --- | --- | --- | --- | --- |

| Variable (GAP) (GAP) (GAP) (GAP) (GAP) |  |  |  |  |
| --- | --- | --- | --- | --- |

| Variable (GAP) (GAP) (GAP) (GAP) (GAP) |  |  |  |  |
| --- | --- | --- | --- | --- |

| Variable (GAP) (GAP) (GAP) (GAP) (GAP) |  |  |  |  |
| --- | --- | --- | --- | --- |

| Variable (GAP) (GAP) (GAP) (GAP) (GAP) |  |  |  |  |
| --- | --- | --- | --- | --- |

| Variable (GAP) (GAP) (GAP) (GAP) (GAP) |  |  |  |  |
| --- | --- | --- | --- | --- |

| Variable (GAP) (GAP) (GAP) (GAP) (GAP) |  |  |  |  |
| --- | --- | --- | --- | --- |

| Variable (GAP) (GAP) (GAP) (GAP) (GAP) |  |  |  |  |
| --- | --- | --- | --- | --- |

| Variable (GAP) (GAP) (GAP) (GAP) (GAP) |  |  |  |  |
| --- | --- | --- | --- | --- |

| Variable (GAP) (GAP) (GAP) (GAP) (GAP) |  |  |  |  |
| --- | --- | --- | --- | --- |

| Variable (GAP) (GAP) (GAP) (GAP) (GAP) |  |  |  |  |
| --- | --- | --- | --- | --- |

| Variable (GAP) (GAP) (GAP) (GAP) (GAP) |  |  |  |  |
| --- | --- | --- | --- | --- |

| Variable (GAP) (GAP) (GAP) (GAP) (GAP) |  |  |  |  |
| --- | --- | --- | --- | --- |

| Variable (GAP) (GAP) (GAP) (GAP) (GAP) |  |  |  |  |
| --- | --- | --- | --- | --- |

| Variable (GAP) (GAP) (GAP) (GAP) (GAP) |  |  |  |  |
| --- | --- | --- | --- | --- |

| Variable (GAP) (GAP) (GAP) (GAP) (GAP) |  |  |  |  |
| --- | --- | --- | --- | --- |

| Variable (GAP) (GAP) (GAP) (GAP) (GAP) |  |  |  |  |
| --- | --- | --- | --- | --- |

| Variable (GAP) (GAP) (GAP) (GAP) (GAP) |  |  |  |  |
| --- | --- | --- | --- | --- |

| Variable (GAP) (GAP) (GAP) (GAP) (GAP) |  |  |  |  |
| --- | --- | --- | --- | --- |

| Variable (GAP) (GAP) (GAP) (GAP) (GAP) |  |  |  |  |
| --- | --- | --- | --- | --- |

| Variable (GAP) (GAP) (GAP) (GAP) (GAP) |  |  |  |  |
| --- | --- | --- | --- | --- |

| Variable (GAP) (GAP) (GAP) (GAP) (GAP) |  |  |  |  |
| --- | --- | --- | --- | --- |

| Variable (GAP) (GAP) (GAP) (GAP) (GAP) |  |  |  |  |
| --- | --- | --- | --- | --- |

| Variable (GAP) (GAP) (GAP) (GAP) (GAP) |  |  |  |  |
| --- | --- | --- | --- | --- |

| Variable (GAP) (GAP) (GAP) (GAP) (GAP) |  |  |  |  |
| --- | --- | --- | --- | --- |

| Variable (GAP) (GAP) (GAP) (GAP) (GAP) |  |  |  |  |
| --- | --- | --- | --- | --- |

| Variable (GAP) (GAP) (GAP) (GAP) (GAP) |  |  |  |  |
| --- | --- | --- | --- | --- |

| Variable (GAP) (GAP) (GAP) (GAP) (GAP) |  |  |  |  |
| --- | --- | --- | --- | --- |

| Variable (GAP) (GAP) (GAP) (GAP) (GAP) |  |  |  |  |
| --- | --- | --- | --- | --- |

| Variable (GAP) (GAP) (GAP) (GAP) (GAP) |  |  |  |  |
| --- | --- | --- | --- | --- |

| Variable (GAP) (GAP) (GAP) (GAP) (GAP) |  |  |  |  |
| --- | --- | --- | --- | --- |

| Variable (GAP) (GAP) (GAP) (GAP) (GAP) |  |  |  |  |
| --- | --- | --- | --- | --- |

| Variable (GAP) (GAP) (GAP) (GAP) (GAP) |  |  |  |  |
| --- | --- | --- | --- | --- |

| Variable (GAP) (GAP) (GAP) (GAP) (GAP) |  |  |  |  |
| --- | --- | --- | --- | --- |

| Variable (GAP) (GAP) (GAP) (GAP) (GAP) |  |  |  |  |
| --- | --- | --- | --- | --- |

| Variable (GAP) (GAP) (GAP) (GAP) (GAP) |  |  |  |  |
| --- | --- | --- | --- | --- |

| Variable (GAP) (GAP) (GAP) (GAP) (GAP) |  |  |  |  |
| --- | --- | --- | --- | --- |

| Variable (GAP) (GAP) (GAP) (GAP) (GAP) |  |  |  |  |
| --- | --- | --- | --- | --- |

| Variable (GAP) (GAP) (GAP) (GAP) (GAP) |  |  |  |  |
| --- | --- | --- | --- | --- |

| Variable (GAP) (GAP) (GAP) (GAP) (GAP) |  |  |  |  |
| --- | --- | --- | --- | --- |

| Variable (GAP) (GAP) (GAP) (GAP) (GAP) |  |  |  |  |
| --- | --- | --- | --- | --- |

| Variable (GAP) (GAP) (GAP) (GAP) (GAP) |  |  |  |  |
| --- | --- | --- | --- | --- |

| Variable (GAP) (GAP) (GAP) (GAP) (GAP) |  |  |  |  |
| --- | --- | --- | --- | --- |

| Variable (GAP) (GAP) (GAP) (GAP) (GAP) |  |  |  |  |
| --- | --- | --- | --- | --- |

| Variable (GAP) (GAP) (GAP) (GAP) (GAP) |  |  |  |  |
| --- | --- | --- | --- | --- |

| Variable (GAP) (GAP) (GAP) (GAP) (GAP) |  |  |  |  |
| --- | --- | --- | --- | --- |

| Variable (GAP) (GAP) (GAP) (GAP) (GAP) |  |  |  |  |
| --- | --- | --- | --- | --- |

| Variable (GAP) (GAP) (GAP) (GAP) (GAP) |  |  |  |  |
| --- | --- | --- | --- | --- |

| Variable (GAP) (GAP) (GAP) (GAP) (GAP) |  |  |  |  |
| --- | --- | --- | --- | --- |

| Variable (GAP) (GAP) (GAP) (GAP) (GAP) |  |  |  |  |
| --- | --- | --- | --- | --- |

| Variable (GAP) (GAP) (GAP) (GAP) (GAP) |  |  |  |  |
| --- | --- | --- | --- | --- |

| Variable (GAP) (GAP) (GAP) (GAP) (GAP) |  |  |  |  |
| --- | --- | --- | --- | --- |

| Variable (GAP) (GAP) (GAP) (GAP) (GAP) |  |  |  |  |
| --- | --- | --- | --- | --- |

| Variable (GAP) (GAP) (GAP) (GAP) (GAP) |  |  |  |  |
| --- | --- | --- | --- | --- |

| Variable (GAP) (GAP) (GAP) (GAP) (GAP) |  |  |  |  |
| --- | --- | --- | --- | --- |

| Variable (GAP) (GAP) (GAP) (GAP) (GAP) |  |  |  |  |
| --- | --- | --- | --- | --- |

| Variable (GAP) (GAP) (GAP) (GAP) (GAP) |  |  |  |  |
| --- | --- | --- | --- | --- |

| Variable (GAP) (GAP) (GAP) (GAP) (GAP) |  |  |  |  |
| --- | --- | --- | --- | --- |

| Variable (GAP) (GAP) (GAP) (GAP) (GAP) |  |  |  |  |
| --- | --- | --- | --- | --- |

| Variable (GAP) (GAP) (GAP) (GAP) (GAP) |  |  |  |  |
| --- | --- | --- | --- | --- |

| Variable (GAP) (GAP) (GAP) (GAP) (GAP) |  |  |  |  |
| --- | --- | --- | --- | --- |

| Variable (GAP) (GAP) (GAP) (GAP) (GAP) |  |  |  |  |
| --- | --- | --- | --- | --- |

| Variable (GAP) (GAP) (GAP) (GAP) (GAP) |  |  |  |  |
| --- | --- | --- | --- | --- |

| Variable (GAP) (GAP) (GAP) (GAP) (GAP) |  |  |  |  |
| --- | --- | --- | --- | --- |

| Variable (GAP) (GAP) (GAP) (GAP) (GAP) |  |  |  |  |
| --- | --- | --- | --- | --- |

| Variable (GAP) (GAP) (GAP) (GAP) (GAP) |  |  |  |  |
| --- | --- | --- | --- | --- |

| Variable (GAP) (GAP) (GAP) (GAP) (GAP) |  |  |  |  |
| --- | --- | --- | --- | --- |

| Variable (GAP) (GAP) (GAP) (GAP) (GAP) |  |  |  |  |
| --- | --- | --- | --- | --- |

| Variable (GAP) (GAP) (GAP) (GAP) (GAP) |  |  |  |  |
| --- | --- | --- | --- | --- |

| Variable (GAP) (GAP) (GAP) (GAP) (GAP) |  |  |  |  |
| --- | --- | --- | --- | --- |

| Variable (GAP) (GAP) (GAP) (GAP) (GAP) |  |  |  |  |
| --- | --- | --- | --- | --- |

| Variable (GAP) (GAP) (GAP) (GAP) (GAP) |  |  |  |  |
| --- | --- | --- | --- | --- |

| Variable (GAP) (GAP) (GAP) (GAP) (GAP) |  |  |  |  |
| --- | --- | --- | --- | --- |

| Variable (GAP) (GAP) (GAP) (GAP) (GAP) |  |  |  |  |
| --- | --- | --- | --- | --- |

| Variable (GAP) (GAP) (GAP) (GAP) (GAP) |  |  |  |  |
| --- | --- | --- | --- | --- |

| Variable (GAP) (GAP) (GAP) (GAP) (GAP) |  |  |  |  |
| --- | --- | --- | --- | --- |

| Variable (GAP) (GAP) (GAP) (GAP) (GAP) |  |  |  |  |
| --- | --- | --- | --- | --- |

| Variable (GAP) (GAP) (GAP) (GAP) (GAP) |  |  |  |  |
| --- | --- | --- | --- | --- |

| Variable (GAP) (GAP) (GAP) (GAP) (GAP) |  |  |  |  |
| --- | --- | --- | --- | --- |

| Variable (GAP) (GAP) (GAP) (GAP) (GAP) |  |  |  |  |
| --- | --- | --- | --- | --- |

| Variable (GAP) (GAP) (GAP) (GAP) (GAP) |  |  |  |  |
| --- | --- | --- | --- | --- |

| Variable (GAP) (GAP) (GAP) (GAP) (GAP) |  |  |  |  |
| --- | --- | --- | --- | --- |

| Variable (GAP) (GAP) (GAP) (GAP) (GAP) |  |  |  |  |
| --- | --- | --- | --- | --- |

| Variable (GAP) (GAP) (GAP) (GAP) (GAP) |  |  |  |  |
| --- | --- | --- | --- | --- |

| Variable (GAP) (GAP) (GAP) (GAP) (GAP) |  |  |  |  |
| --- | --- | --- | --- | --- |

| Variable (GAP) (GAP) (GAP) (GAP) (GAP) |  |  |  |  |
| --- | --- | --- | --- | --- |

| Variable (GAP) (GAP) (GAP) (GAP) (GAP) |  |  |  |  |
| --- | --- | --- | --- | --- |

| Variable (GAP) (GAP) (GAP) (GAP) (GAP) |  |  |  |  |
| --- | --- | --- | --- | --- |

| Variable (GAP) (GAP) (GAP) (GAP) (GAP) |  |  |  |  |
| --- | --- | --- | --- | --- |

| Variable (GAP) (GAP) (GAP) (GAP) (GAP) |  |  |  |  |
| --- | --- | --- | --- | --- |

| Variable (GAP) (GAP) (GAP) (GAP) (GAP) |  |  |  |  |
| --- | --- | --- | --- | --- |

| Variable (GAP) (GAP) (GAP) (GAP) (GAP) |  |  |  |  |
| --- | --- | --- | --- | --- |

| Variable (GAP) (GAP) (GAP) (GAP) (GAP) |  |  |  |  |
| --- | --- | --- | --- | --- |

| Variable (GAP) (GAP) (GAP) (GAP) (GAP) |  |  |  |  |
| --- | --- | --- | --- | --- |

| Variable (GAP) (GAP) (GAP) (GAP) (GAP) |  |  |  |  |
| --- | --- | --- | --- | --- |

| Variable (GAP) (GAP) (GAP) (GAP) (GAP) |  |  |  |  |
| --- | --- | --- | --- | --- |

| Variable (GAP) (GAP) (GAP) (GAP) (GAP) |  |  |  |  |
| --- | --- | --- | --- | --- |

| Variable (GAP) (GAP) (GAP) (GAP) (GAP) |  |  |  |  |
| --- | --- | --- | --- | --- |

| Variable (GAP) (GAP) (GAP) (GAP) (GAP) |  |  |  |  |
| --- | --- | --- | --- | --- |

| Variable (GAP) (GAP) (GAP) (GAP) (GAP) |  |  |  |  |
| --- | --- | --- | --- | --- |

| Variable (GAP) (GAP) (GAP) (GAP) (GAP) |  |  |  |  |
| --- | --- | --- | --- | --- |

| Variable (GAP) (GAP) (GAP) (GAP) (GAP) |  |  |  |  |
| --- | --- | --- | --- | --- |

| Variable (GAP) (GAP) (GAP) (GAP) |  |  |  |  |
| --- | --- | --- | --- | --- |

| Variable (GAP) (GAP) (GAP) (GAP) |  |  |  |  |
| --- | --- | --- | --- | --- |

| Variable (GAP) (GAP) (GAP) (GAP) |  |  |  |  |
| --- | --- | --- | --- | --- |

| Variable (GAP) (GAP) (GAP) (GAP) |  |  |  |  |
| --- | --- | --- | --- | --- |

| Variable (GAP) (GAP) (GAP) (GAP) |  |  |  |  |
| --- | --- | --- | --- | --- |

| Variable (GAP) (GAP) (GAP) (GAP) |  |  |  |  |
| --- | --- | --- | --- | --- |

| Variable (GAP) (GAP) (GAP) (GAP) |  |  |  |  |
| --- | --- | --- | --- | --- |

| Variable (GAP) (GAP) (GAP) (GAP) |  |  |  |  |
| --- | --- | --- | --- | --- |

| Variable (GAP) (GAP) (GAP) (GAP) |  |  |  |  |
| --- | --- | --- | --- | --- |

| Variable (GAP) (GAP) (GAP) (GAP) |  |  |  |  |
| --- | --- | --- | --- | --- |

| Variable (GAP) (GAP) (GAP) (GAP) |  |  |  |  |
| --- | --- | --- | --- | --- |

| Variable (GAP) (GAP) (GAP) (GAP) |  |  |  |  |
| --- | --- | --- | --- | --- |

| Variable (GAP) (GAP) (GAP) (GAP) |  |  |  |  |
| --- | --- | --- | --- | --- |

| Variable (GAP) (GAP) (GAP) (GAP) |  |  |  |  |
| --- | --- | --- | --- | --- |

| Variable (GAP) (GAP) (GAP) (GAP) |  |  |  |  |
| --- | --- | --- | --- | --- |

| Variable (GAP) (GAP) (GAP) (GAP) |  |  |  |  |
| --- | --- | --- | --- | --- |

| Variable (GAP) (GAP) (GAP) (GAP) |  |  |  |  |
| --- | --- | --- | --- | --- |

| Variable (GAP) (GAP) (GAP) (GAP) |  |  |  |  |
| --- | --- | --- | --- | --- |

| Variable (GAP) (GAP) (GAP) (GAP) |  |  |  |  |
| --- | --- | --- | --- | --- |

| Variable (GAP) (GAP) (GAP) (GAP) |  |  |  |  |
| --- | --- | --- | --- | --- |

| Variable (GAP) (GAP) (GAP) (GAP) |  |  |  |  |
| --- | --- | --- | --- | --- |

| Variable (GAP) (GAP) (GAP) (GAP) |  |  |  |  |
| --- | --- | --- | --- | --- |

| Variable (GAP) (GAP) (GAP) (GAP) |  |  |  |  |
| --- | --- | --- | --- | --- |

| Variable (GAP) (GAP) (GAP) (GAP) |  |  |  |  |
| --- | --- | --- | --- | --- |

| Variable (GAP) (GAP) (GAP) (GAP) |  |  |  |  |
| --- | --- | --- | --- | --- |

| Variable (GAP) (GAP) (GAP) (GAP) |  |  |  |  |
| --- | --- | --- | --- | --- |

| Variable (GAP) (GAP) (GAP) (GAP) |  |  |  |  |
| --- | --- | --- | --- | --- |

| Variable (GAP) (GAP) (GAP) (GAP) |  |  |  |  |
| --- | --- | --- | --- | --- |

| Variable (GAP) (GAP) (GAP) (GAP) |  |  |  |  |
| --- | --- | --- | --- | --- |

| Variable (GAP) (GAP) (GAP) (GAP) |  |  |  |  |
| --- | --- | --- | --- | --- |

| Variable (GAP) (GAP) (GAP) (GAP) |  |  |  |  |
| --- | --- | --- | --- | --- |

| Variable (GAP) (GAP) (GAP) (GAP) |  |  |  |  |
| --- | --- | --- | --- | --- |

| Variable (GAP) (GAP) (GAP) (GAP) |  |  |  |  |
| --- | --- | --- | --- | --- |

| Variable (GAP) (GAP) (GAP) (GAP) |  |  |  |  |
| --- | --- | --- | --- | --- |

| Variable (GAP) (GAP) (GAP) (GAP) |  |  |  |  |
| --- | --- | --- | --- | --- |

| Variable (GAP) (GAP) (GAP) (GAP) |  |  |  |  |
| --- | --- | --- | --- | --- |

| Variable (GAP) (GAP) (GAP) (GAP) |  |  |  |  |
| --- | --- | --- | --- | --- |

| Variable (GAP) (GAP) (GAP) (GAP) |  |  |  |  |
| --- | --- | --- | --- | --- |

| Variable (GAP) (GAP) (GAP) (GAP) |  |  |  |  |
| --- | --- | --- | --- | --- |

| Variable (GAP) (GAP) (GAP) (GAP) |  |  |  |  |
| --- | --- | --- | --- | --- |

| Variable (GAP) (GAP) (GAP) (GAP) |  |  |  |  |
| --- | --- | --- | --- | --- |

| Variable (GAP) (GAP) (GAP) (GAP) |  |  |  |  |
| --- | --- | --- | --- | --- |

<table><tr><td>Variable (GAP) (GAP) (GAP) (GAP)</td><td></td><td></td><td></td><td></td></tr></tabletable><table><tr><td>Variable (GAP) (GAP) (GAP) (GAP)</td><td></td><td></td><td></td><td></td></tr></tabletable><table><tr><td>Variable (GAP) (GAP) (GAP) (GAP)</td><td></td><td></td><td></td><td></td></tr></tabletable><table><tr><td>Variable (GAP) (GAP) (GAP) (GAP)</td><td></td><td></td><td></td><td></td></tr></tabletable><table><tr><td>Variable (GAP) (GAP) (GAP) (GAP)</td><td></td><td></td><td></td><td></td></tr></tabletable><table><tr><td>Variable (GAP) (GAP) (GAP) (GAP)</td><td></td><td></td><td></td><td></td></tr></tabletable><table><tr><td>Variable (GAP) (GAP) (GAP) (GAP)</td><td></td><td></td><td></td><td></td></tr></tabletable><table><tr><td>Variable (GAP) (GAP) (GAP) (GAP)</td><td></td><td></td><td></td><td></td></tr></tabletabletable><table><tr><td>Variable (GAP) (GAP) (GAP) (GAP)</td><td></td><td></td><td></td><td></td></tr></tabletabletable><table><tr><td>Variable (GAP) (GAP) (GAP) (GAP)</td><td></td><td></td><td></td><td></td></tr></tabletabletable><table><tr><td>Variable (GAP) (GAP) (GAP) (GAP)</td><td></td><td></td><td></td><td></td></tr></tabletabletable><table><tr><td>Variable (GAP) (GAP) (GAP) (GAP)</td><td></td><td></td><td></td><td></td></tr></tabletabletable><table><tr><td>Variable (GAP) (GAP) (GAP) (GAP)</td><td></td><td></td><td></td><td></td></tr></tabletabletabletable><tr><td>Variable (GAP) (GAP) (GAP) (GAP)</td><td></td><td></td><td></td><td></td></tr></tabletabletabletable><tr><td>Variable (GAP) (GAP) (GAP) (GAP)</td><td></td><td></td><td></td><td></td></tr></tabletabletable><table><tr><td>Variable (GAP) (GAP) (GAP) (GAP)</td><td></td><td></td><td></td><td></td></tr></tabletabletable><table><tr><td>Variable (GAP) (GAP) (GAP) (GAP)</td><td></td><td></td><td></td><td></td></tr></tabletabletable><table><tr><td>Variable (GAP) (GAP) (GAP) (GAP)</td><td></td><td></td><td></td><td></td></tr></tabletabletable><table><tr><td>Variable (GAP) (GAP) (GAP) (GAP)</td><td></td><td></td><td></td><td></td></tr></tabletabletabletable><tr><td>Variable (GAP) (GAP) (GAP) (GAP)</td><td></td><td></td><td></td><td></td></tr></tabletabletabletabletabletabletabletabletabletabletabletabletabletabletabletabletabletabletabletabletabletabletabletabletabletabletabletabletabletabletabletabletabletabletabletabletabletable

T. ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND

| Minimum: 4.5% Pay Underlying | 86,669 | 92 | - | 92 |
| --- | --- | --- | --- | --- |
| Maximum: 4.5% Pay Underlying | 6,235 | (15) | - | (15) |
| Minimum: 4.5% Pay Underlying (Recovery) |  |  | - | (20) |
| Maximum: 4.5% Pay Underlying (Recovery) |  |  |  |  |
| Minimum: 4.5% Pay Underlying (Recovery) | 235,866 | (55) | - | (55) |
| Maximum: 4.5% Pay Underlying (Recovery) | 57,331 | 18 | - | 18 |
| Minimum: 4.5% Pay Underlying | 46,887 | 38 | Upfront | 38 |
| Maximum: 4.5% Pay Underlying (Recovery) |  |  |  |  |
| Minimum: 4.5% Pay Underlying (Recovery) | Notional |  | Payments/ | Unrealized |
| Maximum: 4.5% Pay Underlying (Recovery) | Amount | $ Value | $(Receipts)** | $ Gain/(Loss) |
| Minimum: 4.5% Pay Underlying (Recovery) | 104,338 | (23) | - | (23) |
| Maximum: 4.5% Pay Underlying (Recovery) | 34,899 | (25) | - | (25) |
| Minimum: 4.5% Pay Underlying (Recovery) | 76,305 | 40 | - | 40 |

59

T. ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND

| Other: Revenue/Investing/Revenue |  |  |  |  |
| --- | --- | --- | --- | --- |
| Total Revenue (in millions) | 4,752 | 3 | - | 3 |
| Total Revenue (in millions) | 1,488 | 128 | - | 128 |
| Total Revenue (in millions) | 160,584 | 52 | - | 52 |
| Total Revenue (in millions) | 139,190 | 6 | - | 6 |
| Total Revenue (in millions) | 72,459 | 58 | - | 58 |
| Total Revenue (in millions) |  |  | Upfront | 520 |
| Total Revenue (in millions) | National | (1) | Payments/ | Unrealized |
| Total Revenue (in millions) | Amount | $ Value | $(Receipts)** | $ Gain/(Loss) |
| Total Revenue (in millions) | 47,889 | 74 | - | 74 |
| Total Revenue (in millions) | 37,380 | (4) | - | (4) |

60

T. ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND

Pay Variable: 7.813% (1M SEK STIBOR +

| Balance, 1,000,000 (1,000,000 + 0.35%) | 3,000 | (20) | - | (20) |
| --- | --- | --- | --- | --- |
| Balance, 1,000,000 (1,000,000 + 0.35%) | 337 | (13) | - | (20) |
| Balance, 1,000,000 (1,000,000 + 0.35%) | 26,598 | 2 | - | 2 |
| Balance, 1,000,000 (1,000,000 + 0.35%) |  |  |  |  |
| Balance, 1,000,000 (1,000,000 + 0.35%) |  |  |  |  |
| Balance, 1,000,000 (1,000,000 + 0.35%) |  |  |  |  |
| Balance, 1,000 |  |  |  |  |
| Balance, 1,000,000 (1,000,000 + 0.35%) |  |  |  |  |
| Balance, 1,000,000 (1,000,000 + 0.35%) |  |  |  |  |
| Balance, 1,000 |  |  |  |  |
| Balance, 1,000 |  |  |  |  |
|  | 1,000 |  |  |  |
|  | 1,000 |  |  |  |
|  | 1,000 |  |  |  |
|  | 1,000 |  |  |  |
|  | 1,000 |  |  |  |
|  | 1,000 |  |  |  |
|  | 1,000 |  |  |  |
|  | 1,000 |  |  |  |
|  | 1,000 |  |  |  |
|  | 122 |  |  |  |

61

T. ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND

| Monthly 1-2-10% (1M, 3M, 4M, 5M, 6M, 7M, 8M, 9M, 10M, 11M, 12M, 13M, 14M, 15M, 16M, 17M, 18M, 19M, 20M, 21M, 22M, 23M, 24M, 25M, 26M, 27M, 28M, 29M, 30M, 31M, 32M, 33M, 34M, 35M, 36M, 37M, 38M, 39M, 40M, 41M, 42M, 43M, 44M, 45M, 46M, 47M, 48M, 49M, 50M, 51M, 52M, 53M, 54M, 55M, 56M, 57M, 58M, 59M, 60M, 61M, 62M, 63M, 64M, 65M, 66M, 67M, 68M, 69M, 70M, 71M, 72M, 73M, 74M, 75M, 76M, 77M, 78M, 79M, 80M, 81M, 82M, 83M, 84M, 85M, 86M, 87M, 88M, 89M, 90M, 91M, 92M, 93M, 94M, 95M, 96M, 97M, 98M, 99M, 100M | 7,077 | 50 | - | 50 |
| --- | --- | --- | --- | --- |
| Monthly 1-2-10% (1M, 3M, 4M, 5M, 6M, 7M, 8M, 9M, 10M, 11M, 12M, 13M, 14M, 15M, 16M, 17M, 18M, 19M, 20M, 21M, 22M, 23M, | 1,803 | (42) | - | (42) |
| Monthly 1-2-10% (1M, 3M, 4M, 5M, 6M, 7M, 8M, 9M, 10M, 11M, 12M, 13M, 14M, 15M, 16M, 17M, 18M, 19M, 20M, 21M, | 11,803 | (0) | Upfront | (0) |
| Monthly 1-2-10% (1M, 3M, 4M, 5M, 6M, 7M, 8M, 9M, 10M, 11M, 12M, 13M, 14M, 15M, 16M, 17M, 18M, 19M, 20M, | 11,803 | (22) | Payments/ | Unrealized |
| Monthly 1-2-10% (1M, 3M, 4M, 5M, 6M, 7M, 8M, 9M, 10M, 11M, 12M, 13M, 14M, 15M, 16M, 17M, 18M, 19M, 20M, | Amount | $ Value | $(Receipts)** | $ Gain/(Loss) |
| Monthly 1-2-10% (1M, 3M, 4M, 5M, 6M, 7M, 8M, 9M, 10M, 11M, 12M, 13M, 14M, 15M, 16M, 17M, 18M, 19M, 20M, | 4,499 | (5) | - | (5) |
| Monthly 1-2-10% (1M, 3M, 4M, 5M, 6M, 7M, 8M, 9M, 10M, 11M, 12M, 13M, 14M, 15M, 16M, 17M, 18M, 19M, | 5,243 | 1 | - | 1 |

62

T. ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND

| Monthly 1/18/24 | 1,587 | (45) | - | (45) |
| --- | --- | --- | --- | --- |
| Total Price, $(Gross) (Gross) (Gross) |  |  |  |  |
| Monthly 1/18/24 | 289 | 0 | - | 0 |
| Monthly 1/18/24 | 225 | 5 | - | 5 |
| Monthly 1/18/24 | 4,500 | 15 | - | 15 |
| Monthly 1/18/24 | 537 | 6 | Upfront | 6 |
| Total (Gross) (Gross) (Gross) | Notional | (0) | Payments/ | Unrealized |
| Total (Gross) (Gross) (Gross) | Amount | $ Value | $(Receipts)** | $ Gain/(Loss) |
| Monthly 1/18/24 | 1,588 | (35) | - | (35) |
| Monthly 1/18/24 | 7,589 | (37) | - | - |

63

T. ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND

Variable: 2.0000 GM/GBP LIBOR

| Total Revenue | 380 | (2) | - | (2) |
| --- | --- | --- | --- | --- |
| Total Revenue (Mkt. of $) | 608 | 4 | - | 4 |
| Total Revenue (Mkt. of $) | 8,180 | 38 | - | 38 |
| Total Revenue (Mkt. of $) | 324 | 9 | Upfront | 66 |
| Total Revenue (Mkt. of $) | 324 | 9 | Payments | Unrealized |
| Total Revenue (Mkt. of $) | 324 | 9 | Payments | Unrealized |
| Total Revenue (Mkt. of $) | 324 | 9 | Payments | Unrealized |
| Total Revenue (Mkt. of $) | 324 | 9 | Payments | Unrealized |
| Total Revenue (Mkt. of $) | 324 | 9 | Payments | Unrealized |

64

T. ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND

| Balance, Amounts (in thousands of dollars) | 32 | - | - | - |
| --- | --- | --- | --- | --- |
| Balance, Amounts (in thousands of dollars) | 287 | (32) | - | (32) |
| Balance, Amounts (in thousands of dollars) | 90 | 1 | - | 1 |
| Balance, Amounts (in thousands of dollars) | 511 | 7 | - | 7 |
| Balance, Amounts (in thousands of dollars) | 37 | - | Upfront | - |
| Balance, Amounts (in thousands of dollars) | 801 | (45) | Payments/ | Unrealized |
| Balance, Amounts (in thousands of dollars) | Amount | $ Value | $(Receipts)** | $ Gain/(Loss) |
| Balance, Amounts (in thousands of dollars) | 2,141 | (57) | - | (57) |
| Balance, Amounts (in thousands of dollars) | 782 | 37 | - | 37 |

65

T. ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND

| Monthly Pay Variable 4.385% (SOER + | 178 |  |  |  |
| --- | --- | --- | --- | --- |
| Monthly Pay Variable 4.385% (SOER + | 350 |  |  |  |
| Monthly Pay Variable 4.385% (SOER + | 1,168 | (26) |  | (26) |
| Monthly Pay Variable 4.385% (SOER + | 2,248 | 23 |  | 23 |
| Monthly Pay Variable 4.385% (SOER + | 1,757 | (2) |  | (2) |
| Monthly Pay Variable 4.385% (SOER + | 235 | (12) | Upfront | (12) |
| Monthly Pay Variable 4.385% (SOER + | 1,000 | 30 | Payments/ | Unrealized |
| Monthly Pay Variable 4.385% (SOER + | National | (25) | $(Receipts)** | $ Gain/(Loss) |
| Monthly Pay Variable 4.385% (SOER + | Amount | $ Value |  | (185) |
| Monthly Pay Variable 4.385% (SOER + | 38 | 3 |  | 3 |
| Monthly Pay Variable 4.385% (SOER + | 740 | 15 |  | 19 |

66

T. ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND

| 6/28/24 | 568 | 59 | - | 59 |
| --- | --- | --- | --- | --- |
| 6/28/24 | 578 | 59 | - | 59 |
| 6/28/24 | 2,096 | (8) | - | (8) |
| 6/28/24 | 288 | 11 | - | 11 |
| 6/28/24 | 1,589 | 66 | - | 66 |
| 6/28/24 | - | - | - | - |
| 6/28/24 | - | - | - | - |
| 6/28/24 | - | - | - | - |
| 6/28/24 | - | - | - | - |
| 6/28/24 | - | - | - | - |
| 6/28/24 | - | - | - | - |
| 6/28/24 | - | - | - |  |

67

T. ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND

Receive, Receive, Receive, (50%)

| Receive, Receive, Receive, (50%) | 748 | (34) | - | (34) |
| --- | --- | --- | --- | --- |
| Receive, Receive, Receive, (50%) | 620 | 100 | - | 100 |
| Receive, Receive, Receive, (50%) | 105 | (9) | - | (9) |
| Receive, Receive, Receive, (50%) |  |  |  |  |
| Receive, Receive, Receive, (50%) |  |  |  |  |
| Receive, Receive, Receive, (50%) |  |  |  |  |
| Receive, Receive, Receive, (50%) |  |  |  |  |
| Receive, Receive, Receive, (50%) |  |  |  |  |
| Receive, Receive, Receive, (50%) |  |  |  |  |
| Receive, Receive, Receive, (50%) |  |  |  |  |

| Receive, Receive, Receive, (50%) |  |  |  |  |
| --- | --- | --- | --- | --- |
| Receive, Receive, Receive, (50%) |  |  |  |  |

| Receive, Receive, Receive, (50%) |  |  |  |  |
| --- | --- | --- | --- | --- |
| Receive, Receive, Receive, (50%) |  |  |  |  |

68

T. ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND

| A. Shares Monthly - Pre-Variable: 1.495% |  |  |  |  |
| --- | --- | --- | --- | --- |
| Programs: 1.495% | 442 | 13 | - | 13 |
| Programs: 1.495% | 1,083 | - | - | - |
| Programs: 1.495% | 48 | 17 | - | 17 |
| Programs: 1.495% |  |  |  |  |
| Programs: 1.495% |  |  |  |  |
| Programs: 1.495% |  |  |  |  |
| Programs: 1.495% |  |  |  |  |
| Programs: 1.495% |  |  |  |  |
| Programs: 1.495% |  |  |  |  |
| Programs: 1.495% |  |  |  |  |
| Programs: 1.495% |  |  |  |  |
| Programs: 1.495% |  |  |  |  |

| Programs: 1.495% | 443 | (24) | Upfront | (24) |
| --- | --- | --- | --- | --- |
| Programs: 1.495% | 1,083 | - | Payments/ | Unrealized |
| Programs: 1.495% | 48 | - | Payments/ | Unrealized |
| Programs: 1.495% | 48 | - | Payments/ | Unrealized |
| Programs: 1.495% |  |  |  |  |
| Programs: 1.495% |  |  |  |  |
| Programs: 1.495% |  |  |  |  |
| Programs: 1.495% |  |  |  |  |
| Programs: 1.495% |  |  |  |  |
| Programs: 1.495% |  |  |  |  |

| Programs: 1.495% | 310 | 13 | - | 13 |
| --- | --- | --- | --- | --- |
| Programs: 1.495% | 442 | (5) | - | (5) |

69

T. ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND

| Monthly Pay Variable (A$50) | 854 | (1) | - | (1) |
| --- | --- | --- | --- | --- |
| Monthly Pay Variable (A$50) | 1,668 | (18) | - | (18) |
| Monthly Pay Variable (A$50) | 799 | 43 | - | 43 |
| Monthly Pay Variable (A$50) | 515 | (28) | Upfront | (28) |
| Monthly Pay Variable (A$50) | 1,000 | (10) | Payments/ | Unrealized |
| Monthly Pay Variable (A$50) | Amount | $ Value | $(Receipts)** | $ Gain/(Loss) |
| Monthly Pay Variable (A$50) | 980 | 55 | - | 55 |
| Monthly Pay Variable (A$50) | 385 | 3 | - | 3 |

70

T. ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND

| Receivables, Variable 3.785% (SOER = 0.30%) | 1,018 | 13 | - | 13 |
| --- | --- | --- | --- | --- |
| Receivables, Variable 3.785% (SOER = 0.30%) | 86 | 2 | - | 2 |
| Receivables, Variable 3.785% (SOER = 0.30%) | 425 | (1) | - | (1) |
| Receivables, Variable 3.785% (SOER = 0.30%) | 1,608 | (131) | - | (131) |
| Receivables, Variable 3.785% (SOER = 0.30%) | 641 | 17 | Upfront | 17 |
| Receivables, Variable 3.785% (SOER = 0.30%) | 1,602 | (3) | Payments/ | Unrealized |
| Receivables, Variable 3.785% (SOER = 0.30%) | National | $ Value | $(Receipts)** | $ Gain/(Loss) |
| Receivables, Variable 3.785% (SOER = 0.30%) | Amount |  |  |  |
| Receivables, Variable 3.785% (SOER = 0.30%) | 327 | (15) | - | (15) |
| Receivables, Variable 3.785% (SOER = 0.30%) | 596 | 8 | - | 8 |
| Receivables, Variable 3.785% (SOER = 0.30%) | 318 | (51) | - | (51) |

71

T. ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND

| Variable 3.75% (SOER + 0.30%) | 1,205 | 21 | - | 21 |
| --- | --- | --- | --- | --- |
| Variable 4.75% (SOER + 0.30%) at | 821 | (53) | - | (53) |
| Variable 5.75% (SOER + 0.30%) at | 316 | (10) | - | (10) |
| Variable 6.75% (SOER + 0.30%) at | 814 | 39 | - | 39 |
| Variable 7.75% (SOER + 0.30%) at | 597 | (56) | - | (56) |
| Variable 8.75% (SOER + 0.30%) at | 1,224 | 15 | Upfront | 15 |
| Variable 9.75% (SOER + 0.30%) at | 1,224 | (23) | Payments/ | Unrealized |
| Variable 10.75% (SOER + 0.30%) at | Normal | $ Value | $(Receipts)** | $ Gain/(Loss) |
| Variable 11.75% (SOER + 0.30%) at | Amount | 1,536 | (82) | - |
| Variable 12.75% (SOER + 0.30%) at | 1,536 | (82) | - | (82) |
| Variable 13.75% (SOER + 0.30%) at | 251 | 22 | - | 22 |
| Variable 14.75% (SOER + 0.30%) at | 315 | (17) | - | (17) |

72

T. ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND

| Corporate Bond ETF at Maturity | Receive | 486 | (4) | - | (4) |
| --- | --- | --- | --- | --- | --- |
| Corporate Bond ETF at Maturity | Receive | 230 | (4) | - | (4) |
| Corporate Bond ETF at Maturity | Receive | 548 | 23 | - | 23 |
| Corporate Bond ETF at Maturity | Receive | 1,172 | (30) | - | (30) |
| Corporate Bond ETF at Maturity | Receive | 1,708 | 15 | - | 15 |
| Corporate Bond ETF at Maturity | Receive | 2,326 | (26) | Upfront | (26) |
| Corporate Bond ETF at Maturity | Receive | Notional |  | Payments/ | Unrealized |
| Corporate Bond ETF at Maturity | Receive | Amount | $ Value | $(Receipts)** | $ Gain/(Loss) |
| Corporate Bond ETF at Maturity | Receive | 1,074 | (64) | - | (64) |
| Corporate Bond ETF at Maturity | Receive | 720 | 26 | - | 26 |
| Corporate Bond ETF at Maturity | Receive | 1,084 | (56) | - | (56) |

73

T. ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND

Receive Variable 3.7803 (SOER = (0.30%)

| Receive Variable 3.7803 (SOER = (0.30%) | 1,055 | 21 | - | 21 |
| --- | --- | --- | --- | --- |
| Receive Variable 3.7803 (SOER = (0.30%) | 228 | (16) | - | (16) |
| Receive Variable 3.7803 (SOER = (0.30%) | 437 | (7) | - | (7) |
| Receive Variable 3.7803 (SOER = (0.30%) | 830 | (60) | - | (60) |
| Receive Variable 3.7803 (SOER = (0.30%) | - | - | Upfront | - |
| Receive Variable 3.7803 (SOER = (0.30%) | - | - | Payments/ | Unrealized |
| Receive Variable 3.7803 (SOER = (0.30%) | - | - | $(Receipts)** | $ Gain/(Loss) |
| Receive Variable 3.7803 (SOER = (0.30%) | - | - | - | - |
| Receive Variable 3.7803 (SOER = (0.30%) | - | - | - | 31 |
| Receive Variable 3.7803 (SOER = (0.30%) | - | - | - | 13 |

74

T. ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND

| Variable: $7,000 (SOFR + 0.30%) | 647 | 28 | - | 28 |
| --- | --- | --- | --- | --- |
| Variable: $7,000 (SOFR + 0.30%) | 2,998 | 18 | - | 18 |
| Variable: $7,000 (SOFR + 0.30%) | 1,107 | 17 | - | 17 |
| Variable: $7,000 (SOFR + 0.30%) | 531 | (34) | - | (34) |
| Variable: $7,000 (SOFR + 0.30%) | 273 | (24) | Upfront | (24) |
| Variable: $7,000 (SOFR + 0.30%) | 167 | (27) | Payments/ | Unrealized |
| Variable: $7,000 (SOFR + 0.30%) | National | $ Value | $(Receipts)** | $ Gain/(Loss) |
| Variable: $7,000 (SOFR + 0.30%) | Amount | (69) | - | (69) |
| Variable: $7,000 (SOFR + 0.30%) | 433 | - | - | - |
| Variable: $7,000 (SOFR + 0.30%) | 293 | (11) | - | (11) |

75

T. ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND

| Variable 4.4% (90%+0.40%) Monthly, | 338 | (12) | - | (12) |
| --- | --- | --- | --- | --- |
| Variable 5.4% (90%+0.40%) Monthly, | 600 | 19 | - | 19 |
| Variable 6.4% (90%+0.40%) Monthly, | 748 | (34) | - | (34) |
| Variable 7.4% (90%+0.40%) Monthly, | 1,878 | (2) | - | (2) |
| Variable 8.4% (90%+0.40%) Monthly, 1/18/24 | 1,878 | 92 | Upfront | 92 |
| Variable 9.4% (90%+0.40%) Monthly, | Notional |  | Payments/ | Unrealized |
| Variable 10.4% (90%+0.40%) Monthly, | Amount | $ Value | $(Receipts)** | $ Gain/(Loss) |
| Variable 11.4% (90%+0.40%) Monthly, | 452 | 17 | - | 17 |
| Variable 12.4% (90%+0.40%) Monthly, | 288 | (19) | - | (19) |

76

T. ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND

Pay Variable: 4.48% (SOER = 0.40%)[{"box_2d": [31, 91, 614, 192], "label": "table", "caption": "

| Program Status: Payable | 450 | 17 | - | 17 |
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| Program Status: Non-Payable |  |  |  |  |
| --- | --- | --- | --- | --- |

| Program Status: Non-Payable |  |  |  |  |
| --- | --- | --- | --- | --- |

| Program Status: Non-Payable |  |  |  |  |
| --- | --- | --- | --- | --- |

| Program Status: Non-Payable |  |  |  |  |
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| Program Status: Non-Payable |  |  |  |  |
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| Program Status: Non-Payable |  |  |  |  |
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| Program Status: Non-Payable |  |  |  |  |
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| Program Status: Non-Payable |  |  |  |  |
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| Program Status: Non-Payable |  |  |  |  |
| --- | --- | --- | --- | --- |

| Program Status: Non-Payable |  |  |  |  |
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| Program Status: Non-Payable |  |  |  |  |
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| Program Status: Non-Payable |  |  |  |  |
| --- | --- | --- | --- | --- |

| Program Status: Non-Payable |  |  |  |  |
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| Program Status: Non-Payable |  |  |  |  |
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| Program Status: Non-Payable |  |  |  |  |
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| Program Status: Non-Payable |  |  |  |  |
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| Program Status: Non-Payable |  |  |  |  |
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| Program Status: Non-Payable |  |  |  |  |
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| Program Status: Non-Payable |  |  |  |  |
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| Program Status: Non-Payable |  |  |  |  |
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| Program Status: Non-Payable |  |  |  |  |
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| Program Status: Non-Payable |  |  |  |  |
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| Program Status: Non-Payable |  |  |  |  |
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| Program Status: Non-Payable |  |  |  |  |
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| Program Status: Non-Payable |  |  |  |  |
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| Program Status: Non-Payable |  |  |  |  |
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| Program Status: Non-Payable |  |  |  |  |
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| Program Status: Non-Payable |  |  |  |  |
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| Program Status: Non-Payable |  |  |  |  |
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| Program Status: Non-Payable |  |  |  |  |
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| Program Status: Non-Payable |  |  |  |  |
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| Program Status: Non-Payable |  |  |  |  |
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| Program Status: Non-Payable |  |  |  |  |
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| Program Status: Non-Payable |  |  |  |  |
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| Program Status: Non-Payable |  |  |  |  |
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| Program Status: Non-Payable |  |  |  |  |
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| Program Status: Non-Payable |  |  |  |  |
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| Program Status: Non-Payable |  |  |  |  |
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| Program Status: Non-Payable |  |  |  |  |
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| Program Status: Non-Payable |  |  |  |  |
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| Program Status: Non-Payable |  |  |  |  |
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| Program Status: Non-Payable |  |  |  |  |
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| Program Status: Non-Payable |  |  |  |  |
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| Program Status: Non-Payable |  |  |  |  |
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| Program Status: Non-Payable |  |  |  |  |
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| Program Status: Non-Payable |  |  |  |  |
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| Program Status: Non-Payable |  |  |  |  |
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| Program Status: Non-Payable |  |  |  |  |
| --- | --- | --- | --- | --- |

| Program Status: Non-Payable |  |  |  |  |
| --- | --- | --- | --- | --- |

| Program Status: Non-Payable |  |  |  |  |
| --- | --- | --- | --- | --- |

| Program Status: Non-Payable |  |  |  |  |
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| Program Status: Non-Payable |  |  |  |  |
| --- | --- | --- | --- | --- |

| Program Status: Non-Payable |  |  |  |  |
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| Program Status: Non-Payable |  |  |  |  |
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| Program Status: Non-Payable |  |  |  |  |
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| Program Status: Non-Payable |  |  |  |  |
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| Program Status: Non-Payable |  |  |  |  |
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| Program Status: Non-Payable |  |  |  |  |
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| Program Status: Non-Payable |  |  |  |  |
| --- | --- | --- | --- | --- |

| Program Status: Non-Payable |  |  |  |  |
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| Program Status: Non-Payable |  |  |  |  |
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| Program Status: Non-Payable |  |  |  |  |
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| Program Status: Non-Payable |  |  |  |  |
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| Program Status: Non-Payable |  |  |  |  |
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| Program Status: Non-Payable |  |  |  |  |
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| Program Status: Non-Payable |  |  |  |  |
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| Program Status: Non-Payable |  |  |  |  |
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| Program Status: Non-Payable |  |  |  |  |
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| Program Status: Non-Payable |  |  |  |  |
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| Program Status: Non-Payable |  |  |  |  |
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| Program Status: Non-Payable |  |  |  |  |
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| Program Status: Non-Payable |  |  |  |  |
| --- | --- | --- | --- | --- |

| Program Status: Non-Payable |  |  |  |  |
| --- | --- | --- | --- | --- |

| Program Status: Non-Payable |  |  |  |  |
| --- | --- | --- | --- | --- |

| Program Status: Non-Payable |  |  |  |  |
| --- | --- | --- | --- | --- |

| Program Status: Non-Payable |  |  |  |  |
| --- | --- | --- | --- | --- |

| Program Status: Non-Payable |  |  |  |  |
| --- | --- | --- | --- | --- |

| Program Status: Non-Payable |  |  |  |  |
| --- | --- | --- | --- | --- |

| Program Status: Non-Payable |  |  |  |  |
| --- | --- | --- | --- | --- |

| Program Status: Non-Payable |  |  |  |  |
| --- | --- | --- | --- | --- |

| Program Status: Non-Payable |  |  |  |  |
| --- | --- | --- | --- | --- |

| Program Status: Non-Payable |  |  |  |  |
| --- | --- | --- | --- | --- |

| Program Status: Non-Payable |  |  |  |  |
| --- | --- | --- | --- | --- |

| Program Status: Non-Payable |  |  |  |  |
| --- | --- | --- | --- | --- |

| Program Status: Non-Payable |  |  |  |  |
| --- | --- | --- | --- | --- |

| Program Status: Non-Payable |  |  |  |  |
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| Program Status: Non-Payable |  |  |  |  |
| --- | --- | --- | --- | --- |

| Program Status: Non-Payable |  |  |  |  |
| --- | --- | --- | --- | --- |

| Program Status: Non-Payable |  |  |  |  |
| --- | --- | --- | --- | --- |

| Program Status: Non-Payable |  |  |  |  |
| --- | --- | --- | --- | --- |

| Program Status: Non-Payable |  |  |  |  |
| --- | --- | --- | --- | --- |

| Program Status: Non-Payable |  |  |  |  |
| --- | --- | --- | --- | --- |

| Program Status: Non-Payable |  |  |  |  |
| --- | --- | --- | --- | --- |

| Program Status: Non-Payable |  |  |  |  |
| --- | --- | --- | --- | --- |

| Program Status: Non-Payable |  |  |  |  |
| --- | --- | --- | --- | --- |

| Program Status: Non-Payable |  |  |  |  |
| --- | --- | --- | --- | --- |

| Program Status: Non-Payable |  |  |  |  |
| --- | --- | --- | --- | --- |

| Program Status: Non-Payable |  |  |  |  |
| --- | --- | --- | --- | --- |

| Program Status: Non-Payable |  |  |  |  |
| --- | --- | --- | --- | --- |

| Program Status: Non-Payable |  |  |  |  |
| --- | --- | --- | --- | --- |

| Program Status: Non-Payable |  |  |  |  |
| --- | --- | --- | --- | --- |

| Program Status: Non-Payable |  |  |  |  |
| --- | --- | --- | --- | --- |

| Program Status: Non-Payable |  |  |  |  |
| --- | --- | --- | --- | --- |

| Program Status: Non-Payable |  |  |  |  |
| --- | --- | --- | --- | --- |

| Program Status: Non-Payable |  |  |  |  |
| --- | --- | --- | --- | --- |

| Program Status: Non-Payable |  |  |  |  |
| --- | --- | --- | --- | --- |

| Program Status: Non-Payable |  |  |  |  |
| --- | --- | --- | --- | --- |

<table><tr><td>Program Status: Non-Payable</td><td></td><td></td><td></td><td></td></tr></tabletable><table><tr><td>Program Status: Non-Payable</td><td></td><td></td><td></td><td></td></tr></tabletabletable><tr><td>Program Status: Non-Payable</td><td></td><td></td><td></td><td></td></tr></tabletabletable><tr><td>Program Status: Non-Payable</td><td></td><td></td><td></td><td></td></tr></tabletabletable><tr><td>Program Status: Non-Payable</td><td></td><td></td><td></td><td></td></tr></tabletabletable><tr><td>Program Status: Non-Payable</td><td></td><td></td><td></td><td></td></tr></tabletable

T. ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND

Program Status: Non-Payable

Program Status: Non-Payable

Program Status: Non-Payable

Program Status: Non-Payable

Program Status: Non-Payable

Program Status: Non-Payable

Program Status: Non-Payable

Program Status: Non-Payable

Program Status: Non-Payable

Program Status: Non-Payable

Program Status: Non-Payable

Program Status: Non-Payable

Program Status: Non-Payable[{"box, [31, [31, 681, [31, 691, 694, 694, 694, 694, 694, 694, 694, 694, 694, 694, 694, 694, 694, 694, 694, 694, 694, 694, 694, 694, 694, 694, 694, 694, 694, 694, 694, 694"}]

T. ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND

Program Status: Non-Payable

Program Status: Non-Payable

Program Status: Non-Payable[{"box_2d": [31, 681, 613, 691], "label": "text", "caption

T. ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND

Variable: 4.485% (SOFR = 0.40%). Monthly,

| Variable: 4.485% (SOFR = 0.40%) | 256 | (42) | - | (42) |
| --- | --- | --- | --- | --- |
| Variable: 4.485% (SOFR = 0.40%) | 292 | 40 | - | 40 |
| Variable: 4.485% (SOFR = 0.40%) | 346 | 44 | - | 44 |
| Variable: 4.485% (SOFR = 0.40%) | 512 | 32 | - | 32 |
| Variable: 4.485% (SOFR = 0.40%) |  |  |  |  |
| Variable: 4.485% (SOFR = 0.40%) |  |  |  |  |
| Variable: 4.485% (SOFR = 0.40%) |  |  |  |  |
| Variable: 4.485% (SOFR = 0.40%) |  |  |  |  |
| Variable: 4.485% (SOFR = 0.40%) |  |  |  |  |
| Variable: 4.485% (SOFR = 0.40%) |  |  |  |  |
| Variable: 4.485% (SOFR = 0.40%) |  |  |  |  |

| Normal | (5) | Upfront Payments/ | (6) | Unrealized |
| --- | --- | --- | --- | --- |
| Amount | $ Value | $(Receipts)** | $ Gain/(Loss) |  |
| 499 | 68 | - | 68 |  |
| 247 | 18 | - | 18 |  |
| 374 | 20 | - | 20 |  |
| 161 |  |  |  |  |

78

T. ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND

| Monthly Pay Variable 4-4/05% (DCFR) | 406 | 7 | - | 7 |
| --- | --- | --- | --- | --- |
| Monthly Pay Variable 4-4/05% (DCFR) | 613 | (1) | - | (1) |
| Monthly Pay Variable 4-4/05% (DCFR) | 1,101 | 26 | - | 26 |
| Monthly Pay Variable 4-4/05% (DCFR) | 202 | (13) | - | (13) |
| Monthly Pay Variable 4-4/05% (DCFR) | 276 | 23 | Upfront | 23 |
| Monthly Pay Variable 4-4/05% (DCFR) | Normal | (22) | Payments/ | Unrealized |
| Monthly Pay Variable 4-4/05% (DCFR) | Amount | $ Value | $(Receipts)** | $ Gain/(Loss) |
| Monthly Pay Variable 4-4/05% (DCFR) | 469 | 38 | - | 38 |
| Monthly Pay Variable 4-4/05% (DCFR) | 296 | (23) | - | (23) |

79

T. ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND

| Variable 4.4% (6.0% - 0.4%) Monthly | 694 | 23 | - | 23 |
| --- | --- | --- | --- | --- |
| Variable 4.4% (6.0% - 0.4%) Monthly | 257 | 13 | - | 13 |
| Variable 4.4% (6.0% - 0.4%) Monthly | 1,194 | (42) | - | (42) |
| Variable 4.4% (6.0% - 0.4%) Monthly | 805 | 16 | - | 16 |
| Variable 4.4% (6.0% - 0.4%) Monthly | 265 | 4 | Upfront | 4 |
| Variable 4.4% (6.0% - 0.4%) Monthly | Notional | 20 | Payments/ | Unrealized |
| Variable 4.4% (6.0% - 0.4%) Monthly | Amount | $ Value | $(Receipts)** | $ Gain/(Loss) |
| Variable 4.4% (6.0% - 0.4%) Monthly | 350 | 27 | - | 27 |
| Variable 4.4% (6.0% - 0.4%) Monthly | 889 | 69 | - | 69 |

80

T. ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND

| A. 4020 (ROER + 0.4020) Monthly 1/18/24 | 803 | 20 | - | 20 |
| --- | --- | --- | --- | --- |
| B. 4020 (ROER + 0.4020) Monthly 1/18/24 | 773 | 21 | - | 21 |
| C. 4020 (ROER + 0.4020) Monthly 1/18/24 | 848 | 69 | - | 69 |
| D. 4020 (ROER + 0.4020) Monthly 1/18/24 | 503 | 32 | - | 32 |
| E. 4020 (ROER + 0.4020) Monthly 1/18/24 | 478 | 1 | - | 1 |
| F. 4020 (ROER + 0.4020) Monthly 1/18/24 | 474 | 1 | - | 1 |
| G. 4020 (ROER + 0.4020) Monthly 1/18/24 | Notional | 81 | Initial | Unrealized |
| Description | Amount | $ Value | $ Value** | $ Gain/(Loss) |
| C. 4020 (ROER + 0.4020) Monthly 1/18/24 | 343 | 29 | - | 29 |
| D. 4020 (ROER + 0.4020) Monthly 1/18/24 | 361 | 30 | - | 30 |
| E. 4020 (ROER + 0.4020) Monthly 1/18/24 | 352 | 21 | - | 21 |

81

T. ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND

| Credit Default Swaps, Protection Bought (0.1)% |  | 1,289 | 64 | - | 64 |
| --- | --- | --- | --- | --- | --- |
| Balance at 31st December 31, 2017 |  | 372 | 2 | - | 2 |
| Balance at 31st December 31, 2017 |  | 329 | 28 | - | 28 |
| Balance at 31st December 31, 2017 |  | 1,182 | (31) | - | (31) |
| Balance at 31st December 31, 2017 |  | 232 | (31) | - | (31) |
| Balance at 31st December 31, 2017 |  | Notional | - | Initial | Unrealized |
| Balance at 31st December 31, 2017 |  | Amount | $ Value | $ Value** | $ Gain/(Loss) |
| Balance at 31st December 31, 2017 |  | - | - | - | 7 |
| Balance at 31st December 31, 2017 |  | 273 | 1 | - | 1 |
| Balance at 31st December 31, 2017 |  | 356 | (2) | - | (2) |
| Balance at 31st December 31, 2017 |  | 1,005 | 22 | 53 | (31) |

82

T. ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND

Morgan Stanley, Receive Underlying

| Balance, $ in millions | 2018 | 2017 | 2016 | 2015 |
| --- | --- | --- | --- | --- |
| Balance, $ in millions | - | (1) | - | 457 |
| Balance, $ in millions | Notional | $ Value | Initial | Unrealized |
| Balance, $ in millions | Amount | $ Value | $ Value** | $ Gain/(Loss) |
| Balance, $ in millions | 5,185 | (222) | 99 | (321) |
| Balance, $ in millions | 714 | 29 | - | (336) |
| Balance, $ in millions | 22 | 2 | - | 2 |

83

T. ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND

| upon credit default, 6/21/27 | 420 | (45) | (8) | (37) |
| --- | --- | --- | --- | --- |
| Proposed, 6/21/27 (Proposed, 6/21/27) Monthly | 320 | 1 | 18 | (17) |
| Proposed, 6/21/27 (Proposed, 6/21/27) Iron | 306 | 15 | - | 15 |
| Proposed, 6/21/27 (Proposed, 6/21/27) Variable | - | - | - | - |
| Proposed, 6/21/27 (Proposed, 6/21/27) Variable | - | - | - | - |
| Proposed, 6/21/27 (Proposed, 6/21/27) Variable | 742 | (103) | (94) | (9) |
| Proposed, 6/21/27 (Proposed, 6/21/27) Variable | 860 | (5) | (12) | 10 |
| Proposed, 6/21/27 (Proposed, 6/21/27) Other | - | - | - | - |
| Proposed, 6/21/27 (Proposed, 6/21/27) Other | Notional | - | Initial | Unrealized |
| Proposed, 6/21/27 (Proposed, 6/21/27) Reserve Japan | Amount | $ Value | $ Value** | $ Gain(Loss) |
| Proposed, 6/21/27 (Proposed, 6/21/27) Market | 250 | 25 | 36 | (20) |
| Proposed, 6/21/27 (Proposed, 6/21/27) Market | 240 | 36 | 42 | (6) |
| Proposed, 6/21/27 (Proposed, 6/21/27) Reserve | - | - | - | - |
| Proposed, 6/21/27 (Proposed, 6/21/27) Reserve | - | - | - | - |

84

T. ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND

| Total Virou Islands (British) upon credit | 9,810 | 108 | 67 | 4 |
| --- | --- | --- | --- | --- |
| Total Bureaus Total Return Swaps | 2,500 | (14) | (16) | 784 |
| Total Bureaus Total Return Swaps | 2,500 | (14) | (16) | 784 |
| Total United States |  |  | (425) | (307) |
| Total United States |  |  |  | 5 |
| Total United States | 2,530 | (58) | (411) | 353 |
| Total United States |  |  |  | (631) |
| Total United States |  |  |  | Unrealized |
| Total United States | Notional |  | Initial | Unrealized |
| Total United States | Amount | $ Value | $ Value** | $ Gain/(Loss) |
| Total United States |  |  |  | 845 |
| Total United States |  |  |  |  |
| Total United States | 740 | 46 | 48 | (2) |

85

T. ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND

| 2008/2009 (1 Day WAR MISC.) - Receive 3.00% | 9,000 | 5 | (28) | (1.00) |
| --- | --- | --- | --- | --- |
| 2008/2009 (1 Day WAR MISC.) - Receive 4.00% | 25 | 4 | 2 | 2 |
| 2008/2009 (1 Day WAR MISC.) - Receive 1.00% |  |  |  | 2 |
| 2008/2009 (1 Day WAR MISC.) - Receive 1.00% |  |  |  |  |
| 2008/2009 (1 Day WAR MISC.) - Receive 1.00% |  |  |  |  |
| 2008/2009 (1 Day WAR MISC.) - Receive 1.00% |  |  |  |  |
| 2008/2009 (1 Day WAR MISC.) - Receive 1.00% |  |  |  |  |

| 2008/2009 (1 Day WAR MISC.) - Receive 1.00% |  |  |  |  |
| --- | --- | --- | --- | --- |
| 2008/2009 (1 Day WAR MISC.) - Receive 1.00% |  |  |  |  |

| 2008/2009 (1 Day WAR MISC.) - Receive 1.00% |  |  |  |  |
| --- | --- | --- | --- | --- |
| 2008/2009 (1 Day WAR MISC.) - Receive 1.00% |  |  |  |  |

| 2008/2009 (1 Day WAR MISC.) - Receive 1.00% |  |  |  |  |
| --- | --- | --- | --- | --- |

| 2008/2009 (1 Day WAR MISC.) - Receive 1.00% |  |  |  |  |
| --- | --- | --- | --- | --- |

| 2008/2009 (1 Day WAR MISC.) - Receive 1.00% |  |  |  |  |
| --- | --- | --- | --- | --- |

| 2008/2009 (1 Day WAR MISC.) - Receive 1.00% |  |  |  |  |
| --- | --- | --- | --- | --- |

| 2008/2009 (1 Day WAR MISC.) - Receive 1.00% |  |  |  |  |
| --- | --- | --- | --- | --- |

| 2008/2009 (1 Day WAR MISC.) - Receive 1.00% |  |  |  |  |
| --- | --- | --- | --- | --- |

| 2008/2009 (1 Day WAR MISC.) - Receive 1.00% |  |  |  |  |
| --- | --- | --- | --- | --- |

| 2008/2009 (1 Day WAR MISC.) - Receive 1.00% |  |  |  |  |
| --- | --- | --- | --- | --- |

| 2008/2009 (1 Day WAR MISC.) - Receive 1.00% |  |  |  |  |
| --- | --- | --- | --- | --- |

| 2008/2009 (1 Day WAR MISC.) - Receive 1.00% |  |  |  |  |
| --- | --- | --- | --- | --- |

| 2008/2009 (1 Day WAR MISC.) - Receive 1.00% |  |  |  |  |
| --- | --- | --- | --- | --- |

| 2008/2009 (1 Day WAR MISC.) - Receive 1.00% |  |  |  |  |
| --- | --- | --- | --- | --- |

| 2008/2009 (1 Day WAR MISC.) - Receive 1.00% |  |  |  |  |
| --- | --- | --- | --- | --- |

| 2008/2009 (1 Day WAR MISC.) - Receive 1.00% |  |  |  |  |
| --- | --- | --- | --- | --- |

| 2008/2009 (1 Day WAR MISC.) - Receive 1.00% |  |  |  |  |
| --- | --- | --- | --- | --- |

| 2008/2009 (1 Day WAR MISC.) - Receive 1.00% |  |  |  |  |
| --- | --- | --- | --- | --- |

| 2008/2009 (1 Day WAR MISC.) - Receive 1.00% |  |  |  |  |
| --- | --- | --- | --- | --- |

| 2008/2009 (1 Day WAR MISC.) - Receive 1.00% |  |  |  |  |
| --- | --- | --- | --- | --- |

| 2008/2009 (1 Day WAR MISC.) - Receive 1.00% |  |  |  |  |
| --- | --- | --- | --- | --- |

| 2008/2009 (1 Day WAR MISC.) - Receive 1.00% |  |  |  |  |
| --- | --- | --- | --- | --- |

| 2008/2009 (1 Day WAR MISC.) - Receive 1.00% |  |  |  |  |
| --- | --- | --- | --- | --- |

| 2008/2009 (1 Day WAR MISC.) - Receive 1.00% |  |  |  |  |
| --- | --- | --- | --- | --- |

| 2008/2009 (1 Day WAR MISC.) - Receive 1.00% |  |  |  |  |
| --- | --- | --- | --- | --- |

| 2008/2009 (1 Day WAR MISC.) - Receive 1.00% |  |  |  |  |
| --- | --- | --- | --- | --- |

| 2008/2009 (1 Day WAR MISC.) - Receive 1.00% |  |  |  |  |
| --- | --- | --- | --- | --- |

| 2008/2009 (1 Day WAR MISC.) - Receive 1.00% |  |  |  |  |
| --- | --- | --- | --- | --- |

| 2008/2009 (1 Day WAR MISC.) - Receive 1.00% |  |  |  |  |
| --- | --- | --- | --- | --- |

| 2008/2009 (1 Day WAR MISC.) - Receive 1.00% |  |  |  |  |
| --- | --- | --- | --- | --- |

| 2008/2009 (1 Day WAR MISC.) - Receive 1.00% |  |  |  |  |
| --- | --- | --- | --- | --- |

| 2008/2009 (1 Day WAR MISC.) - Receive 1.00% |  |  |  |  |
| --- | --- | --- | --- | --- |

| 2008/2009 (1 Day WAR MISC.) - Receive 1.00% |  |  |  |  |
| --- | --- | --- | --- | --- |

| 2008/2009 (1 Day WAR MISC.) - Receive 1.00% |  |  |  |  |
| --- | --- | --- | --- | --- |

| 2008/2009 (1 Day WAR MISC.) - Receive 1.00% |  |  |  |  |
| --- | --- | --- | --- | --- |

| 2008/2009 (1 Day WAR MISC.) - Receive 1.00% |  |  |  |  |
| --- | --- | --- | --- | --- |

| 2008/2009 (1 Day WAR MISC.) - Receive 1.00% |  |  |  |  |
| --- | --- | --- | --- | --- |

| 2008/2009 (1 Day WAR MISC.) - Receive 1.00% |  |  |  |  |
| --- | --- | --- | --- | --- |

| 2008/2009 (1 Day WAR MISC.) - Receive 1.00% |  |  |  |  |
| --- | --- | --- | --- | --- |

| 2008/2009 (1 Day WAR MISC.) - Receive 1.00% |  |  |  |  |
| --- | --- | --- | --- | --- |

| 2008/2009 (1 Day WAR MISC.) - Receive 1.00% |  |  |  |  |
| --- | --- | --- | --- | --- |

| 2008/2009 (1 Day WAR MISC.) - Receive 1.00% |  |  |  |  |
| --- | --- | --- | --- | --- |

| 2008/2009 (1 Day WAR MISC.) - Receive 1.00% |  |  |  |  |
| --- | --- | --- | --- | --- |

| 2008/2009 (1 Day WAR MISC.) - Receive 1.00% |  |  |  |  |
| --- | --- | --- | --- | --- |

| 2008/2009 (1 Day WAR MISC.) - Receive 1.00% |  |  |  |  |
| --- | --- | --- | --- | --- |

| 2008/2009 (1 Day WAR MISC.) - Receive 1.00% |  |  |  |  |
| --- | --- | --- | --- | --- |

| 2008/2009 (1 Day WAR MISC.) - Receive 1.00% |  |  |  |  |
| --- | --- | --- | --- | --- |

| 2008/2009 (1 Day WAR MISC.) - Receive 1.00% |  |  |  |  |
| --- | --- | --- | --- | --- |

| 2008/2009 (1 Day WAR MISC.) - Receive 1.00% |  |  |  |  |
| --- | --- | --- | --- | --- |

| 2008/2009 (1 Day WAR MISC.) - Receive 1.00% |  |  |  |  |
| --- | --- | --- | --- | --- |

| 2008/2009 (1 Day WAR MISC.) - Receive 1.00% |  |  |  |  |
| --- | --- | --- | --- | --- |

| 2008/2009 (1 Day WAR MISC.) - Receive 1.00% |  |  |  |  |
| --- | --- | --- | --- | --- |

| 2008/2009 (1 Day WAR MISC.) - Receive 1.00% |  |  |  |  |
| --- | --- | --- | --- | --- |

| 2008/2009 (1 Day WAR MISC.) - Receive 1.00% |  |  |  |  |
| --- | --- | --- | --- | --- |

| 2008/2009 (1 Day WAR MISC.) - Receive 1.00% |  |  |  |  |
| --- | --- | --- | --- | --- |

| 2008/2009 (1 Day WAR MISC.) - Receive 1.00% |  |  |  |  |
| --- | --- | --- | --- | --- |

| 2008/2009 (1 Day WAR MISC.) - Receive 1.00% |  |  |  |  |
| --- | --- | --- | --- | --- |

| 2008/2009 (1 Day WAR MISC.) - Receive 1.00% |  |  |  |  |
| --- | --- | --- | --- | --- |

| 2008/2009 (1 Day WAR MISC.) - Receive 1.00% |  |  |  |  |
| --- | --- | --- | --- | --- |

| 2008/2009 (1 Day WAR MISC.) - Receive 1.00% |  |  |  |  |
| --- | --- | --- | --- | --- |

| 2008/2009 (1 Day WAR MISC.) - Receive 1.00% |  |  |  |  |
| --- | --- | --- | --- | --- |

| 2008/2009 (1 Day WAR MISC.) - Receive 1.00% |  |  |  |  |
| --- | --- | --- | --- | --- |

| 2008/2009 (1 Day WAR MISC.) - Receive 1.00% |  |  |  |  |
| --- | --- | --- | --- | --- |

| 2008/2009 (1 Day WAR MISC.) - Receive 1.00% |  |  |  |  |
| --- | --- | --- | --- | --- |

| 2008/2009 (1 Day WAR MISC.) - Receive 1.00% |  |  |  |  |
| --- | --- | --- | --- | --- |

| 2008/2009 (1 Day WAR MISC.) - Receive 1.00% |  |  |  |  |
| --- | --- | --- | --- | --- |

| 2008/2009 (1 Day WAR MISC.) - Receive 1.00% |  |  |  |  |
| --- | --- | --- | --- | --- |

| 2008/2009 (1 Day WAR MISC.) - Receive 1.00% |  |  |  |  |
| --- | --- | --- | --- | --- |

| 2008/2009 (1 Day WAR MISC.) - Receive 1.00% |  |  |  |  |
| --- | --- | --- | --- | --- |

| 2008/2009 (1 Day WAR MISC.) - Receive 1.00% |  |  |  |  |
| --- | --- | --- | --- | --- |

| 2008/2009 (1 Day WAR MISC.) - Receive 1.00% |  |  |  |  |
| --- | --- | --- | --- | --- |

| 2008/2009 (1 Day WAR MISC.) - Receive 1.00% |  |  |  |  |
| --- | --- | --- | --- | --- |

| 2008/2009 (1 Day WAR MISC.) - Receive 1.00% |  |  |  |  |
| --- | --- | --- | --- | --- |

| 2008/2009 (1 Day WAR MISC.) - Receive 1.00% |  |  |  |  |
| --- | --- | --- | --- | --- |

| 2008/2009 (1 Day WAR MISC.) - Receive 1.00% |  |  |  |  |
| --- | --- | --- | --- | --- |

| 2008/2009 (1 Day WAR MISC.) - Receive 1.00% |  |  |  |  |
| --- | --- | --- | --- | --- |

| 2008/2009 (1 Day WAR MISC.) - Receive 1.00% |  |  |  |  |
| --- | --- | --- | --- | --- |

| 2008/2009 (1 Day WAR MISC.) - Receive 1.00% |  |  |  |  |
| --- | --- | --- | --- | --- |

| 2008/2009 (1 Day WAR MISC.) - Receive 1.00% |  |  |  |  |
| --- | --- | --- | --- | --- |

| 2008/2009 (1 Day WAR MISC.) - Receive 1.00% |  |  |  |  |
| --- | --- | --- | --- | --- |

| 2008/2009 (1 Day WAR MISC.) - Receive 1.00% |  |  |  |  |
| --- | --- | --- | --- | --- |

| 2008/2009 (1 Day WAR MISC.) - Receive 1.00% |  |  |  |  |
| --- | --- | --- | --- | --- |

| 2008/2009 (1 Day WAR MISC.) - Receive 1.00% |  |  |  |  |
| --- | --- | --- | --- | --- |

| 2008/2009 (1 Day WAR MISC.) - Receive 1.00% |  |  |  |  |
| --- | --- | --- | --- | --- |

| 2008/2009 (1 Day WAR MISC.) - Receive 1.00% |  |  |  |  |
| --- | --- | --- | --- | --- |

| 2008/2009 (1 Day WAR MISC.) - Receive 1.00% |  |  |  |  |
| --- | --- | --- | --- | --- |

| 2008/2009 (1 Day WAR MISC.) - Receive 1.00% |  |  |  |  |
| --- | --- | --- | --- | --- |

| 2008/2009 (1 Day WAR MISC.) - Receive 1.00% |  |  |  |  |
| --- | --- | --- | --- | --- |

| 2008/2009 (1 Day WAR MISC.) - Receive 1.00% |  |  |  |  |
| --- | --- | --- | --- | --- |

| 2008/2009 (1 Day WAR MISC.) - Receive 1.00% |  |  |  |  |
| --- | --- | --- | --- | --- |

| 2008/2009 (1 Day WAR MISC.) - Receive 1.00% |  |  |  |  |
| --- | --- | --- | --- | --- |

| 2008/2009 (1 Day WAR MISC.) - Receive 1.00% |  |  |  |  |
| --- | --- | --- | --- | --- |

| 2008/2009 (1 Day WAR MISC.) - Receive 1.00% |  |  |  |  |
| --- | --- | --- | --- | --- |

| 2008/2009 (1 Day WAR MISC.) - Receive 1.00% |  |  |  |  |
| --- | --- | --- | --- | --- |

| 2008/2009 (1 Day WAR MISC.) - Receive 1.00% |  |  |  |  |
| --- | --- | --- | --- | --- |

| 2008/2009 (1 Day WAR MISC.) - Receive 1.00% |  |  |  |  |
| --- | --- | --- | --- | --- |

| 2008/2009 (1 Day WAR MISC.) - Receive 1.00% |  |  |  |  |
| --- | --- | --- | --- | --- |

| 2008/2009 (1 Day WAR MISC.) - Receive 1.00% |  |  |  |  |
| --- | --- | --- | --- | --- |

| 2008/2009 (1 Day WAR MISC.) - Receive 1.00% |  |  |  |  |
| --- | --- | --- | --- | --- |

| 2008/2009 (1 Day WAR MISC.) - Receive 1.00% |  |  |  |  |
| --- | --- | --- | --- | --- |

| 2008/2009 (1 Day WAR MISC.) - Receive 1.00% |  |  |  |  |
| --- | --- | --- | --- | --- |

| 2008/2009 (1 Day WAR MISC.) - Receive 1.00% |  |  |  |  |
| --- | --- | --- | --- | --- |

| 2008/2009 (1 Day WAR MISC.) - Receive 1.00% |  |  |  |  |
| --- | --- | --- | --- | --- |

| 2008/2009 (1 Day WAR MISC.) - Receive 1.00% |  |  |  |  |
| --- | --- | --- | --- | --- |

| 2008/2009 (1 Day WAR MISC.) - Receive 1.00% |  |  |  |  |
| --- | --- | --- | --- | --- |

| 2008/2009 (1 Day WAR MISC.) - Receive 1.00% |  |  |  |  |
| --- | --- | --- | --- | --- |

| 2008/2009 (1 Day WAR MISC.) - Receive 1.00% |  |  |  |  |
| --- | --- | --- | --- | --- |

| 2008/2009 (1 Day WAR MISC.) - Receive 1.00% |  |  |  |  |
| --- | --- | --- | --- | --- |

| 2008/2009 (1 Day WAR MISC.) - Receive 1.00% |  |  |  |  |
| --- | --- | --- | --- | --- |

| 2008/2009 (1 Day WAR MISC.) - Receive 1.00% |  |  |  |  |
| --- | --- | --- | --- | --- |

| 2008/2009 (1 Day WAR MISC.) - Receive 1.00% |  |  |  |  |
| --- | --- | --- | --- | --- |

| 2008/2009 (1 Day WAR MISC.) - Receive 1.00% |  |  |  |  |
| --- | --- | --- | --- | --- |

| 2008/2009 (1 Day WAR MISC.) - Receive 1.00% |  |  |  |  |
| --- | --- | --- | --- | --- |

| 2008/2009 (1 Day WAR MISC.) - Receive 1.00% |  |  |  |  |
| --- | --- | --- | --- | --- |

| 2008/2009 (1 Day WAR MISC.) - Receive 1.00% |  |  |  |  |
| --- | --- | --- | --- | --- |

| 2008/2009 (1 Day WAR MISC.) - Receive 1.00% |  |  |  |  |
| --- | --- | --- | --- | --- |

| 2008/2009 (1 Day WAR MISC.) - Receive 1.00% |  |  |  |  |
| --- | --- | --- | --- | --- |

| 2008/2009 (1 Day WAR MISC.) - Receive 1.00% |  |  |  |  |
| --- | --- | --- | --- | --- |

| 2008/2009 (1 Day WAR MISC.) - Receive 1.00% |  |  |  |  |
| --- | --- | --- | --- | --- |

| 2008/2009 (1 Day WAR MISC.) - Receive 1.00% |  |  |  |  |
| --- | --- | --- | --- | --- |

| 2008/2009 (1 Day WAR MISC.) - Receive 1.00% |  |  |  |  |
| --- | --- | --- | --- | --- |

| 2008/2009 (1 Day WAR MISC.) - Receive 1.00% |  |  |  |  |
| --- | --- | --- | --- | --- |

| 2008/2009 (1 Day WAR MISC.) - Receive 1.00% |  |  |  |  |
| --- | --- | --- | --- | --- |

| 2008/2009 (1 Day WAR MISC.) - Receive 1.00% |  |  |  |  |
| --- | --- | --- | --- | --- |

| 2008/2009 (1 Day WAR MISC.) - Receive 1.00% |  |  |  |  |
| --- | --- | --- | --- | --- |

| 2008/2009 (1 Day WAR MISC.) - Receive 1.00% |  |  |  |  |
| --- | --- | --- | --- | --- |

| 2008/2009 (1 Day WAR MISC.) - Receive 1.00% |  |  |  |  |
| --- | --- | --- | --- | --- |

| 2008/2009 (1 Day WAR MISC.) - Receive 1.00% |  |  |  |  |
| --- | --- | --- | --- | --- |

| 2008/2009 (1 Day WAR MISC.) - Receive 1.00% |  |  |  |  |
| --- | --- | --- | --- | --- |

| 2008/2009 (1 Day WAR MISC.) - Receive 1.00% |  |  |  |  |
| --- | --- | --- | --- | --- |

| 2008/2009 (1 Day WAR MISC.) - Receive 1.00% |  |  |  |  |
| --- | --- | --- | --- | --- |

| 2008/2009 (1 Day WAR MISC.) - Receive 1.00% |  |  |  |  |
| --- | --- | --- | --- | --- |

| 2008/2009 (1 Day WAR MISC.) - Receive 1.00% |  |  |  |  |
| --- | --- | --- | --- | --- |

| 2008/2009 (1 Day WAR MISC.) - Receive 1.00% |  |  |  |  |
| --- | --- | --- | --- | --- |

| 2008/2009 (1 Day WAR MISC.) - Receive 1.00% |  |  |  |  |
| --- | --- | --- | --- | --- |

| 2008/2009 (1 Day WAR MISC.) - Receive 1.00% |  |  |  |  |
| --- | --- | --- | --- | --- |

| 2008/2009 (1 Day WAR MISC.) - Receive 1.00% |  |  |  |  |
| --- | --- | --- | --- | --- |

| 2008/2009 (1 Day WAR MISC.) - Receive 1.00% |  |  |  |  |
| --- | --- | --- | --- | --- |

| 2008/2009 (1 Day WAR MISC.) - Receive 1.00% |  |  |  |  |
| --- | --- | --- | --- | --- |

| 2008/2009 (1 Day WAR MISC.) - Receive 1.00% |  |  |  |  |
| --- | --- | --- | --- | --- |

| 2008/2009 (1 Day WAR MISC.) - Receive 1.00% |  |  |  |  |
| --- | --- | --- | --- | --- |

| 2008/2009 (1 Day WAR MISC.) - Receive 1.00% |  |  |  |  |
| --- | --- | --- | --- | --- |

| 2008/2009 (1 Day WAR MISC.) - Receive 1.00% |  |  |  |  |
| --- | --- | --- | --- | --- |

| 2008/2009 (1 Day WAR MISC.) - Receive 1.00% |  |  |  |  |
| --- | --- | --- | --- | --- |

| 2008/2009 (1 Day WAR MISC.) - Receive 1.00% |  |  |  |  |
| --- | --- | --- | --- | --- |

| 2008/2009 (1 Day WAR MISC.) - Receive 1.00% |  |  |  |  |
| --- | --- | --- | --- | --- |

| 2008/2009 (1 Day WAR MISC.) - Receive 1.00% |  |  |  |  |
| --- | --- | --- | --- | --- |

| 2008/2009 (1 Day WAR MISC.) - Receive 1.00% |  |  |  |  |
| --- | --- | --- | --- | --- |

| 2008/2009 (1 Day WAR MISC.) - Receive 1.00% |  |  |  |  |
| --- | --- | --- | --- | --- |

| 2008/2009 (1 Day WAR MISC.) - Receive 1.00% |  |  |  |  |
| --- | --- | --- | --- | --- |

| 2008/2009 (1 Day WAR MISC.) - Receive 1.00% |  |  |  |  |
| --- | --- | --- | --- | --- |

| 2008/2009 (1 Day WAR MISC.) - Receive 1.00% |  |  |  |  |
| --- | --- | --- | --- | --- |

| 2008/2009 (1 Day WAR MISC.) - Receive 1.00% |  |  |  |  |
| --- | --- | --- | --- | --- |

| 2008/2009 (1 Day WAR MISC.) - Receive 1.00% |  |  |  |  |
| --- | --- | --- | --- | --- |

| 2008/2009 (1 Day WAR MISC.) - Receive 1.00% |  |  |  |  |
| --- | --- | --- | --- | --- |

| 2008/2009 (1 Day WAR MISC.) - Receive 1.00% |  |  |  |  |
| --- | --- | --- | --- | --- |

| 2008/2009 (1 Day WAR MISC.) - Receive 1.00% |  |  |  |  |
| --- | --- | --- | --- | --- |

| 2008/2009 (1 Day WAR MISC.) - Receive 1.00% |  |  |  |  |
| --- | --- | --- | --- | --- |

| 2008/2009 (1 Day WAR MISC.) - Receive 1.00% |  |  |  |  |
| --- | --- | --- | --- | --- |

| 2008/2009 (1 Day WAR MISC.) - Receive 1.00% |  |  |  |  |
| --- | --- | --- | --- | --- |

| 2008/2009 (1 Day WAR MISC.) - Receive 1.00% |  |  |  |  |
| --- | --- | --- | --- | --- |

| 2008/2009 (1 Day WAR MISC.) - Receive 1.00% |  |  |  |  |
| --- | --- | --- | --- | --- |

| 2008/2009 (1 Day WAR MISC.) - Receive 1.00% |  |  |  |  |
| --- | --- | --- | --- | --- |

| 2008/2009 (1 Day WAR MISC.) - Receive 1.00% |  |  |  |  |
| --- | --- | --- | --- | --- |

| 2008/2009 (1 Day WAR MISC.) - Receive 1.00% |  |  |  |  |
| --- | --- | --- | --- | --- |

| 2008/2009 (1 Day WAR MISC.) - Receive 1.00% |  |  |  |  |
| --- | --- | --- | --- | --- |

| 2008/2009 (1 Day WAR MISC.) - Receive 1.00% |  |  |  |  |
| --- | --- | --- | --- | --- |

| 2008/2009 (1 Day WAR MISC.) - Receive 1.00% |  |  |  |  |
| --- | --- | --- | --- | --- |

| 2008/2009 (1 Day WAR MISC.) - Receive 1.00% |  |  |  |  |
| --- | --- | --- | --- | --- |

| 2008/2009 (1 Day WAR MISC.) - Receive 1.00% |  |  |  |  |
| --- | --- | --- | --- | --- |

| 2008/2009 (1 Day WAR MISC.) - Receive 1.00% |  |  |  |  |
| --- | --- | --- | --- | --- |

| 2008/2009 (1 Day WAR MISC.) - Receive 1.00% |  |  |  |  |
| --- | --- | --- | --- | --- |

| 2008/2009 (1 Day WAR MISC.) - Receive 1.00% |  |  |  |  |
| --- | --- | --- | --- | --- |

| 2008/2009 (1 Day WAR MISC.) - Receive 1.00% |  |  |  |  |
| --- | --- | --- | --- | --- |

| 2008/2009 (1 Day WAR MISC.) - Receive 1.00% |  |  |  |  |
| --- | --- | --- | --- | --- |

| 2008/2009 (1 Day WAR MISC.) - Receive 1.00% |  |  |  |  |
| --- | --- | --- | --- | --- |

| 2008/2009 (1 Day WAR MISC.) - Receive 1.00% |  |  |  |  |
| --- | --- | --- | --- | --- |

| 2008/2009 (1 Day WAR MISC.) - Receive 1.00% |  |  |  |  |
| --- | --- | --- | --- | --- |

| 2008/2009 (1 Day WAR MISC.) - Receive 1.00% |  |  |  |  |
| --- | --- | --- | --- | --- |

| 2008/2009 (1 Day WAR MISC.) - Receive 1.00% |  |  |  |  |
| --- | --- | --- | --- | --- |

| 2008/2009 (1 Day WAR MISC.) - Receive 1.00% |  |  |  |  |
| --- | --- | --- | --- | --- |

| 2008/2009 (1 Day WAR MISC.) - Receive 1.00% |  |  |  |  |
| --- | --- | --- | --- | --- |

| 2008/2009 (1 Day WAR MISC.) - Receive 1.00% |  |  |  |  |
| --- | --- | --- | --- | --- |

| 2008/2009 (1 Day WAR MISC.) - Receive 1.00% |  |  |  |  |
| --- | --- | --- | --- | --- |

| 2008/2009 (1 Day WAR MISC.) - Receive 1.00% |  |  |  |  |
| --- | --- | --- | --- | --- |

| 2008/2009 (1 Day WAR MISC.) - Receive 1.00% |  |  |  |  |
| --- | --- | --- | --- | --- |

| 2008/2009 (1 Day WAR MISC.) - Receive 1.00% |  |  |  |  |
| --- | --- | --- | --- | --- |

| 2008/2009 (1 Day WAR MISC.) - Receive 1.00% |  |  |  |  |
| --- | --- | --- | --- | --- |

| 2008/2009 (1 Day WAR MISC.) - Receive 1.00% |  |  |  |  |
| --- | --- | --- | --- | --- |

| 2008/2009 (1 Day WAR MISC.) - Receive 1.00% |  |  |  |  |
| --- | --- | --- | --- | --- |

| 2008/2009 (1 Day WAR MISC.) - Receive 1.00% |  |  |  |  |
| --- | --- | --- | --- | --- |

| 2008/2009 (1 Day WAR MISC.) - Receive 1.00% |  |  |  |  |
| --- | --- | --- | --- | --- |

| 2008/2009 (1 Day WAR MISC.) - Receive 1.00% |  |  |  |  |
| --- | --- | --- | --- | --- |

| 2008/2009 (1 Day WAR MISC.) - Receive 1.00% |  |  |  |  |
| --- | --- | --- | --- | --- |

| 2008/2009 (1 Day WAR MISC.) - Receive 1.00% |  |  |  |  |
| --- | --- | --- | --- | --- |

| 2008/2009 (1 Day WAR MISC.) - Receive 1.00% |  |  |  |  |
| --- | --- | --- | --- | --- |

</table>

| 2008/2009 (1 Day WAR MISC.) - Receive 1.00% |  |  |  |  |
| --- | --- | --- | --- | --- |

</table>

| 2008/2009 (1 Day WAR MISC.) - Receive 1.00% |  |  |  |  |
| --- | --- | --- | --- | --- |

</table>

| 2008/2009 (1 Day WAR MISC.) - Receive 1.00% |  |  |  |  |
| --- | --- | --- | --- | --- |

</table>

| 2008/2009 (1 Day WAR MISC.) - Receive 1.00% |  |  |  |  |
| --- | --- | --- | --- | --- |

</table>

| 2008/2009 (1 Day WAR MISC.) - Receive 1.00% |  |  |  |  |
| --- | --- | --- | --- | --- |

</table>

| 2008/2009 (1 Day WAR MISC.) - Receive 1.00% |  |  |  |  |
| --- | --- | --- | --- | --- |

</table>

| 2008/2009 (1 Day WAR MISC.) - Receive 1.00% |  |  |  |  |
| --- | --- | --- | --- | --- |

</table>

| 2008/2009 (1 Day WAR MISC.) - Receive 1.00% |  |  |  |  |
| --- | --- | --- | --- | --- |

</table>

| 2008/2009 (1 Day WAR MISC.) - Receive 1.00% |  |  |  |  |
| --- | --- | --- | --- | --- |

</table>

| 2008/2009 (1 Day WAR MISC.) - Receive 1.00% |  |  |  |  |
| --- | --- | --- | --- | --- |

</table>

| 2008/2009 (1 Day WAR MISC.) - Receive 1.00% |  |  |  |  |
| --- | --- | --- | --- | --- |

</table>

| 2008/2009 (1 Day WAR MISC.) - Receive 1.00% |  |  |  |  |
| --- | --- | --- | --- | --- |

</table>

| 2008/2009 (1 Day WAR MISC.) - Receive 1.00% |  |  |  |  |
| --- | --- | --- | --- | --- |

</table>

| 2008/2009 (1 Day WAR MISC.) - Receive 1.00% |  |  |  |  |
| --- | --- | --- | --- | --- |

</table>

| 2008/2009 (1 Day WAR MISC.) - Receive 1.00% |  |  |  |  |
| --- | --- | --- | --- | --- |

</table>

| 2008/2009 (1 Day WAR MISC.) - Receive 1.00% |  |  |  |  |
| --- | --- | --- | --- | --- |

</table>

| 2008/2009 (1 Day WAR MISC.) - Receive 1.00% |  |  |  |  |
| --- | --- | --- | --- | --- |

</table>

| 2008/2009 (1 Day WAR MISC.) - Receive 1.00% |  |  |  |  |
| --- | --- | --- | --- | --- |

</table>

| 2008/2009 (1 Day WAR MISC.) - Receive 1.00% |  |  |  |  |
| --- | --- | --- | --- | --- |

</table>

| 2008/2009 (1 Day WAR MISC.) - Receive 1.00% |  |  |  |  |
| --- | --- | --- | --- | --- |

</table>

| 2008/2009 (1 Day WAR MISC.) - Receive 1.00% |  |  |  |  |
| --- | --- | --- | --- | --- |

</table>

| 2008/2009 (1 Day WAR MISC.) - Receive 1.00% |  |  |  |  |
| --- | --- | --- | --- | --- |

</table>

| 2008/2009 (1 Day WAR MISC.) - Receive 1.00% |  |  |  |  |
| --- | --- | --- | --- | --- |

</table>

| 2008/2009 (1 Day WAR MISC.) - Receive 1.00% |  |  |  |  |
| --- | --- | --- | --- | --- |

</table>

| 2008/2009 (1 Day WAR MISC.) - Receive 1.00% |  |  |  |  |
| --- | --- | --- | --- | --- |

</table>

| 2008/2009 (1 Day WAR MISC.) - Receive 1.00% |  |  |  |  |
| --- | --- | --- | --- | --- |

</table>

86

T. ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND

| 9/29/2016 | 1,200 | (23) | (2) | (21) |
| --- | --- | --- | --- | --- |
| 10/01/2016 | 45,000 | (12) | 2 | (17) |
| 10/01/2016 | 1,250 | 50 | 45 | 5 |
| 10/01/2016 | 83 | 5 | 10 | (5) |
| 10/01/2016 | 44,500 | (17) | Initial | Unrealized |
| 10/01/2016 | Amount | $ Value | $ Value** | $ Gain(20ths) |
| 10/01/2016 | 209,610 | 56 | 57 | (1) |

87

T. ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND[{"box_2d": [30, 81, 614, 189], "label": "table", "caption": "

| 12/06/2017 | 829 | - | - | - |
| --- | --- | --- | --- | --- |
| 12/06/2017 | 10,900 | (32) | (92) | (28) |
| 12/06/2017 | 222,179 | (39) | - | (39) |
| 12/06/2017 | - | - | - | (39) |
| 12/06/2017 | - | - | - | (39) |
| 12/06/2017 | - | - | - | (39) |
| 12/06/2017 | - | - | - | (39) |
| 12/06/2017 | - | - | - | (39) |

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| 12/06/2017 | - | - | - | - |
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</table>

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</table></table></table><tr><td>12/06/2017</td><td>-</td><td>-</td><td>-</td><td>-</td></tr></table></table></table></table><tr><td>12/06/2017</td><td>-</td><td>-</td><td>-</td><td>-</td></tr></table></table></table></table></table></table></table

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88[{"box_2d": [308, 682, 325,

T. ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND[{"box_2d": [26, 81, 612, 192], "label": "table", "caption": "<table><tr><td colspan=\"6\">E-2002 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2003 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2004 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2005 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2006 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2007 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2008 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2009 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2010 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2011 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2012 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2013 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2014 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2015 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2016 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2017 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2018 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2019 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2020 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2021 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2022 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2023 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2024 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2025 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2026 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2027 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2028 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2029 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2030 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2031 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2032 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2033 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2034 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2035 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2036 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2037 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2038 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2039 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2040 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2041 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2042 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2043 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2044 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2045 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2046 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2047 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2048 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2049 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2050 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2051 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2052 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2053 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2054 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2055 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2056 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2057 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2058 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2059 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2060 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2061 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2062 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2063 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2064 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2065 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2066 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2067 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2068 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2069 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2070 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2071 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2072 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2073 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2074 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2075 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2076 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2077 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2078 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2079 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2080 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2081 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2082 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2083 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2084 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2085 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2086 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2087 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2088 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2089 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2090 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2091 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2092 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2093 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2094 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2095 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2096 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2097 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2098 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2099 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2100 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2101 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2102 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2103 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2104 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2105 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2106 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2107 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2108 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2109 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2110 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2111 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2112 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2113 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2114 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2115 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2116 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2117 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2118 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2119 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2120 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2121 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2122 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2123 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2124 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2125 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2126 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2127 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2128 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2129 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2130 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2131 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2132 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2133 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2134 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2135 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2136 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2137 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2138 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2139 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2140 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2141 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2142 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2143 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2144 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2145 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2146 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2147 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2148 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2149 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2150 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2151 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2152 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2153 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2154 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2155 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2156 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2157 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2158 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2159 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2160 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2161 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2162 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2163 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2164 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2165 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2166 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2167 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2168 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2169 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2170 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2171 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2172 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2173 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2174 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2175 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2176 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2177 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2178 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2179 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2180 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2181 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2182 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2183 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2184 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2185 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2186 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2187 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2188 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2189 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2190 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2191 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2192 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2193 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2194 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2195 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2196 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2197 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2198 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2199 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2200 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2201 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2202 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2203 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2204 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2205 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2206 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2207 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2208 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2209 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2210 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2211 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2212 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2213 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2214 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2215 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2216 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2217 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2218 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2219 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2220 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2221 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2222 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2223 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2224 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2225 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2226 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2227 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2228 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2229 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2230 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2231 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2232 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2233 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2234 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2235 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2236 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2237 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2238 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2239 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2240 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2241 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2242 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2243 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2244 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2245 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2246 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2247 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2248 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2249 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2250 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2251 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2252 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2253 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2254 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2255 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2256 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2257 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2258 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2259 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2260 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2261 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2262 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2263 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2264 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2265 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2266 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2267 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2268 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2269 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2270 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2271 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2272 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2273 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2274 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2275 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2276 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2277 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2278 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2279 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2280 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2281 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2282 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2283 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2284 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2285 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2286 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2287 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2288 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2289 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2290 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2291 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2292 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2293 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2294 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2295 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2296 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2297 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2298 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2299 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2300 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2301 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2302 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2303 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2304 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2305 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2306 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2307 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2308 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2309 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2310 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2311 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2312 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2313 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2314 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2315 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2316 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2317 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2318 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2319 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2320 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2321 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2322 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2323 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2324 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2325 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2326 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2327 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2328 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2329 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2330 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2331 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2332 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2333 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2334 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2335 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2336 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2337 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2338 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2339 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2340 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2341 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2342 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2343 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2344 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2345 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2346 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2347 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2348 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2349 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2350 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2351 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2352 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2353 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2354 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2355 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2356 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2357 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2358 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2359 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2360 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2361 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2362 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2363 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2364 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2365 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2366 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2367 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2368 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2369 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2370 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2371 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2372 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2373 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2374 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2375 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2376 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2377 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2378 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2379 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2380 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2381 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2382 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2383 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2384 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2385 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2386 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2387 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2388 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2389 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2390 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2391 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2392 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2393 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2394 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2395 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2396 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2397 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2398 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2399 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2400 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2401 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2402 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2403 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2404 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2405 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2406 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2407 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2408 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2409 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2410 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2411 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2412 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2413 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2414 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2415 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2416 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2417 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2418 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2419 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2420 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2421 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2422 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2423 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2424 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2425 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2426 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2427 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2428 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2429 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2430 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2431 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2432 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2433 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2434 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2435 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2436 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2437 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2438 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2439 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2440 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2441 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2442 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2443 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2444 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2445 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2446 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2447 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2448 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2449 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2450 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2451 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2452 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2453 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2454 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2455 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2456 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2457 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2458 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2459 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2460 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2461 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2462 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2463 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2464 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2465 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2466 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2467 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2468 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2469 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2470 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2471 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2472 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2473 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2474 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2475 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2476 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2477 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2478 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2479 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2480 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2481 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2482 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2483 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2484 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2485 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2486 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2487 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2488 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2489 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2490 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2491 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2492 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2493 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2494 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2495 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2496 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2497 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2498 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2499 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2500 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2501 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2502 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2503 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2504 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2505 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2506 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2507 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2508 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2509 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2510 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2511 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2512 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2513 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2514 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2515 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2516 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2517 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2518 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2519 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2520 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2521 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2522 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2523 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2524 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2525 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2526 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2527 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2528 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2529 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2530 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2531 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2532 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2533 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2534 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2535 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2536 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2537 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2538 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2539 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2540 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2541 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2542 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2543 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2544 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2545 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2546 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2547 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2548 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2549 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2550 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2551 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2552 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2553 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2554 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2555 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2556 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2557 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2558 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2559 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2560 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2561 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2562 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2563 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2564 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2565 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2566 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2567 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2568 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2569 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2570 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2571 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2572 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2573 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2574 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2575 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2576 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2577 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2578 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2579 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2580 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2581 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2582 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2583 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2584 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2585 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2586 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2587 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2588 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2589 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2590 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2591 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2592 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2593 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2594 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2595 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2596 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2597 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2598 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2599 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2600 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2601 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2602 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2603 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2604 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2605 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2606 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2607 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2608 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2609 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2610 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2611 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2612 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2613 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2614 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2615 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2616 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2617 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2618 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2619 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2620 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2621 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2622 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2623 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2624 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2625 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2626 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2627 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2628 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2629 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2630 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2631 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2632 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2633 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2634 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2635 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2636 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2637 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2638 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2639 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2640 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2641 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2642 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2643 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2644 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2645 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2646 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2647 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2648 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2649 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2650 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2651 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2652 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2653 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2654 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2655 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2656 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2657 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2658 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2659 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2660 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2661 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2662 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2663 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2664 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2665 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2666 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2667 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2668 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2669 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2670 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2671 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2672 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2673 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2674 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2675 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2676 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2677 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2678 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2679 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2680 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2681 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2682 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2683 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2684 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2685 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2686 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2687 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2688 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2689 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2690 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2691 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2692 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2693 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2694 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2695 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2696 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2697 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2698 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2699 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2700 Quarterly Reserve Variable</td></tr><tr><td colspan=\"6\">E-2701 Quarterly Reserve Variable</

T. ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND

| 10 Year Interest Rate Swarp Pay Fixed |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- |
| Total Interest Rate | 132,600 | USD | 281 |  |  |
| Total Interest Rate | 431 | RQM | 1,994 | (1) |  |
| Total Interest Rate | 1,330 | (1) |  | (1) |  |
| Total Interest Rate | 68 | CZK | 1,510 | (1) |  |
| Total Interest Rate |  |  |  |  |  |
| Total Interest Rate | (CONTINUED) |  |  | 327 |  |
| Total Interest Rate | 419 | USD | 21 | (2) |  |
| Total Interest Rate | 327 | USD | 61 | 3 |  |
| Total Interest Rate | 44,500 | USD | 1,225,655 | Unrealized |  |
| Total Interest Rate | 265 | KRW | 2,135 | Gain/(Loss) |  |
| Total Interest Rate | 485 | DRIVER | 112 | $ |  |
| Total Interest Rate | 102 | USD |  |  |  |

90

T. ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND

| 10 Year Ended October 31, 2023 | 1,475 | USD | 431 | 53 |
| --- | --- | --- | --- | --- |
| 2023-2024 | 804 | USD | 1,983 | 64 |
| 2024-2025 | 208 | USD | 474 | 125 |
| 2025-2026 |  |  |  |  |
| 2026-2027 |  |  |  |  |
| 2027-2028 |  |  |  |  |
| 2028-2029 |  |  |  |  |
| 2029-2030 |  |  |  |  |
| 2030-2031 |  |  |  |  |
| 2031-2032 |  |  |  |  |
| 2032-2033 |  |  |  |  |
| 2033-2034 |  |  |  |  |
| 2034-2035 |  |  |  |  |
| 2035-2036 |  |  |  |  |
| 2036-2037 |  |  |  |  |
| 2037-2038 |  |  |  |  |
| 2038-2039 |  |  |  |  |
| 2039-2040 |  |  |  |  |
| 2040-2041 |  |  |  |  |
| 2041-2042 |  |  |  |  |
| 2042-2043 |  |  |  |  |
| 2043-2044 |  |  |  |  |
| 2044-2045 |  |  |  |  |
| 2045-2046 |  |  |  |  |
| 2046-2047 |  |  |  |  |
| 2047-2048 |  |  |  |  |
| 2048-2049 |  |  |  |  |
| 2049-2050 |  |  |  |  |
| 2050-2051 |  |  |  |  |
| 2051-2052 |  |  |  |  |
| 2052-2053 |  |  |  |  |
| 2053-2054 |  |  |  |  |
| 2054-2055 |  |  |  |  |
| 2055-2056 |  |  |  |  |
| 2056-2057 |  |  |  |  |
| 2057-2058 |  |  |  |  |
| 2058-2059 |  |  |  |  |
| 2059-2060 |  |  |  |  |
| 2060-2061 |  |  |  |  |
| 2061-2062 |  |  |  |  |
| 2062-2063 |  |  |  |  |
| 2063-2064 |  |  |  |  |
| 2064-2065 |  |  |  |  |
| 2065-2066 |  |  |  |  |
| 2066-2067 |  |  |  |  |
| 2067-2068 |  |  |  |  |
| 2068-2069 |  |  |  |  |
| 2069-2070 |  |  |  |  |
| 2070-2071 |  |  |  |  |
| 2071-2072 |  |  |  |  |
| 2072-2073 |  |  |  |  |
| 2073-2074 |  |  |  |  |
| 2074-2075 |  |  |  |  |
| 2075-2076 |  |  |  |  |
| 2076-2077 |  |  |  |  |
| 2077-2078 |  |  |  |  |
| 2078-2079 |  |  |  |  |
| 2079-2080 |  |  |  |  |
| 2080-2081 |  |  |  |  |
| 2081-2082 |  |  |  |  |
| 2082-2083 |  |  |  |  |
| 2083-2084 |  |  |  |  |
| 2084-2085 |  |  |  |  |
| 2085-2086 |  |  |  |  |
| 2086-2087 |  |  |  |  |
| 2087-2088 |  |  |  |  |
| 2088-2089 |  |  |  |  |
| 2089-2090 |  |  |  |  |
| 2090-2091 |  |  |  |  |
| 2091-2092 |  |  |  |  |
| 2092-2093 |  |  |  |  |
| 2093-2094 |  |  |  |  |
| 2094-2095 |  |  |  |  |
| 2095-2096 |  |  |  |  |
| 2096-2097 |  |  |  |  |
| 2097-2098 |  |  |  |  |
| 2098-2099 |  |  |  |  |
| 2099-2100 |  |  |  |  |

91

T. ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND

| Total Return Fund | Inflation | Pay | HK | 20,526 | USD | 30,458 | (50) |
| --- | --- | --- | --- | --- | --- | --- | --- |
| Total Return Fund | Inflation | Pay | HK | 20,526 | USD | 30,458 | (50) |
| Total Return Fund | Inflation | Pay | HK | 20,526 | USD | 30,458 | (50) |
| Total Return Fund | Inflation | Pay | HK | 20,526 | USD | 30,458 | (50) |

| Total Return Fund | Inflation | Pay | HK | 20,526 | USD | 30,458 | (50) |
| --- | --- | --- | --- | --- | --- | --- | --- |
| Total Return Fund | Inflation | Pay | HK | 20,526 | USD | 30,458 | (50) |

| Total Return Fund | Inflation | Pay | HK | 20,526 | USD | 30,458 | (50) |
| --- | --- | --- | --- | --- | --- | --- | --- |

| Total Return Fund | Inflation | Pay | HK | 20,526 | USD | 30,458 | (50) |
| --- | --- | --- | --- | --- | --- | --- | --- |

| Total Return Fund | Inflation | Pay | HK | 20,526 | USD | 30,458 | (50) |
| --- | --- | --- | --- | --- | --- | --- | --- |

| Total Return Fund | Inflation | Pay | HK | 20,526 | USD | 30,458 | (50) |
| --- | --- | --- | --- | --- | --- | --- | --- |

| Total Return Fund | Inflation | Pay | HK | 20,526 | USD | 30,458 | (50) |
| --- | --- | --- | --- | --- | --- | --- | --- |

| Total Return Fund | Inflation | Pay | HK | 20,526 | USD | 30,458 | (50) |
| --- | --- | --- | --- | --- | --- | --- | --- |

| Total Return Fund | Inflation | Pay | HK | 20,526 | USD | 30,458 | (50) |
| --- | --- | --- | --- | --- | --- | --- | --- |

| Total Return Fund | Inflation | Pay | HK | 20,526 | USD | 30,458 | (50) |
| --- | --- | --- | --- | --- | --- | --- | --- |

| Total Return Fund | Inflation | Pay | HK | 20,526 | USD | 30,458 | (50) |
| --- | --- | --- | --- | --- | --- | --- | --- |

| Total Return Fund | Inflation | Pay | HK | 20,526 | USD | 30,458 | (50) |
| --- | --- | --- | --- | --- | --- | --- | --- |

| Total Return Fund | Inflation | Pay | HK | 20,526 | USD | 30,458 | (50) |
| --- | --- | --- | --- | --- | --- | --- | --- |

| Total Return Fund | Inflation | Pay | HK | 20,526 | USD | 30,458 | (50) |
| --- | --- | --- | --- | --- | --- | --- | --- |

| Total Return Fund | Inflation | Pay | HK | 20,526 | USD | 30,458 | (50) |
| --- | --- | --- | --- | --- | --- | --- | --- |

| Total Return Fund | Inflation | Pay | HK | 20,526 | USD | 30,458 | (50) |
| --- | --- | --- | --- | --- | --- | --- | --- |

| Total Return Fund | Inflation | Pay | HK | 20,526 | USD | 30,458 | (50) |
| --- | --- | --- | --- | --- | --- | --- | --- |

| Total Return Fund | Inflation | Pay | HK | 20,526 | USD | 30,458 | (50) |
| --- | --- | --- | --- | --- | --- | --- | --- |

| Total Return Fund | Inflation | Pay | HK | 20,526 | USD | 30,458 | (50) |
| --- | --- | --- | --- | --- | --- | --- | --- |

| Total Return Fund | Inflation | Pay | HK | 20,526 | USD | 30,458 | (50) |
| --- | --- | --- | --- | --- | --- | --- | --- |

| Total Return Fund | Inflation | Pay | HK | 20,526 | USD | 30,458 | (50) |
| --- | --- | --- | --- | --- | --- | --- | --- |

| Total Return Fund | Inflation | Pay | HK | 20,526 | USD | 30,458 | (50) |
| --- | --- | --- | --- | --- | --- | --- | --- |

| Total Return Fund | Inflation | Pay | HK | 20,526 | USD | 30,458 | (50) |
| --- | --- | --- | --- | --- | --- | --- | --- |

| Total Return Fund | Inflation | Pay | HK | 20,526 | USD | 30,458 | (50) |
| --- | --- | --- | --- | --- | --- | --- | --- |

| Total Return Fund | Inflation | Pay | HK | 20,526 | USD | 30,458 | (50) |
| --- | --- | --- | --- | --- | --- | --- | --- |

| Total Return Fund | Inflation | Pay | HK | 20,526 | USD | 30,458 | (50) |
| --- | --- | --- | --- | --- | --- | --- | --- |

| Total Return Fund | Inflation | Pay | HK | 20,526 | USD | 30,458 | (50) |
| --- | --- | --- | --- | --- | --- | --- | --- |

| Total Return Fund | Inflation | Pay | HK | 20,526 | USD | 30,458 | (50) |
| --- | --- | --- | --- | --- | --- | --- | --- |

| Total Return Fund | Inflation | Pay | HK | 20,526 | USD | 30,458 | (50) |
| --- | --- | --- | --- | --- | --- | --- | --- |

| Total Return Fund | Inflation | Pay | HK | 20,526 | USD | 30,458 | (50) |
| --- | --- | --- | --- | --- | --- | --- | --- |

| Total Return Fund | Inflation | Pay | HK | 20,526 | USD | 30,458 | (50) |
| --- | --- | --- | --- | --- | --- | --- | --- |

| Total Return Fund | Inflation | Pay | HK | 20,526 | USD | 30,458 | (50) |
| --- | --- | --- | --- | --- | --- | --- | --- |

| Total Return Fund | Inflation | Pay | HK | 20,526 | USD | 30,458 | (50) |
| --- | --- | --- | --- | --- | --- | --- | --- |

| Total Return Fund | Inflation | Pay | HK | 20,526 | USD | 30,458 | (50) |
| --- | --- | --- | --- | --- | --- | --- | --- |

| Total Return Fund | Inflation | Pay | HK | 20,526 | USD | 30,458 | (50) |
| --- | --- | --- | --- | --- | --- | --- | --- |

| Total Return Fund | Inflation | Pay | HK | 20,526 | USD | 30,458 | (50) |
| --- | --- | --- | --- | --- | --- | --- | --- |

| Total Return Fund | Inflation | Pay | HK | 20,526 | USD | 30,458 | (50) |
| --- | --- | --- | --- | --- | --- | --- | --- |

| Total Return Fund | Inflation | Pay | HK | 20,526 | USD | 30,458 | (50) |
| --- | --- | --- | --- | --- | --- | --- | --- |

| Total Return Fund | Inflation | Pay | HK | 20,526 | USD | 30,458 | (50) |
| --- | --- | --- | --- | --- | --- | --- | --- |

| Total Return Fund | Inflation | Pay | HK | 20,526 | USD | 30,458 | (50) |
| --- | --- | --- | --- | --- | --- | --- | --- |

| Total Return Fund | Inflation | Pay | HK | 20,526 | USD | 30,458 | (50) |
| --- | --- | --- | --- | --- | --- | --- | --- |

| Total Return Fund | Inflation | Pay | HK | 20,526 | USD | 30,458 | (50) |
| --- | --- | --- | --- | --- | --- | --- | --- |

| Total Return Fund | Inflation | Pay | HK | 20,526 | USD | 30,458 | (50) |
| --- | --- | --- | --- | --- | --- | --- | --- |

| Total Return Fund | Inflation | Pay | HK | 20,526 | USD | 30,458 | (50) |
| --- | --- | --- | --- | --- | --- | --- | --- |

| Total Return Fund | Inflation | Pay | HK | 20,526 | USD | 30,458 | (50) |
| --- | --- | --- | --- | --- | --- | --- | --- |

| Total Return Fund | Inflation | Pay | HK | 20,526 | USD | 30,458 | (50) |
| --- | --- | --- | --- | --- | --- | --- | --- |

| Total Return Fund | Inflation | Pay | HK | 20,526 | USD | 30,458 | (50) |
| --- | --- | --- | --- | --- | --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay | HK | 20,526 | USD | 30,458 | (50) |
| --- | --- | --- | --- | --- | --- | --- | --- |

| Total Return Fund | Inflation | Pay | HK | 20,526 | USD | 30,458 | (50) |
| --- | --- | --- | --- | --- | --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay | HK | 20,526 | USD | 30,458 | (50) |
| --- | --- | --- | --- | --- | --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay | HK | 20,526 | USD | 30,458 | (50) |
| --- | --- | --- | --- | --- | --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay | HK | 20,526 | USD | 30,458 | (50) |
| --- | --- | --- | --- | --- | --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

| Total Return Fund | Inflation | Pay |
| --- | --- | --- |

</table>

T. ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND[{"box_2d": [27, 83, 611, 187], "label": "table", "caption": "

| Contractor | 1,000 | USD | 3,100 | USD | 6,500 | USD |
| --- | --- | --- | --- | --- | --- | --- |
| Contractor | 1,000 | USD | 3,100 | USD | 6,500 | USD |
| Contractor | 1,000 | USD | 3,100 | USD | 6,500 | USD |
| Contractor | 1,000 | USD | 3,100 | USD | 6,500 | USD |

| Contractor | 1,000 | USD | 3,100 | USD | 6,500 | USD |
| --- | --- | --- | --- | --- | --- | --- |
| Contractor | 1,000 | USD | 3,100 | USD | 6,500 | USD |
| Contractor | 1,000 | USD | 3,100 | USD | 6,500 | USD |

| Contractor | 1,000 | USD | 3,100 | USD | 6,500 | USD |
| --- | --- | --- | --- | --- | --- | --- |
| Contractor | 1,000 | USD | 3,100 | USD | 6,500 | USD |

| Contractor | 1,000 | USD | 3,100 | USD | 6,500 | USD |
| --- | --- | --- | --- | --- | --- | --- |
| Contractor | 1,000 | USD | 3,100 | USD | 6,500 | USD |

| Contractor | 1,000 | USD | 3,100 | USD | 6,500 | USD |
| --- | --- | --- | --- | --- | --- | --- |

| Contractor | 1,000 | USD | 3,100 | USD | 6,500 | USD |
| --- | --- | --- | --- | --- | --- | --- |

| Contractor | 1,000 | USD | 3,100 | USD | 6,500 | USD |
| --- | --- | --- | --- | --- | --- | --- |

| Contractor | 1,000 | USD | 3,100 | USD | 6,500 | USD |
| --- | --- | --- | --- | --- | --- | --- |

| Contractor | 1,000 | USD | 3,100 | USD | 6,500 | USD |
| --- | --- | --- | --- | --- | --- | --- |

| Contractor | 1,000 | USD | 3,100 | USD | 6,500 | USD |
| --- | --- | --- | --- | --- | --- | --- |

| Contractor | 1,000 | USD | 3,100 | USD | 6,500 | USD |
| --- | --- | --- | --- | --- | --- | --- |

| Contractor | 1,000 | USD | 3,100 | USD | 6,500 | USD |
| --- | --- | --- | --- | --- | --- | --- |

| Contractor | 1,000 | USD | 3,100 | USD | 6,500 | USD |
| --- | --- | --- | --- | --- | --- | --- |

| Contractor | 1,000 | USD | 3,100 | USD | 6,500 | USD |
| --- | --- | --- | --- | --- | --- | --- |

| Contractor | 1,000 | USD | 3,100 | USD | 6,500 | USD |
| --- | --- | --- | --- | --- | --- | --- |

| Contractor | 1,000 | USD | 3,100 | USD | 6,500 | USD |
| --- | --- | --- | --- | --- | --- | --- |

| Contractor | 1,000 | USD | 3,100 | USD | 6,500 | USD |
| --- | --- | --- | --- | --- | --- | --- |

| Contractor | 1,000 | USD | 3,100 | USD | 6,500 | USD |
| --- | --- | --- | --- | --- | --- | --- |

| Contractor | 1,000 | USD | 3,100 | USD | 6,500 | USD |
| --- | --- | --- | --- | --- | --- | --- |

| Contractor | 1,000 | USD | 3,100 | USD | 6,500 | USD |
| --- | --- | --- | --- | --- | --- | --- |

| Contractor | 1,000 | USD | 3,100 | USD | 6,500 | USD |
| --- | --- | --- | --- | --- | --- | --- |

| Contractor | 1,000 | USD | 3,100 | USD | 6,500 | USD |
| --- | --- | --- | --- | --- | --- | --- |

| Contractor | 1,000 | USD | 3,100 | USD | 6,500 | USD |
| --- | --- | --- | --- | --- | --- | --- |

| Contractor | 1,000 | USD | 3,100 | USD | 6,500 | USD |
| --- | --- | --- | --- | --- | --- | --- |

| Contractor | 1,000 | USD | 3,100 | USD | 6,500 | USD |
| --- | --- | --- | --- | --- | --- | --- |

| Contractor | 1,000 | USD | 3,100 | USD | 6,500 | USD |
| --- | --- | --- | --- | --- | --- | --- |

| Contractor | 1,000 | USD | 3,100 | USD | 6,500 | USD |
| --- | --- | --- | --- | --- | --- | --- |

| Contractor | 1,000 | USD | 3,100 | USD | 6,500 | USD |
| --- | --- | --- | --- | --- | --- | --- |

| Contractor | 1,000 | USD | 3,100 | USD | 6,500 | USD |
| --- | --- | --- | --- | --- | --- | --- |

| Contractor | 1,000 | USD | 3,100 | USD | 6,500 | USD |
| --- | --- | --- | --- | --- | --- | --- |

| Contractor | 1,000 | USD | 3,100 | USD | 6,500 | USD |
| --- | --- | --- | --- | --- | --- | --- |

| Contractor | 1,000 | USD | 3,100 | USD | 6,500 | USD |
| --- | --- | --- | --- | --- | --- | --- |

| Contractor | 1,000 | USD | 3,100 | USD | 6,500 | USD |
| --- | --- | --- | --- | --- | --- | --- |

| Contractor | 1,000 | USD | 3,100 | USD | 6,500 | USD |
| --- | --- | --- | --- | --- | --- | --- |

| Contractor | 1,000 | USD | 3,100 | USD | 6,500 | USD |
| --- | --- | --- | --- | --- | --- | --- |

| Contractor | 1,000 | USD | 3,100 | USD | 6,500 | USD |
| --- | --- | --- | --- | --- | --- | --- |

| Contractor | 1,000 | USD | 3,100 | USD | 6,500 | USD |
| --- | --- | --- | --- | --- | --- | --- |

| Contractor | 1,000 | USD | 3,100 | USD | 6,500 | USD |
| --- | --- | --- | --- | --- | --- | --- |

| Contractor | 1,000 | USD | 3,100 | USD | 6,500 | USD |
| --- | --- | --- | --- | --- | --- | --- |

| Contractor | 1,000 | USD | 3,100 | USD | 6,500 | USD |
| --- | --- | --- | --- | --- | --- | --- |

| Contractor | 1,000 | USD | 3,100 | USD | 6,500 | USD |
| --- | --- | --- | --- | --- | --- | --- |

| Contractor | 1,000 | USD | 3,100 | USD | 6,500 | USD |
| --- | --- | --- | --- | --- | --- | --- |

| Contractor | 1,000 | USD | 3,100 | USD | 6,500 | USD |
| --- | --- | --- | --- | --- | --- | --- |

| Contractor | 1,000 | USD | 3,100 | USD | 6,500 | USD |
| --- | --- | --- | --- | --- | --- | --- |

| Contractor | 1,000 | USD | 3,100 | USD | 6,500 | USD |
| --- | --- | --- | --- | --- | --- | --- |

| Contractor | 1,000 | USD | 3,100 | USD | 6,500 | USD |
| --- | --- | --- | --- | --- | --- | --- |

| Contractor | 1,000 | USD | 3,100 | USD | 6,500 | USD |
| --- | --- | --- | --- | --- | --- | --- |

| Contractor | 1,000 | USD | 3,100 | USD | 6,500 | USD |
| --- | --- | --- | --- | --- | --- | --- |

| Contractor | 1,000 | USD | 3,100 | USD | 6,500 | USD |
| --- | --- | --- | --- | --- | --- | --- |

| Contractor | 1,000 | USD | 3,100 | USD | 6,500 | USD |
| --- | --- | --- | --- | --- | --- | --- |

| Contractor | 1,000 | USD | 3,100 | USD | 6,500 | USD |
| --- | --- | --- | --- | --- | --- | --- |

| Contractor | 1,000 | USD | 3,100 | USD | 6,500 | USD |
| --- | --- | --- | --- | --- | --- | --- |

| Contractor | 1,000 | USD | 3,100 | USD | 6,500 | USD |
| --- | --- | --- | --- | --- | --- | --- |

| Contractor | 1,000 | USD | 3,100 | USD | 6,500 | USD |
| --- | --- | --- | --- | --- | --- | --- |

| Contractor | 1,000 | USD | 3,100 | USD | 6,500 | USD |
| --- | --- | --- | --- | --- | --- | --- |

| Contractor | 1,000 | USD | 3,100 | USD | 6,500 | USD |
| --- | --- | --- | --- | --- | --- | --- |

| Contractor | 1,000 | USD | 3,100 | USD | 6,500 | USD |
| --- | --- | --- | --- | --- | --- | --- |

| Contractor | 1,000 | USD | 3,100 | USD | 6,500 | USD |
| --- | --- | --- | --- | --- | --- | --- |

| Contractor | 1,000 | USD | 3,100 | USD | 6,500 | USD |
| --- | --- | --- | --- | --- | --- | --- |

| Contractor | 1,000 | USD | 3,100 | USD | 6,500 | USD |
| --- | --- | --- | --- | --- | --- | --- |

| Contractor | 1,000 | USD | 3,100 | USD | 6,500 | USD |
| --- | --- | --- | --- | --- | --- | --- |

| Contractor | 1,000 | USD | 3,100 | USD | 6,500 | USD |
| --- | --- | --- | --- | --- | --- | --- |

| Contractor | 1,000 | USD | 3,100 | USD | 6,500 | USD |
| --- | --- | --- | --- | --- | --- | --- |

| Contractor | 1,000 | USD | 3,100 | USD | 6,500 | USD |
| --- | --- | --- | --- | --- | --- | --- |

| Contractor | 1,000 | USD | 3,100 | USD | 6,500 | USD |
| --- | --- | --- | --- | --- | --- | --- |

| Contractor | 1,000 | USD | 3,100 | USD | 6,500 | USD |
| --- | --- | --- | --- | --- | --- | --- |

| Contractor | 1,000 | USD | 3,100 | USD | 6,500 | USD |
| --- | --- | --- | --- | --- | --- | --- |

| Contractor | 1,000 | USD | 3,100 | USD | 6,500 | USD |
| --- | --- | --- | --- | --- | --- | --- |

| Contractor | 1,000 | USD | 3,100 | USD | 6,500 | USD |
| --- | --- | --- | --- | --- | --- | --- |

| Contractor | 1,000 | USD | 3,100 | USD | 6,500 | USD |
| --- | --- | --- | --- | --- | --- | --- |

| Contractor | 1,000 | USD | 3,100 | USD | 6,500 | USD |
| --- | --- | --- | --- | --- | --- | --- |

| Contractor | 1,000 | USD | 3,100 | USD | 6,500 | USD |
| --- | --- | --- | --- | --- | --- | --- |

| Contractor | 1,000 | USD | 3,100 | USD | 6,500 | USD |
| --- | --- | --- | --- | --- | --- | --- |

| Contractor | 1,000 | USD | 3,100 | USD | 6,500 | USD |
| --- | --- | --- | --- | --- | --- | --- |

| Contractor | 1,000 | USD | 3,100 | USD | 6,500 | USD |
| --- | --- | --- | --- | --- | --- | --- |

| Contractor | 1,000 | USD | 3,100 | USD | 6,500 | USD |
| --- | --- | --- | --- | --- | --- | --- |

| Contractor | 1,000 | USD | 3,100 | USD | 6,500 | USD |
| --- | --- | --- | --- | --- | --- | --- |

| Contractor | 1,000 | USD | 3,100 | USD | 6,500 | USD |
| --- | --- | --- | --- | --- | --- | --- |

| Contractor | 1,000 | USD | 3,100 | USD | 6,500 | USD |
| --- | --- | --- | --- | --- | --- | --- |

| Contractor | 1,000 | USD | 3,100 | USD | 6,500 | USD |
| --- | --- | --- | --- | --- | --- | --- |

| Contractor | 1,000 | USD | 3,100 | USD | 6,500 | USD |
| --- | --- | --- | --- | --- | --- | --- |

| Contractor | 1,000 | USD | 3,100 | USD | 6,500 | USD |
| --- | --- | --- | --- | --- | --- | --- |

| Contractor | 1,000 | USD | 3,100 | USD | 6,500 | USD |
| --- | --- | --- | --- | --- | --- | --- |

| Contractor | 1,000 | USD | 3,100 | USD | 6,500 | USD |
| --- | --- | --- | --- | --- | --- | --- |

| Contractor | 1,000 | USD | 3,100 | USD | 6,500 | USD |
| --- | --- | --- | --- | --- | --- | --- |

| Contractor | 1,000 | USD | 3,100 | USD | 6,500 | USD |
| --- | --- | --- | --- | --- | --- | --- |

| Contractor | 1,000 | USD | 3,100 | USD | 6,500 | USD |
| --- | --- | --- | --- | --- | --- | --- |

| Contractor | 1,000 | USD | 3,100 | USD | 6,500 | USD |
| --- | --- | --- | --- | --- | --- | --- |

| Contractor | 1,000 | USD | 3,100 | USD | 6,500 | USD |
| --- | --- | --- | --- | --- | --- | --- |

| Contractor | 1,000 | USD | 3,100 | USD | 6,500 | USD |
| --- | --- | --- | --- | --- | --- | --- |

| Contractor | 1,000 | USD | 3,100 | USD | 6,500 | USD |
| --- | --- | --- | --- | --- | --- | --- |

| Contractor | 1,000 | USD | 3,100 | USD | 6,500 | USD |
| --- | --- | --- | --- | --- | --- | --- |

| Contractor | 1,000 | USD | 3,100 | USD | 6,500 | USD |
| --- | --- | --- | --- | --- | --- | --- |

| Contractor | 1,000 | USD | 3,100 | USD | 6,500 | USD |
| --- | --- | --- | --- | --- | --- | --- |

| Contractor | 1,000 | USD | 3,100 | USD | 6,500 | USD |
| --- | --- | --- | --- | --- | --- | --- |

| Contractor | 1,000 | USD | 3,100 | USD | 6,500 | USD |
| --- | --- | --- | --- | --- | --- | --- |

| Contractor | 1,000 | USD | 3,100 | USD | 6,500 | USD |
| --- | --- | --- | --- | --- | --- | --- |

| Contractor | 1,000 | USD | 3,100 | USD | 6,500 | USD |
| --- | --- | --- | --- | --- | --- | --- |

| Contractor | 1,000 | USD | 3,100 | USD | 6,500 | USD |
| --- | --- | --- | --- | --- | --- | --- |

| Contractor | 1,000 | USD | 3,100 | USD | 6,500 | USD |
| --- | --- | --- | --- | --- | --- | --- |

| Contractor | 1,000 | USD | 3,100 | USD | 6,500 | USD |
| --- | --- | --- | --- | --- | --- | --- |

| Contractor | 1,000 | USD | 3,100 | USD | 6,500 | USD |
| --- | --- | --- | --- | --- | --- | --- |

| Contractor | 1,000 | USD | 3,100 | USD | 6,500 | USD |
| --- | --- | --- | --- | --- | --- | --- |

| Contractor | 1,000 | USD | 3,100 | USD | 6,500 | USD |
| --- | --- | --- | --- | --- | --- | --- |

| Contractor | 1,000 | USD | 3,100 | USD | 6,500 | USD |
| --- | --- | --- | --- | --- | --- | --- |

| Contractor | 1,000 | USD | 3,100 | USD | 6,500 | USD |
| --- | --- | --- | --- | --- | --- | --- |

| Contractor | 1,000 | USD | 3,100 | USD | 6,500 | USD |
| --- | --- | --- | --- | --- | --- | --- |

| Contractor | 1,000 | USD | 3,100 | USD | 6,500 | USD |
| --- | --- | --- | --- | --- | --- | --- |

| Contractor | 1,000 | USD | 3,100 | USD | 6,500 | USD |
| --- | --- | --- | --- | --- | --- | --- |

| Contractor | 1,000 | USD | 3,100 | USD | 6,500 | USD |
| --- | --- | --- | --- | --- | --- | --- |

| Contractor | 1,000 | USD | 3,100 | USD | 6,500 | USD |
| --- | --- | --- | --- | --- | --- | --- |

| Contractor | 1,000 | USD | 3,100 | USD | 6,500 | USD |
| --- | --- | --- | --- | --- | --- | --- |

| Contractor | 1,000 | USD | 3,100 | USD | 6,500 | USD |
| --- | --- | --- | --- | --- | --- | --- |

| Contractor | 1,000 | USD | 3,100 | USD | 6,500 | USD |
| --- | --- | --- | --- | --- | --- | --- |

| Contractor | 1,000 | USD | 3,100 | USD | 6,500 | USD |
| --- | --- | --- | --- | --- | --- | --- |

| Contractor | 1,000 | USD | 3,100 | USD | 6,500 | USD |
| --- | --- | --- | --- | --- | --- | --- |

| Contractor | 1,000 | USD | 3,100 | USD | 6,500 | USD |
| --- | --- | --- | --- | --- | --- | --- |

| Contractor | 1,000 | USD | 3,100 | USD | 6,500 | USD |
| --- | --- | --- | --- | --- | --- | --- |

| Contractor | 1,000 | USD | 3,100 | USD | 6,500 | USD |
| --- | --- | --- | --- | --- | --- | --- |

| Contractor | 1,000 | USD | 3,100 | USD | 6,500 | USD |
| --- | --- | --- | --- | --- | --- | --- |

| Contractor | 1,000 | USD | 3,100 | USD | 6,500 | USD |
| --- | --- | --- | --- | --- | --- | --- |

| Contractor | 1,000 | USD | 3,100 | USD | 6,500 | USD |
| --- | --- | --- | --- | --- | --- | --- |

| Contractor | 1,000 | USD | 3,100 | USD | 6,500 | USD |
| --- | --- | --- | --- | --- | --- | --- |

| Contractor | 1,000 | USD | 3,100 | USD | 6,500 | USD |
| --- | --- | --- | --- | --- | --- | --- |

| Contractor | 1,000 | USD | 3,100 | USD | 6,500 | USD |
| --- | --- | --- | --- | --- | --- | --- |

| Contractor | 1,000 | USD | 3,100 | USD | 6,500 | USD |
| --- | --- | --- | --- | --- | --- | --- |

| Contractor | 1,000 | USD | 3,100 | USD | 6,500 | USD |
| --- | --- | --- | --- | --- | --- | --- |

| Contractor | 1,000 | USD | 3,100 | USD | 6,500 | USD |
| --- | --- | --- | --- | --- | --- | --- |

| Contractor | 1,000 | USD | 3,100 | USD | 6,500 | USD |
| --- | --- | --- | --- | --- | --- | --- |

| Contractor | 1,000 | USD | 3,100 | USD | 6,500 | USD |
| --- | --- | --- | --- | --- | --- | --- |

| Contractor | 1,000 | USD | 3,100 | USD | 6,500 | USD |
| --- | --- | --- | --- | --- | --- | --- |

| Contractor | 1,000 | USD | 3,100 | USD | 6,500 | USD |
| --- | --- | --- | --- | --- | --- | --- |

| Contractor | 1,000 | USD | 3,100 | USD | 6,500 | USD |
| --- | --- | --- | --- | --- | --- | --- |

| Contractor | 1,000 | USD | 3,100 | USD | 6,500 | USD |
| --- | --- | --- | --- | --- | --- | --- |

| Contractor | 1,000 | USD | 3,100 | USD | 6,500 | USD |
| --- | --- | --- | --- | --- | --- | --- |

| Contractor | 1,000 | USD | 3,100 | USD | 6,500 | USD |
| --- | --- | --- | --- | --- | --- | --- |

| Contractor | 1,000 | USD | 3,100 | USD | 6,500 | USD |
| --- | --- | --- | --- | --- | --- | --- |

| Contractor | 1,000 | USD | 3,100 | USD | 6,500 | USD |
| --- | --- | --- | --- | --- | --- | --- |

| Contractor | 1,000 | USD | 3,100 | USD | 6,500 | USD |
| --- | --- | --- | --- | --- | --- | --- |

| Contractor | 1,000 | USD | 3,100 | USD | 6,500 | USD |
| --- | --- | --- | --- | --- | --- | --- |

| Contractor | 1,000 | USD | 3,100 | USD | 6,500 | USD |
| --- | --- | --- | --- | --- | --- | --- |

| Contractor | 1,000 | USD | 3,100 | USD | 6,500 | USD |
| --- | --- | --- | --- | --- | --- | --- |

| Contractor | 1,000 | USD | 3,100 | USD | 6,500 | USD |
| --- | --- | --- | --- | --- | --- | --- |

| Contractor | 1,000 | USD | 3,100 | USD | 6,500 | USD |
| --- | --- | --- | --- | --- | --- | --- |

| Contractor | 1,000 | USD | 3,100 | USD | 6,500 | USD |
| --- | --- | --- | --- | --- | --- | --- |

| Contractor | 1,000 | USD | 3,100 | USD | 6,500 | USD |
| --- | --- | --- | --- | --- | --- | --- |

| Contractor | 1,000 | USD | 3,100 | USD | 6,500 | USD |
| --- | --- | --- | --- | --- | --- | --- |

| Contractor | 1,000 | USD | 3,100 | USD | 6,500 | USD |
| --- | --- | --- | --- | --- | --- | --- |

| Contractor | 1,000 | USD | 3,100 | USD | 6,500 | USD |
| --- | --- | --- | --- | --- | --- | --- |

| Contractor | 1,000 | USD | 3,100 | USD | 6,500 | USD |
| --- | --- | --- | --- | --- | --- | --- |

| Contractor | 1,000 | USD | 3,100 | USD | 6,500 | USD |
| --- | --- | --- | --- | --- | --- | --- |

| Contractor | 1,000 | USD | 3,100 | USD | 6,500 | USD |
| --- | --- | --- | --- | --- | --- | --- |

| Contractor | 1,000 | USD | 3,100 | USD | 6,500 | USD |
| --- | --- | --- | --- | --- | --- | --- |

| Contractor | 1,000 | USD | 3,100 | USD | 6,500 | USD |
| --- | --- | --- | --- | --- | --- | --- |

| Contractor | 1,000 | USD | 3,100 | USD | 6,500 | USD |
| --- | --- | --- | --- | --- | --- | --- |

| Contractor | 1,000 | USD | 3,100 | USD | 6,500 | USD |
| --- | --- | --- | --- | --- | --- | --- |

| Contractor | 1,000 | USD | 3,100 | USD | 6,500 | USD |
| --- | --- | --- | --- | --- | --- | --- |

| Contractor | 1,000 | USD | 3,100 | USD | 6,500 | USD |
| --- | --- | --- | --- | --- | --- | --- |

| Contractor | 1,000 | USD | 3,100 | USD | 6,500 | USD |
| --- | --- | --- | --- | --- | --- | --- |

| Contractor | 1,000 | USD | 3,100 | USD | 6,500 | USD |
| --- | --- | --- | --- | --- | --- | --- |

| Contractor | 1,000 | USD | 3,100 | USD | 6,500 | USD |
| --- | --- | --- | --- | --- | --- | --- |

| Contractor | 1,000 | USD | 3,100 | USD | 6,500 | USD |
| --- | --- | --- | --- | --- | --- | --- |

| Contractor | 1,000 | USD | 3,100 | USD | 6,500 | USD |
| --- | --- | --- | --- | --- | --- | --- |

| Contractor | 1,000 | USD | 3,100 | USD | 6,500 | USD |
| --- | --- | --- | --- | --- | --- | --- |

| Contractor | 1,000 | USD | 3,100 | USD | 6,500 | USD |
| --- | --- | --- | --- | --- | --- | --- |

| Contractor | 1,000 | USD | 3,100 | USD | 6,500 | USD |
| --- | --- | --- | --- | --- | --- | --- |

| Contractor | 1,000 | USD | 3,100 | USD | 6,500 | USD |
| --- | --- | --- | --- | --- | --- | --- |

| Contractor | 1,000 | USD | 3,100 | USD | 6,500 | USD |
| --- | --- | --- | --- | --- | --- | --- |

| Contractor | 1,000 | USD | 3,100 | USD | 6,500 | USD |
| --- | --- | --- | --- | --- | --- | --- |

| Contractor | 1,000 | USD | 3,100 | USD | 6,500 | USD |
| --- | --- | --- | --- | --- | --- | --- |

| Contractor | 1,000 | USD | 3,100 | USD | 6,500 | USD |
| --- | --- | --- | --- | --- | --- | --- |

| Contractor | 1,000 | USD | 3,100 | USD | 6,500 | USD |
| --- | --- | --- | --- | --- | --- | --- |

| Contractor | 1,000 | USD | 3,100 | USD | 6,500 | USD |
| --- | --- | --- | --- | --- | --- | --- |

| Contractor | 1,000 | USD | 3,100 | USD | 6,500 | USD |
| --- | --- | --- | --- | --- | --- | --- |

| Contractor | 1,000 | USD | 3,100 | USD | 6,500 | USD |
| --- | --- | --- | --- | --- | --- | --- |

| Contractor | 1,000 | USD | 3,100 | USD | 6,500 | USD |
| --- | --- | --- | --- | --- | --- | --- |

| Contractor | 1,000 | USD | 3,100 | USD | 6,500 | USD |
| --- | --- | --- | --- | --- | --- | --- |

| Contractor | 1,000 | USD | 3,100 | USD | 6,500 | USD |
| --- | --- | --- | --- | --- | --- | --- |

| Contractor | 1,000 | USD | 3,100 | USD | 6,500 | USD |
| --- | --- | --- | --- | --- | --- | --- |

| Contractor | 1,000 | USD | 3,100 | USD | 6,500 | USD |
| --- | --- | --- | --- | --- | --- | --- |

| Contractor | 1,000 | USD | 3,100 | USD | 6,500 | USD |
| --- | --- | --- | --- | --- | --- | --- |

| Contractor | 1,000 | USD | 3,100 | USD | 6,500 | USD |
| --- | --- | --- | --- | --- | --- | --- |

| Contractor | 1,000 | USD | 3,100 | USD | 6,500 | USD |
| --- | --- | --- | --- | --- | --- | --- |

| Contractor | 1,000 | USD | 3,100 | USD | 6,500 | USD |
| --- | --- | --- | --- | --- | --- | --- |

| Contractor | 1,000 | USD | 3,100 | USD | 6,500 | USD |
| --- | --- | --- | --- | --- | --- | --- |

| Contractor | 1,000 | USD | 3,100 | USD | 6,500 | USD |
| --- | --- | --- | --- | --- | --- | --- |

| Contractor | 1,000 | USD | 3,100 | USD | 6,500 | USD |
| --- | --- | --- | --- | --- | --- | --- |

| Contractor | 1,000 | USD | 3,100 | USD | 6,500 | USD |
| --- | --- | --- | --- | --- | --- | --- |

| Contractor | 1,000 | USD | 3,100 | USD | 6,500 | USD |
| --- | --- | --- | --- | --- | --- | --- |

| Contractor | 1,000 | USD | 3,100 | USD | 6,500 | USD |
| --- | --- | --- | --- | --- | --- | --- |

| Contractor | 1,000 | USD | 3,100 | USD | 6,500 | USD |
| --- | --- | --- | --- | --- | --- | --- |

| Contractor | 1,000 | USD | 3,100 | USD | 6,500 | USD |
| --- | --- | --- | --- | --- | --- | --- |

| Contractor | 1,000 | USD | 3,100 | USD | 6,500 | USD |
| --- | --- | --- | --- | --- | --- | --- |

| Contractor | 1,000 | USD | 3,100 | USD | 6,500 | USD |
| --- | --- | --- | --- | --- | --- | --- |

| Contractor | 1,000 | USD | 3,100 | USD | 6,500 | USD |
| --- | --- | --- | --- | --- | --- | --- |

| Contractor | 1,000 | USD | 3,100 | USD | 6,500 | USD |
| --- | --- | --- | --- | --- | --- | --- |

| Contractor | 1,000 | USD | 3,100 | USD | 6,500 | USD |
| --- | --- | --- | --- | --- | --- | --- |

| Contractor | 1,000 | USD | 3,100 | USD | 6,500 | USD |
| --- | --- | --- | --- | --- | --- | --- |

| Contractor | 1,000 | USD | 3,100 | USD | 6,500 | USD |
| --- | --- | --- | --- | --- | --- | --- |

| Contractor | 1,000 | USD | 3,100 | USD | 6,500 | USD |
| --- | --- | --- | --- | --- | --- | --- |

| Contractor | 1,000 | USD | 3,100 | USD | 6,500 | USD |
| --- | --- | --- | --- | --- | --- | --- |

| Contractor | 1,000 | USD | 3,100 | USD | 6,500 | USD |
| --- | --- | --- | --- | --- | --- | --- |

| Contractor | 1,000 | USD | 3,100 | USD | 6,500 | USD |
| --- | --- | --- | --- | --- | --- | --- |

| Contractor | 1,000 | USD | 3,100 | USD | 6,500 | USD |
| --- | --- | --- | --- | --- | --- | --- |

| Contractor | 1,000 | USD | 3,100 | USD | 6,500 | USD |
| --- | --- | --- | --- | --- | --- | --- |

| Contractor | 1,000 | USD | 3,100 | USD | 6,500 | USD |
| --- | --- | --- | --- | --- | --- | --- |

| Contractor | 1,000 | USD | 3,100 | USD | 6,500 | USD |
| --- | --- | --- | --- | --- | --- | --- |

| Contractor | 1,000 | USD | 3,100 | USD | 6,500 | USD |
| --- | --- | --- | --- | --- | --- | --- |

| Contractor | 1,000 | USD | 3,100 | USD | 6,500 | USD |
| --- | --- | --- | --- | --- | --- | --- |

| Contractor | 1,000 | USD | 3,100 | USD | 6,500 | USD |
| --- | --- | --- | --- | --- | --- | --- |

| Contractor | 1,000 | USD | 3,100 | USD | 6,500 | USD |
| --- | --- | --- | --- | --- | --- | --- |

| Contractor | 1,000 | USD | 3,100 | USD | 6,500 | USD |
| --- | --- | --- | --- | --- | --- | --- |

| Contractor | 1,000 | USD | 3,100 | USD | 6,500 | USD |
| --- | --- | --- | --- | --- | --- | --- |

| Contractor | 1,000 | USD | 3,100 | USD | 6,500 | USD |
| --- | --- | --- | --- | --- | --- | --- |

| Contractor | 1,000 | USD | 3,100 | USD | 6,500 | USD |
| --- | --- | --- | --- | --- | --- | --- |

| Contractor | 1,000 | USD | 3,100 | USD | 6,500 | USD |
| --- | --- | --- | --- | --- | --- | --- |

| Contractor | 1,000 | USD | 3,100 | USD | 6,500 | USD |
| --- | --- | --- | --- | --- | --- | --- |

| Contractor | 1,000 | USD | 3,100 | USD | 6,500 | USD |
| --- | --- | --- | --- | --- | --- | --- |

| Contractor | 1,000 | USD | 3,100 | USD | 6,500 | USD |
| --- | --- | --- | --- | --- | --- | --- |

| Contractor | 1,000 | USD | 3,100 | USD | 6,500 | USD |
| --- | --- | --- | --- | --- | --- | --- |

| Contractor | 1,000 | USD | 3,100 | USD | 6,500 | USD |
| --- | --- | --- | --- | --- | --- | --- |

| Contractor | 1,000 | USD | 3,100 | USD | 6,500 | USD |
| --- | --- | --- | --- | --- | --- | --- |

| Contractor | 1,000 | USD | 3,100 | USD | 6,500 | USD |
| --- | --- | --- | --- | --- | --- | --- |

| Contractor | 1,000 | USD | 3,100 | USD | 6,500 | USD |
| --- | --- | --- | --- | --- | --- | --- |

| Contractor | 1,000 | USD | 3,100 | USD | 6,500 | USD |
| --- | --- | --- | --- | --- | --- | --- |

| Contractor | 1,000 | USD | 3,100 | USD | 6,500 | USD |
| --- | --- | --- | --- | --- | --- | --- |

<table><tr><td>Contractor</td><td>1,000</td><td>USD</td><td>3,100</td><td>USD</td><td>6,500</

T. ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND

| Model: 1000 | Program IDX | 2/1/23 | PLN | 3,000 | USD | (3,887) | 49,400 | (20) |
| --- | --- | --- | --- | --- | --- | --- | --- | --- |
| Model: 1000 | 640 Index contracts | 2/1/23 | PLN | 4,000 | USD | 2,081 | 5,400 | (20) |
| Model: 1000 | Securities | 2/1/23 | PLN | 1,000 | USD | (6,564) | 1,000 | (20) |
| Model: 1000 | Contracts | 2/1/23 | PLN | 1,000 | USD | 1,000 | 1,000 | (20) |
| Model: 1000 | SA-100 Index contracts | 2/1/23 | PLN | 1,000 | USD | 1,500 | 1,000 | (20) |
| Model: 1000 | SA-100 Index contracts | 2/1/23 | PLN | 1,000 | USD | 1,000 | 1,000 | (20) |
| Model: 1000 | SA-100 Index contracts | 2/1/23 | PLN | 1,000 | USD | 3,669 | 1,000 | 1,000 |
| Model: 1000 | Performance Index contracts | 2/1/23 | PLN | 1,000 | USD | (5,361) | 1,000 | Valuation |
| Model: 1000 | Performance Index contracts | 2/1/23 | PLN | 1,000 | USD | (12,400) | 1,000 | Unrealized |
| Model: 1000 | Performance Index contracts | 2/1/23 | PLN | 1,000 | USD | (12,400) | 1,000 | Gain (Loss) |
| JPMorgan Chase |  | 2/17/23 | PLN | 3,000 | USD | Amount |  |  |

94

T. ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND

| USD | 3.00 | MXN | (8,124) | 15,400 | (20) |
| --- | --- | --- | --- | --- | --- |
| USD | 2.00 | BRN | (5,168) | 51,000 | 1.00 |
| USD | 1.00 | BRN | (5,168) | 5,000 | (1.00) |
| USD | 1.00 | BRN | (5,168) | 5,000 | (1.00) |
| USD | 1.00 | BRN | (5,168) | 5,000 | (1.00) |
| USD | 1.00 | BRN | (5,168) | 5,000 | (1.00) |

| USD | 1,077.00 | MPD | (14,944) | 1,000 | (40) |
| --- | --- | --- | --- | --- | --- |
| USD | 1,077.00 | MPD | (14,944) | 1,000 | (40) |
| USD | 212.00 | NRD | (172,000) | 1,000 | (100) |
| USD | 1,077.00 | NRD | (172,000) | 1,000 | (100) |
| USD | 1,077.00 | NRD | (172,000) | 1,000 | (100) |

| USD | 1,077.00 | NRD | (172,000) | 1,000 | (100) |
| --- | --- | --- | --- | --- | --- |

| USD | 1,077.00 | NRD | (172,000) | 1,000 | (100) |
| --- | --- | --- | --- | --- | --- |

| USD | 1,077.00 | NRD | (172,000) | 1,000 | (100) |
| --- | --- | --- | --- | --- | --- |

| USD | 1,077.00 | NRD | (172,000) | 1,000 | (100) |
| --- | --- | --- | --- | --- | --- |

| USD | 1,077.00 | NRD |  |  |  |
| --- | --- | --- | --- | --- | --- |

| USD | 1,077.00 | NRD |  |  |  |
| --- | --- | --- | --- | --- | --- |

| USD | 1,077.00 | NRD |  |  |  |
| --- | --- | --- | --- | --- | --- |

| USD | 1,077.00 | NRD |  |  |  |
| --- | --- | --- | --- | --- | --- |

| USD | 1,077.00 | NRD |  |  |  |
| --- | --- | --- | --- | --- | --- |

| USD | 1,077.00 | NRD |  |  |  |
| --- | --- | --- | --- | --- | --- |

| USD | 1,077.00 | NRD |  |  |  |
| --- | --- | --- | --- | --- | --- |

| USD | 1,077.00 | NRD |  |  |  |
| --- | --- | --- | --- | --- | --- |

| USD | 1,077.00 | NRD |  |  |  |
| --- | --- | --- | --- | --- | --- |

| USD | 1,077.00 | NRD |  |  |  |
| --- | --- | --- | --- | --- | --- |

| USD | 1,077.00 | NRD |  |  |  |
| --- | --- | --- | --- | --- | --- |

| USD | 1,077.00 | NRD |  |  |  |
| --- | --- | --- | --- | --- | --- |

| USD | 1,077.00 | NRD |  |  |  |
| --- | --- | --- | --- | --- | --- |

| USD | 1,077.00 | NRD |  |  |  |
| --- | --- | --- | --- | --- | --- |

| USD | 1,077.00 | NRD |  |  |  |
| --- | --- | --- | --- | --- | --- |

| USD | 1,077.00 | NRD |  |  |  |
| --- | --- | --- | --- | --- | --- |

| USD | 1,077.00 | NRD |  |  |  |
| --- | --- | --- | --- | --- | --- |

| USD | 1,077.00 | NRD |  |  |  |
| --- | --- | --- | --- | --- | --- |

| USD | 1,077.00 | NRD |  |  |  |
| --- | --- | --- | --- | --- | --- |

| USD | 1,077.00 | NRD |  |  |  |
| --- | --- | --- | --- | --- | --- |

| USD | 1,077.00 | NRD |  |  |  |
| --- | --- | --- | --- | --- | --- |

| USD | 1,077.00 | NRD |  |  |  |
| --- | --- | --- | --- | --- | --- |

| USD | 1,077.00 | NRD |  |  |  |
| --- | --- | --- | --- | --- | --- |

| USD | 1,077.00 | NRD |  |  |  |
| --- | --- | --- | --- | --- | --- |

| USD | 1,077.00 | NRD |  |  |  |
| --- | --- | --- | --- | --- | --- |

| USD | 1,077.00 | NRD |  |  |  |
| --- | --- | --- | --- | --- | --- |

| USD | 1,077.00 | NRD |  |  |  |
| --- | --- | --- | --- | --- | --- |

| USD | 1,077.00 | NRD |  |  |  |
| --- | --- | --- | --- | --- | --- |

| USD | 1,077.00 | NRD |  |  |  |
| --- | --- | --- | --- | --- | --- |

| USD | 1,077.00 | NRD |  |  |  |
| --- | --- | --- | --- | --- | --- |

| USD | 1,077.00 | NRD |  |  |  |
| --- | --- | --- | --- | --- | --- |

| USD | 1,077.00 | NRD |  |  |  |
| --- | --- | --- | --- | --- | --- |

| USD | 1,077.00 | NRD |  |  |  |
| --- | --- | --- | --- | --- | --- |

| USD | 1,077.00 | NRD |  |  |  |
| --- | --- | --- | --- | --- | --- |

| USD | 1,077.00 | NRD |  |  |  |
| --- | --- | --- | --- | --- | --- |

| USD | 1,077.00 | NRD |  |  |  |
| --- | --- | --- | --- | --- | --- |

| USD | 1,077.00 | NRD |  |  |  |
| --- | --- | --- | --- | --- | --- |

| USD | 1,077.00 | NRD |  |  |  |
| --- | --- | --- | --- | --- | --- |

| USD | 1,077.00 | NRD |  |  |  |
| --- | --- | --- | --- | --- | --- |

| USD | 1,077.00 | NRD |  |  |  |
| --- | --- | --- | --- | --- | --- |

| USD | 1,077.00 | NRD |  |  |  |
| --- | --- | --- | --- | --- | --- |

| USD | 1,077.00 | NRD |  |  |  |
| --- | --- | --- | --- | --- | --- |

| USD | 1,077.00 | NRD |  |  |  |
| --- | --- | --- | --- | --- | --- |

| USD | 1,077.00 | NRD |  |  |  |
| --- | --- | --- | --- | --- | --- |

| USD | 1,077.00 | NRD |  |  |  |
| --- | --- | --- | --- | --- | --- |

| USD | 1,077.00 | NRD |  |  |  |
| --- | --- | --- | --- | --- | --- |

| USD | 1,077.00 | NRD |  |  |  |
| --- | --- | --- | --- | --- | --- |

| USD | 1,077.00 | NRD |  |  |  |
| --- | --- | --- | --- | --- | --- |

| USD | 1,077.00 | NRD |  |  |  |
| --- | --- | --- | --- | --- | --- |

| USD | 1,077.00 | NRD |  |  |  |
| --- | --- | --- | --- | --- | --- |

| USD | 1,077.00 | NRD |  |  |  |
| --- | --- | --- | --- | --- | --- |

| USD | 1,077.00 | NRD |  |  |  |
| --- | --- | --- | --- | --- | --- |

| USD | 1,077.00 | NRD |  |  |  |
| --- | --- | --- | --- | --- | --- |

| USD | 1,077.00 | NRD |  |  |  |
| --- | --- | --- | --- | --- | --- |

| USD | 1,077.00 | NRD |  |  |  |
| --- | --- | --- | --- | --- | --- |

| USD | 1,077.00 | NRD |  |  |  |
| --- | --- | --- | --- | --- | --- |

| USD | 1,077.00 | NRD |  |  |  |
| --- | --- | --- | --- | --- | --- |

| USD | 1,077.00 | NRD |  |  |  |
| --- | --- | --- | --- | --- | --- |

| USD | 1,077.00 | NRD |  |  |  |
| --- | --- | --- | --- | --- | --- |

| USD | 1,077.00 | NRD |  |  |  |
| --- | --- | --- | --- | --- | --- |

| USD | 1,077.00 | NRD |  |  |  |
| --- | --- | --- | --- | --- | --- |

| USD | 1,077.00 | NRD |  |  |  |
| --- | --- | --- | --- | --- | --- |

| USD | 1,077.00 | NRD |  |  |  |
| --- | --- | --- | --- | --- | --- |

| USD | 1,077.00 | NRD |  |  |  |
| --- | --- | --- | --- | --- | --- |

| USD | 1,077.00 | NRD |  |  |  |
| --- | --- | --- | --- | --- | --- |

| USD | 1,077.00 | NRD |  |  |  |
| --- | --- | --- | --- | --- | --- |

| USD | 1,077.00 | NRD |  |  |  |
| --- | --- | --- | --- | --- | --- |

| USD | 1,077.00 | NRD |  |  |  |
| --- | --- | --- | --- | --- | --- |

| USD | 1,077.00 | NRD |  |  |  |
| --- | --- | --- | --- | --- | --- |

| USD | 1,077.00 | NRD |  |  |  |
| --- | --- | --- | --- | --- | --- |

| USD | 1,077.00 | NRD |  |  |  |
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| USD | 1,077.00 | NRD |  |  |  |
| --- | --- | --- | --- | --- | --- |

| USD | 1,077.00 | NRD |  |  |  |
| --- | --- | --- | --- | --- | --- |

| USD | 1,077.00 | NRD |  |  |  |
| --- | --- | --- | --- | --- | --- |

| USD | 1,077.00 | NRD |  |  |  |
| --- | --- | --- | --- | --- | --- |

| USD | 1,077.00 | NRD |  |  |  |
| --- | --- | --- | --- | --- | --- |

| USD | 1,077.00 | NRD |  |  |  |
| --- | --- | --- | --- | --- | --- |

| USD | 1,077.00 | NRD |  |  |  |
| --- | --- | --- | --- | --- | --- |

| USD | 1,077.00 | NRD |  |  |  |
| --- | --- | --- | --- | --- | --- |

| USD | 1,077.00 | NRD |  |  |  |
| --- | --- | --- | --- | --- | --- |

| USD | 1,077.00 | NRD |  |  |  |
| --- | --- | --- | --- | --- | --- |

| USD | 1,077.00 | NRD |  |  |  |
| --- | --- | --- | --- | --- | --- |

| USD | 1,077.00 | NRD |  |  |  |
| --- | --- | --- | --- | --- | --- |

| USD | 1,077.00 | NRD |  |  |  |
| --- | --- | --- | --- | --- | --- |

| USD | 1,077.00 | NRD |  |  |  |
| --- | --- | --- | --- | --- | --- |

| USD | 1,077.00 | NRD |  |  |  |
| --- | --- | --- | --- | --- | --- |

| USD | 1,077.00 | NRD |  |  |  |
| --- | --- | --- | --- | --- | --- |

| USD | 1,077.00 | NRD |  |  |  |
| --- | --- | --- | --- | --- | --- |

| USD | 1,077.00 | NRD |  |  |  |
| --- | --- | --- | --- | --- | --- |

| USD | 1,077.00 | NRD |  |  |  |
| --- | --- | --- | --- | --- | --- |

| USD | 1,077.00 | NRD |  |  |  |
| --- | --- | --- | --- | --- | --- |

| USD | 1,077.00 | NRD |  |  |  |
| --- | --- | --- | --- | --- | --- |

| USD | 1,077.00 | NRD |  |  |  |
| --- | --- | --- | --- | --- | --- |

| USD | 1,077.00 | NRD |  |  |  |
| --- | --- | --- | --- | --- | --- |

| USD | 1,077.00 | NRD |  |  |  |
| --- | --- | --- | --- | --- | --- |

</table>

| USD | 1,077.00 | NRD |  |  |  |
| --- | --- | --- | --- | --- | --- |

| USD | 1,077.00 | NRD |  |  |  |
| --- | --- | --- | --- | --- | --- |

</table>

| USD | 1,077.00 | NRD |  |  |  |
| --- | --- | --- | --- | --- | --- |

</table>

| USD | 1,077.00 | NRD |  |  |  |
| --- | --- | --- | --- | --- | --- |

</table>

| USD | 1,077.00 | NRD |  |  |  |
| --- | --- | --- | --- | --- | --- |

</table>

| USD | 1,077.00 | NRD |  |  |  |
| --- | --- | --- | --- | --- | --- |

</table>

| USD | 1,077.00 | NRD |  |  |  |
| --- | --- | --- | --- | --- | --- |

</table>

| USD | 1,077.00 | NRD |  |  |  |
| --- | --- | --- | --- | --- | --- |

</table>

| USD | 1,077.00 | NRD |  |  |  |
| --- | --- | --- | --- | --- | --- |

</table>

| USD | 1,077.00 | NRD |  |  |  |
| --- | --- | --- | --- | --- | --- |

</table>

| USD | 1,077.00 | NRD |  |  |  |
| --- | --- | --- | --- | --- | --- |

</table>

| USD | 1,077.00 | NRD |  |  |  |
| --- | --- | --- | --- | --- | --- |

</table>

| USD | 1,077.00 | NRD |  |  |  |
| --- | --- | --- | --- | --- | --- |

</table>

| USD | 1,077.00 | NRD |  |  |  |
| --- | --- | --- | --- | --- | --- |

</table>

| USD | 1,077.00 | NRD |  |  |  |
| --- | --- | --- | --- | --- | --- |

</table>

| USD | 1,077.00 | NRD |  |  |  |
| --- | --- | --- | --- | --- | --- |

</table>

| USD | 1,077.00 | NRD |  |  |  |
| --- | --- | --- | --- | --- | --- |

</table>

| USD | 1,077.00 | NRD |  |  |  |
| --- | --- | --- | --- | --- | --- |

</table>

| USD | 1,077.00 | NRD |  |  |  |
| --- | --- | --- | --- | --- | --- |

</table>

| USD | 1,077.00 | NRD |  |  |  |
| --- | --- | --- | --- | --- | --- |

</table>

| USD | 1,077.00 | NRD |  |  |  |
| --- | --- | --- | --- | --- | --- |

</table>

| USD | 1,077.00 | NRD |  |  |  |
| --- | --- | --- | --- | --- | --- |

</table>

| USD | 1,077.00 | NRD |  |  |  |
| --- | --- | --- | --- | --- | --- |

</table>

| USD | 1,077.00 | NRD |  |  |  |
| --- | --- | --- | --- | --- | --- |

</table>

| USD | 1,077.00 | NRD |  |  |  |
| --- | --- | --- | --- | --- | --- |

</table>

| USD | 1,077.00 | NRD |  |  |  |
| --- | --- | --- | --- | --- | --- |

</table>

| USD | 1,077.00 | NRD |  |  |  |
| --- | --- | --- | --- | --- | --- |

</table>

| USD | 1,077.00 | NRD |  |  |  |
| --- | --- | --- | --- | --- | --- |

</table>

| USD | 1,077.00 | NRD |  |  |  |
| --- | --- | --- | --- | --- | --- |

</table>

| USD | 1,077.00 | NRD |  |  |  |
| --- | --- | --- | --- | --- | --- |

</table>

| USD | 1,077.00 | NRD |  |  |  |
| --- | --- | --- | --- | --- | --- |

</table>

| USD | 1,077.00 | NRD |  |  |  |
| --- | --- | --- | --- | --- | --- |

</table>

| USD | 1,077.00 | NRD |  |  |  |
| --- | --- | --- | --- | --- | --- |

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| USD | 1,077.00 | NRD |  |  |  |
| --- | --- | --- | --- | --- | --- |

</table>

| USD | 1,077.00 | NRD |  |  |  |
| --- | --- | --- | --- | --- | --- |

</table>

| USD | 1,077.00 | NRD |  |  |  |
| --- | --- | --- | --- | --- | --- |

</table>

| USD | 1,077.00 | NRD |  |  |  |
| --- | --- | --- | --- | --- | --- |

</table>

| USD | 1,077.00 | NRD |  |  |  |
| --- | --- | --- | --- | --- | --- |

</table>

| USD | 1,077.00 | NRD |  |  |  |
| --- | --- | --- | --- | --- | --- |

</table>

| USD | 1,077.00 | NRD |  |  |  |
| --- | --- | --- | --- | --- | --- |

</table>

| USD | 1,077.00 | NRD |  |  |  |
| --- | --- | --- | --- | --- | --- |

</table>

| USD | 1,077.00 | NRD |  |  |  |
| --- | --- | --- | --- | --- | --- |

</table>

| USD | 1,077.00 | NRD |  |  |  |
| --- | --- | --- | --- | --- | --- |

</table>

| USD | 1,077.00 | NRD |  |  |  |
| --- | --- | --- | --- | --- | --- |

</table>

| USD | 1,077.00 | NRD |  |  |  |
| --- | --- | --- | --- | --- | --- |

</table>

| USD | 1,077.00 | NRD |  |  |  |
| --- | --- | --- | --- | --- | --- |

</table>

| USD | 1,077.00 | NRD |  |  |  |
| --- | --- | --- | --- | --- | --- |

</table></table>

| USD | 1,077.00 | NRD |  |  |  |
| --- | --- | --- | --- | --- | --- |

</table></table>

| USD | 1,077.00 | NRD |  |  |  |
| --- | --- | --- | --- | --- | --- |

</table></table>

| USD | 1,077.00 | NRD |  |  |  |
| --- | --- | --- | --- | --- | --- |

</table></table>

| USD | 1,077.00 | NRD |  |  |  |
| --- | --- | --- | --- | --- | --- |

</table></table>

| USD | 1,077.00 | NRD |  |  |  |
| --- | --- | --- | --- | --- | --- |

</table></table>

| USD | 1,077.00 | NRD |  |  |  |
| --- | --- | --- | --- | --- | --- |

</table></table>

| USD | 1,077.00 | NRD |  |  |  |
| --- | --- | --- | --- | --- | --- |

</table></table>

| USD | 1,077.00 | NRD |  |  |  |
| --- | --- | --- | --- | --- | --- |

</table></table>

| USD | 1,077.00 | NRD |  |  |  |
| --- | --- | --- | --- | --- | --- |

</table></table>

95

T. ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND

Unaudited

The following securities were 15
Variation margin receivable (payable) on open futures contracts
(3,751) gain/loss, and purchase and
(4,504) 2.81% (4.50%)
Change in Net
(2,816) 2.81%
Change in Net
(2,816) 2.81%
Change in Net
(2,816) 2.81%
Change in Net
(2,816) 2.81%
Change in Net
(2,816) 2.81%
Change in Net
(2,816) 2.81%
Change in Net

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

96

T. ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND

| NOTES TO FORGOING OF INVESTMENTS | $ | -# | $ | - | $ | 978+ |
| --- | --- | --- | --- | --- | --- | --- |
| GBS Investment Bank | 4/20/23 | USD | 803 | ILS | 2,810 | (14) |
| Services, Sales Sector contracts |  |  | 2023 |  |  | 22 |
| GBS Investment Bank | 4/20/23 | JPY | 12,197 | USD | 217 | (1) |
| Business and Other Investment Funds |  |  | 3/23 |  |  | (833) |
| Short T. Rowe Price Multi-Strategy Total Return Fund, Inc. (the fund) is registered under |  |  | 3/23 | ALD | 1,415 | (8) |
| White Paper Bank | 2/20/23 | LT Value | 11,787 | USD | 843 | (1) |
| Affiliates |  |  | 10/31/22 |  |  | Value |
| Net interest with fixed return funds, foreign market data, such as publicly available |  |  | 3/23 | Cost | (1,488) | Cost |
| Current short time contracts, industrial sales |  |  |  |  |  | 01/31/23 |
| Current short time contracts, industrial sales |  |  |  |  |  | $ |
| Current short time contracts, industrial sales |  |  |  |  |  | (1,121) |
| Current short time contracts, industrial sales |  |  |  |  |  | ($) |
| Short T. Rowe Price Multi-Strategy Total Return Fund, Inc. (the fund) is registered under |  |  |  |  |  | ($) |
| Short T. Rowe Price Multi-Strategy Total Return Fund, Inc. (the fund) is registered under |  |  |  |  |  | ($) |
| Short T. Rowe Price Multi-Strategy Total Return Fund, Inc. (the fund) is registered under |  |  |  |  |  | ($) |

VALUATION 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
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

97

T. ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND

contracts

3/23

(1,262)

(43)

Long, US-BLP 500-E-mini Index, South East, the Valuation Designee's assumptions in a Capital gain distributions from underlying Price funds represented $0 of the net realized gain (7) in the instrument GAAP requires valuation techniques to maximize the use of relevant funds.
Short, US-BLP 500-E-mini Index, Technology Sector
(2)
Long, US-BLP 500 Index, Industrialization
Long, US-BLP 500 Index, Industrialization
Long, US-BLP 500 Index, Industrialization
Long, US-BLP 500 Index, Industrialization
Long, US-BLP 500 Index, Industrialization
Long, US-BLP 500 Index, Industrialization
Long, US-BLP 500 Index, Industrialization
Long, US-BLP 500 Index, Industrialization
Long, US-BLP 500 Index, Industrialization
Long, US-BLP 500 Index, Industrialization

98

T. ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND

foreign markets, the performance of U.S. securities markets, and the performance of each day at the prevailing exchange rate, using the mean of the bid and asked prices of shares in the market used to determine their fair value on January 31, 2023 (for further tests by value methodologies or other factors, including market and foreign assets). The investment in mutual funds are valued at the mutual fund's closing NAV per share (OTC), market and are valued at the fair value on the day of valuation. Investment in fair value on the day of valuation is based on the fair value on the fair value on the fair value on the fair value on the fair value on the fair value on the fair value on the fair value on the fair value on the fair value on the fair value on the fair value on the fair value on the fair value on the fair value on the fair value on the fair value on the fair value on the fair value on the fair value on the fair value on the fair value on the fair value on the fair value on the fair value

99

T. ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND

# **Valuation Inputs** The following table summarizes the fund's financial instruments,

The net assets value per share (or its equivalent) practical expedient have not been classified. The net assets value per share (or its equivalent) practical expedient have not been classified. The net assets value per share (or its equivalent) practical expedient have not been classified. The net assets value per share (or its equivalent) practical expedient have not been classified. The net assets value per share (or its equivalent) practical expedient have not been classified. The net assets value per share (or its equivalent) practical expedient have not been classified.

instruments in active markets, quoted prices for identical or similar financial instruments in inactive markets, interest rates and yield curves, implied

100

T. ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND

The accompanying notes are an integral part of this Portfolio of Investments.

Investments for which market quotations are not readily available or deemed unreliable. 30
Security Listing Securities not traded on a particular day are valued at the mean of the
are valued at fair value as determined in good faith by the Valuation Designee. The
Description of the Securities and the last quoted sale or closing 111
Valuation Designee has adopted methodologies for determining the fair value of
the fair value of the securities. 30 583
Investments for which market quotations are not readily available or deemed unreliable.
Total Securities 140,689 182,776 1,862 333,292
Investments for which market quotations are not readily available or deemed unreliable.
Total Securities 140,689 182,776 1,862 333,292
Investments for which market quotations are not readily available or deemed unreliable.
Total Securities 140,689 182,776 1,862 333,292

101

The following table provides the information in English: The English text in the source image is a series of four entries, each containing a unique symbol (e.g., 'a', 'b', 'c') and a unique symbol (e.g., 'd', 'e'). The image contains no text, mathematical formulas, tables, or figures that can be extracted from it. The OCR result "S" is a hallucination and does not correspond to any content in the source image. Therefore, the corrected OCR text is:

[No text detected]

In February 2023, Russian forces entered Ukraine and commenced an armed
shipment, there is a degree of subjectivity inherent in such pricing decisions. Fair value
Swaps* - 6,706 - 6,706
prices determined by the Valuachr. Designed could differ from those of other market
Furness/Currency Exchanges. Russian-issued stocks and debt and greater volatility in
Contract* - 2,088 - 2,088
materially different from the value that could be realized upon the sale of that security.
Futures Contracts* - 2,441 - 2,441
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
104$ - 2,441 $ - 9,909 $ - 12,350
actively monitoring the risks and financial impacts arising from these events.

$^{1}$ Includes Asset-Backed Securities, Convertible Bonds, Government Bonds, Municipal Securities, Non-U.S. Government Mortgage-Backed Securities and U.S. Government Agency Obligations (Excluding Mortgage-Backed).

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** T. ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND, INC.

- **b. Investment Company Act file number:** 811-23261

- **c. CIK number of Registrant:** 0001707770

- **d. LEI of Registrant:** 5493003IUKLD53D0ET20

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

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

  - **City:** Baltimore

  - **State:** MD

  - **Foreign country:** US

  - **Zip / Postal Code:** 21202

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

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

- **a. Name of Series:** T. Rowe Price Multi-Strategy Total Return Fund

- **b. EDGAR series identifier (if any):** S000058608

- **c. LEI of Series:** 549300KYJ7NTF2T39559

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $365993528.48

**Total Liabilities:** $21528887.05

**Net Assets:** $344464641.43

**Delayed Delivery Securities:** $79995.66

**Cash Not Reported:** $23077774.76

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -103.012694 | **1-Year:** -2305.790797 | **5-Year:** -2446.275744 | **10-Year:** -6597.392345 | **30-Year:** -388.815294

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

- **3-Month:** -262.901503 | **1-Year:** -4340.754070 | **5-Year:** -5862.501419 | **10-Year:** -4190.103145 | **30-Year:** -428.720270

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000192517 | 0.00%                | 1.24%                | 0.96%                |
| Class ID C000192519 | 0.10%                | 1.17%                | 0.96%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-1503576.30             | $10504605.46                               |
| Month 2  | $-1737347.87             | $-853967.58                                |
| Month 3  | $-1244245.50             | $9623131.99                                |

### Schedule of Portfolio Investments

| Name                                                                             | Title                                                                            | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |    Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   | Fair Value Level   | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| AGCO Corp                                                                        | AGCO CORP                                                                        | CUSIP: 001084102<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | EC               | CORP              | US        |         66 | NS      | $9116.58      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| AEP Texas Inc                                                                    | AEP TEXAS INC                                                                    | CUSIP: 00108WAQ3<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |     110000 | PA      | $111890.02    | 0.03%             | 2052-05-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                                                                         | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |       6371 | NS      | $129777.27    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                                                                       | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |        314 | NS      | $46393.50     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Acadia Realty Trust                                                              | ACADIA REALTY TRUST                                                              | CUSIP: 004239109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        477 | NS      | $7407.81      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Ashtead Group PLC                                                                | ASHTEAD GROUP PLC                                                                | CUSIP: 000000000<br>LEI: 2138007UTBN8X9K1A235 | Long             | EC               | CORP              | GB        |       6378 | NS      | $420111.28    | 0.12%             |  |  |  | No            | 2                  | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST                        | CUSIP: 00774MAW5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     150000 | PA      | $131713.05    | 0.04%             | 2028-10-29      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST                        | CUSIP: 00774MAX3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     310000 | PA      | $260469.75    | 0.08%             | 2032-01-30      | Fixed         | 3.30%                 | No            | 2                  | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST                        | CUSIP: 00774MBA2<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     150000 | PA      | $149062.65    | 0.04%             | 2023-09-29      | Floating      | 5.01%                 | No            | 2                  | On Loan: No      |
| Advanced Micro Devices Inc                                                       | ADVANCED MICRO DEVICES INC                                                       | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |       6775 | NS      | $509141.25    | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| Agilent Technologies Inc                                                         | AGILENT TECHNOLOGIES INC                                                         | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               | CORP              | US        |        392 | NS      | $59615.36     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Airbnb Inc                                                                       | AIRBNB INC                                                                       | CUSIP: 009066101<br>LEI: 549300HMUDNO0RY56D37 | Long             | EC               | CORP              | US        |        110 | NS      | $12222.10     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Air Lease Corp                                                                   | AIR LEASE CORP                                                                   | CUSIP: 00912X302<br>LEI: 5493004NW4M4P8TMMK63 | Long             | EC               | CORP              | US        |       1048 | NS      | $47128.56     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Air Products and Chemicals Inc                                                   | AIR PRODUCTS AND CHEMICALS INC                                                   | CUSIP: 009158106<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | EC               | CORP              | US        |         87 | NS      | $27884.37     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Albemarle Corp                                                                   | ALBEMARLE CORP                                                                   | CUSIP: 012653101<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | EC               | CORP              | US        |         42 | NS      | $11820.90     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Howmet Aerospace Inc                                                             | HOWMET AEROSPACE INC                                                             | CUSIP: 013817AW1<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $996250.00    | 0.29%             | 2024-10-01      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| Alexandria Real Estate Equities Inc                                              | ALEXANDRIA REAL ESTATE EQUITIES INC                                              | CUSIP: 015271109<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | EC               | CORP              | US        |        105 | NS      | $16877.70     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| ATI Inc                                                                          | ATI INC                                                                          | CUSIP: 01741RAH5<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |     455000 | PA      | $439075.00    | 0.13%             | 2027-12-01      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Ally Financial Inc                                                               | ALLY FINANCIAL INC                                                               | CUSIP: 02005NBL3<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     500000 | PA      | $487928.50    | 0.14%             | 2023-10-02      | Fixed         | 1.45%                 | No            | 2                  | On Loan: No      |
| Alnylam Pharmaceuticals Inc                                                      | ALNYLAM PHARMACEUTICALS INC                                                      | CUSIP: 02043Q107<br>LEI: 529900S3ZI14OWRJII50 | Long             | EC               | CORP              | US        |        295 | NS      | $66788.00     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Alphabet Inc                                                                     | ALPHABET INC                                                                     | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |       2117 | NS      | $211424.79    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Alphabet Inc                                                                     | ALPHABET INC                                                                     | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |       5847 | NS      | $577917.48    | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| Amazon.com Inc                                                                   | AMAZON.COM INC                                                                   | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |      10076 | NS      | $1039137.88   | 0.30%             |  |  |  | No            | 1                  | On Loan: No      |
| Ameren Corp                                                                      | AMEREN CORP                                                                      | CUSIP: 023608102<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | EC               | CORP              | US        |        171 | NS      | $14854.77     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Derwent London PLC                                                               | DERWENT LONDON PLC                                                               | CUSIP: 000000000<br>LEI: 213800BXKQ9KZNUR1M61 | Long             | EC               | CORP              | GB        |      10868 | NS      | $346686.42    | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| American Homes 4 Rent                                                            | AMERICAN HOMES 4 RENT                                                            | CUSIP: 02665T306<br>LEI: 549300ZJUO7A58PNUW40 | Long             | EC               | CORP              | US        |        383 | NS      | $13133.07     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| American International Group Inc                                                 | AMERICAN INTERNATIONAL GROUP INC                                                 | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |       1242 | NS      | $78519.24     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| American Tower Corp                                                              | AMERICAN TOWER CORP                                                              | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               | CORP              | US        |        503 | NS      | $112365.17    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Ameriprise Financial Inc                                                         | AMERIPRISE FINANCIAL INC                                                         | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |        117 | NS      | $40964.04     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Amur Equipment Finance Receivables X LLC                                         | AMUR EQUIPMENT FINANCE RECEIVABLES X LLC                                         | CUSIP: 03236VAF8<br>LEI: 549300K5Y88MV8B4M421 | Long             | ABS-O            | CORP              | US        |     465000 | PA      | $427076.00    | 0.12%             | 2028-12-20      | Fixed         | 5.02%                 | No            | 2                  | On Loan: No      |
| Analog Devices Inc                                                               | ANALOG DEVICES INC                                                               | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |        900 | NS      | $154323.00    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Elevance Health Inc                                                              | ELEVANCE HEALTH INC                                                              | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |       1297 | NS      | $648487.03    | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| Apellis Pharmaceuticals Inc                                                      | APELLIS PHARMACEUTICALS INC                                                      | CUSIP: 03753U106<br>LEI: 254900HS0ZFRXXSB9D42 | Long             | EC               | CORP              | US        |        171 | NS      | $9016.83      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Apollo Global Management Inc                                                     | APOLLO GLOBAL MANAGEMENT INC                                                     | CUSIP: 03769M106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        756 | NS      | $53509.68     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                                                                        | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |       8533 | NS      | $1231226.57   | 0.36%             |  |  |  | No            | 1                  | On Loan: No      |
| Apple Hospitality REIT Inc                                                       | APPLE HOSPITALITY REIT INC                                                       | CUSIP: 03784Y200<br>LEI: 549300EVZAR0FBZO4F16 | Long             | EC               | CORP              | US        |        614 | NS      | $10886.22     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| ArcelorMittal SA                                                                 | ARCELORMITTAL SA                                                                 | CUSIP: 03938LBF0<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |    1230000 | PA      | $1288425.00   | 0.37%             | 2032-11-29      | Fixed         | 6.80%                 | No            | 2                  | On Loan: No      |
| Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc                           | ARDAGH PACKAGING FINANCE PLC / ARDAGH HOLDINGS USA INC                           | CUSIP: 03969AAQ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2400000 | PA      | $2343000.00   | 0.68%             | 2025-04-30      | Fixed         | 5.25%                 | No            | 2                  | On Loan: —       |
| Argenx SE                                                                        | ARGENX SE                                                                        | CUSIP: 04016X101<br>LEI: 7245009C5FZE6G9ODQ71 | Long             | EC               | CORP              | NL        |        132 | NS      | $50457.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Armstrong World Industries Inc                                                   | ARMSTRONG WORLD INDUSTRIES INC                                                   | CUSIP: 04247X102<br>LEI: KXMRXXOJ88Q45Y45MG74 | Long             | EC               | CORP              | US        |        652 | NS      | $50471.32     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Ascendis Pharma A/S                                                              | ASCENDIS PHARMA A/S                                                              | CUSIP: 04351P101<br>LEI: 549300B66JN3W3J8GH73 | Long             | EC               | CORP              | DK        |       1560 | NS      | $193564.80    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| AstraZeneca PLC                                                                  | ASTRAZENECA PLC                                                                  | CUSIP: 046353108<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | EC               | CORP              | GB        |       1486 | NS      | $97139.82     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| At Home Group Inc                                                                | AT HOME GROUP INC                                                                | CUSIP: 04650YAA8<br>LEI: 549300LGPR0P05O30I24 | Long             | DBT              | CORP              | US        |     240000 | PA      | $175200.00    | 0.05%             | 2028-07-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Atlassian Corp                                                                   | ATLASSIAN CORP                                                                   | CUSIP: 049468101<br>LEI: 549300V7ZY5P02D2MY38 | Long             | EC               | CORP              | US        |       1835 | NS      | $296572.70    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| AvalonBay Communities Inc                                                        | AVALONBAY COMMUNITIES INC                                                        | CUSIP: 053484101<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | EC               | CORP              | US        |         96 | NS      | $17034.24     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Avantor Inc                                                                      | AVANTOR INC                                                                      | CUSIP: 05352A100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        954 | NS      | $22800.60     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Avery Dennison Corp                                                              | AVERY DENNISON CORP                                                              | CUSIP: 053611109<br>LEI: 549300PW7VPFCYKLIV37 | Long             | EC               | CORP              | US        |         90 | NS      | $17049.60     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Axian Telecom                                                                    | AXIAN TELECOM                                                                    | CUSIP: 05466AAA1<br>LEI: 984500C6FIA50FZSE337 | Long             | DBT              | CORP              | MU        |     230000 | PA      | $213037.50    | 0.06%             | 2027-02-16      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| BBCMS 2019-BWAY Mortgage Trust                                                   | BBCMS 2019-BWAY MORTGAGE TRUST                                                   | CUSIP: 05492NAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     130000 | PA      | $84360.15     | 0.02%             | 2034-11-15      | Floating      | 7.44%                 | No            | 2                  | On Loan: No      |
| BAMLL Commercial Mortgage Securities Trust 2021-JACX                             | BAMLL COMMERCIAL MORTGAGE SECURITIES TRUST 2021-JACX                             | CUSIP: 05493LAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     515000 | PA      | $459245.38    | 0.13%             | 2038-09-15      | Floating      | 7.21%                 | No            | 2                  | On Loan: No      |
| BAMLL Commercial Mortgage Securities Trust 2021-JACX                             | BAMLL COMMERCIAL MORTGAGE SECURITIES TRUST 2021-JACX                             | CUSIP: 05493LAN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $86318.29     | 0.03%             | 2038-09-15      | Floating      | 8.21%                 | No            | 2                  | On Loan: No      |
| BFLD 2019-DPLO                                                                   | BFLD 2019-DPLO                                                                   | CUSIP: 054970AQ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      85000 | PA      | $80738.75     | 0.02%             | 2034-10-15      | Floating      | 7.00%                 | No            | 2                  | On Loan: No      |
| BAT Capital Corp                                                                 | BAT CAPITAL CORP                                                                 | CUSIP: 05526DBX2<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     250000 | PA      | $279050.00    | 0.08%             | 2032-10-19      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| BIG Commercial Mortgage Trust 2022-BIG                                           | BIG COMMERCIAL MORTGAGE TRUST 2022-BIG                                           | CUSIP: 05551UAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     315000 | PA      | $301470.28    | 0.09%             | 2039-02-15      | Floating      | 6.82%                 | No            | 2                  | On Loan: No      |
| BRC Inc                                                                          | BRC INC                                                                          | CUSIP: 05601U105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        801 | NS      | $5286.60      | 0.00%             |  |  |  | No            | 1                  | On Loan: —       |
| BX Trust 2021-VIEW                                                               | BX TRUST 2021-VIEW                                                               | CUSIP: 05606GAQ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     160000 | PA      | $143746.14    | 0.04%             | 2036-06-15      | Floating      | 8.39%                 | No            | 2                  | On Loan: No      |
| BX Commercial Mortgage Trust 2019-IMC                                            | BX COMMERCIAL MORTGAGE TRUST 2019-IMC                                            | CUSIP: 05608BAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     160000 | PA      | $151330.43    | 0.04%             | 2034-04-15      | Floating      | 6.61%                 | No            | 2                  | On Loan: No      |
| Bahamas Government International Bond                                            | BAHAMAS GOVERNMENT INTERNATIONAL BOND                                            | CUSIP: 056732AJ9<br>LEI: 549300W13SXC7EKNJC20 | Long             | DBT              | NUSS              | BS        |     310000 | PA      | $254876.98    | 0.07%             | 2028-11-21      | Fixed         | 6.00%                 | No            | 2                  | On Loan: —       |
| Baker Hughes Co                                                                  | BAKER HUGHES CO                                                                  | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        594 | NS      | $18853.56     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Ball Corp                                                                        | BALL CORP                                                                        | CUSIP: 058498106<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | EC               | CORP              | US        |        742 | NS      | $43214.08     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Bancolombia SA                                                                   | BANCOLOMBIA SA                                                                   | CUSIP: 05968LAL6<br>LEI: 54930052NWJRPNMP1W58 | Long             | DBT              | CORP              | CO        |     300000 | PA      | $273751.50    | 0.08%             | 2029-12-18      | Variable      | 4.62%                 | No            | 2                  | On Loan: No      |
| Banco de Credito del Peru S.A.                                                   | BANCO DE CREDITO DEL PERU S.A.                                                   | CUSIP: 05971V2C8<br>LEI: 549300EQYQ8SCQZ4BY14 | Long             | DBT              | CORP              | PE        |     310000 | PA      | $285644.33    | 0.08%             | 2030-07-01      | Variable      | 3.12%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMERICA CORP                                                             | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |      19783 | NS      | $701900.84    | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| Bank Leumi Le-Israel BM                                                          | BANK LEUMI LE-ISRAEL BM                                                          | CUSIP: 06326BAA7<br>LEI: 7JDSZWRGUQY2DSTWCR57 | Long             | DBT              | CORP              | IL        |     325000 | PA      | $295381.45    | 0.09%             | 2031-01-29      | Variable      | 3.27%                 | No            | 2                  | On Loan: No      |
| Bank of New York Mellon Corp/The                                                 | BANK OF NEW YORK MELLON CORP/THE                                                 | CUSIP: 064058100<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EC               | CORP              | US        |        703 | NS      | $35550.71     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| BankUnited Inc                                                                   | BANKUNITED INC                                                                   | CUSIP: 06652K103<br>LEI: 96OVUWEW5D4YX6PFXD91 | Long             | EC               | CORP              | US        |        440 | NS      | $16561.60     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                                                                     | CUSIP: 06738ECE3<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $225044.40    | 0.07%             | 2033-11-02      | Variable      | 7.44%                 | No            | 2                  | On Loan: No      |
| Barings BDC Inc                                                                  | BARINGS BDC INC                                                                  | CUSIP: 06759L103<br>LEI: 549300GSF4KFZP6ONG49 | Long             | EC               | CORP              | US        |       1605 | NS      | $14059.80     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| UNITE Group PLC/The                                                              | UNITE GROUP PLC/THE                                                              | CUSIP: 000000000<br>LEI: 213800BBUUWVDH9YI827 | Long             | EC               | CORP              | GB        |        929 | NS      | $11444.48     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Beard Energy Transition Acquisition Corp                                         | BEARD ENERGY TRANSITION ACQUISITION CORP                                         | CUSIP: 07402Q101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      74100 | NS      | $761007.00    | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| Beard Energy Transition Acquisition Corp                                         | BEARD ENERGY TRANSITION ACQUISITION CORP                                         | CUSIP: 07402Q119<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      37050 | NS      | $2223.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Becton Dickinson and Co                                                          | BECTON DICKINSON AND CO                                                          | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EC               | CORP              | US        |        233 | NS      | $58767.26     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| BeiGene Ltd                                                                      | BEIGENE LTD                                                                      | CUSIP: 07725L102<br>LEI: 549300JFUK6FRD5MH739 | Long             | EC               | CORP              | KY        |         72 | NS      | $18432.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Belden Inc                                                                       | BELDEN INC                                                                       | CUSIP: 077454106<br>LEI: 68BKYO1JC791TTJHUE82 | Long             | EC               | CORP              | US        |        408 | NS      | $33084.72     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Berkshire Hathaway Inc                                                           | BERKSHIRE HATHAWAY INC                                                           | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |         35 | NS      | $10903.20     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Bill.com Holdings Inc                                                            | BILL HOLDINGS INC                                                                | CUSIP: 090043100<br>LEI: 549300IBF9VZZIGOZW63 | Long             | EC               | CORP              | US        |        500 | NS      | $57810.00     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| BioMarin Pharmaceutical Inc                                                      | BIOMARIN PHARMACEUTICAL INC                                                      | CUSIP: 09061G101<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | EC               | CORP              | US        |        248 | NS      | $28606.80     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Biogen Inc                                                                       | BIOGEN INC                                                                       | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               | CORP              | US        |         75 | NS      | $21817.50     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| BioNTech SE                                                                      | BIONTECH SE                                                                      | CUSIP: 09075V102<br>LEI: 894500UZJ5LG1F8J1U58 | Long             | EC               | CORP              | DE        |         95 | NS      | $13623.95     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Black Knight Inc                                                                 | BLACK KNIGHT INC                                                                 | CUSIP: 09215C105<br>LEI: 549300TUSNXS3BFFML48 | Long             | EC               | CORP              | US        |        294 | NS      | $17813.46     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Blackbird Capital Aircraft Lease Securitization Ltd 2016-1                       | BLACKBIRD CAPITAL AIRCRAFT LEASE SECURITIZATION LTD 2016-1                       | CUSIP: 09228YAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |     403277 | PA      | $333551.44    | 0.10%             | 2041-12-16      | Variable      | 4.21%                 | No            | 2                  | On Loan: No      |
| Weir Group PLC/The                                                               | WEIR GROUP PLC/THE                                                               | CUSIP: 000000000<br>LEI: 549300KDR56WHY9I3D10 | Long             | EC               | CORP              | GB        |        774 | NS      | $17062.08     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Blueprint Medicines Corp                                                         | BLUEPRINT MEDICINES CORP                                                         | CUSIP: 09627Y109<br>LEI: 5299004CC60O9T5HVM83 | Long             | EC               | CORP              | US        |        228 | NS      | $10656.72     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO/THE                                                                    | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |        124 | NS      | $26412.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Booking Holdings Inc                                                             | BOOKING HOLDINGS INC                                                             | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |         43 | NS      | $104666.30    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| UBS SECURITIES LLC                                                               | CLP/USD FWD 20230228 UBSWGB2L                                                    | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | CL        |          1 | NC      | $8383.58      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                                                               | USD/CLP FWD 20230228 UBSWGB2L                                                    | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-33023.79    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Braskem Netherlands Finance BV                                                   | BRASKEM NETHERLANDS FINANCE BV                                                   | CUSIP: 10554TAE5<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |     200000 | PA      | $166203.48    | 0.05%             | 2050-01-31      | Fixed         | 5.88%                 | No            | 2                  | On Loan: —       |
| Bright Horizons Family Solutions Inc                                             | BRIGHT HORIZONS FAMILY SOLUTIONS INC                                             | CUSIP: 109194100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       1343 | NS      | $103115.54    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Broadcom Corp / Broadcom Cayman Finance Ltd                                      | BROADCOM CORP / BROADCOM CAYMAN FINANCE LTD                                      | CUSIP: 11134LAF6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     500000 | PA      | $493074.00    | 0.14%             | 2024-01-15      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| Brookfield Corp                                                                  | BROOKFIELD CORP                                                                  | CUSIP: 11271J107<br>LEI: C6J3FGIWG6MBDGTE8F80 | Long             | EC               | CORP              | CA        |        465 | NS      | $17298.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Brookfield Asset Management Ltd                                                  | BROOKFIELD ASSET MANAGEMENT LTD                                                  | CUSIP: 113004105<br>LEI: 549300CZ84WPNJZKY093 | Long             | EC               | CORP              | CA        |        116 | NS      | $3787.40      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Bruker Corp                                                                      | BRUKER CORP                                                                      | CUSIP: 116794108<br>LEI: LEBZ6VLQ6I8XB1NHVY15 | Long             | EC               | CORP              | US        |        364 | NS      | $25523.68     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Burlington Stores Inc                                                            | BURLINGTON STORES INC                                                            | CUSIP: 122017106<br>LEI: 5299003Z37DVGKKC1W09 | Long             | EC               | CORP              | US        |       4167 | NS      | $957701.61    | 0.28%             |  |  |  | No            | 1                  | On Loan: No      |
| CAFL 2021-RTL1 Issuer LLC                                                        | CAFL 2021-RTL1 ISSUER LLC                                                        | CUSIP: 12468RAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     830000 | PA      | $728918.45    | 0.21%             | 2029-03-28      | Variable      | 3.10%                 | No            | 2                  | On Loan: No      |
| CCO Holdings LLC / CCO Holdings Capital Corp                                     | CCO HOLDINGS LLC / CCO HOLDINGS CAPITAL CORP                                     | CUSIP: 1248EPBZ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2497000.00   | 0.72%             | 2023-03-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Cboe Global Markets Inc                                                          | CBOE GLOBAL MARKETS INC                                                          | CUSIP: 12503M108<br>LEI: 529900RLNSGA90UPEH54 | Long             | EC               | CORP              | US        |        243 | NS      | $29859.84     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| CEC Entertainment LLC                                                            | CEC ENTERTAINMENT LLC                                                            | CUSIP: 125137AC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     110000 | PA      | $101750.00    | 0.03%             | 2026-05-01      | Fixed         | 6.75%                 | No            | 2                  | On Loan: —       |
| CF Industries Holdings Inc                                                       | CF INDUSTRIES HOLDINGS INC                                                       | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               | CORP              | US        |        284 | NS      | $24054.80     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Cantor Commercial Real Estate Lending 2019-CF1                                   | CANTOR COMMERCIAL REAL ESTATE LENDING 2019-CF1                                   | CUSIP: 12529MDG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     125000 | PA      | $111313.63    | 0.03%             | 2052-05-15      | Variable      | 4.12%                 | No            | 2                  | On Loan: No      |
| Cantor Commercial Real Estate Lending 2019-CF1                                   | CANTOR COMMERCIAL REAL ESTATE LENDING 2019-CF1                                   | CUSIP: 12529MDH8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      80000 | PA      | $71618.50     | 0.02%             | 2052-05-15      | Variable      | 4.66%                 | No            | 2                  | On Loan: No      |
| C4 Therapeutics Inc                                                              | C4 THERAPEUTICS INC                                                              | CUSIP: 12529R107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        495 | NS      | $3856.05      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Cigna Corp                                                                       | CIGNA GROUP/THE                                                                  | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |        128 | NS      | $40533.76     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| CME Group Inc                                                                    | CME GROUP INC                                                                    | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |        113 | NS      | $19962.58     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| CMS Energy Corp                                                                  | CMS ENERGY CORP                                                                  | CUSIP: 125896100<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EC               | CORP              | US        |        156 | NS      | $9857.64      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| COMM 2014-CCRE19 Mortgage Trust                                                  | COMM 2014-CCRE19 MORTGAGE TRUST                                                  | CUSIP: 12592GAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     175000 | PA      | $149706.76    | 0.04%             | 2047-08-10      | Variable      | 4.20%                 | No            | 2                  | On Loan: No      |
| CNA Financial Corp                                                               | CNA FINANCIAL CORP                                                               | CUSIP: 126117100<br>LEI: 549300YX2GSZD7YG1R84 | Long             | EC               | CORP              | US        |         31 | NS      | $1350.36      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| CSMC 2020-TMIC                                                                   | CSMC 2020-TMIC                                                                   | CUSIP: 126390AJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $98619.38     | 0.03%             | 2035-12-15      | Floating      | 11.71%                | No            | 2                  | On Loan: No      |
| Cactus Inc                                                                       | CACTUS INC                                                                       | CUSIP: 127203107<br>LEI: 549300J3T8C9F8QFKV08 | Long             | EC               | CORP              | US        |        378 | NS      | $20453.58     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| RBC DOMINION SECURITIES INC                                                      | USD/NZD FWD 20230421 ROYCGB2L                                                    | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-32627.64    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Calpine Corp                                                                     | CALPINE CORP                                                                     | CUSIP: 131347CR5<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |     915000 | PA      | $761737.50    | 0.22%             | 2031-03-01      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Camden Property Trust                                                            | CAMDEN PROPERTY TRUST                                                            | CUSIP: 133131102<br>LEI: 5493002MYX22OHYJBD89 | Long             | EC               | CORP              | US        |         82 | NS      | $10103.22     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Canadian Pacific Railway Ltd                                                     | CANADIAN PACIFIC RAILWAY LTD                                                     | CUSIP: 13645T100<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |       2482 | NS      | $195829.80    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Capital One Financial Corp                                                       | CAPITAL ONE FINANCIAL CORP                                                       | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |        620 | NS      | $73780.00     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Carmax Auto Owner Trust 2019-3                                                   | CARMAX AUTO OWNER TRUST 2019-3                                                   | CUSIP: 14315PAH8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     705000 | PA      | $690801.30    | 0.20%             | 2026-01-15      | Fixed         | 2.85%                 | No            | 2                  | On Loan: No      |
| CarMax Auto Owner Trust 2023-1                                                   | CARMAX AUTO OWNER TRUST 2023-1                                                   | CUSIP: 14318DAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      65000 | PA      | $64969.57     | 0.02%             | 2026-01-15      | Fixed         | 5.23%                 | No            | 2                  | On Loan: No      |
| Carnival Corp                                                                    | CARNIVAL CORP                                                                    | CUSIP: 143658BQ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     495000 | PA      | $426937.50    | 0.12%             | 2028-08-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Carpenter Technology Corp                                                        | CARPENTER TECHNOLOGY CORP                                                        | CUSIP: 144285AM5<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | DBT              | CORP              | US        |     255000 | PA      | $262012.50    | 0.08%             | 2030-03-15      | Fixed         | 7.62%                 | No            | 2                  | On Loan: No      |
| Carvana Auto Receivables Trust 2021-N3                                           | CARVANA AUTO RECEIVABLES TRUST 2021-N3                                           | CUSIP: 14687GAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      65514 | PA      | $62593.86     | 0.02%             | 2028-06-12      | Fixed         | 1.02%                 | No            | 2                  | On Loan: No      |
| Catalent Inc                                                                     | CATALENT INC                                                                     | CUSIP: 148806102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        253 | NS      | $13548.15     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Caterpillar Inc                                                                  | CATERPILLAR INC                                                                  | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |         67 | NS      | $16903.43     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Cedar Fair LP                                                                    | CEDAR FAIR LP                                                                    | CUSIP: 150185106<br>LEI: 549300TUVLNQQ6BVKH61 | Long             | EC               | CORP              | US        |        344 | NS      | $14427.36     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Cedar Fair LP / Canada s Wonderland Co / Magnum Management Corp / Millennium Op  | CEDAR FAIR LP / CANADA'S WONDERLAND CO / MAGNUM MANAGEMENT CORP / MILLENNIUM OP  | CUSIP: 150190AF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     600000 | PA      | $596250.00    | 0.17%             | 2025-05-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Celanese US Holdings LLC                                                         | CELANESE US HOLDINGS LLC                                                         | CUSIP: 15089QAP9<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     800000 | PA      | $806224.00    | 0.23%             | 2032-07-15      | Fixed         | 6.38%                 | No            | 2                  | On Loan: —       |
| Celanese US Holdings LLC                                                         | CELANESE US HOLDINGS LLC                                                         | CUSIP: 15089QAR5<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     500000 | PA      | $502320.00    | 0.15%             | 2024-07-05      | Fixed         | 5.90%                 | No            | 2                  | On Loan: No      |
| Centene Corp                                                                     | CENTENE CORP                                                                     | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |        498 | NS      | $37967.52     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Ceridian HCM Holding Inc                                                         | CERIDIAN HCM HOLDING INC                                                         | CUSIP: 15677J108<br>LEI: 549300T64GVCHFJ8L449 | Long             | EC               | CORP              | US        |        530 | NS      | $38308.40     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Cerevel Therapeutics Holdings Inc                                                | CEREVEL THERAPEUTICS HOLDINGS INC                                                | CUSIP: 15678U128<br>LEI: 254900RJNIRS9COSQR41 | Long             | EC               | CORP              | US        |        403 | NS      | $13762.45     | 0.00%             |  |  |  | No            | 1                  | On Loan: —       |
| ChampionX Corp                                                                   | CHAMPIONX CORP                                                                   | CUSIP: 15872M104<br>LEI: 549300EP2909K6DYYP38 | Long             | EC               | CORP              | US        |        657 | NS      | $21694.14     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Charles River Laboratories International Inc                                     | CHARLES RIVER LABORATORIES INTERNATIONAL INC                                     | CUSIP: 159864107<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | EC               | CORP              | US        |         86 | NS      | $20919.50     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Charter Communications Inc                                                       | CHARTER COMMUNICATIONS INC                                                       | CUSIP: 16119P108<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Long             | EC               | CORP              | US        |        114 | NS      | $43811.34     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Chesapeake Energy Corp                                                           | CHESAPEAKE ENERGY CORP                                                           | CUSIP: 165167735<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | EC               | CORP              | US        |        273 | NS      | $23674.56     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Chevron Corp                                                                     | CHEVRON CORP                                                                     | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        378 | NS      | $65779.56     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Chipotle Mexican Grill Inc                                                       | CHIPOTLE MEXICAN GRILL INC                                                       | CUSIP: 169656105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         32 | NS      | $52684.16     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                                                                    | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |       1413 | NS      | $73786.86     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                                                                    | CUSIP: 172967NU1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     220000 | PA      | $217265.84    | 0.06%             | 2033-05-24      | Variable      | 4.91%                 | No            | 2                  | On Loan: No      |
| Citizens Financial Group Inc                                                     | CITIZENS FINANCIAL GROUP INC                                                     | CUSIP: 174610105<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EC               | CORP              | US        |        836 | NS      | $36215.52     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC                                                  | USD/EUR FWD 20230224 SBOSGB2X                                                    | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-328147.28   | -0.10%            |  |  |  | No            | 2                  | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC                                                  | EUR/USD FWD 20230224 SBOSGB2X                                                    | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | US        |          1 | NC      | $2560.90      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Clear Channel International BV                                                   | CLEAR CHANNEL INTERNATIONAL BV                                                   | CUSIP: 18452MAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     400000 | PA      | $392000.00    | 0.11%             | 2025-08-01      | Fixed         | 6.62%                 | No            | 2                  | On Loan: —       |
| Coca-Cola Co/The                                                                 | COCA-COLA CO/THE                                                                 | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |        372 | NS      | $22811.04     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Colombia Government International Bond                                           | COLOMBIA GOVERNMENT INTERNATIONAL BOND                                           | CUSIP: 195325CX1<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     200000 | PA      | $191529.84    | 0.06%             | 2026-01-28      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Colombia Government International Bond                                           | COLOMBIA GOVERNMENT INTERNATIONAL BOND                                           | CUSIP: 195325DL6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     300000 | PA      | $272424.85    | 0.08%             | 2027-04-25      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Colorado Health Facilities Authority                                             | COLORADO HEALTH FACILITIES AUTHORITY                                             | CUSIP: 19648FRZ9<br>LEI: 5493002JB6DRFRZPEQ21 | Long             | DBT              | MUN               | US        |     250000 | PA      | $226072.28    | 0.07%             | 2040-12-01      | Fixed         | 4.48%                 | No            | 2                  | On Loan: No      |
| DEUTSCHE BANK                                                                    | JPY/USD FWD 20230421 DEUTGB2L                                                    | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | JP        |          1 | NC      | $-1209.96     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                                                                     | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |       1105 | NS      | $43481.75     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Concord Acquisition Corp III                                                     | CONCORD ACQUISITION CORP III                                                     | CUSIP: 20607V106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      49500 | NS      | $509355.00    | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| Concord Acquisition Corp III                                                     | CONCORD ACQUISITION CORP III                                                     | CUSIP: 20607V114<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      24750 | NS      | $1935.45      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Confluent Inc                                                                    | CONFLUENT INC                                                                    | CUSIP: 20717M103<br>LEI: 254900MRZ83YWUV7SN74 | Long             | EC               | CORP              | US        |       2163 | NS      | $49965.30     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Connecticut Avenue Securities Trust 2022-R03                                     | CONNECTICUT AVENUE SECURITIES TRUST 2022-R03                                     | CUSIP: 20753XAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     299713 | PA      | $301249.81    | 0.09%             | 2042-03-25      | Floating      | 6.41%                 | No            | 2                  | On Loan: No      |
| Connecticut Avenue Securities Trust 2022-R04                                     | CONNECTICUT AVENUE SECURITIES TRUST 2022-R04                                     | CUSIP: 20753YCK6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      60000 | PA      | $60223.32     | 0.02%             | 2042-03-25      | Floating      | 7.41%                 | No            | 2                  | On Loan: No      |
| Connecticut Avenue Securities Trust 2022-R01                                     | CONNECTICUT AVENUE SECURITIES TRUST 2022-R01                                     | CUSIP: 20754LAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     142901 | PA      | $141227.93    | 0.04%             | 2041-12-25      | Floating      | 5.31%                 | No            | 2                  | On Loan: No      |
| Connecticut Avenue Securities Trust 2022-R06                                     | CONNECTICUT AVENUE SECURITIES TRUST 2022-R06                                     | CUSIP: 20754NAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      63667 | PA      | $64703.70     | 0.02%             | 2042-05-25      | Floating      | 7.06%                 | No            | 2                  | On Loan: No      |
| ConocoPhillips                                                                   | CONOCOPHILLIPS                                                                   | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |       4959 | NS      | $604353.33    | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| Consorcio Transmantaro SA                                                        | CONSORCIO TRANSMANTARO SA                                                        | CUSIP: 210314AD2<br>LEI: 549300NL65DC6HVEJX96 | Long             | DBT              | CORP              | PE        |     200000 | PA      | $185996.00    | 0.05%             | 2038-04-11      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| Constellation Brands Inc                                                         | CONSTELLATION BRANDS 4/2 144A CP 0.0000 20230210                                 | CUSIP: 000000000<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |     250000 | PA      | $249651.53    | 0.07%             | 2023-02-10      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Cooper Cos Inc/The                                                               | COOPER COS INC/THE                                                               | CUSIP: 216648402<br>LEI: QJKMVPIGLH7530PCUE20 | Long             | EC               | CORP              | US        |         32 | NS      | $11165.76     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Canadian Natural Resources Ltd                                                   | CANADIAN NATURAL RESOURCES LTD                                                   | CUSIP: 000000000<br>LEI: 549300T15RIMIKZC5Q38 | Long             | EC               | CORP              | CA        |        686 | NS      | $42107.11     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Corebridge Financial Inc                                                         | COREBRIDGE FINANCIAL INC                                                         | CUSIP: 21871X109<br>LEI: 549300XY1661QCIA7J65 | Long             | EC               | CORP              | US        |      11208 | NS      | $243886.08    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| QuidelOrtho Corp                                                                 | QUIDELORTHO CORP                                                                 | CUSIP: 219798105<br>LEI: 549300YU8CMO9HF53113 | Long             | EC               | CORP              | US        |         98 | NS      | $8389.78      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Costco Wholesale Corp                                                            | COSTCO WHOLESALE CORP                                                            | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |        208 | NS      | $106317.12    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Crown Castle Inc                                                                 | CROWN CASTLE INC                                                                 | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Long             | EC               | CORP              | US        |        345 | NS      | $51097.95     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Crown Castle Inc                                                                 | CROWN CASTLE INTL CORP 0 CP 07/02/2023                                           | CUSIP: 22823QP70<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     425000 | PA      | $424586.81    | 0.12%             | 2023-02-07      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| CubeSmart                                                                        | CUBESMART                                                                        | CUSIP: 229663109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        416 | NS      | $19048.64     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Cummins Inc                                                                      | CUMMINS INC                                                                      | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |        297 | NS      | $74113.38     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                             | BRL/USD FWD 20230302 CHASGB2L                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | BR        |          1 | NC      | $3950.52      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                             | USD/BRL FWD 20230302 CHASGB2L                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-3690.29     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| DLLAD 2023-1 LLC                                                                 | DLLAD 2023-1 LLC                                                                 | CUSIP: 233258AB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      80000 | PA      | $79995.66     | 0.02%             | 2026-04-20      | Fixed         | 5.19%                 | No            | 2                  | On Loan: No      |
| Danaher Corp                                                                     | DANAHER CORP                                                                     | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |        299 | NS      | $79049.62     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Danske Bank A/S                                                                  | DANSKE BANK A/S                                                                  | CUSIP: 23636AAW1<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |     225000 | PA      | $214043.40    | 0.06%             | 2024-06-22      | Variable      | 1.23%                 | No            | 2                  | On Loan: No      |
| Darling Ingredients Inc                                                          | DARLING INGREDIENTS INC                                                          | CUSIP: 237266101<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | EC               | CORP              | US        |        477 | NS      | $31620.33     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Deckers Outdoor Corp                                                             | DECKERS OUTDOOR CORP                                                             | CUSIP: 243537107<br>LEI: 5493008LG4W3I6K8J118 | Long             | EC               | CORP              | US        |        500 | NS      | $213740.00    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Deere & Co                                                                       | DEERE & CO                                                                       | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |         42 | NS      | $17759.28     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Denali Therapeutics Inc                                                          | DENALI THERAPEUTICS INC                                                          | CUSIP: 24823R105<br>LEI: 549300ZTQ2HO18L3Q830 | Long             | EC               | CORP              | US        |        318 | NS      | $9625.86      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Descartes Systems Group Inc/The                                                  | DESCARTES SYSTEMS GROUP INC/THE                                                  | CUSIP: 249906108<br>LEI: 875500NEPA7JI5EOMN45 | Long             | EC               | CORP              | CA        |        348 | NS      | $25410.96     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Devon Energy Corp                                                                | DEVON ENERGY CORP                                                                | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |        783 | NS      | $49516.92     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Dexcom Inc                                                                       | DEXCOM INC                                                                       | CUSIP: 252131107<br>LEI: 549300YSK3QDSFR5EU59 | Long             | EC               | CORP              | US        |        230 | NS      | $24630.70     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Dime Community Bancshares Inc                                                    | DIME COMMUNITY BANCSHARES INC                                                    | CUSIP: 25432X102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        586 | NS      | $17474.52     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Walt Disney Co/The                                                               | WALT DISNEY CO/THE                                                               | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |        860 | NS      | $93301.40     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| DISH Network Corp                                                                | DISH NETWORK CORP                                                                | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |    1170000 | PA      | $1213875.00   | 0.35%             | 2027-11-15      | Fixed         | 11.75%                | No            | 2                  | On Loan: No      |
| DKT Finance ApS                                                                  | DKT FINANCE APS                                                                  | CUSIP: 255882AA0<br>LEI: 529900CPZ2SMDPG5RV48 | Long             | DBT              | CORP              | DK        |     400000 | PA      | $398500.00    | 0.12%             | 2023-06-17      | Fixed         | 9.38%                 | No            | 2                  | On Loan: No      |
| Dollar General Corp                                                              | DOLLAR GENERAL CORP                                                              | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               | CORP              | US        |        252 | NS      | $58867.20     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Dollar Tree Inc                                                                  | DOLLAR TREE INC                                                                  | CUSIP: 256746108<br>LEI: 549300PMSTQITB1WHR43 | Long             | EC               | CORP              | US        |        175 | NS      | $26281.50     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Dominion Energy Inc                                                              | DOMINION ENERGY INC                                                              | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |        180 | NS      | $11455.20     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| DoorDash Inc                                                                     | DOORDASH INC                                                                     | CUSIP: 25809K105<br>LEI: 549300NUQ43FGGSK5051 | Long             | EC               | CORP              | US        |       1630 | NS      | $94409.60     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Douglas Emmett Inc                                                               | DOUGLAS EMMETT INC                                                               | CUSIP: 25960P109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        161 | NS      | $2696.75      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| DraftKings Inc                                                                   | DRAFTKINGS INC                                                                   | CUSIP: 26142V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        666 | NS      | $9983.34      | 0.00%             |  |  |  | No            | 1                  | On Loan: —       |
| Doximity Inc                                                                     | DOXIMITY INC                                                                     | CUSIP: 26622P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        347 | NS      | $12238.69     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Axis Capital Holdings Ltd                                                        | AXIS CAPITAL HOLDINGS LTD                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |        571 | NS      | $35727.47     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| EOG Resources Inc                                                                | EOG RESOURCES INC                                                                | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |       3934 | NS      | $520271.50    | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| EQRx Inc                                                                         | EQRX INC                                                                         | CUSIP: 26886C115<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       2200 | NS      | $633.60       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| RenaissanceRe Holdings Ltd                                                       | RENAISSANCERE HOLDINGS LTD                                                       | CUSIP: 000000000<br>LEI: EK6GB9U3U58PDI411C94 | Long             | EC               | CORP              | BM        |        194 | NS      | $37963.86     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Arch Capital Group Ltd                                                           | ARCH CAPITAL GROUP LTD                                                           | CUSIP: 000000000<br>LEI: 549300AYR4P8AFKDCE43 | Long             | EC               | CORP              | BM        |        594 | NS      | $38223.90     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| East West Bancorp Inc                                                            | EAST WEST BANCORP INC                                                            | CUSIP: 27579R104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        422 | NS      | $33135.44     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Ecopetrol SA                                                                     | ECOPETROL SA                                                                     | CUSIP: 279158AN9<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |     300000 | PA      | $281575.50    | 0.08%             | 2030-04-29      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| Edison International                                                             | EDISON INTERNATIONAL                                                             | CUSIP: 281020AW7<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |     685000 | PA      | $743756.56    | 0.22%             | 2029-11-15      | Fixed         | 6.95%                 | No            | 2                  | On Loan: No      |
| eG Global Finance PLC                                                            | EG GLOBAL FINANCE PLC                                                            | CUSIP: 28228PAB7<br>LEI: 549300TL8Q5207VYET27 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $189500.00    | 0.06%             | 2025-10-30      | Fixed         | 8.50%                 | No            | 2                  | On Loan: No      |
| Elanco Animal Health Inc                                                         | ELANCO ANIMAL HEALTH INC                                                         | CUSIP: 28414HAE3<br>LEI: 549300SHPNDCE059M934 | Long             | DBT              | CORP              | US        |     217000 | PA      | $215951.24    | 0.06%             | 2023-08-28      | Variable      | 5.77%                 | No            | 2                  | On Loan: No      |
| Elara HGV Timeshare Issuer 2019-A LLC                                            | ELARA HGV TIMESHARE ISSUER 2019-A LLC                                            | CUSIP: 28416TAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      61136 | PA      | $56586.09     | 0.02%             | 2034-01-25      | Fixed         | 3.45%                 | No            | 2                  | On Loan: No      |
| Element Solutions Inc                                                            | ELEMENT SOLUTIONS INC                                                            | CUSIP: 28618M106<br>LEI: 549300FLGN6P5CU20J91 | Long             | EC               | CORP              | US        |        508 | NS      | $10403.84     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| UBS SECURITIES LLC                                                               | USD/EUR FWD 20230224 UBSWGB2L                                                    | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-23739.64    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                                                               | EUR/USD FWD 20230224 UBSWGB2L                                                    | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |          1 | NC      | $56630.87     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Enbridge Inc                                                                     | ENBRIDGE INC                                                                     | CUSIP: 29250NBN4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     325000 | PA      | $325549.90    | 0.09%             | 2083-01-15      | Variable      | 7.38%                 | No            | 2                  | On Loan: No      |
| Encore Capital Group Inc                                                         | ENCORE CAPITAL GROUP INC                                                         | CUSIP: 292554102<br>LEI: 5493000UVC6H49CIH830 | Long             | EC               | CORP              | US        |        279 | NS      | $15545.88     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Endeavor Group Holdings Inc                                                      | ENDEAVOR GROUP HOLDINGS INC                                                      | CUSIP: 29260Y109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       1602 | NS      | $35932.86     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Enel Finance International NV                                                    | ENEL FINANCE INTERNATIONAL NV                                                    | CUSIP: 29278GAZ1<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |     200000 | PA      | $207250.00    | 0.06%             | 2025-10-14      | Fixed         | 6.80%                 | No            | 2                  | On Loan: No      |
| Enel Finance International NV                                                    | ENEL FINANCE INTERNATIONAL NV                                                    | CUSIP: 29278GBB3<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |     200000 | PA      | $237162.80    | 0.07%             | 2052-10-14      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| Entegris Inc                                                                     | ENTEGRIS INC                                                                     | CUSIP: 29362U104<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | EC               | CORP              | US        |        619 | NS      | $49959.49     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Equinix Inc                                                                      | EQUINIX INC                                                                      | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               | CORP              | US        |        184 | NS      | $135815.92    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Equitable Holdings Inc                                                           | EQUITABLE HOLDINGS INC                                                           | CUSIP: 29452E101<br>LEI: 549300FIBAKMNHPZ4009 | Long             | EC               | CORP              | US        |       1075 | NS      | $34475.25     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Equity LifeStyle Properties Inc                                                  | EQUITY LIFESTYLE PROPERTIES INC                                                  | CUSIP: 29472R108<br>LEI: 529900PEQG66LENB6798 | Long             | EC               | CORP              | US        |        300 | NS      | $21534.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Equity Residential                                                               | EQUITY RESIDENTIAL                                                               | CUSIP: 29476L107<br>LEI: 5493008RACSH5EP3PI59 | Long             | EC               | CORP              | US        |        298 | NS      | $18967.70     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| ERO Copper Corp                                                                  | ERO COPPER CORP                                                                  | CUSIP: 296006AA7<br>LEI: 549300KL8A21SEIO8I47 | Long             | DBT              | CORP              | CA        |     440000 | PA      | $375274.95    | 0.11%             | 2030-02-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Essex Property Trust Inc                                                         | ESSEX PROPERTY TRUST INC                                                         | CUSIP: 297178105<br>LEI: 549300TR2H2VEFX0NC60 | Long             | EC               | CORP              | US        |         57 | NS      | $12885.99     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| BNP PARIBAS SECURITIES CORP                                                      | USD/JPY FWD 20230421 BNPAFRPP                                                    | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-1686.07     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| RBC DOMINION SECURITIES INC                                                      | BRL/USD FWD 20230302 ROYCGB2L                                                    | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | BR        |          1 | NC      | $10182.11     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC                                                  | USD/THB FWD 20230310 SBOSGB2X                                                    | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | US        |          1 | NC      | $125.27       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | USD/EUR FWD 20230224 MSLNGB2X                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-160400.70   | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | EUR/USD FWD 20230224 MSLNGB2X                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |          1 | NC      | $4042.58      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Exact Sciences Corp                                                              | EXACT SCIENCES CORP                                                              | CUSIP: 30063P105<br>LEI: 549300VM3X1FYD4N9Z14 | Long             | EC               | CORP              | US        |       4492 | NS      | $303299.84    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Exelixis Inc                                                                     | EXELIXIS INC                                                                     | CUSIP: 30161Q104<br>LEI: 254900PJQB59O2O95R37 | Long             | EC               | CORP              | US        |        581 | NS      | $10237.22     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Exeter Automobile Receivables Trust 2022-2                                       | EXETER AUTOMOBILE RECEIVABLES TRUST 2022-2                                       | CUSIP: 30166QAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     340000 | PA      | $326048.10    | 0.09%             | 2028-07-17      | Fixed         | 4.56%                 | No            | 2                  | On Loan: No      |
| Export-Import Bank of India                                                      | EXPORT-IMPORT BANK OF INDIA                                                      | CUSIP: 30216KAC6<br>LEI: 335800OFZ8YEIVN1QI11 | Long             | DBT              | NUSS              | IN        |     300000 | PA      | $283245.22    | 0.08%             | 2028-02-01      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Export-Import Bank of India                                                      | EXPORT-IMPORT BANK OF INDIA                                                      | CUSIP: 30216KAF9<br>LEI: 335800OFZ8YEIVN1QI11 | Long             | DBT              | NUSS              | IN        |     300000 | PA      | $243697.50    | 0.07%             | 2031-01-13      | Fixed         | 2.25%                 | No            | 2                  | On Loan: —       |
| ExteNet LLC 2019-1                                                               | EXTENET LLC 2019-1                                                               | CUSIP: 30227XAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     260000 | PA      | $246618.55    | 0.07%             | 2049-07-26      | Fixed         | 4.14%                 | No            | 2                  | On Loan: No      |
| Exxon Mobil Corp                                                                 | EXXON MOBIL CORP                                                                 | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |        347 | NS      | $40255.47     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| FMC Corp                                                                         | FMC CORP                                                                         | CUSIP: 302491303<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | EC               | CORP              | US        |        283 | NS      | $37675.79     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Meta Platforms Inc                                                               | META PLATFORMS INC                                                               | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |       1551 | NS      | $231052.47    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Farfetch Ltd                                                                     | FARFETCH LTD                                                                     | CUSIP: 30744W107<br>LEI: 549300QFQ74Z0F96NS78 | Long             | EC               | CORP              | KY        |        976 | NS      | $6656.32      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Fate Therapeutics Inc                                                            | FATE THERAPEUTICS INC                                                            | CUSIP: 31189P102<br>LEI: 549300L14Q4UHOODLA90 | Long             | EC               | CORP              | US        |        382 | NS      | $2276.72      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| FedEx Corp                                                                       | FEDEX CORP                                                                       | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |        528 | NS      | $102358.08    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Fifth Third Bancorp                                                              | FIFTH THIRD BANCORP                                                              | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        |       1458 | NS      | $52910.82     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Finance of America HECM Buyout 2022-HB1                                          | FINANCE OF AMERICA HECM BUYOUT 2022-HB1                                          | CUSIP: 31735JAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     460000 | PA      | $432627.29    | 0.13%             | 2032-02-25      | Variable      | 5.08%                 | No            | 2                  | On Loan: No      |
| First American Financial Corp                                                    | FIRST AMERICAN FINANCIAL CORP                                                    | CUSIP: 31847R102<br>LEI: 549300B6VEZK3N0A1P55 | Long             | EC               | CORP              | US        |        283 | NS      | $17509.21     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | ZAR/USD FWD 20230414 MSLNGB2X                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | ZA        |          1 | NC      | $-3109.99     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | USD/ZAR FWD 20230414 MSLNGB2X                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |          1 | NC      | $2301.82      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Next PLC                                                                         | NEXT PLC                                                                         | CUSIP: 000000000<br>LEI: 213800WQD8ECPZP9PH98 | Long             | EC               | CORP              | GB        |        201 | NS      | $16456.72     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| STANDARD CHARTERED SECURITIES                                                    | GBP/USD FWD 20230224 SCBLGB2L                                                    | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | GB        |          1 | NC      | $16340.90     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Fiserv Inc                                                                       | FISERV INC                                                                       | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | EC               | CORP              | US        |        256 | NS      | $27310.08     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Floor & Decor Holdings Inc                                                       | FLOOR & DECOR HOLDINGS INC                                                       | CUSIP: 339750101<br>LEI: 549300M5FR3N688XGQ36 | Long             | EC               | CORP              | US        |        316 | NS      | $28683.32     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| FOCUS Brands Funding LLC                                                         | FOCUS BRANDS FUNDING LLC                                                         | CUSIP: 34417QAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     756425 | PA      | $715040.23    | 0.21%             | 2048-10-30      | Fixed         | 5.18%                 | No            | 2                  | On Loan: No      |
| FOCUS Brands Funding LLC                                                         | FOCUS BRANDS FUNDING LLC                                                         | CUSIP: 34417RAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     248750 | PA      | $247114.47    | 0.07%             | 2052-07-30      | Fixed         | 7.21%                 | No            | 2                  | On Loan: No      |
| Ford Credit Auto Lease Trust 2023-A                                              | FORD CREDIT AUTO LEASE TRUST 2023-A                                              | CUSIP: 345287AB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     120000 | PA      | $119924.54    | 0.03%             | 2025-06-15      | Fixed         | 5.19%                 | No            | 2                  | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2022-HQA3                                          | FREDDIE MAC STACR REMIC TRUST 2022-HQA3                                          | CUSIP: 35564KE70<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     195000 | PA      | $192563.32    | 0.06%             | 2042-08-25      | Floating      | 9.66%                 | No            | 2                  | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2022-DNA2                                          | FREDDIE MAC STACR REMIC TRUST 2022-DNA2                                          | CUSIP: 35564KRE1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     114217 | PA      | $113444.44    | 0.03%             | 2042-02-25      | Floating      | 5.61%                 | No            | 2                  | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2022-DNA2                                          | FREDDIE MAC STACR REMIC TRUST 2022-DNA2                                          | CUSIP: 35564KRN1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     665000 | PA      | $645891.09    | 0.19%             | 2042-02-25      | Floating      | 8.06%                 | No            | 2                  | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2022-HQA1                                          | FREDDIE MAC STACR REMIC TRUST 2022-HQA1                                          | CUSIP: 35564KTA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     534399 | PA      | $535064.16    | 0.16%             | 2042-03-25      | Floating      | 6.41%                 | No            | 2                  | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2022-DNA3                                          | FREDDIE MAC STACR REMIC TRUST 2022-DNA3                                          | CUSIP: 35564KUX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     195000 | PA      | $195637.24    | 0.06%             | 2042-04-25      | Floating      | 7.21%                 | No            | 2                  | On Loan: No      |
| GE HealthCare Technologies Inc                                                   | GE HEALTHCARE TECHNOLOGIES INC                                                   | CUSIP: 36266G107<br>LEI: 549300OI9J7XOWZMUN85 | Long             | EC               | CORP              | US        |       4575 | NS      | $318054.00    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Arthur J Gallagher & Co                                                          | ARTHUR J GALLAGHER & CO                                                          | CUSIP: 363576109<br>LEI: 54930049QLLMPART6V29 | Long             | EC               | CORP              | US        |        260 | NS      | $50887.20     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| General Electric Co                                                              | GENERAL ELECTRIC CO                                                              | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |       8960 | NS      | $721100.80    | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| Global Net Lease Inc / Global Net Lease Operating Partnership LP                 | GLOBAL NET LEASE INC / GLOBAL NET LEASE OPERATING PARTNERSHIP LP                 | CUSIP: 37892AAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     410000 | PA      | $346360.62    | 0.10%             | 2027-12-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Globo Comunicacao e Participacoes SA                                             | GLOBO COMUNICACAO E PARTICIPACOES SA                                             | CUSIP: 37959DAB0<br>LEI: 52990054HEKS017PVR75 | Long             | DBT              | CORP              | BR        |     700000 | PA      | $597485.00    | 0.17%             | 2030-01-22      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Globo Comunicacao e Participacoes SA                                             | GLOBO COMUNICACAO E PARTICIPACOES SA                                             | CUSIP: 37959DAC8<br>LEI: 52990054HEKS017PVR75 | Long             | DBT              | CORP              | BR        |     280000 | PA      | $242096.34    | 0.07%             | 2032-01-14      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GROUP INC/THE                                                      | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |        138 | NS      | $50481.78     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Aris Mining Corp                                                                 | ARIS MINING CORP                                                                 | CUSIP: 38501DAR6<br>LEI: 5493001GJ5TILX6L1F82 | Long             | DBT              | CORP              | CA        |     640000 | PA      | $543200.00    | 0.16%             | 2026-08-09      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| Graphic Packaging International LLC                                              | GRAPHIC PACKAGING INTERNATIONAL LLC                                              | CUSIP: 38869PAM6<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |     500000 | PA      | $489375.00    | 0.14%             | 2024-08-15      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| Great Wolf Trust 2019-WOLF                                                       | GREAT WOLF TRUST 2019-WOLF                                                       | CUSIP: 39152TAQ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     180000 | PA      | $171415.69    | 0.05%             | 2036-12-15      | Floating      | 7.72%                 | No            | 2                  | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC                                                  | USD/SEK FWD 20230224 SBOSGB2X                                                    | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-509.85      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                               | USD/SEK FWD 20230228 GSILGB2X                                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |          1 | NC      | $18278.84     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                     | INR/USD FWD 20230406 CITIGB2L                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | IN        |          1 | NC      | $-246.55      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                     | USD/INR FWD 20230406 CITIGB2L                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |          1 | NC      | $941.65       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC                                                  | ILS/USD FWD 20230420 SBOSGB2X                                                    | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | IL        |          1 | NC      | $1814.14      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | USD/BRL FWD 20230302 MSLNGB2X                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-88428.78    | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | BRL/USD FWD 20230302 MSLNGB2X                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | BR        |          1 | NC      | $23647.33     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Airbus SE                                                                        | AIRBUS SE                                                                        | CUSIP: 000000000<br>LEI: MINO79WLOO247M1IL051 | Long             | EC               | CORP              | NL        |       7832 | NS      | $981865.55    | 0.29%             |  |  |  | No            | 2                  | On Loan: No      |
| Guardant Health Inc                                                              | GUARDANT HEALTH INC                                                              | CUSIP: 40131M109<br>LEI: 254900M8C3E5VC8BR186 | Long             | EC               | CORP              | US        |        205 | NS      | $6443.15      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| HCA Inc                                                                          | HCA INC                                                                          | CUSIP: 404119BN8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    2300000 | PA      | $2294250.00   | 0.67%             | 2024-03-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| HCA Healthcare Inc                                                               | HCA HEALTHCARE INC                                                               | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |        118 | NS      | $30098.26     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS PLC                                                                | CUSIP: 404280DH9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     905000 | PA      | $899121.12    | 0.26%             | 2033-08-11      | Variable      | 5.40%                 | No            | 2                  | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS PLC                                                                | CUSIP: 404280DS5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $229075.60    | 0.07%             | 2033-11-03      | Variable      | 8.11%                 | No            | 2                  | On Loan: No      |
| HPS Loan Management 11-2017 Ltd                                                  | HPS LOAN MANAGEMENT 11-2017 LTD                                                  | CUSIP: 40436VAJ0<br>LEI: 549300Z5U2GIJ32SH058 | Long             | ABS-CBDO         | CORP              | KY        |     335000 | PA      | $317705.95    | 0.09%             | 2030-05-06      | Floating      | 6.48%                 | No            | 2                  | On Loan: No      |
| LVMH Moet Hennessy Louis Vuitton SE                                              | LVMH MOET HENNESSY LOUIS VUITTON SE                                              | CUSIP: 000000000<br>LEI: IOG4E947OATN0KJYSD45 | Long             | EC               | CORP              | FR        |        175 | NS      | $152770.70    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Hardee s Funding LLC                                                             | HARDEE'S FUNDING LLC                                                             | CUSIP: 411707AK8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     265950 | PA      | $220453.40    | 0.06%             | 2051-06-20      | Fixed         | 2.87%                 | No            | 2                  | On Loan: No      |
| Harley-Davidson Financial Services Inc                                           | HARLEY DAVIDSON FINL SER 4/2 144A CP 0.0000 20230207                             | CUSIP: 000000000<br>LEI: RLUFFFFW4GRYU77BTS24 | Long             | DBT              | CORP              | US        |     300000 | PA      | $299719.42    | 0.09%             | 2023-02-07      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Hartford Financial Services Group Inc/The                                        | HARTFORD FINANCIAL SERVICES GROUP INC/THE                                        | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |        988 | NS      | $76678.68     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| HashiCorp Inc                                                                    | HASHICORP INC                                                                    | CUSIP: 418100103<br>LEI: 549300XGOB9ZFQHMIP56 | Long             | EC               | CORP              | US        |       1705 | NS      | $54866.90     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Hess Corp                                                                        | HESS CORP                                                                        | CUSIP: 42809H107<br>LEI: UASVRYNXNK17ULIGK870 | Long             | EC               | CORP              | US        |       4133 | NS      | $620611.28    | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| Hightower Holding LLC                                                            | HIGHTOWER HOLDING LLC                                                            | CUSIP: 43118DAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     245000 | PA      | $211925.00    | 0.06%             | 2029-04-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Hilton Worldwide Holdings Inc                                                    | HILTON WORLDWIDE HOLDINGS INC                                                    | CUSIP: 43300A203<br>LEI: 549300HVGPK36ICB0B89 | Long             | EC               | CORP              | US        |        474 | NS      | $68772.66     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Hologic Inc                                                                      | HOLOGIC INC                                                                      | CUSIP: 436440101<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | EC               | CORP              | US        |        391 | NS      | $31815.67     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC/THE                                                               | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |        518 | NS      | $167920.06    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Home Point Capital Inc                                                           | HOME POINT CAPITAL INC                                                           | CUSIP: 43734LAA4<br>LEI: 549300DQF6YN0E43PM71 | Long             | DBT              | CORP              | US        |     285000 | PA      | $205912.50    | 0.06%             | 2026-02-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Honeywell International Inc                                                      | HONEYWELL INTERNATIONAL INC                                                      | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |        469 | NS      | $97777.12     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Service Properties Trust                                                         | SERVICE PROPERTIES TRUST                                                         | CUSIP: 44106MAR3<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |     700000 | PA      | $693000.00    | 0.20%             | 2023-06-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Service Properties Trust                                                         | SERVICE PROPERTIES TRUST                                                         | CUSIP: 44106MAS1<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |     700000 | PA      | $682500.00    | 0.20%             | 2024-03-15      | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| H World Group Ltd                                                                | H WORLD GROUP LTD                                                                | CUSIP: 44332N106<br>LEI: 549300Y5ML31FVN83730 | Long             | EC               | CORP              | KY        |       6648 | NS      | $315647.04    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| H World Group Ltd                                                                | H WORLD GROUP LTD                                                                | CUSIP: 44332NAB2<br>LEI: 549300Y5ML31FVN83730 | Long             | DBT              | CORP              | KY        |     230000 | PA      | $308584.10    | 0.09%             | 2026-05-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Hubbell Inc                                                                      | HUBBELL INC                                                                      | CUSIP: 443510607<br>LEI: 54930088VDQ6840Y6597 | Long             | EC               | CORP              | US        |        106 | NS      | $24264.46     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| HubSpot Inc                                                                      | HUBSPOT INC                                                                      | CUSIP: 443573100<br>LEI: 529900BLNVEW0MVKJB37 | Long             | EC               | CORP              | US        |        707 | NS      | $245336.07    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Humana Inc                                                                       | HUMANA INC                                                                       | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |        123 | NS      | $62939.10     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Hungary Government International Bond                                            | HUNGARY GOVERNMENT INTERNATIONAL BOND                                            | CUSIP: 445545AR7<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |     270000 | PA      | $279809.91    | 0.08%             | 2028-05-22      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| JB Hunt Transport Services Inc                                                   | JB HUNT TRANSPORT SERVICES INC                                                   | CUSIP: 445658107<br>LEI: 549300XCD1MPI1C5GK90 | Long             | EC               | CORP              | US        |        409 | NS      | $77321.45     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Huntington Bancshares Inc/OH                                                     | HUNTINGTON BANCSHARES INC/OH                                                     | CUSIP: 446150104<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EC               | CORP              | US        |       4152 | NS      | $62985.84     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| IAA Inc                                                                          | IAA INC                                                                          | CUSIP: 449253103<br>LEI: 549300PZCOPC5178W747 | Long             | EC               | CORP              | US        |       9365 | NS      | $390801.45    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| State of Illinois                                                                | STATE OF ILLINOIS                                                                | CUSIP: 452152GB1<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |     165000 | PA      | $177423.76    | 0.05%             | 2035-07-01      | Fixed         | 7.10%                 | No            | 2                  | On Loan: No      |
| Incyte Corp                                                                      | INCYTE CORP                                                                      | CUSIP: 45337C102<br>LEI: 549300Z4WN6JVZ3T4680 | Long             | EC               | CORP              | US        |        199 | NS      | $16942.86     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Ingersoll Rand Inc                                                               | INGERSOLL RAND INC                                                               | CUSIP: 45687V106<br>LEI: 5299004C02FMZCUOIR50 | Long             | EC               | CORP              | US        |       1420 | NS      | $79520.00     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Insmed Inc                                                                       | INSMED INC                                                                       | CUSIP: 457669307<br>LEI: 529900Q55QAG41CCAC11 | Long             | EC               | CORP              | US        |        613 | NS      | $13197.89     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Insulet Corp                                                                     | INSULET CORP                                                                     | CUSIP: 45784P101<br>LEI: 549300TZTYD2PYN92D43 | Long             | EC               | CORP              | US        |         80 | NS      | $22985.60     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Intellia Therapeutics Inc                                                        | INTELLIA THERAPEUTICS INC                                                        | CUSIP: 45826J105<br>LEI: 5493002T5BCPE5DZC723 | Long             | EC               | CORP              | US        |        130 | NS      | $5517.20      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Genmab A/S                                                                       | GENMAB A/S                                                                       | CUSIP: 000000000<br>LEI: 529900MTJPDPE4MHJ122 | Long             | EC               | CORP              | DK        |         60 | NS      | $23513.81     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| International Flavors & Fragrances Inc                                           | INTL FLAVORS & FRAGRANCE 4/2 144A CP 5.5500 20230323                             | CUSIP: 000000000<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |     250000 | PA      | $248285.83    | 0.07%             | 2023-03-23      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| International Paper Co                                                           | INTERNATIONAL PAPER CO                                                           | CUSIP: 460146103<br>LEI: 824LMFJDH41EY779Q875 | Long             | EC               | CORP              | US        |        488 | NS      | $20408.16     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Intesa Sanpaolo SpA                                                              | INTESA SANPAOLO SPA                                                              | CUSIP: 46115HBV8<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |     645000 | PA      | $700813.79    | 0.20%             | 2033-11-21      | Variable      | 8.25%                 | No            | 2                  | On Loan: No      |
| Intuit Inc                                                                       | INTUIT INC                                                                       | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |        260 | NS      | $109894.20    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Intuitive Surgical Inc                                                           | INTUITIVE SURGICAL INC                                                           | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |        921 | NS      | $226280.49    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Ionis Pharmaceuticals Inc                                                        | IONIS PHARMACEUTICALS INC                                                        | CUSIP: 462222100<br>LEI: 549300SI4ZGLG0BLUZ92 | Long             | EC               | CORP              | US        |        337 | NS      | $13436.19     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank NA - CACLN                                                   | JPMORGAN CHASE BANK NA - CACLN                                                   | CUSIP: 46591HBT6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     397921 | PA      | $382728.10    | 0.11%             | 2028-09-25      | Fixed         | 1.17%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank NA - CACLN                                                   | JPMORGAN CHASE BANK NA - CACLN                                                   | CUSIP: 46591HCF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     128120 | PA      | $120733.61    | 0.04%             | 2029-02-26      | Fixed         | 1.01%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank NA - CACLN                                                   | JPMORGAN CHASE BANK NA - CACLN                                                   | CUSIP: 46591HCG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     260986 | PA      | $245938.46    | 0.07%             | 2029-02-26      | Fixed         | 2.10%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE & CO                                                              | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |        321 | NS      | $44927.16     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Jabil Inc                                                                        | JABIL INC 4/2 144A CP 5.2600 20230227                                            | CUSIP: 000000000<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |     500000 | PA      | $498040.25    | 0.14%             | 2023-02-27      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Pernod Ricard SA                                                                 | PERNOD RICARD SA                                                                 | CUSIP: 000000000<br>LEI: 52990097YFPX9J0H5D87 | Long             | EC               | CORP              | FR        |        294 | NS      | $60866.84     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Jane Street Group / JSG Finance Inc                                              | JANE STREET GROUP / JSG FINANCE INC                                              | CUSIP: 47077WAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     520000 | PA      | $466700.00    | 0.14%             | 2029-11-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| ROCKWOOL A/S                                                                     | ROCKWOOL A/S                                                                     | CUSIP: 000000000<br>LEI: 213800QRC7LNX935OZ09 | Long             | EC               | CORP              | DK        |         36 | NS      | $10321.64     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| KE Holdings Inc                                                                  | KE HOLDINGS INC                                                                  | CUSIP: 482497104<br>LEI: 254900RHVY072XPAZE03 | Long             | EC               | CORP              | KY        |       2817 | NS      | $51663.78     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| KKR & Co Inc                                                                     | KKR & CO INC                                                                     | CUSIP: 48251W104<br>LEI: 54930013V5I303TF9571 | Long             | EC               | CORP              | US        |        694 | NS      | $38732.14     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Schneider Electric SE                                                            | SCHNEIDER ELECTRIC SE                                                            | CUSIP: 000000000<br>LEI: 969500A1YF1XUYYXS284 | Long             | EC               | CORP              | FR        |        580 | NS      | $94085.05     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| SAP SE                                                                           | SAP SE                                                                           | CUSIP: 000000000<br>LEI: 529900D6BF99LW9R2E68 | Long             | EC               | CORP              | DE        |       1175 | NS      | $139284.53    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Kanzhun Ltd                                                                      | KANZHUN LTD                                                                      | CUSIP: 48553T106<br>LEI: 254900F4ZCBITP7L0251 | Long             | EC               | CORP              | KY        |       8608 | NS      | $209088.32    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Karuna Therapeutics Inc                                                          | KARUNA THERAPEUTICS INC                                                          | CUSIP: 48576A100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        121 | NS      | $24126.19     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Kemper Corp                                                                      | KEMPER CORP                                                                      | CUSIP: 488401100<br>LEI: 549300FNI1JKTRY2PV09 | Long             | EC               | CORP              | US        |        448 | NS      | $26311.04     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Keurig Dr Pepper Inc                                                             | KEURIG DR PEPPER INC                                                             | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |        868 | NS      | $30623.04     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| KeyCorp                                                                          | KEYCORP                                                                          | CUSIP: 49326EEN9<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |     130000 | PA      | $127254.40    | 0.04%             | 2033-06-01      | Variable      | 4.79%                 | No            | 2                  | On Loan: No      |
| Kilroy Realty Corp                                                               | KILROY REALTY CORP                                                               | CUSIP: 49427F108<br>LEI: 549300CXXI18B214UN80 | Long             | EC               | CORP              | US        |         71 | NS      | $2913.84      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC                                                  | GBP/USD FWD 20230224 SBOSGB2X                                                    | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | GB        |          1 | NC      | $-147832.87   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC                                                  | USD/SGD FWD 20230317 SBOSGB2X                                                    | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | US        |          1 | NC      | $19490.31     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| LCPR Senior Secured Financing DAC                                                | LCPR SENIOR SECURED FINANCING DAC                                                | CUSIP: 50201DAD5<br>LEI: 549300LE5FM8IKMXSP90 | Long             | DBT              | CORP              | IE        |     430000 | PA      | $375175.00    | 0.11%             | 2029-07-15      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| L3Harris Technologies Inc                                                        | L3HARRIS TECHNOLOGIES INC                                                        | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |        200 | NS      | $42964.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| UPM-Kymmene Oyj                                                                  | UPM-KYMMENE OYJ                                                                  | CUSIP: 000000000<br>LEI: 213800EC6PW5VU4J9U64 | Long             | EC               | CORP              | FI        |        672 | NS      | $24357.47     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Lam Research Corp                                                                | LAM RESEARCH CORP                                                                | CUSIP: 512807108<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |        161 | NS      | $80516.10     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Lamar Advertising Co                                                             | LAMAR ADVERTISING CO                                                             | CUSIP: 512816109<br>LEI: 529900Y8WW4MKVPTB543 | Long             | EC               | CORP              | US        |        165 | NS      | $17579.10     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| ASM International NV                                                             | ASM INTERNATIONAL NV                                                             | CUSIP: 000000000<br>LEI: 7245001I22ND6ZFHX623 | Long             | EC               | CORP              | NL        |        159 | NS      | $53774.73     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Estee Lauder Cos Inc/The                                                         | ESTEE LAUDER COS INC/THE                                                         | CUSIP: 518439104<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | EC               | CORP              | US        |       1106 | NS      | $306450.48    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Hermes International                                                             | HERMES INTERNATIONAL                                                             | CUSIP: 000000000<br>LEI: 969500Y4IJGHJE2MTJ13 | Long             | EC               | CORP              | FR        |         26 | NS      | $48659.23     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Liberty Broadband Corp                                                           | LIBERTY BROADBAND CORP                                                           | CUSIP: 530307AA5<br>LEI: 549300MIX43II8JLN536 | Long             | DBT              | CORP              | US        |     200000 | PA      | $195924.00    | 0.06%             | 2050-09-30      | Fixed         | 2.75%                 | No            | 2                  | On Loan: —       |
| Liberty Costa Rica Senior Secured Finance                                        | LIBERTY COSTA RICA SENIOR SECURED FINANCE                                        | CUSIP: 530371AA1<br>LEI: 549300W6O2PHTPCYQ751 | Long             | DBT              | CORP              | KY        |     585000 | PA      | $571942.80    | 0.17%             | 2031-01-15      | Fixed         | 10.88%                | No            | 2                  | On Loan: No      |
| Liberty Media Corp-Liberty Formula One                                           | LIBERTY MEDIA CORP-LIBERTY FORMULA ONE                                           | CUSIP: 531229854<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       9378 | NS      | $663962.40    | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| Eli Lilly & Co                                                                   | ELI LILLY & CO                                                                   | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |       2249 | NS      | $773993.35    | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| Live Nation Entertainment Inc                                                    | LIVE NATION ENTERTAINMENT INC                                                    | CUSIP: 538034109<br>LEI: 5493007B9BM9ZXJINO78 | Long             | EC               | CORP              | US        |        676 | NS      | $54411.24     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Live Nation Entertainment Inc                                                    | LIVE NATION ENTERTAINMENT INC                                                    | CUSIP: 538034AK5<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |     600000 | PA      | $585000.00    | 0.17%             | 2024-11-01      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Volkswagen AG                                                                    | VOLKSWAGEN AG                                                                    | CUSIP: 000000000<br>LEI: 529900NNUPAGGOMPXZ31 | Long             | EP               | CORP              | DE        |        294 | NS      | $40775.07     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Lululemon Athletica Inc                                                          | LULULEMON ATHLETICA INC                                                          | CUSIP: 550021109<br>LEI: 549300D9GZ4BMLDW5T40 | Long             | EC               | CORP              | US        |        121 | NS      | $37132.48     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| MGM Resorts International                                                        | MGM RESORTS INTERNATIONAL                                                        | CUSIP: 552953101<br>LEI: 54930066VBP7DZEGGJ87 | Long             | EC               | CORP              | US        |        771 | NS      | $31927.11     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Magna International Inc                                                          | MAGNA INTERNATIONAL INC                                                          | CUSIP: 559222401<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | EC               | CORP              | CA        |        573 | NS      | $37210.62     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Magnolia Oil & Gas Corp                                                          | MAGNOLIA OIL & GAS CORP                                                          | CUSIP: 559663109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       1033 | NS      | $24389.13     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Marsh & McLennan Cos Inc                                                         | MARSH & MCLENNAN COS INC                                                         | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |        368 | NS      | $64366.88     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Siemens AG                                                                       | SIEMENS AG                                                                       | CUSIP: 000000000<br>LEI: W38RGI023J3WT1HWRP32 | Long             | EC               | CORP              | DE        |        962 | NS      | $150269.47    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Martin Marietta Materials Inc                                                    | MARTIN MARIETTA MATERIALS INC                                                    | CUSIP: 573284106<br>LEI: 5299005MZ4WZECVATV08 | Long             | EC               | CORP              | US        |         42 | NS      | $15104.88     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Mastercard Inc                                                                   | MASTERCARD INC                                                                   | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |       3190 | NS      | $1182214.00   | 0.34%             |  |  |  | No            | 1                  | On Loan: No      |
| Maxar Technologies Inc                                                           | MAXAR TECHNOLOGIES INC                                                           | CUSIP: 57778KAC9<br>LEI: 549300OEN2G821MIJ922 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1045000.00   | 0.30%             | 2027-06-15      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| McDonald s Corp                                                                  | MCDONALD'S CORP                                                                  | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |        346 | NS      | $92520.40     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| McLaren Technology Acquisition Corp                                              | MCLAREN TECHNOLOGY ACQUISITION CORP                                              | CUSIP: 58176U109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      49600 | NS      | $511872.00    | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| McLaren Technology Acquisition Corp                                              | MCLAREN TECHNOLOGY ACQUISITION CORP                                              | CUSIP: 58176U117<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      24800 | NS      | $744.00       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Sartorius AG                                                                     | SARTORIUS AG                                                                     | CUSIP: 000000000<br>LEI: 529900EQV2DY4FOAMU38 | Long             | EP               | CORP              | DE        |       1691 | NS      | $758264.89    | 0.22%             |  |  |  | No            | 2                  | On Loan: —       |
| MercadoLibre Inc                                                                 | MERCADOLIBRE INC                                                                 | CUSIP: 58733R102<br>LEI: 549300DKPDN9M5S8GB14 | Long             | EC               | CORP              | US        |         82 | NS      | $96898.58     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| MercadoLibre Inc                                                                 | MERCADOLIBRE INC                                                                 | CUSIP: 58733RAF9<br>LEI: 549300DKPDN9M5S8GB14 | Long             | DBT              | CORP              | US        |     200000 | PA      | $159451.00    | 0.05%             | 2031-01-14      | Fixed         | 3.12%                 | No            | 2                  | On Loan: —       |
| Mercedes-Benz Auto Receivables Trust 2023-1                                      | MERCEDES-BENZ AUTO RECEIVABLES TRUST 2023-1                                      | CUSIP: 58770AAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     125000 | PA      | $125053.51    | 0.04%             | 2026-01-15      | Fixed         | 5.09%                 | No            | 2                  | On Loan: No      |
| Infineon Technologies AG                                                         | INFINEON TECHNOLOGIES AG                                                         | CUSIP: 000000000<br>LEI: TSI2PJM6EPETEQ4X1U25 | Long             | EC               | CORP              | DE        |       5377 | NS      | $193628.17    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Merck & Co Inc                                                                   | MERCK & CO INC                                                                   | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |        943 | NS      | $101287.63    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC                                                  | USD/JPY FWD 20230421 SBOSGB2X                                                    | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-8956.94     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MetLife Inc                                                                      | METLIFE INC                                                                      | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |        769 | NS      | $56152.38     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Mettler-Toledo International Inc                                                 | METTLER-TOLEDO INTERNATIONAL INC                                                 | CUSIP: 592688105<br>LEI: 5493000BD5GJNUDIUG10 | Long             | EC               | CORP              | US        |         11 | NS      | $16862.12     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Mexico City Airport Trust                                                        | MEXICO CITY AIRPORT TRUST                                                        | CUSIP: 59284MAD6<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |     400000 | PA      | $324592.00    | 0.09%             | 2047-07-31      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Michigan Tobacco Settlement Finance Authority                                    | MICHIGAN TOBACCO SETTLEMENT FINANCE AUTHORITY                                    | CUSIP: 594751AL3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      30000 | PA      | $3726.26      | 0.00%             | 2046-06-01      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Microsoft Corp                                                                   | MICROSOFT CORP                                                                   | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |       5585 | NS      | $1384018.85   | 0.40%             |  |  |  | No            | 1                  | On Loan: No      |
| Middleby Corp/The                                                                | MIDDLEBY CORP/THE                                                                | CUSIP: 596278101<br>LEI: JDFO86U9VQRBKW5KYA35 | Long             | EC               | CORP              | US        |        316 | NS      | $49122.20     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| UBS SECURITIES LLC                                                               | USD/JPY FWD 20230421 UBSWGB2L                                                    | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-1160.01     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                             | PLN/USD FWD 20230217 CHASGB2L                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | PL        |          1 | NC      | $827.60       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Mirati Therapeutics Inc                                                          | MIRATI THERAPEUTICS INC                                                          | CUSIP: 60468T105<br>LEI: 529900GYRW59IDQV6N54 | Long             | EC               | CORP              | US        |        151 | NS      | $8064.91      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Asics Corp                                                                       | ASICS CORP                                                                       | CUSIP: 000000000<br>LEI: 3538002LJMRZ83SU0B85 | Long             | EC               | CORP              | JP        |       1400 | NS      | $33320.74     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Moderna Inc                                                                      | MODERNA INC                                                                      | CUSIP: 60770K107<br>LEI: 549300EI6OKH5K5Q2G38 | Long             | EC               | CORP              | US        |        189 | NS      | $33275.34     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Molina Healthcare Inc                                                            | MOLINA HEALTHCARE INC                                                            | CUSIP: 60855R100<br>LEI: 549300NQQCEQ46YHZ591 | Long             | EC               | CORP              | US        |        142 | NS      | $44279.86     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Mondelez International Inc                                                       | MONDELEZ INTERNATIONAL INC                                                       | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |        930 | NS      | $60859.20     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| MongoDB Inc                                                                      | MONGODB INC                                                                      | CUSIP: 60937P106<br>LEI: 549300TPTG69WKWE1Z37 | Long             | EC               | CORP              | US        |        791 | NS      | $169440.11    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Harmonic Drive Systems Inc                                                       | HARMONIC DRIVE SYSTEMS INC                                                       | CUSIP: 000000000<br>LEI: 353800XFIX2EUARGOE85 | Long             | EC               | CORP              | JP        |      10600 | NS      | $357018.04    | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| Monster Beverage Corp                                                            | MONSTER BEVERAGE CORP                                                            | CUSIP: 61174X109<br>LEI: 52990090AP0E7HCB6F33 | Long             | EC               | CORP              | US        |        493 | NS      | $51311.44     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| BHP Group Ltd                                                                    | BHP GROUP LTD                                                                    | CUSIP: 000000000<br>LEI: WZE1WSENV6JSZFK0JC28 | Long             | EC               | CORP              | AU        |       1342 | NS      | $46999.73     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Republic of South Africa Government Bond                                         | REPUBLIC OF SOUTH AFRICA GOVERNMENT BOND                                         | CUSIP: CP5073947<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |   30420000 | PA      | $1888076.74   | 0.55%             | 2026-12-21      | Fixed         | 10.50%                | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                                                                   | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |        511 | NS      | $49735.63     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | BRL/USD FWD 20230202 MSLNGB2X                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | BR        |          1 | NC      | $-10552.56    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Beijing Capital International Airport Co Ltd                                     | BEIJING CAPITAL INTERNATIONAL AIRPORT CO LTD                                     | CUSIP: 000000000<br>LEI: 5299001QWQN7CK66FE04 | Long             | EC               | CORP              | CN        |      64000 | NS      | $48675.56     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Mueller Water Products Inc                                                       | MUELLER WATER PRODUCTS INC                                                       | CUSIP: 624758108<br>LEI: 549300F7ZU4P1F8V8L60 | Long             | EC               | CORP              | US        |       2613 | NS      | $33054.45     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Daikin Industries Ltd                                                            | DAIKIN INDUSTRIES LTD                                                            | CUSIP: 000000000<br>LEI: 549300Y7FWSTSHMW5Y57 | Long             | EC               | CORP              | JP        |        400 | NS      | $69477.89     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| NCL Corp Ltd                                                                     | NORWEGIAN TL A BANKDEBT                                                          | CUSIP: 000000000<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | US        |     410000 | PA      | $389008.00    | 0.11%             | 2025-01-02      | Variable      | 7.00%                 | No            | 3                  | On Loan: No      |
| NGL Energy Partners LP / NGL Energy Finance Corp                                 | NGL ENERGY PARTNERS LP / NGL ENERGY FINANCE CORP                                 | CUSIP: 62913TAJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      35000 | PA      | $35000.00     | 0.01%             | 2023-11-01      | Fixed         | 7.50%                 | No            | 2                  | On Loan: —       |
| NGL Energy Operating LLC / NGL Energy Finance Corp                               | NGL ENERGY OPERATING LLC / NGL ENERGY FINANCE CORP                               | CUSIP: 62922LAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     415000 | PA      | $394250.00    | 0.11%             | 2026-02-01      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| NXP BV / NXP Funding LLC / NXP USA Inc                                           | NXP BV / NXP FUNDING LLC / NXP USA INC                                           | CUSIP: 62954HBB3<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     105000 | PA      | $102424.46    | 0.03%             | 2033-01-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| NOV Inc                                                                          | NOV INC                                                                          | CUSIP: 62955J103<br>LEI: 549300EHF3IW1AR6U008 | Long             | EC               | CORP              | US        |       3957 | NS      | $96709.08     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Nabors Energy Transition Corp                                                    | NABORS ENERGY TRANSITION CORP                                                    | CUSIP: 629567108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      50400 | NS      | $521136.00    | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| Nabors Energy Transition Corp                                                    | NABORS ENERGY TRANSITION CORP                                                    | CUSIP: 629567116<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      25200 | NS      | $2016.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                               | MITSUBISHI UFJ FINANCIAL GROUP INC                                               | CUSIP: 000000000<br>LEI: 353800V2V8PUY9TK3E06 | Long             | EC               | CORP              | JP        |      30800 | NS      | $225606.35    | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| GPD Cos Inc                                                                      | GPD COS INC                                                                      | CUSIP: 64051NAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     450000 | PA      | $401625.00    | 0.12%             | 2026-04-01      | Fixed         | 10.12%                | No            | 2                  | On Loan: No      |
| Netflix Inc                                                                      | NETFLIX INC                                                                      | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |       1519 | NS      | $537513.34    | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| Neurocrine Biosciences Inc                                                       | NEUROCRINE BIOSCIENCES INC                                                       | CUSIP: 64125C109<br>LEI: 549300FECER0XBN49756 | Long             | EC               | CORP              | US        |         84 | NS      | $9318.12      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| IGO Ltd                                                                          | IGO LTD                                                                          | CUSIP: 000000000<br>LEI: 2549005DZO8VGXM5QN07 | Long             | EC               | CORP              | AU        |       2629 | NS      | $27329.20     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Hyundai Mobis Co Ltd                                                             | HYUNDAI MOBIS CO LTD                                                             | CUSIP: 000000000<br>LEI: 988400HJA9E0ZVDHRS65 | Long             | EC               | CORP              | KR        |        258 | NS      | $43139.45     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Keyence Corp                                                                     | KEYENCE CORP                                                                     | CUSIP: 000000000<br>LEI: 529900M7PQBS7A89DZ11 | Long             | EC               | CORP              | JP        |       1100 | NS      | $506405.83    | 0.15%             |  |  |  | No            | 2                  | On Loan: No      |
| News Corp                                                                        | NEWS CORP                                                                        | CUSIP: 65249B109<br>LEI: 549300ITS31QK8VRBQ14 | Long             | EC               | CORP              | US        |       1474 | NS      | $29863.24     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| NextEra Energy Inc                                                               | NEXTERA ENERGY INC                                                               | CUSIP: 65339F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        119 | NS      | $8880.97      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| NextEra Energy Inc                                                               | NEXTERA ENERGY INC                                                               | CUSIP: 65339F770<br>LEI: N/A                  | Long             | EP               | CORP              | US        |        676 | NS      | $33833.80     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                              | NEXTERA ENERGY CAPITAL HOLDINGS INC                                              | CUSIP: 65339KCJ7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |      85000 | PA      | $86599.45     | 0.03%             | 2032-07-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| NIKE Inc                                                                         | NIKE INC                                                                         | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |        623 | NS      | $79326.59     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Nissan Auto Lease Trust 2023-A                                                   | NISSAN AUTO LEASE TRUST 2023-A                                                   | CUSIP: 65480VAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     125000 | PA      | $124891.38    | 0.04%             | 2025-03-17      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| Norfolk Southern Corp                                                            | NORFOLK SOUTHERN CORP                                                            | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |         38 | NS      | $9340.78      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Mitsui Fudosan Co Ltd                                                            | MITSUI FUDOSAN CO LTD                                                            | CUSIP: 000000000<br>LEI: 353800ND4ZKNZDYKMF33 | Long             | EC               | CORP              | JP        |        900 | NS      | $16869.29     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Miura Co Ltd                                                                     | MIURA CO LTD                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       2400 | NS      | $60055.97     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Nippon Sanso Holdings Corp                                                       | NIPPON SANSO HOLDINGS CORP                                                       | CUSIP: 000000000<br>LEI: 353800F1K6653B4VPY57 | Long             | EC               | CORP              | JP        |       4000 | NS      | $65243.51     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| NVIDIA Corp                                                                      | NVIDIA CORP                                                                      | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |       3973 | NS      | $776205.01    | 0.23%             |  |  |  | No            | 1                  | On Loan: No      |
| Nutrien Ltd                                                                      | NUTRIEN LTD                                                                      | CUSIP: 67077M108<br>LEI: 5493002QQ7GD21OWF963 | Long             | EC               | CORP              | CA        |       6563 | NS      | $543350.77    | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| O Reilly Automotive Inc                                                          | O'REILLY AUTOMOTIVE INC                                                          | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |         71 | NS      | $56256.85     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Northern Star Resources Ltd                                                      | NORTHERN STAR RESOURCES LTD                                                      | CUSIP: 000000000<br>LEI: 254900XFXCRYYZAX6M78 | Long             | EC               | CORP              | AU        |       2395 | NS      | $21340.72     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Octane Receivables Trust 2021-1                                                  | OCTANE RECEIVABLES TRUST 2021-1                                                  | CUSIP: 67571AAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      80703 | PA      | $78163.46     | 0.02%             | 2027-03-22      | Fixed         | 0.93%                 | No            | 2                  | On Loan: No      |
| Octane Receivables Trust 2022-1                                                  | OCTANE RECEIVABLES TRUST 2022-1                                                  | CUSIP: 67571EAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     610000 | PA      | $593870.14    | 0.17%             | 2028-07-20      | Fixed         | 5.21%                 | No            | 2                  | On Loan: No      |
| Octane Receivables Trust 2021-2                                                  | OCTANE RECEIVABLES TRUST 2021-2                                                  | CUSIP: 67578AAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      51744 | PA      | $49322.74     | 0.01%             | 2028-09-20      | Fixed         | 1.21%                 | No            | 2                  | On Loan: No      |
| Octane Receivables Trust 2021-2                                                  | OCTANE RECEIVABLES TRUST 2021-2                                                  | CUSIP: 67578AAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     320000 | PA      | $285325.79    | 0.08%             | 2029-05-21      | Fixed         | 2.53%                 | No            | 2                  | On Loan: No      |
| Samsung Electronics Co Ltd                                                       | SAMSUNG ELECTRONICS CO LTD                                                       | CUSIP: 000000000<br>LEI: 9884007ER46L6N7EI764 | Long             | EC               | CORP              | KR        |       2538 | NS      | $126418.42    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                                                               | USD/GBP FWD 20230228 UBSWGB2L                                                    | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |          1 | NC      | $15183.48     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Sony Group Corp                                                                  | SONY GROUP CORP                                                                  | CUSIP: 000000000<br>LEI: 529900R5WX9N2OI2N910 | Long             | EC               | CORP              | JP        |        700 | NS      | $62546.11     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| 1011778 BC ULC / New Red Finance Inc                                             | 1011778 BC ULC / NEW RED FINANCE INC                                             | CUSIP: 68245XAK5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    1205000 | PA      | $1203493.75   | 0.35%             | 2025-04-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: —       |
| Option Care Health Inc                                                           | OPTION CARE HEALTH INC                                                           | CUSIP: 68404LAA0<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | DBT              | CORP              | US        |     815000 | PA      | $704975.00    | 0.20%             | 2029-10-31      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Suzuki Motor Corp                                                                | SUZUKI MOTOR CORP                                                                | CUSIP: 000000000<br>LEI: 353800D83H0V3ZV1SV24 | Long             | EC               | CORP              | JP        |        900 | NS      | $33742.98     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Taiwan Semiconductor Manufacturing Co Ltd                                        | TAIWAN SEMICONDUCTOR MANUFACTURING CO LTD                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |      46000 | NS      | $811752.67    | 0.24%             |  |  |  | No            | 2                  | On Loan: No      |
| PG&E Corp                                                                        | PG&E CORP                                                                        | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |       1500 | NS      | $23850.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| PNC Financial Services Group Inc/The                                             | PNC FINANCIAL SERVICES GROUP INC/THE                                             | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |         54 | NS      | $8933.22      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| PNC Financial Services Group Inc/The                                             | PNC FINANCIAL SERVICES GROUP INC/THE                                             | CUSIP: 693475BE4<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     850000 | PA      | $821333.75    | 0.24%             | 2033-06-06      | Variable      | 4.63%                 | No            | 2                  | On Loan: No      |
| Pertamina Persero PT                                                             | PERTAMINA PERSERO PT                                                             | CUSIP: 69370RAK3<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | CORP              | ID        |     300000 | PA      | $270750.00    | 0.08%             | 2026-02-09      | Fixed         | 1.40%                 | No            | 2                  | On Loan: No      |
| Freeport Indonesia PT                                                            | FREEPORT INDONESIA PT                                                            | CUSIP: 69377FAB2<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |     460000 | PA      | $439355.61    | 0.13%             | 2032-04-14      | Fixed         | 5.32%                 | No            | 2                  | On Loan: No      |
| Freeport Indonesia PT                                                            | FREEPORT INDONESIA PT                                                            | CUSIP: 69377FAC0<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |     200000 | PA      | $185500.00    | 0.05%             | 2052-04-14      | Fixed         | 6.20%                 | No            | 2                  | On Loan: No      |
| Pacific Biosciences of California Inc                                            | PACIFIC BIOSCIENCES OF CALIFORNIA INC                                            | CUSIP: 69404D108<br>LEI: 529900F1BWRE1M0KZN89 | Long             | EC               | CORP              | US        |        898 | NS      | $9958.82      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Packaging Corp of America                                                        | PACKAGING CORP OF AMERICA                                                        | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               | CORP              | US        |        206 | NS      | $29396.20     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Panama Government International Bond                                             | PANAMA GOVERNMENT INTERNATIONAL BOND                                             | CUSIP: 698299BK9<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     250000 | PA      | $220145.49    | 0.06%             | 2030-01-23      | Fixed         | 3.16%                 | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                               | USD/INR FWD 20230228 GSILGB2X                                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-9421.14     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC                                                  | HUF/USD FWD 20230414 SBOSGB2X                                                    | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | HU        |          1 | NC      | $5174.46      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC                                                  | USD/HUF FWD 20230414 SBOSGB2X                                                    | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-14310.24    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| DEUTSCHE BANK                                                                    | PLN/USD FWD 20230217 DEUTGB2L                                                    | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | PL        |          1 | NC      | $4116.69      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Paycom Software Inc                                                              | PAYCOM SOFTWARE INC                                                              | CUSIP: 70432V102<br>LEI: 254900LSB0HNJUDC6Q18 | Long             | EC               | CORP              | US        |        146 | NS      | $47295.24     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Paylocity Holding Corp                                                           | PAYLOCITY HOLDING CORP                                                           | CUSIP: 70438V106<br>LEI: 549300VH75FTB4DIEE07 | Long             | EC               | CORP              | US        |        286 | NS      | $59570.94     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Penumbra Inc                                                                     | PENUMBRA INC                                                                     | CUSIP: 70975L107<br>LEI: 549300RGE06P3ECANU72 | Long             | EC               | CORP              | US        |        122 | NS      | $30550.02     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Roche Holding AG                                                                 | ROCHE HOLDING AG                                                                 | CUSIP: 000000000<br>LEI: 549300U41AUUVOAAOB37 | Long             | EC               | CORP              | CH        |         77 | NS      | $24037.12     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Nestle SA                                                                        | NESTLE SA                                                                        | CUSIP: 000000000<br>LEI: KY37LUS27QQX7BB93L28 | Long             | EC               | CORP              | CH        |        909 | NS      | $110906.23    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Equinor ASA                                                                      | EQUINOR ASA                                                                      | CUSIP: 000000000<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | EC               | CORP              | NO        |       1817 | NS      | $55376.10     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| PepsiCo Inc                                                                      | PEPSICO INC                                                                      | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |        549 | NS      | $93889.98     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Perrigo Finance Unlimited Co                                                     | PERRIGO FINANCE UNLIMITED CO                                                     | CUSIP: 714295AC6<br>LEI: 549300E86RB6YCTMRM83 | Long             | DBT              | CORP              | IE        |     600000 | PA      | $579000.00    | 0.17%             | 2024-12-15      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| Peruvian Government International Bond                                           | PERUVIAN GOVERNMENT INTERNATIONAL BOND                                           | CUSIP: 715638CJ9<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    1150000 | PA      | $261858.36    | 0.08%             | 2032-08-12      | Fixed         | 6.15%                 | No            | 2                  | On Loan: No      |
| Petroleos Mexicanos                                                              | PETROLEOS MEXICANOS                                                              | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     835000 | PA      | $694248.59    | 0.20%             | 2032-02-16      | Fixed         | 6.70%                 | No            | 2                  | On Loan: No      |
| Petroleos Mexicanos                                                              | PETROLEOS MEXICANOS                                                              | CUSIP: 71654QBE1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     310000 | PA      | $196738.40    | 0.06%             | 2044-06-27      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Petroleos Mexicanos                                                              | PETROLEOS MEXICANOS                                                              | CUSIP: 71654QCK6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     310000 | PA      | $270680.75    | 0.08%             | 2028-02-12      | Fixed         | 5.35%                 | No            | 2                  | On Loan: —       |
| Petroleos Mexicanos                                                              | PETROLEOS MEXICANOS                                                              | CUSIP: 71654QCP5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     315000 | PA      | $285359.07    | 0.08%             | 2029-01-23      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| PetSmart Inc / PetSmart Finance Corp                                             | PETSMART INC / PETSMART FINANCE CORP                                             | CUSIP: 71677KAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     500000 | PA      | $491875.00    | 0.14%             | 2029-02-15      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| Pfizer Inc                                                                       | PFIZER INC                                                                       | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |       1163 | NS      | $51358.08     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Photo Holdings Merger Sub Inc                                                    | PHOTO HOLDINGS MERGER SUB INC                                                    | CUSIP: 719245AD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     330000 | PA      | $168300.00    | 0.05%             | 2026-10-01      | Fixed         | 8.50%                 | No            | 2                  | On Loan: No      |
| Pioneer Natural Resources Co                                                     | PIONEER NATURAL RESOURCES CO                                                     | CUSIP: 723787107<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | EC               | CORP              | US        |        235 | NS      | $54132.25     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Popular Inc                                                                      | POPULAR INC                                                                      | CUSIP: 733174700<br>LEI: 5493008CARDZMVQ3LO89 | Long             | EC               | CORP              | PR        |        315 | NS      | $21621.60     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Alfa Laval AB                                                                    | ALFA LAVAL AB                                                                    | CUSIP: 000000000<br>LEI: 549300UCKT2UK88AG251 | Long             | EC               | CORP              | SE        |         48 | NS      | $1508.43      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Port Beaumont Navigation District                                                | PORT BEAUMONT NAVIGATION DISTRICT                                                | CUSIP: 73360DAA0<br>LEI: 549300G8PKBXALUKJY33 | Long             | DBT              | MUN               | US        |     225000 | PA      | $211514.49    | 0.06%             | 2025-01-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Power & Digital Infrastructure Acquisition II Corp                               | POWER & DIGITAL INFRASTRUCTURE ACQUISITION II CORP                               | CUSIP: 73919C100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      73800 | NS      | $748332.00    | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| Power & Digital Infrastructure Acquisition II Corp                               | POWER & DIGITAL INFRASTRUCTURE ACQUISITION II CORP                               | CUSIP: 73919C118<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      36900 | NS      | $3328.38      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Procter & Gamble Co/The                                                          | PROCTER & GAMBLE CO/THE                                                          | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |        718 | NS      | $102228.84    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Progress Residential 2022-SFR5 Trust                                             | PROGRESS RESIDENTIAL 2022-SFR5 TRUST                                             | CUSIP: 74332YAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     100000 | PA      | $94391.37     | 0.03%             | 2039-06-17      | Fixed         | 5.73%                 | No            | 2                  | On Loan: No      |
| Progress Residential 2020-SFR2 Trust                                             | PROGRESS RESIDENTIAL 2020-SFR2 TRUST                                             | CUSIP: 74333LAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     260000 | PA      | $242580.83    | 0.07%             | 2037-06-17      | Fixed         | 2.58%                 | No            | 2                  | On Loan: No      |
| Prologis Inc                                                                     | PROLOGIS INC                                                                     | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               | CORP              | US        |        353 | NS      | $45635.84     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| PROOF Acquisition Corp I                                                         | PROOF ACQUISITION CORP I                                                         | CUSIP: 74349W104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      72800 | NS      | $746928.00    | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| PROOF Acquisition Corp I                                                         | PROOF ACQUISITION CORP I                                                         | CUSIP: 74349W112<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      36400 | NS      | $1550.64      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Public Storage                                                                   | PUBLIC STORAGE                                                                   | CUSIP: 74460D109<br>LEI: 549300LMZF40TKJ6DM64 | Long             | EC               | CORP              | US        |         97 | NS      | $29520.98     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Commonwealth of Puerto Rico                                                      | COMMONWEALTH OF PUERTO RICO                                                      | CUSIP: 74514L3E5<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | PR        |      25458 | PA      | $25579.31     | 0.01%             | 2023-07-01      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Commonwealth of Puerto Rico                                                      | COMMONWEALTH OF PUERTO RICO                                                      | CUSIP: 74514L3F2<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | PR        |      50774 | PA      | $51940.65     | 0.02%             | 2025-07-01      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| Commonwealth of Puerto Rico                                                      | COMMONWEALTH OF PUERTO RICO                                                      | CUSIP: 74514L3G0<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | PR        |      50314 | PA      | $52698.47     | 0.02%             | 2027-07-01      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| Commonwealth of Puerto Rico                                                      | COMMONWEALTH OF PUERTO RICO                                                      | CUSIP: 74514L3H8<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | PR        |      49497 | PA      | $52624.05     | 0.02%             | 2029-07-01      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| Commonwealth of Puerto Rico                                                      | COMMONWEALTH OF PUERTO RICO                                                      | CUSIP: 74514L3J4<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | PR        |      48077 | PA      | $52140.61     | 0.02%             | 2031-07-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Commonwealth of Puerto Rico                                                      | COMMONWEALTH OF PUERTO RICO                                                      | CUSIP: 74514L3K1<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | PR        |      45589 | PA      | $42625.72     | 0.01%             | 2033-07-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Commonwealth of Puerto Rico                                                      | COMMONWEALTH OF PUERTO RICO                                                      | CUSIP: 74514L3L9<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | PR        |      40979 | PA      | $37221.34     | 0.01%             | 2035-07-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Commonwealth of Puerto Rico                                                      | COMMONWEALTH OF PUERTO RICO                                                      | CUSIP: 74514L3M7<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | PR        |      35170 | PA      | $31121.75     | 0.01%             | 2037-07-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Commonwealth of Puerto Rico                                                      | COMMONWEALTH OF PUERTO RICO                                                      | CUSIP: 74514L3N5<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | PR        |      47818 | PA      | $41120.15     | 0.01%             | 2041-07-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Commonwealth of Puerto Rico                                                      | COMMONWEALTH OF PUERTO RICO                                                      | CUSIP: 74514L3P0<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | PR        |      49730 | PA      | $41465.41     | 0.01%             | 2046-07-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Commonwealth of Puerto Rico                                                      | COMMONWEALTH OF PUERTO RICO                                                      | CUSIP: 74514L3Q8<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | PR        |      15243 | PA      | $14275.92     | 0.00%             | 2024-07-01      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Commonwealth of Puerto Rico                                                      | COMMONWEALTH OF PUERTO RICO                                                      | CUSIP: 74514L3R6<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | PR        |      58668 | PA      | $33977.00     | 0.01%             | 2033-07-01      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Commonwealth of Puerto Rico                                                      | COMMONWEALTH OF PUERTO RICO                                                      | CUSIP: 74514L3T2<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | PR        |    1016201 | PA      | $448398.87    | 0.13%             | 2043-11-01      | Variable      | 0.00%                 | No            | 2                  | On Loan: No      |
| Puerto Rico Electric Power Authority                                             | PUERTO RICO ELECTRIC POWER AUTHORITY                                             | CUSIP: 74526QZR6<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | PR        |      45000 | PA      | $31275.00     | 0.01%             | 2030-07-01      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| Puerto Rico Electric Power Authority                                             | PUERTO RICO ELECTRIC POWER AUTHORITY                                             | CUSIP: 74526QZS4<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | PR        |     370000 | PA      | $257150.00    | 0.07%             | 2032-07-01      | Fixed         | 6.05%                 | No            | 2                  | On Loan: No      |
| Pure Storage Inc                                                                 | PURE STORAGE INC                                                                 | CUSIP: 74624MAB8<br>LEI: 549300NPDB0BZTK3WO90 | Long             | DBT              | CORP              | US        |     473000 | PA      | $529216.05    | 0.15%             | 2023-04-15      | Fixed         | 0.12%                 | No            | 2                  | On Loan: No      |
| Quaker Chemical Corp                                                             | QUAKER CHEMICAL CORP                                                             | CUSIP: 747316107<br>LEI: 549300PJQ1R3WCWCPS54 | Long             | EC               | CORP              | US        |        232 | NS      | $45673.84     | 0.01%             |  |  |  | No            | 1                  | On Loan: —       |
| QUALCOMM Inc                                                                     | QUALCOMM INC                                                                     | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |        366 | NS      | $48754.86     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Quanta Services Inc                                                              | QUANTA SERVICES INC                                                              | CUSIP: 74762E102<br>LEI: SHVRXXEACT60MMH07S24 | Long             | EC               | CORP              | US        |         89 | NS      | $13544.91     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Quanta Services Inc                                                              | QUANTA SERVICES CP 0.0000 20230210                                               | CUSIP: 000000000<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |     250000 | PA      | $249649.45    | 0.07%             | 2023-02-10      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Quanta Services Inc                                                              | QUANTA SERVICES CP 5.2500 20230213                                               | CUSIP: 000000000<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |     250000 | PA      | $249543.56    | 0.07%             | 2023-02-13      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| RPM International Inc                                                            | RPM INTERNATIONAL INC                                                            | CUSIP: 749685103<br>LEI: 549300TJCKW4BRXPJ474 | Long             | EC               | CORP              | US        |        292 | NS      | $26253.72     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Raymond James Financial Inc                                                      | RAYMOND JAMES FINANCIAL INC                                                      | CUSIP: 754730109<br>LEI: RGUZHJ05YTITL6D76949 | Long             | EC               | CORP              | US        |        423 | NS      | $47701.71     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Regency Centers Corp                                                             | REGENCY CENTERS CORP                                                             | CUSIP: 758849103<br>LEI: 529900053A7X7FJ97S58 | Long             | EC               | CORP              | US        |        272 | NS      | $18123.36     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Regeneron Pharmaceuticals Inc                                                    | REGENERON PHARMACEUTICALS INC                                                    | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |        126 | NS      | $95567.22     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| T Rowe Price Government Reserve Investment Fund                                  | T ROWE PRICE GOVERNMENT RESERVE INVESTMENT FUND                                  | CUSIP: 76105Y109<br>LEI: 5493007QR86JJLYO6D96 | Long             | STIV             | RF                | US        |   91582561 | NS      | $91582560.81  | 26.59%            |  |  |  | No            | 1                  | On Loan: No      |
| T Rowe Price Government Reserve Investment Fund                                  | T ROWE PRICE GOVERNMENT RESERVE INVESTMENT FUND - Collateral                     | CUSIP: 76105YYY8<br>LEI: 5493007QR86JJLYO6D96 | Long             | STIV             | RF                | US        |    7886813 | NS      | $7886813.40   | 2.29%             |  |  |  | No            | 1                  | On Loan: No      |
| Rexford Industrial Realty Inc                                                    | REXFORD INDUSTRIAL REALTY INC                                                    | CUSIP: 76169C100<br>LEI: 549300MSLO0DF0EMX355 | Long             | EC               | CORP              | US        |        307 | NS      | $19485.29     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Rivian Automotive Inc                                                            | RIVIAN AUTOMOTIVE INC                                                            | CUSIP: 76954A103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       1877 | NS      | $36413.80     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Rivian Holdings LLC/Rivian LLC/Rivian Automotive LLC                             | RIVIAN HOLDINGS LLC/RIVIAN LLC/RIVIAN AUTOMOTIVE LLC                             | CUSIP: 76954LAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     175000 | PA      | $169750.00    | 0.05%             | 2026-10-15      | Floating      | 10.16%                | No            | 2                  | On Loan: No      |
| ROBLOX Corp                                                                      | ROBLOX CORP                                                                      | CUSIP: 771049103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       5426 | NS      | $201901.46    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Rolls-Royce PLC                                                                  | ROLLS-ROYCE PLC                                                                  | CUSIP: 77578JAB4<br>LEI: X57JK1U580XATGR67572 | Long             | DBT              | CORP              | GB        |     500000 | PA      | $466250.00    | 0.14%             | 2025-10-14      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| Roper Technologies Inc                                                           | ROPER TECHNOLOGIES INC                                                           | CUSIP: 776696106<br>LEI: 54930003T4SXCIWVXY35 | Long             | EC               | CORP              | US        |        344 | NS      | $146802.00    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Heineken NV                                                                      | HEINEKEN NV                                                                      | CUSIP: 000000000<br>LEI: 724500K5PTPSST86UQ23 | Long             | EC               | CORP              | NL        |        355 | NS      | $35478.30     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| SK Hynix Inc                                                                     | SK HYNIX INC                                                                     | CUSIP: 78392BAE7<br>LEI: 988400XAIK6XISWQV045 | Long             | DBT              | CORP              | KR        |     200000 | PA      | $203186.99    | 0.06%             | 2028-01-17      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| SBA Communications Corp                                                          | SBA COMMUNICATIONS CORP                                                          | CUSIP: 78410G104<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | EC               | CORP              | US        |        369 | NS      | $109788.57    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Stonepeak 2021-1 ABS                                                             | STONEPEAK 2021-1 ABS                                                             | CUSIP: 78433XAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     306491 | PA      | $264251.17    | 0.08%             | 2033-02-28      | Fixed         | 3.82%                 | No            | 2                  | On Loan: No      |
| Sabre GLBL Inc                                                                   | SABRE GLBL INC                                                                   | CUSIP: 78573NAF9<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |     315000 | PA      | $310275.00    | 0.09%             | 2025-09-01      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| Saia Inc                                                                         | SAIA INC                                                                         | CUSIP: 78709Y105<br>LEI: 549300WNPG4N9GBOYB29 | Long             | EC               | CORP              | US        |         55 | NS      | $15002.90     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Salesforce Inc                                                                   | SALESFORCE INC                                                                   | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |        282 | NS      | $47367.54     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Santander Retail Auto Lease Trust 2020-A                                         | SANTANDER RETAIL AUTO LEASE TRUST 2020-A                                         | CUSIP: 80286KAG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     395000 | PA      | $392468.45    | 0.11%             | 2024-11-20      | Fixed         | 2.52%                 | No            | 2                  | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes Series 2022-A                            | SANTANDER BANK AUTO CREDIT-LINKED NOTES SERIES 2022-A                            | CUSIP: 80290CAS3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     448661 | PA      | $438284.76    | 0.13%             | 2032-05-15      | Fixed         | 5.28%                 | No            | 2                  | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes Series 2022-B                            | SANTANDER BANK AUTO CREDIT-LINKED NOTES SERIES 2022-B                            | CUSIP: 80290CAZ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     405138 | PA      | $401692.99    | 0.12%             | 2032-08-16      | Fixed         | 6.79%                 | No            | 2                  | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes Series 2022-C                            | SANTANDER BANK AUTO CREDIT-LINKED NOTES SERIES 2022-C                            | CUSIP: 80290CBH6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     239505 | PA      | $239589.47    | 0.07%             | 2032-12-15      | Fixed         | 8.20%                 | No            | 2                  | On Loan: No      |
| Charles Schwab Corp/The                                                          | CHARLES SCHWAB CORP/THE                                                          | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |      12005 | NS      | $929427.10    | 0.27%             |  |  |  | No            | 1                  | On Loan: No      |
| Sea Ltd                                                                          | SEA LTD                                                                          | CUSIP: 81141R100<br>LEI: 529900OM6JLLW44YKI15 | Long             | EC               | CORP              | KY        |        917 | NS      | $59100.65     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Seagate HDD Cayman                                                               | SEAGATE HDD CAYMAN                                                               | CUSIP: 81180WAT8<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |    1000000 | PA      | $987500.00    | 0.29%             | 2024-03-01      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Seagen Inc                                                                       | SEAGEN INC                                                                       | CUSIP: 81181C104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         99 | NS      | $13808.52     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Sealed Air Corp                                                                  | SEALED AIR CORP                                                                  | CUSIP: 81211K100<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | EC               | CORP              | US        |        218 | NS      | $11937.68     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Seaport Global Acquisition II Corp                                               | SEAPORT GLOBAL ACQUISITION II CORP                                               | CUSIP: 81221H105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      49251 | NS      | $505807.77    | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| Seaport Global Acquisition II Corp                                               | SEAPORT GLOBAL ACQUISITION II CORP                                               | CUSIP: 81221H113<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      24625 | NS      | $960.38       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Seer Inc                                                                         | SEER INC                                                                         | CUSIP: 81578P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        496 | NS      | $2256.80      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Select Medical Corp                                                              | SELECT MEDICAL CORP                                                              | CUSIP: 816196AT6<br>LEI: 549300X05KS0JKR8CB50 | Long             | DBT              | CORP              | US        |     180000 | PA      | $175500.00    | 0.05%             | 2026-08-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| Sempra Energy                                                                    | SEMPRA ENERGY                                                                    | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |        129 | NS      | $20682.57     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Service Properties Trust                                                         | SERVICE PROPERTIES TRUST                                                         | CUSIP: 81761LAA0<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |     600000 | PA      | $591000.00    | 0.17%             | 2025-09-15      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| ServiceNow Inc                                                                   | SERVICENOW INC                                                                   | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |       1359 | NS      | $618521.67    | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| Sherwin-Williams Co/The                                                          | SHERWIN-WILLIAMS CO/THE                                                          | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | EC               | CORP              | US        |       2646 | NS      | $626017.14    | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| Shockwave Medical Inc                                                            | SHOCKWAVE MEDICAL INC                                                            | CUSIP: 82489T104<br>LEI: 549300LDXO56IC5Y1538 | Long             | EC               | CORP              | US        |        123 | NS      | $23115.39     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Shoals Technologies Group Inc                                                    | SHOALS TECHNOLOGIES GROUP INC                                                    | CUSIP: 82489W107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        522 | NS      | $14558.58     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Shopify Inc                                                                      | SHOPIFY INC                                                                      | CUSIP: 82509L107<br>LEI: 549300HGQ43STJLLP808 | Long             | EC               | CORP              | CA        |       7496 | NS      | $369327.92    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Signature Bank/New York NY                                                       | SIGNATURE BANK/NEW YORK NY                                                       | CUSIP: 82669G104<br>LEI: VLP5AP0XK2GM6GKD1007 | Long             | EC               | CORP              | US        |         65 | NS      | $8381.75      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Simon Property Group Inc                                                         | SIMON PROPERTY GROUP INC                                                         | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               | CORP              | US        |        174 | NS      | $22352.04     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Skyward Specialty Insurance Group Inc                                            | SKYWARD SPECIALTY INSURANCE GROUP INC                                            | CUSIP: 830940102<br>LEI: 549300GXGXJG0YH4VN21 | Long             | EC               | CORP              | US        |       7882 | NS      | $145895.82    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| SLIDE 2018-FUN                                                                   | SLIDE 2018-FUN                                                                   | CUSIP: 831350AN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1833540 | PA      | $1805422.46   | 0.52%             | 2031-06-15      | Floating      | 7.01%                 | No            | 2                  | On Loan: No      |
| Snap Inc                                                                         | SNAP INC                                                                         | CUSIP: 83304A106<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | EC               | CORP              | US        |        688 | NS      | $7953.28      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Snowflake Inc                                                                    | SNOWFLAKE INC                                                                    | CUSIP: 833445109<br>LEI: 254900CJNSY1K7T53Z16 | Long             | EC               | CORP              | US        |       1017 | NS      | $159099.48    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Southern Co/The                                                                  | SOUTHERN CO/THE                                                                  | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |        238 | NS      | $16107.84     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Southern Copper Corp                                                             | SOUTHERN COPPER CORP                                                             | CUSIP: 84265V105<br>LEI: 2549007U6NAP46Q9TU15 | Long             | EC               | CORP              | US        |        480 | NS      | $36100.80     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Southwest Airlines Co                                                            | SOUTHWEST AIRLINES CO                                                            | CUSIP: 844741108<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | EC               | CORP              | US        |        672 | NS      | $24037.44     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Sprint LLC                                                                       | SPRINT LLC                                                                       | CUSIP: 85207UAF2<br>LEI: 549300ZTTY7CXOLJ6539 | Long             | DBT              | CORP              | US        |    2700000 | PA      | $2740500.00   | 0.80%             | 2023-09-15      | Fixed         | 7.88%                 | No            | 2                  | On Loan: No      |
| Block Inc                                                                        | BLOCK INC                                                                        | CUSIP: 852234103<br>LEI: 549300OHIIUWSTIZME52 | Long             | EC               | CORP              | US        |       2876 | NS      | $235026.72    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Stanley Black & Decker Inc                                                       | STANLEY BLACK & DECKER INC                                                       | CUSIP: 854502101<br>LEI: 549300DJ09SMTO561131 | Long             | EC               | CORP              | US        |        574 | NS      | $51263.94     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Starbucks Corp                                                                   | STARBUCKS CORP                                                                   | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |        590 | NS      | $64392.60     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| State Street Corp                                                                | STATE STREET CORP                                                                | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |        692 | NS      | $63200.36     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Stryker Corp                                                                     | STRYKER CORP                                                                     | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |        266 | NS      | $67513.46     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Surgery Center Holdings Inc                                                      | SURGERY CENTER HOLDINGS INC                                                      | CUSIP: 86881WAD4<br>LEI: 54930054EVI5HWPPW113 | Long             | DBT              | CORP              | US        |     300000 | PA      | $306000.00    | 0.09%             | 2027-04-15      | Fixed         | 10.00%                | No            | 2                  | On Loan: —       |
| Suzano Austria GmbH                                                              | SUZANO AUSTRIA GMBH                                                              | CUSIP: 86964WAK8<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |     300000 | PA      | $238887.04    | 0.07%             | 2032-01-15      | Fixed         | 3.12%                 | No            | 2                  | On Loan: No      |
| Synopsys Inc                                                                     | SYNOPSYS INC                                                                     | CUSIP: 871607107<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | EC               | CORP              | US        |        225 | NS      | $79593.75     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                              | SYNGENTA WILMINGTON INC 4/2 144A CP 5.3500 20230224                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     430000 | PA      | $428504.46    | 0.12%             | 2023-02-24      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| T-Mobile US Inc                                                                  | T-MOBILE US INC                                                                  | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |       6698 | NS      | $1000078.38   | 0.29%             |  |  |  | No            | 1                  | On Loan: No      |
| TRK 2022-INV1 Trust                                                              | TRK 2022-INV1 TRUST                                                              | CUSIP: 872635AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     175243 | PA      | $157176.55    | 0.05%             | 2057-02-25      | Variable      | 2.58%                 | No            | 2                  | On Loan: No      |
| Targa Resources Corp                                                             | TARGA RESOURCES CORP 4/2 144A CP 5.2000 20230223                                 | CUSIP: 000000000<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     420000 | PA      | $418805.38    | 0.12%             | 2023-02-23      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| TC Energy Corp                                                                   | TC ENERGY CORP                                                                   | CUSIP: 87807B107<br>LEI: 549300UGKOFV2IWJJG27 | Long             | EC               | CORP              | CA        |        385 | NS      | $16608.90     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Teleflex Inc                                                                     | TELEFLEX INC                                                                     | CUSIP: 879369106<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | EC               | CORP              | US        |         50 | NS      | $12171.00     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| ALTERA INFRA/TEEKAY OFC                                                          | ALTERA INFRASTRUCTURE LP/TEEKAY OFFSHORE FINANCE CORP                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | MH        |     170000 | PA      | $6800.00      | 0.00%             | 2023-07-15      | Fixed         | 8.50%                 | Yes           | 3                  | On Loan: No      |
| 10X Genomics Inc                                                                 | 10X GENOMICS INC                                                                 | CUSIP: 88025U109<br>LEI: 5493003Z6741WNLG7H43 | Long             | EC               | CORP              | US        |        206 | NS      | $9646.98      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Terreno Realty Corp                                                              | TERRENO REALTY CORP                                                              | CUSIP: 88146M101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        217 | NS      | $13981.31     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Tesla Inc                                                                        | TESLA INC                                                                        | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |       2046 | NS      | $354408.12    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Textron Inc                                                                      | TEXTRON INC                                                                      | CUSIP: 883203101<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | EC               | CORP              | US        |        368 | NS      | $26808.80     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Thaioil Treasury Center Co Ltd                                                   | THAIOIL TREASURY CENTER CO LTD                                                   | CUSIP: 88323AAE2<br>LEI: 549300NH03B9E8VGJR89 | Long             | DBT              | CORP              | TH        |     310000 | PA      | $200317.87    | 0.06%             | 2049-10-17      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Thaioil Treasury Center Co Ltd                                                   | THAIOIL TREASURY CENTER CO LTD                                                   | CUSIP: 88323AAG7<br>LEI: 549300NH03B9E8VGJR89 | Long             | DBT              | CORP              | TH        |     310000 | PA      | $253392.95    | 0.07%             | 2030-06-18      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Trade Desk Inc/The                                                               | TRADE DESK INC/THE                                                               | CUSIP: 88339J105<br>LEI: 549300GXPD31VT3E0P46 | Long             | EC               | CORP              | US        |        584 | NS      | $29608.80     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Thermo Fisher Scientific Inc                                                     | THERMO FISHER SCIENTIFIC INC                                                     | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |        274 | NS      | $156270.42    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Cloud Software Group Holdings Inc                                                | CLOUD SOFTWARE GROUP HOLDINGS INC                                                | CUSIP: 88632QAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     345000 | PA      | $300581.25    | 0.09%             | 2029-03-31      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Toast Inc                                                                        | TOAST INC                                                                        | CUSIP: 888787108<br>LEI: 549300TN1PZNLCD4I551 | Long             | EC               | CORP              | US        |        782 | NS      | $17446.42     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Tobacco Settlement Finance Authority                                             | TOBACCO SETTLEMENT FINANCE AUTHORITY                                             | CUSIP: 88880LAB9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     500000 | PA      | $44233.10     | 0.01%             | 2047-06-01      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Tobacco Settlement Finance Authority                                             | TOBACCO SETTLEMENT FINANCE AUTHORITY                                             | CUSIP: 88880LAW3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     115000 | PA      | $103357.02    | 0.03%             | 2049-06-01      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Tobacco Settlement Financing Corp/VA                                             | TOBACCO SETTLEMENT FINANCING CORP/VA                                             | CUSIP: 88880NAT6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     285000 | PA      | $271078.75    | 0.08%             | 2046-06-01      | Fixed         | 6.71%                 | No            | 2                  | On Loan: No      |
| Toll Brothers Finance Corp                                                       | TOLL BROTHERS FINANCE CORP                                                       | CUSIP: 88947EAN0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1000000 | PA      | $996250.00    | 0.29%             | 2023-04-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Toronto-Dominion Bank/The                                                        | TORONTO-DOMINION BANK/THE                                                        | CUSIP: 89117F8Z5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     200000 | PA      | $209787.60    | 0.06%             | 2082-10-31      | Variable      | 8.12%                 | No            | 2                  | On Loan: No      |
| Townsquare Media Inc                                                             | TOWNSQUARE MEDIA INC                                                             | CUSIP: 892231AB7<br>LEI: 549300XBA8C68H0DR538 | Long             | DBT              | CORP              | US        |     775000 | PA      | $726562.50    | 0.21%             | 2026-02-01      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| TransDigm Group Inc                                                              | TRANSDIGM GROUP INC                                                              | CUSIP: 893641100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         89 | NS      | $63879.75     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Transnet SOC Ltd                                                                 | TRANSNET SOC LTD                                                                 | CUSIP: 89378TAD5<br>LEI: 378900B07CD6F01EA796 | Long             | DBT              | CORP              | ZA        |     200000 | PA      | $201500.00    | 0.06%             | 2028-02-06      | Fixed         | 8.25%                 | No            | 2                  | On Loan: No      |
| Transocean Phoenix 2 Ltd                                                         | TRANSOCEAN PHOENIX 2 LTD                                                         | CUSIP: 893828AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |      44000 | PA      | $44593.91     | 0.01%             | 2024-10-15      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| Transocean Proteus Ltd                                                           | TRANSOCEAN PROTEUS LTD                                                           | CUSIP: 893829AA9<br>LEI: 5493000CTMQ2LH21VM89 | Long             | DBT              | CORP              | KY        |     110000 | PA      | $111100.00    | 0.03%             | 2024-12-01      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| Transocean Pontus Ltd                                                            | TRANSOCEAN PONTUS LTD                                                            | CUSIP: 89382PAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |      22400 | PA      | $23072.00     | 0.01%             | 2025-08-01      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| Travelers Cos Inc/The                                                            | TRAVELERS COS INC/THE                                                            | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |         90 | NS      | $17200.80     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Trimble Inc                                                                      | TRIMBLE INC                                                                      | CUSIP: 896239100<br>LEI: 549300E2MI7NSZFQWS19 | Long             | EC               | CORP              | US        |        486 | NS      | $28217.16     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Trinity Capital Inc                                                              | TRINITY CAPITAL INC                                                              | CUSIP: 896442308<br>LEI: 549300YGT4SBRQYDVU48 | Long             | EC               | CORP              | US        |        634 | NS      | $8489.26      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| BNP PARIBAS SECURITIES CORP                                                      | USD/SEK FWD 20230224 BNPAFRPP                                                    | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |          1 | NC      | $243.06       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| RBC DOMINION SECURITIES INC                                                      | USD/SEK FWD 20230224 ROYCGB2L                                                    | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-3495.44     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| 2020 Cash Mandatory Exchangeable Trust                                           | 2020 CASH MANDATORY EXCHANGEABLE TRUST                                           | CUSIP: 901375105<br>LEI: N/A                  | Long             | EP               | CORP              | US        |        250 | NS      | $305547.63    | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| Vnet Group Inc                                                                   | VNET GROUP INC                                                                   | CUSIP: 90138VAB3<br>LEI: 529900672GYJQ3T38I58 | Long             | DBT              | CORP              | KY        |     530000 | PA      | $456379.29    | 0.13%             | 2026-02-01      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Tyler Technologies Inc                                                           | TYLER TECHNOLOGIES INC                                                           | CUSIP: 902252105<br>LEI: 25490040SMU4Z8LBCW70 | Long             | EC               | CORP              | US        |         51 | NS      | $16461.27     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| US Foods Inc                                                                     | US FOODS INC                                                                     | CUSIP: 90290MAC5<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |    1400000 | PA      | $1400000.00   | 0.41%             | 2025-04-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| US Bancorp                                                                       | US BANCORP                                                                       | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |       1148 | NS      | $57170.40     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| US Airways 2013-1 Class A Pass Through Trust                                     | US AIRWAYS 2013-1 CLASS A PASS THROUGH TRUST                                     | CUSIP: 90346WAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      46602 | PA      | $43083.79     | 0.01%             | 2027-05-15      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| Ultragenyx Pharmaceutical Inc                                                    | ULTRAGENYX PHARMACEUTICAL INC                                                    | CUSIP: 90400D108<br>LEI: 529900EV44GVDN1DCX77 | Long             | EC               | CORP              | US        |        353 | NS      | $16001.49     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Union Pacific Corp                                                               | UNION PACIFIC CORP                                                               | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |         69 | NS      | $14089.11     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| United Airlines Inc                                                              | UNITED AIRLINES INC                                                              | CUSIP: 90932LAG2<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |     375000 | PA      | $356250.00    | 0.10%             | 2026-04-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS SECURITIES CORP                                                      | USD/EUR FWD 20230224 BNPAFRPP                                                    | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |          1 | NC      | $8435.57      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Mexico Government International Bond                                             | MEXICO GOVERNMENT INTERNATIONAL BOND                                             | CUSIP: 91087BAV2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     200000 | PA      | $212759.26    | 0.06%             | 2035-02-09      | Fixed         | 6.35%                 | No            | 2                  | On Loan: No      |
| United Parcel Service Inc                                                        | UNITED PARCEL SERVICE INC                                                        | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |        483 | NS      | $89466.09     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| United States Treasury Note/Bond                                                 | UNITED STATES TREASURY NOTE/BOND                                                 | CUSIP: 912810TL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     850000 | PA      | $908968.75    | 0.26%             | 2052-11-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| United States Treasury Note/Bond                                                 | UNITED STATES TREASURY NOTE/BOND                                                 | CUSIP: 91282CCK5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2800000 | PA      | $2747062.50   | 0.80%             | 2023-06-30      | Fixed         | 0.12%                 | No            | 2                  | On Loan: No      |
| United States Steel Corp                                                         | UNITED STATES STEEL CORP                                                         | CUSIP: 912909AT5<br>LEI: JNLUVFYJT1OZSIQ24U47 | Long             | DBT              | CORP              | US        |     318000 | PA      | $708211.44    | 0.21%             | 2026-11-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GROUP INC                                                           | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |       2862 | NS      | $1428681.78   | 0.41%             |  |  |  | No            | 1                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                             | CAD/USD FWD 20230421 CHASGB2L                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | CA        |          1 | NC      | $908.31       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| VMG Consumer Acquisition Corp                                                    | VMG CONSUMER ACQUISITION CORP                                                    | CUSIP: 91842V102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      49232 | NS      | $505120.32    | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| VMG Consumer Acquisition Corp                                                    | VMG CONSUMER ACQUISITION CORP                                                    | CUSIP: 91842V110<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      24616 | NS      | $1233.26      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/IT/ISP/EUR001M/92059787CA                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | IT        |          1 | NC      | $-18466.09    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/GB/BNZL/BP0001M/92059795CA                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | GB        |          1 | NC      | $929.15       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/JP/2587/JY0001M/92059822CA                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | JP        |          1 | NC      | $9150.60      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/GB/IHG/BP0001M/92059832CA                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | GB        |          1 | NC      | $9404.23      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/JP/6971/JY0001M/92059853CA                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | JP        |          1 | NC      | $-9249.66     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                                                                  | TRS/GB/SMIN/BP0001M/92059880CA                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | GB        |          1 | NC      | $8448.51      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                                                                  | TRS/FR/LR/EUR001M/92059881CA                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | FR        |          1 | NC      | $-4062.99     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                                                                  | TRS/CH/GIVN/SF0001M/92059904CA                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | CH        |          1 | NC      | $6089.03      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                               | TRS/IT/SRG/EUR001M/92059965CA                                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | IT        |          1 | NC      | $44167.52     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/JNJ/US0001M/92065282CA                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $37251.60     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/IDXX/US0001M/92065284CA                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $489.01       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/ADI/US0001M/92065307CA                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $-22990.43    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/CAT/US0001M/92065335CA                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $12183.12     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/BMY/US0001M/92065347CA                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $-12366.18    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/ADSK/US0001M/92065460CA                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $-16007.86    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/POOL/US0001M/92065707CA                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $-23879.13    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/MAA/US0001M/92065739CA                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $-8496.78     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/D/US0001M/92065814CA                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $4212.11      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/RMD/US0001M/92065872CA                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $4175.54      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/RNR/US0001M/92065936CA                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | BM        |          1 | NC      | $1759.56      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/EUCRW/US0001M/92068614CA                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | VG        |          1 | NC      | $4.95         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/LIN/US0001M/92068618CA                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | IE        |          1 | NC      | $820.01       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/VIIAW/US0001M/92068619CA                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $17.64        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                                                                  | TRS/UDR/US0001M/92068826CA                                                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | US        |          1 | NC      | $-11926.14    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                             | TRS/LOW/US0001M/92068842CA                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |          1 | NC      | $1078.55      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/PRU/US0001M/92166831                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $-10662.77    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/CAT/US0001M/92166853                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $2976.45      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Var Energi ASA                                                                   | VAR ENERGI ASA                                                                   | CUSIP: 92212WAE0<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |    1445000 | PA      | $1578538.23   | 0.46%             | 2032-11-15      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/SNA/US0001M/92239813                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $-7405.88     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Veeva Systems Inc                                                                | VEEVA SYSTEMS INC                                                                | CUSIP: 922475108<br>LEI: 549300YZEXPDB92M2F02 | Long             | EC               | CORP              | US        |        112 | NS      | $19101.60     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Ventas Inc                                                                       | VENTAS INC                                                                       | CUSIP: 92276F100<br>LEI: ORQTRC074CWLT3DKHT41 | Long             | EC               | CORP              | US        |        290 | NS      | $15024.90     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| VeriSign Inc                                                                     | VERISIGN INC                                                                     | CUSIP: 92343E102<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | EC               | CORP              | US        |        143 | NS      | $31181.15     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMMUNICATIONS INC                                                       | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |       3382 | NS      | $140589.74    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/JKHY/US0001M/92387996                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $7528.12      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/JKHY/US0001M/92398271                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $4651.98      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/021ESC01/US0001M/92068615CA                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $756.33       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/MCHP/US0001M/92469374                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $-32100.56    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                     | TRS/CH/SGSN/SF0001M/92481845CA                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | CH        |          1 | NC      | $4678.72      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                     | TRS/AT/BG/EUR001M/92481881CA                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | AT        |          1 | NC      | $19236.80     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                     | TRS/AON/US0001M/92489111CA                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | IE        |          1 | NC      | $-14876.70    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Vertex Pharmaceuticals Inc                                                       | VERTEX PHARMACEUTICALS INC                                                       | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |        231 | NS      | $74636.10     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Verscend Escrow Corp                                                             | VERSCEND ESCROW CORP                                                             | CUSIP: 92535WAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1002500.00   | 0.29%             | 2026-08-15      | Fixed         | 9.75%                 | No            | 2                  | On Loan: No      |
| TK Elevator Holdco GmbH                                                          | TK ELEVATOR HOLDCO GMBH                                                          | CUSIP: 92537VAA8<br>LEI: 2549008GCHWX9EEMIS56 | Long             | DBT              | CORP              | DE        |     400000 | PA      | $353000.00    | 0.10%             | 2028-07-15      | Fixed         | 7.62%                 | No            | 2                  | On Loan: —       |
| Verus Securitization Trust 2022-4                                                | VERUS SECURITIZATION TRUST 2022-4                                                | CUSIP: 92538NAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     309879 | PA      | $298127.47    | 0.09%             | 2067-04-25      | Variable      | 4.72%                 | No            | 2                  | On Loan: No      |
| Verus Securitization Trust 2022-1                                                | VERUS SECURITIZATION TRUST 2022-1                                                | CUSIP: 92538WAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     199018 | PA      | $178959.24    | 0.05%             | 2067-01-25      | Variable      | 2.72%                 | No            | 2                  | On Loan: No      |
| Verus Securitization Trust 2023-1                                                | VERUS SECURITIZATION TRUST 2023-1                                                | CUSIP: 92539BAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     585000 | PA      | $586171.40    | 0.17%             | 2067-12-25      | Variable      | 6.90%                 | No            | 2                  | On Loan: No      |
| VICI Properties LP / VICI Note Co Inc                                            | VICI PROPERTIES LP / VICI NOTE CO INC                                            | CUSIP: 92564RAF2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1992500.00   | 0.58%             | 2024-05-01      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                               | TRS/CA/BMO/CDOR01/92660283CA                                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | CA        |          1 | NC      | $-2771.85     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/CA/BMO/CDOR01/92660286CA                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | CA        |          1 | NC      | $-1235.34     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/CA/ENB/CDOR01/92660287CA                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | CA        |          1 | NC      | $8873.90      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/CA/CNQ/CDOR01/92660295CA                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | CA        |          1 | NC      | $-31878.04    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/CA/NA/CDOR01/92660304CA                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | CA        |          1 | NC      | $47776.33     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/MX/ALPEKA/MXIBTIIE/92678842CA                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | MX        |          1 | NC      | $-5598.44     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/MX/ALFAA/MXIBTIIE/92678844CA                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | MX        |          1 | NC      | $-14609.42    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/ADI/US0001M/92687931                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $-6937.21     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Visa Inc                                                                         | VISA INC                                                                         | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |        701 | NS      | $161377.21    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Virtus Investment Partners Inc                                                   | VIRTUS INVESTMENT PARTNERS INC                                                   | CUSIP: 92828Q109<br>LEI: 549300HWF93HB8BDM648 | Long             | EC               | CORP              | US        |         98 | NS      | $21058.24     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Vistra Corp                                                                      | VISTRA CORP                                                                      | CUSIP: 92840MAB8<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |     205000 | PA      | $200900.00    | 0.06%             | N/A             | Variable      | 8.00%                 | No            | 2                  | On Loan: No      |
| Vistra Corp                                                                      | VISTRA CORP                                                                      | CUSIP: 92840MAC6<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |     197000 | PA      | $184884.50    | 0.05%             | N/A             | Variable      | 7.00%                 | No            | 2                  | On Loan: No      |
| Vistra Operations Co LLC                                                         | VISTRA OPERATIONS CO LLC                                                         | CUSIP: 92840VAL6<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     525000 | PA      | $515028.68    | 0.15%             | 2025-05-13      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/KR/US0001M/92907949                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $11864.28     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Voya Financial Inc                                                               | VOYA FINANCIAL INC                                                               | CUSIP: 929089100<br>LEI: 549300T065Z4KJ686G75 | Long             | EC               | CORP              | US        |        208 | NS      | $14512.16     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Vulcan Materials Co                                                              | VULCAN MATERIALS CO                                                              | CUSIP: 929160109<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | EC               | CORP              | US        |         98 | NS      | $17966.34     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/SE/INVEA/STIB1M/93312575                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | SE        |          1 | NC      | $1159.66      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Warby Parker Inc                                                                 | WARBY PARKER INC                                                                 | CUSIP: 93403J106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        439 | NS      | $7089.85      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Warner Music Group Corp                                                          | WARNER MUSIC GROUP CORP                                                          | CUSIP: 934550203<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        313 | NS      | $11408.85     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/ROST/SOFRCOMPOUND/93829233                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $-5149.38     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/NEE/SOFRCOMPOUND/93878170                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $-5007.51     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/JBHT/SOFRCOMPOUND/93908707                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $20359.33     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                     | TRS/GB/LSEG/SONIACOMPOUND/93960193                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | GB        |          1 | NC      | $4306.23      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/IR/SOFRCOMPOUND/93995079                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $-5225.10     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/NXPI/SOFRCOMPOUND/93997684                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | NL        |          1 | NC      | $-19697.84    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                                                               | TRS/NL/AD/ESTRCOMPOUND/94023295CA                                                | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DE               | CORP              | NL        |          1 | NC      | $6264.35      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                                                               | TRS/JP/6752/TONACOMPOUND/94023651CA                                              | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DE               | CORP              | JP        |          1 | NC      | $34285.86     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                                                               | TRS/SE/ESSITYB/STIB1M/94034739                                                   | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DE               | CORP              | SE        |          1 | NC      | $-18739.91    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/REXR/SOFRCOMPOUND/94034744                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $20552.09     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/ROST/SOFRCOMPOUND/94063525                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $-5116.89     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/NXPI/SOFRCOMPOUND/94063535                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | NL        |          1 | NC      | $-22695.64    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/MPWR/SOFRCOMPOUND/94126809                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $29753.79     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                             | TRS/APO/SOFRCOMPOUND/94179258                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |          1 | NC      | $14451.46     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                             | TRS/UNP/SOFRCOMPOUND/94179260                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |          1 | NC      | $26792.54     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/EXR/SOFRCOMPOUND/94348722                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $13023.34     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                                                               | TRS/AU/IAG/ADBB1M/94379440                                                       | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DE               | CORP              | AU        |          1 | NC      | $-15933.33    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                     | TRS/JP/3092/TONACOMPOUND/94410118                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | JP        |          1 | NC      | $-15929.86    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                               | TRS/CH/ALC//94500634                                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | CH        |          1 | NC      | $115.26       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/FMC/SOFRCOMPOUND/94581849                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $1376.26      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/FMC/SOFRCOMPOUND/94766371                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $4876.36      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/FMC/SOFRCOMPOUND/94770312                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $6031.74      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Webster Financial Corp                                                           | WEBSTER FINANCIAL CORP                                                           | CUSIP: 947890109<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | EC               | CORP              | US        |        770 | NS      | $40540.50     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/CF/SOFRCOMPOUND/94810307                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $-4222.46     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/FMC/SOFRCOMPOUND/94888766                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $10598.02     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/PSA/SOFRCOMPOUND/94888816                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $10732.22     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                             | TRS/GB/CRH/SONIACOMPOUND/94888820                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | IE        |          1 | NC      | $6504.59      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/SIG/SOFRCOMPOUND/94924730                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | BM        |          1 | NC      | $-3862.52     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                                                                  | TRS/CA/NTR/CDOR01/94943235                                                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | CA        |          1 | NC      | $12793.89     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO & CO                                                                 | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |       2337 | NS      | $109535.19    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| BANK OF AMERICA                                                                  | TRS/CA/NTR/CDOR01/94991347                                                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | CA        |          1 | NC      | $12185.21     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                             | TRS/CA/DOO/CDOR01/94991351                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | CA        |          1 | NC      | $17439.23     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/CRM/SOFRCOMPOUND/94991355                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $66616.08     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                     | ILS/USD FWD 20230420 CITIGB2L                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | IL        |          1 | NC      | $-10332.21    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Welltower Inc                                                                    | WELLTOWER INC                                                                    | CUSIP: 95040Q104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        235 | NS      | $17634.40     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/SIG/SOFRCOMPOUND/95057185                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | BM        |          1 | NC      | $-1603.82     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/CA/TRI/CDOR01/95058013                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | CA        |          1 | NC      | $1381.05      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/CA/CAR/U/CDOR01/95058017                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | CA        |          1 | NC      | $15400.27     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/TTD/SOFRCOMPOUND/95058417                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $-4614.30     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                                                               | TRS/SE/ESSITYB/STIB1M/95073407                                                   | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DE               | CORP              | SE        |          1 | NC      | $-18045.78    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                             | TRS/RYAAY/SOFRCOMPOUND/95073415                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | IE        |          1 | NC      | $-17599.52    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                             | TRS/DK/CARLB/CIBO01M/95179242                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | DK        |          1 | NC      | $-5053.12     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/CA/AEM/CDOR01/95181506                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | CA        |          1 | NC      | $-7601.54     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/EZPW/SOFRCOMPOUND/95293876                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $7164.55      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                               | TRS/DE/DTE/ESTRCOMPOUND/95337658                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | DE        |          1 | NC      | $-12073.23    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/BPMC/SOFRCOMPOUND/95348142                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $-1335.22     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/BEAM/SOFRCOMPOUND/95348162                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $2077.86      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/CA/ENB/CDOR01/95355027                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | CA        |          1 | NC      | $5570.85      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/CA/TRI/CDOR01/95355034                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | CA        |          1 | NC      | $663.05       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                     | TRS/FI/VALMT/ESTRCOMPOUND/95355060                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | FI        |          1 | NC      | $26815.56     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/AMN/SOFRCOMPOUND/95380461                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $14719.81     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/NWSA/SOFRCOMPOUND/95450670                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $26137.99     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/NWSA/SOFRCOMPOUND/95459283                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $8199.43      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/EZPW/SOFRCOMPOUND/95468918                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $2515.57      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/NWSA/SOFRCOMPOUND/95473838                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $18395.62     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/ACN/SOFRCOMPOUND/95473879                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | IE        |          1 | NC      | $-11449.03    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/EZPW/SOFRCOMPOUND/95489405                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $2634.41      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/FDX/SOFRCOMPOUND/95491739                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $3291.65      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| West Pharmaceutical Services Inc                                                 | WEST PHARMACEUTICAL SERVICES INC                                                 | CUSIP: 955306105<br>LEI: 5493007NKRGM1RJQ1P16 | Long             | EC               | CORP              | US        |         85 | NS      | $22576.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/RAPT/SOFRCOMPOUND/95534896                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $14231.61     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/TTD/SOFRCOMPOUND/95535222                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $-2686.94     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/AMN/SOFRCOMPOUND/95535231                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $4207.00      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/EZPW/SOFRCOMPOUND/95535271                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $2634.89      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                                                               | TRS/JP/4519/TONACOMPOUND/95538595                                                | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DE               | CORP              | JP        |          1 | NC      | $-7715.33     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/PM/SOFRCOMPOUND/95538607                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $8529.93      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/FLT/SOFRCOMPOUND/95569633                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $19301.73     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/RAPT/SOFRCOMPOUND/95586415                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $5998.32      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/FDX/SOFRCOMPOUND/95642172                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $8599.04      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/PM/SOFRCOMPOUND/95642176                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $11299.20     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/CA/CP/CDOR01/95642182                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | CA        |          1 | NC      | $-8515.29     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                     | TRS/CH/UBSG/SF0001M/95642188X                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | CH        |          1 | NC      | $-16938.93    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                     | TRS/GB/BP//SONIACOMPOUND/95642190                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | GB        |          1 | NC      | $-7975.18     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/DVN/SOFRCOMPOUND/95642192                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $1543.55      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/MDB/SOFRCOMPOUND/95721537                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $460.83       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/EZPW/SOFRCOMPOUND/95739369                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $2325.70      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Western Alliance Bancorp                                                         | WESTERN ALLIANCE BANCORP                                                         | CUSIP: 957638109<br>LEI: 5493003VJXZ5JXT9S762 | Long             | EC               | CORP              | US        |       5802 | NS      | $437296.74    | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/TXT/SOFRCOMPOUND/95795780                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $28591.67     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/AEE/SOFRCOMPOUND/95795782                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $-7464.59     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/MDB/SOFRCOMPOUND/95867391                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $3083.17      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/VMC/SOFRCOMPOUND/95904142                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $713.04       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                     | TRS/SWK/SOFRCOMPOUND/95915906                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $16508.86     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                               | TRS/NO/DNB/NIBOR1M/95949283                                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | NO        |          1 | NC      | $-1173.31     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                     | TRS/PCG/SOFRCOMPOUND/95994382                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $-1226.19     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/ANET/SOFRCOMPOUND/95994384                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $3521.49      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/BAC/SOFRCOMPOUND/96008606                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $9936.56      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/NARI/SOFRCOMPOUND/96034786CA                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $-28076.25    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/CPRT/SOFRCOMPOUND/96034789CA                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $-16986.36    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/BR/MGLU3/SOFRCOMPOUND/96034804CA                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | BR        |          1 | NC      | $5288.16      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/NWSA/SOFRCOMPOUND/96068653                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $10964.62     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/JBHT/SOFRCOMPOUND/96068659                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $12612.85     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/DVN/SOFRCOMPOUND/96068681                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $928.50       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                     | TRS/PCG/SOFRCOMPOUND/96068683                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $-4030.97     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/ANET/SOFRCOMPOUND/96068691                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $19040.73     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/HES/SOFRCOMPOUND/96068693                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $-908.02      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/ABT/SOFRCOMPOUND/96068695                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $14278.33     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/KYMR/SOFRCOMPOUND/96117412                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $1817.16      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                               | TRS/GB/IMB/SONIACOMPOUND/96131015                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | GB        |          1 | NC      | $-14474.71    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                               | TRS/ROK/SOFRCOMPOUND/96131023                                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |          1 | NC      | $-1075.58     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/AMN/SOFRCOMPOUND/96133366                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $3476.16      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                                                                  | TRS/FR/AIR/ESTRCOMPOUND/96140923                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | NL        |          1 | NC      | $-1978.25     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Westrock Co                                                                      | WESTROCK CO                                                                      | CUSIP: 96145D105<br>LEI: 5493004Z9TCQW68YVL89 | Long             | EC               | CORP              | US        |        288 | NS      | $11301.12     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/HES/SOFRCOMPOUND/96163998                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $-9098.11     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                     | TRS/JP/2914/TONACOMPOUND/96164000                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | JP        |          1 | NC      | $-67462.98    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                               | TRS/PEAK/SOFRCOMPOUND/96164004                                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |          1 | NC      | $4780.96      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/DE/MBG/ESTRCOMPOUND/96164010                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | DE        |          1 | NC      | $-4562.36     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                                                                  | TRS/CA/LUN/CDOR01/96164018                                                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | CA        |          1 | NC      | $-29388.62    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                                                                  | TRS/SAIA/SOFRCOMPOUND/96168208                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | US        |          1 | NC      | $43770.46     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                               | TRS/TMO/SOFRCOMPOUND/96210324                                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |          1 | NC      | $-10052.79    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                               | TRS/CA/PKI/CDOR01/96210326                                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | CA        |          1 | NC      | $-2664.78     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                                                                  | TRS/HUM/SOFRCOMPOUND/96243564                                                    | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | US        |          1 | NC      | $12848.94     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                               | TRS/V/SOFRCOMPOUND/96257488                                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |          1 | NC      | $11654.05     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                     | TRS/SWK/SOFRCOMPOUND/96278362                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $9959.15      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                                                                  | TRS/FR/AIR/ESTRCOMPOUND/96315686                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | NL        |          1 | NC      | $-1345.91     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/KYMR/SOFRCOMPOUND/96326092                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $4840.39      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/CRSP/SOFRCOMPOUND/96331524                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | CH        |          1 | NC      | $996.23       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/CRSP/SOFRCOMPOUND/96341698                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | CH        |          1 | NC      | $451.16       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/KYMR/SOFRCOMPOUND/96341700                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $4315.43      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/EZPW/SOFRCOMPOUND/96363968                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $2487.06      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                               | TRS/VICI/SOFRCOMPOUND/96380981                                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |          1 | NC      | $-5277.65     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                               | TRS/CA/TD/CDOR01/96418451                                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | CA        |          1 | NC      | $-14345.32    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/CA/RY/CDOR01/96418464                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | CA        |          1 | NC      | $8338.68      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/BALL/SOFRCOMPOUND/96418466                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $8356.69      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/HCA/SOFRCOMPOUND/96442860                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $15380.82     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/KYMR/SOFRCOMPOUND/96465846                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $4223.90      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                               | TRS/GB/EXPN/SONIACOMPOUND/96467312                                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | JE        |          1 | NC      | $548.53       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                     | TRS/JP/9433/TONACOMPOUND/96467334                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | JP        |          1 | NC      | $-5096.20     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/KIM/SOFRCOMPOUND/96467337                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $-7689.49     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                                                                  | TRS/CA/LUN/CDOR01/96467338                                                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | CA        |          1 | NC      | $-23152.29    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/HSIC/SOFRCOMPOUND/96467340                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $-33805.11    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/MRNA/SOFRCOMPOUND/96470022                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $-3450.93     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/KYMR/SOFRCOMPOUND/96534465                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $4441.96      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/TSCO/SOFRCOMPOUND/96535556                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $-20191.84    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/DIS/SOFRCOMPOUND/96535557                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $30291.52     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/ONEM/SOFRCOMPOUND/96552095                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $4141.71      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/BFAM/SOFRCOMPOUND/96553377                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $1859.73      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/FRPT/SOFRCOMPOUND/96556530                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $-11.55       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/ZBH/SOFRCOMPOUND/96576679                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $10843.30     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                               | TRS/CA/MG/CDOR01/96576687                                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | CA        |          1 | NC      | $-10817.72    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/BFAM/SOFRCOMPOUND/96576993                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $4151.86      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/ONEM/SOFRCOMPOUND/96616930                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $4666.07      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/CFLT/SOFRCOMPOUND/96654905                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $1864.33      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                                                                  | TRS/FR/AIR/ESTRCOMPOUND/96662185                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | NL        |          1 | NC      | $-1843.49     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/NARI/SOFRCOMPOUND/96666533                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $-3394.69     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/BPMC/SOFRCOMPOUND/96693702                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $-1068.46     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/CFLT/SOFRCOMPOUND/96693704                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $2550.66      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/NEE/SOFRCOMPOUND/96728250                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $-10263.14    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/NEE/SOFRCOMPOUND/96766328                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $-10195.47    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/NARI/SOFRCOMPOUND/96785647                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $-5321.72     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/NU/SOFRCOMPOUND/96786023                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | KY        |          1 | NC      | $15964.65     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/NU/SOFRCOMPOUND/96806399                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | KY        |          1 | NC      | $16306.10     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/VMC/SOFRCOMPOUND/96812769                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $366.61       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/TEL/SOFRCOMPOUND/96812785                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | CH        |          1 | NC      | $-21170.67    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/ALB/SOFRCOMPOUND/96812787                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $-16210.67    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/DE/SOFRCOMPOUND/96812789                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $12658.39     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/FDS/SOFRCOMPOUND/96812801                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $10298.71     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/VTRS/SOFRCOMPOUND/96812807                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $3391.86      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/ISRG/SOFRCOMPOUND/96814437                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $-1853.98     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/PSTH/SOFRCOMPOUND/96838344CA                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $-466.74      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/ISRG/SOFRCOMPOUND/96859878                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $-2698.20     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/NEE/SOFRCOMPOUND/96859882                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $-5018.79     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/BPOP/SOFRCOMPOUND/96882502                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | PR        |          1 | NC      | $469.22       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/FRPT/SOFRCOMPOUND/96886434                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $-78.64       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/ISRG/SOFRCOMPOUND/96888869                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $-5462.61     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/BR/MGLU3/SOFRCOMPOUND/96900449                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | BR        |          1 | NC      | $8104.04      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                               | TRS/NLOK/SOFRCOMPOUND/96900994                                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |          1 | NC      | $5125.03      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/CA/QSR/CDOR01/96901000                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | CA        |          1 | NC      | $-188.31      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/ODFL/SOFRCOMPOUND/96901004                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $24592.58     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/ADP/SOFRCOMPOUND/96901009                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $13297.53     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/FR/DSY/ESTRCOMPOUND/96901016                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | FR        |          1 | NC      | $13017.70     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/TGT/SOFRCOMPOUND/96901018                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $-18392.82    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/BR/MGLU3/SOFRCOMPOUND/96923133                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | BR        |          1 | NC      | $17810.03     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                             | TRS/DE/VOW3/ESTRCOMPOUND/96943014                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | DE        |          1 | NC      | $317.73       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/BPOP/SOFRCOMPOUND/96977932                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | PR        |          1 | NC      | $422.08       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                             | TRS/DE/VOW3/ESTRCOMPOUND/96985679                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | DE        |          1 | NC      | $1782.71      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/BPOP/SOFRCOMPOUND/96993912                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | PR        |          1 | NC      | $212.57       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/ISRG/SOFRCOMPOUND/96993914                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $-2764.41     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/NARI/SOFRCOMPOUND/96993924                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $-5321.72     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/BPOP/SOFRCOMPOUND/97000534                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | PR        |          1 | NC      | $210.39       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                             | TRS/DE/VOW3/ESTRCOMPOUND/97001323                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | DE        |          1 | NC      | $441.39       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/BPMC/SOFRCOMPOUND/97004369                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $-416.40      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/TEL/SOFRCOMPOUND/97025606                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | CH        |          1 | NC      | $-4483.97     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/ALB/SOFRCOMPOUND/97025608                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $-33408.41    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/FDS/SOFRCOMPOUND/97025612                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $6467.54      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/VTRS/SOFRCOMPOUND/97025614                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $16742.07     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/TGT/SOFRCOMPOUND/97025620                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $-30264.20    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                               | TRS/NLOK/SOFRCOMPOUND/97025624                                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |          1 | NC      | $3065.63      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/REGN/SOFRCOMPOUND/97025628                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $11023.04     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                                                                  | TRS/PSTG/SOFRCOMPOUND/97030283                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | US        |          1 | NC      | $-31588.03    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/ADP/SOFRCOMPOUND/97065197                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $12683.27     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/DRI/SOFRCOMPOUND/97083043                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $-1055.21     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/MSCI/SOFRCOMPOUND/97083049                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $12694.74     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                               | TRS/X/SOFRCOMPOUND/97086712                                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |          1 | NC      | $-7896.18     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                                                                  | TRS/CSGP/SOFRCOMPOUND/97098896                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | US        |          1 | NC      | $-7719.87     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/CA/ENB/CDOR01/97127173                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | CA        |          1 | NC      | $7224.00      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/DE/SOFRCOMPOUND/97127183                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $6127.91      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                     | TRS/AU/CSL/ADBB1M/97127209                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | AU        |          1 | NC      | $-21091.51    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                                                                  | TRS/CMG/SOFRCOMPOUND/97127211                                                    | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | US        |          1 | NC      | $16167.63     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                                                                  | TRS/PPC/SOFRCOMPOUND/97127754                                                    | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | US        |          1 | NC      | $13120.38     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/INSM/SOFRCOMPOUND/97197970                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $7596.74      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/INSM/SOFRCOMPOUND/97208422                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $7364.23      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/IFF/SOFRCOMPOUND/97228602                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $16729.30     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                               | TRS/NLOK/SOFRCOMPOUND/97284041                                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |          1 | NC      | $2391.43      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                             | TRS/DE/VOW3/ESTRCOMPOUND/97317565                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | DE        |          1 | NC      | $894.80       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                     | TRS/FI/STERV/ESTRCOMPOUND/97324727                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | FI        |          1 | NC      | $26933.31     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                     | TRS/DE/BNR/ESTRCOMPOUND/97324730                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | DE        |          1 | NC      | $11238.19     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/AXP/SOFRCOMPOUND/97396755                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $41341.77     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Wingstop Inc                                                                     | WINGSTOP INC                                                                     | CUSIP: 974155103<br>LEI: 549300SSH3F8HPIM3Q47 | Long             | EC               | CORP              | US        |        194 | NS      | $30743.18     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/BAC/SOFRCOMPOUND/97420666                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $5577.72      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                               | TRS/CA/MG/CDOR01/97420668                                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | CA        |          1 | NC      | $-6712.36     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                               | TRS/CA/TD/CDOR01/97420670                                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | CA        |          1 | NC      | $-10833.25    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/BFAM/SOFRCOMPOUND/97420672                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $2837.71      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/EPAM/SOFRCOMPOUND/97421044                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $20703.85     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                             | TRS/SE/SWEDA/STIB1M/97421046                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | SE        |          1 | NC      | $2130.40      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                             | TRS/IT/FBK/ESTRCOMPOUND/97421048                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | IT        |          1 | NC      | $-4159.92     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/USB/SOFRCOMPOUND/97451295                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $14617.30     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/MRNA/SOFRCOMPOUND/97507652                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $-19850.32    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/DRI/SOFRCOMPOUND/97507658                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $684.67       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/MAR/SOFRCOMPOUND/97507664                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $27885.59     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                     | TRS/JP/8058/TONACOMPOUND/97507670                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | JP        |          1 | NC      | $-52476.83    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/HLT/SOFRCOMPOUND/97507676                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $21867.07     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/CSX/SOFRCOMPOUND/97552788                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $-18719.47    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/NSC/SOFRCOMPOUND/97552798                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $20568.83     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                             | TRS/FR/STM/ESTRCOMPOUND/97602445                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | NL        |          1 | NC      | $-197510.54   | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/BIIB/SOFRCOMPOUND/97602447                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $1886.89      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                     | TRS/SWK/SOFRCOMPOUND/97626350                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $13886.21     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/IT/TEN/ESTRCOMPOUND/97626356                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | LU        |          1 | NC      | $-5186.98     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/WY/SOFRCOMPOUND/97626358                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $27566.74     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                     | TRS/JP/8053/TONACOMPOUND/97626360                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | JP        |          1 | NC      | $29456.92     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/DRI/SOFRCOMPOUND/97626370                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $288.85       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/EPAM/SOFRCOMPOUND/97626374                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $10492.68     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                             | TRS/SE/SWEDA/STIB1M/97626376                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | SE        |          1 | NC      | $48092.15     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/ROP/SOFRCOMPOUND/97626382                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $-29560.92    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/WST/SOFRCOMPOUND/97626384                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $-1416.46     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/WST/SOFRCOMPOUND/97631483                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $-4594.26     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/MKC/SOFRCOMPOUND/97667107                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $91573.40     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/KHC/SOFRCOMPOUND/97667109                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $-27428.17    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/MTD/SOFRCOMPOUND/97667114                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $-384.62      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                                                                  | TRS/BHVN/SOFRCOMPOUND/97667861CA                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | VG        |          1 | NC      | $2380.68      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/BHVN/SOFRCOMPOUND/97667873CA                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | VG        |          1 | NC      | $1252.31      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/BHVN/SOFRCOMPOUND/97667875CA                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | VG        |          1 | NC      | $554.54       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/WST/SOFRCOMPOUND/97676899                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $-8548.03     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/SJM/SOFRCOMPOUND/97688835                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $23714.16     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/WAT/SOFRCOMPOUND/97688837                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $4522.46      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/FTV/SOFRCOMPOUND/97702948                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $-20530.50    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/AME/SOFRCOMPOUND/97721011                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $9.37         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/AU/WTC/ADBB1M/97721013                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | AU        |          1 | NC      | $-79770.36    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/AME/SOFRCOMPOUND/97724843                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $15.79        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/KHC/SOFRCOMPOUND/97739057                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $-13862.84    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                             | TRS/DE/1COV/ESTRCOMPOUND/97739059                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | DE        |          1 | NC      | $10856.76     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/MPWR/SOFRCOMPOUND/97853623                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $23562.11     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                     | TRS/SWK/SOFRCOMPOUND/97853627                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $15038.79     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                             | TRS/FR/STM/ESTRCOMPOUND/97853639                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | NL        |          1 | NC      | $-56704.52    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/ROP/SOFRCOMPOUND/97853644                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $-21695.91    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/KHC/SOFRCOMPOUND/97853646                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $-9068.66     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                                                                  | TRS/ES/SOFRCOMPOUND/97853650                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | US        |          1 | NC      | $41336.63     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                                                                  | TRS/ICE/SOFRCOMPOUND/97853652                                                    | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | US        |          1 | NC      | $-215.59      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/JP/3099/TONACOMPOUND/97853654                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | JP        |          1 | NC      | $24063.87     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/KHC/SOFRCOMPOUND/97859626                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $-2709.68     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                             | TRS/IT/UCG/ESTRCOMPOUND/97912034                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | IT        |          1 | NC      | $146270.08    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/JP/4307/TONACOMPOUND/97926681                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | JP        |          1 | NC      | $-9299.40     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/NFLX/SOFRCOMPOUND/97953254                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $80946.44     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/JP/4042/TONACOMPOUND/97973079                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | JP        |          1 | NC      | $-29845.94    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/JP/4188/TONACOMPOUND/97973086                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | JP        |          1 | NC      | $18251.15     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/JP/3402/TONACOMPOUND/97973092                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | JP        |          1 | NC      | $-26242.69    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/A/SOFRCOMPOUND/97973096                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $-12505.57    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/FRC/SOFRCOMPOUND/98011772                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $-62104.13    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                     | TRS/CH/ZURN/SF0001M/98011774                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | CH        |          1 | NC      | $3754.54      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                                                               | TRS/NO/STB/NIBOR1M/98136934                                                      | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DE               | CORP              | NO        |          1 | NC      | $12847.64     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                               | TRS/CA/TD/CDOR01/98215138                                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | CA        |          1 | NC      | $-3633.52     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                     | TRS/CH/GEBN/SF0001M/98215154                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | CH        |          1 | NC      | $-27603.19    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/SE/KINVB/STIB1M/98215156                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | SE        |          1 | NC      | $15431.18     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/FCX/SOFRCOMPOUND/98215158                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $-5989.60     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/JP/8035/TONACOMPOUND/98284351                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | JP        |          1 | NC      | $6252.19      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                     | TRS/FI/KESKOB/ESTRCOMPOUND/98288863CA                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | FI        |          1 | NC      | $4090.47      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                               | TRS/DK/NOVOB/CIBO01M/98300218                                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | DK        |          1 | NC      | $-10428.25    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/TSLA/SOFRCOMPOUND/98300220                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $-6308.76     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/ONEM/SOFRCOMPOUND/98324228                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $1842.01      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/DE/SOFRCOMPOUND/98336909                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $5725.35      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/LRCX/SOFRCOMPOUND/98336981                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $30102.86     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/JP/7202/TONACOMPOUND/98336985                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | JP        |          1 | NC      | $-25061.39    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                                                                  | TRS/DE/HEN3/ESTRCOMPOUND/98403866                                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | DE        |          1 | NC      | $6580.70      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                                                                  | TRS/DE/ALV/ESTRCOMPOUND/98403868                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | DE        |          1 | NC      | $-304.50      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                               | TRS/NL/ASML/ESTRCOMPOUND/98409142CA                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | NL        |          1 | NC      | $-9051.56     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/HK/27/HIHD01M/98409145CA                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | HK        |          1 | NC      | $7349.22      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Xometry Inc                                                                      | XOMETRY INC                                                                      | CUSIP: 98423F109<br>LEI: 5493006JFRGU7YRRXE44 | Long             | EC               | CORP              | US        |        472 | NS      | $16529.44     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| BANK OF AMERICA                                                                  | TRS/FR/AIR/ESTRCOMPOUND/98436419                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | NL        |          1 | NC      | $-19839.55    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                                                                  | TRS/EFX/SOFRCOMPOUND/98436421                                                    | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | US        |          1 | NC      | $-57057.41    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                                                                  | TRS/MRVL/SOFRCOMPOUND/98436423                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | US        |          1 | NC      | $28612.00     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/MTD/SOFRCOMPOUND/98492360                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $-168.79      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/TSLA/SOFRCOMPOUND/98492364                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $-73297.86    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                             | FI TRS PAY AAPL 4.1 62 03/20/23                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |          1 | NC      | $50226.27     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                     | TRS/BDX/SOFRCOMPOUND/98574589                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $-292.92      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/BIIB/SOFRCOMPOUND/98574595                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $363.58       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/MDT/SOFRCOMPOUND/98574605                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | IE        |          1 | NC      | $-23871.59    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                     | TRS/BDX/SOFRCOMPOUND/98577489                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $-4259.78     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                               | TRS/DK/NOVOB/CIBO01M/98598369                                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | DK        |          1 | NC      | $-7553.31     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | FI TRS USD PAY IBOXHY 06/20/23                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCR              | CORP              | US        |          1 | NC      | $-4445.38     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/JPM/SOFRCOMPOUND/98695304                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $16022.33     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/ALGN/SOFRCOMPOUND/98695306                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $-56450.65    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                             | TRS/GB/GSK/SONIACOMPOUND/98715540                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | GB        |          1 | NC      | $-9502.29     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/CHTR/SOFRCOMPOUND/98715544                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $11944.65     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                             | TRS/GB/GSK/SONIACOMPOUND/98733483                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | GB        |          1 | NC      | $-13869.44    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/AVGO/SOFRCOMPOUND/98758357                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $1061.16      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/HK/1299/HIHD01M/98758359                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | HK        |          1 | NC      | $6770.83      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                             | TRS/NL/EXO/ESTRCOMPOUND/98804808                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | NL        |          1 | NC      | $-7284.66     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                                                                  | TRS/ATVI/SOFRCOMPOUND/98808973                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | US        |          1 | NC      | $18524.94     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/KYMR/SOFRCOMPOUND/98843458                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $3895.46      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                                                                  | TRS/CVS/SOFRCOMPOUND/98846788                                                    | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | US        |          1 | NC      | $3970.73      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/FITB/SOFRCOMPOUND/98878035CA                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $13897.83     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/FITB/SOFRCOMPOUND/98878036CA                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $17851.44     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/FISV/SOFRCOMPOUND/98878044CA                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $26112.41     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/INCY/SOFRCOMPOUND/98878046CA                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $-34413.12    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/STRA/SOFRCOMPOUND/98878048CA                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $32683.84     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/WERN/SOFRCOMPOUND/98878051CA                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $-26585.61    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/FCFS/SOFRCOMPOUND/98878053CA                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $18390.78     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/PFE/SOFRCOMPOUND/98878055CA                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $22323.25     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/FNV/SOFRCOMPOUND/98878057CA                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | CA        |          1 | NC      | $11957.46     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/IT/SOFRCOMPOUND/98878061CA                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $-3358.67     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/IT/SOFRCOMPOUND/98878062CA                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $-22124.02    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/BURL/SOFRCOMPOUND/98878065CA                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $-128.83      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/BURL/SOFRCOMPOUND/98878066CA                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $-166.38      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                                                                  | TRS/EXC/SOFRCOMPOUND/98878073CA                                                  | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | US        |          1 | NC      | $-24311.43    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                                                                  | TRS/CA/OLA/CDOR01/98878081CA                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | CA        |          1 | NC      | $32629.69     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/MAXR/SOFRCOMPOUND/98882009                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $2321.32      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Zai Lab Ltd                                                                      | ZAI LAB LTD                                                                      | CUSIP: 98887Q104<br>LEI: 549300P2UYQ9U5LY1T58 | Long             | EC               | CORP              | KY        |        177 | NS      | $7458.78      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/ON/SOFRCOMPOUND/98889008                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $-33796.98    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                     | TRS/AU/QBE/ADBB1M/98889010                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | AU        |          1 | NC      | $-27419.86    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                     | TRS/IBN/SOFRCOMPOUND/98891385                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | IN        |          1 | NC      | $5453.01      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                             | FI TRS PAY GT 5 29 03/20/23                                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |          1 | NC      | $-1316.79     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                             | FI TRS PAY M 6.125 32 03/20/23                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |          1 | NC      | $-130663.42   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                             | FI TRS PAY HAL 5 45 03/20/23                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |          1 | NC      | $-27789.46    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                             | FI TRS PAY MEDIND 5.25 29 03/20/23                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |          1 | NC      | $7854.36      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                             | FI TRS PAY RCL 5.5 28 03/20/23                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |          1 | NC      | $-82441.83    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/CHTR/SOFRCOMPOUND/98929496                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $2879.14      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/AVGO/SOFRCOMPOUND/98929500                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $4230.72      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/HK/1299/HIHD01M/98929504                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | HK        |          1 | NC      | $5042.10      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/GNRC/SOFRCOMPOUND/98929508                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $-55876.30    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| Zentalis Pharmaceuticals Inc                                                     | ZENTALIS PHARMACEUTICALS INC                                                     | CUSIP: 98943L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        280 | NS      | $6608.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/ULTA/SOFRCOMPOUND/98946384                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $-4705.03     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/MCK/SOFRCOMPOUND/98947220                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $-4256.37     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/NL/MT/ESTRCOMPOUND/98960562                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | LU        |          1 | NC      | $-12225.81    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                     | TRS/JP/8306/TONACOMPOUND/98972361                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | JP        |          1 | NC      | $88824.67     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                     | TRS/JP/6098/TONACOMPOUND/98972363                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | JP        |          1 | NC      | $66404.02     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                     | TRS/JP/2229/TONACOMPOUND/98972367                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | JP        |          1 | NC      | $-9211.11     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Zoetis Inc                                                                       | ZOETIS INC                                                                       | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |         83 | NS      | $13735.67     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/TSLA/SOFRCOMPOUND/98991095                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $-204412.22   | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/ON/SOFRCOMPOUND/98991108                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $-35529.39    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                     | TRS/JP/8306/TONACOMPOUND/98991112                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | JP        |          1 | NC      | $28248.40     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/AMAT/SOFRCOMPOUND/98991116                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $6926.24      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                               | TRS/MS/SOFRCOMPOUND/98991118                                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |          1 | NC      | $5604.87      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/IE/BIRG/ESTRCOMPOUND/98991120                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | IE        |          1 | NC      | $-21562.12    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/MDB/SOFRCOMPOUND/98991253                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $12914.22     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/KYMR/SOFRCOMPOUND/98991278                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $3798.55      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/ULTA/SOFRCOMPOUND/99021840                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $-1481.90     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/GE/SOFRCOMPOUND/99085605CA                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $-811.17      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/GM/SOFRCOMPOUND/99097264                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $-22955.26    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/F/SOFRCOMPOUND/99097266                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $-30625.68    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/AAPL/SOFRCOMPOUND/99097270                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $-64159.97    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/MU/SOFRCOMPOUND/99097273                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $30490.46     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/ONEM/SOFRCOMPOUND/99149786                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $2439.67      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                             | FI TRS PAY MPW 4.625 29 03/20/23                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |          1 | NC      | $39364.72     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                             | TRS/NL/ASM/ESTRCOMPOUND/99165518                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | NL        |          1 | NC      | $3166.48      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                             | TRS/NL/ASM/ESTRCOMPOUND/99165768                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | NL        |          1 | NC      | $4339.25      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                             | TRS/NL/ASM/ESTRCOMPOUND/99175556                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | NL        |          1 | NC      | $4996.00      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                             | TRS/NL/ASM/ESTRCOMPOUND/99175583                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | NL        |          1 | NC      | $1618.42      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                             | TRS/NL/ASM/ESTRCOMPOUND/99188124                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | NL        |          1 | NC      | $3917.06      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                                                                  | TRS/NOV/SOFRCOMPOUND/99194793                                                    | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | US        |          1 | NC      | $2863.54      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/WAT/SOFRCOMPOUND/99194968                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $3098.33      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/VZ/SOFRCOMPOUND/99194982                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $5580.36      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/CH/SREN/SF0001M/99194994                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | CH        |          1 | NC      | $-10944.19    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                                                               | TRS/CH/SCHN/SF0001M/99196413CA                                                   | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DE               | CORP              | CH        |          1 | NC      | $-18877.37    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                                                               | TRS/SE/SAND/STIB1M/99196428CA                                                    | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DE               | CORP              | SE        |          1 | NC      | $37602.54     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                     | TRS/NL/INGA/ESTRCOMPOUND/99196591CA                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | NL        |          1 | NC      | $127438.25    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                     | TRS/CH/NESN/SF0001M/99196593CA                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | CH        |          1 | NC      | $663.89       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                     | TRS/DE/KGX/ESTRCOMPOUND/99196595CA                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | DE        |          1 | NC      | $16634.53     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                     | TRS/SE/ASSAB/STIB1M/99196602CA                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | SE        |          1 | NC      | $15864.81     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                     | TRS/NO/AKRBP/NIBOR1M/99196603CA                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | NO        |          1 | NC      | $3540.16      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                     | TRS/FR/TTE/ESTRCOMPOUND/99196605CA                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | FR        |          1 | NC      | $-44848.25    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                     | TRS/AT/EBS/ESTRCOMPOUND/99196612CA                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | AT        |          1 | NC      | $-36143.03    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                     | TRS/DE/VNA/ESTRCOMPOUND/99196614CA                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | DE        |          1 | NC      | $-25059.02    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                     | TRS/GB/LGEN/SONIACOMPOUND/99196616CA                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | GB        |          1 | NC      | $18238.95     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                     | TRS/DE/MRK/ESTRCOMPOUND/99196618CA                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | DE        |          1 | NC      | $7334.36      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                     | TRS/AU/MQG/ADBB1M/99196726CA                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | AU        |          1 | NC      | $-71654.81    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/INSM/SOFRCOMPOUND/99206378                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $5043.93      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/NU/SOFRCOMPOUND/99208271                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | KY        |          1 | NC      | $10051.96     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                             | TRS/NL/ASM/ESTRCOMPOUND/99208457                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | NL        |          1 | NC      | $3377.58      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                     | TRS/TDG/SOFRCOMPOUND/99208766                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $58763.14     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                                                               | TRS/JP/6861/TONACOMPOUND/99208768                                                | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DE               | CORP              | JP        |          1 | NC      | $193599.80    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                                                               | TRS/JP/8136/TONACOMPOUND/99208770                                                | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DE               | CORP              | JP        |          1 | NC      | $39889.61     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                                                               | TRS/JP/4568/TONACOMPOUND/99213181CA                                              | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DE               | CORP              | JP        |          1 | NC      | $1686.84      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                                                               | TRS/JP/6367/TONACOMPOUND/99213183CA                                              | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DE               | CORP              | JP        |          1 | NC      | $48005.87     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                                                               | TRS/JP/6465/TONACOMPOUND/99213185CA                                              | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DE               | CORP              | JP        |          1 | NC      | $47963.95     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                                                               | TRS/JP/5233/TONACOMPOUND/99213187CA                                              | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DE               | CORP              | JP        |          1 | NC      | $58206.38     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                     | TRS/JP/3038/TONACOMPOUND/99213193CA                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | JP        |          1 | NC      | $2750.54      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                                                               | TRS/JP/5401/TONACOMPOUND/99213195CA                                              | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DE               | CORP              | JP        |          1 | NC      | $91825.40     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                                                               | TRS/HK/1910/HIHD01M/99215645                                                     | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DE               | CORP              | LU        |          1 | NC      | $11834.15     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                                                               | TRS/HK/2382/HIHD01M/99215649                                                     | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DE               | CORP              | KY        |          1 | NC      | $16096.94     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                                                               | TRS/HK/881/HIHD01M/99215652                                                      | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DE               | CORP              | KY        |          1 | NC      | $-15748.91    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                                                               | TRS/HK/700/HIHD01M/99215655                                                      | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DE               | CORP              | KY        |          1 | NC      | $3562.86      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/ASHR/SOFRCOMPOUND/99220242                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $1489.27      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                             | TRS/NL/ASM/ESTRCOMPOUND/99224838                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | NL        |          1 | NC      | $1829.52      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/BR/RENT3/SOFRCOMPOUND/99240421                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | BR        |          1 | NC      | $5245.15      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/BR/MGLU3/SOFRCOMPOUND/99240424                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | BR        |          1 | NC      | $8750.21      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                             | TRS/NL/ASM/ESTRCOMPOUND/99243719                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | NL        |          1 | NC      | $1078.95      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                               | TRS/ASHR/SOFRCOMPOUND/99245006                                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |          1 | NC      | $422.77       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/BR/RENT3/SOFRCOMPOUND/99245008                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | BR        |          1 | NC      | $5245.15      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                                                                  | TRS/DE/HEN3/ESTRCOMPOUND/99264933                                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | DE        |          1 | NC      | $16156.70     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/GM/SOFRCOMPOUND/99264946                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $-37187.79    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/F/SOFRCOMPOUND/99264948                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $-22422.26    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                     | TRS/DE/MRK/ESTRCOMPOUND/99264953                                                 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | DE        |          1 | NC      | $28046.70     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/JP/6645/TONACOMPOUND/99264957                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | JP        |          1 | NC      | $32781.19     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                               | TRS/QCOM/SOFRCOMPOUND/99264961                                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |          1 | NC      | $30527.85     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                               | TRS/PPG/SOFRCOMPOUND/99264963                                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |          1 | NC      | $2129.55      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                                                               | TRS/CNSH1CNSH/601100/HICNH1M/99272651                                            | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DE               | CORP              | CN        |          1 | NC      | $-4174.47     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/BR/MGLU3/SOFRCOMPOUND/99276132                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | BR        |          1 | NC      | $9517.53      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                             | TRS/NL/ASM/ESTRCOMPOUND/99292102                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | NL        |          1 | NC      | $87844.61     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                               | TRS/ES/AMS/ESTRCOMPOUND/99295518CA                                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | ES        |          1 | NC      | $5936.87      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                               | TRS/SE/SCAB/STIB1M/99295520CA                                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | SE        |          1 | NC      | $8114.95      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                               | TRS/IT/ENEL/ESTRCOMPOUND/99295522CA                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | IT        |          1 | NC      | $-66375.32    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                               | TRS/FI/KOJAMO/ESTRCOMPOUND/99295524CA                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | FI        |          1 | NC      | $-48047.58    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                               | TRS/SE/ATCOB/STIB1M/99295526CA                                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | SE        |          1 | NC      | $-17218.20    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                               | TRS/DE/ADS/ESTRCOMPOUND/99295527CA                                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | DE        |          1 | NC      | $-18987.46    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                               | TRS/GB/NXT/SONIACOMPOUND/99295529CA                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | GB        |          1 | NC      | $-2358.85     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                               | TRS/DE/P911/ESTRCOMPOUND/99295531CA                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | DE        |          1 | NC      | $19606.70     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                               | TRS/PT/GALP/ESTRCOMPOUND/99295533CA                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | PT        |          1 | NC      | $104.48       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/ES/BBVA/ESTRCOMPOUND/99295540CA                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | ES        |          1 | NC      | $-6392.30     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/NL/URW/ESTRCOMPOUND/99295547CA                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | N/A       |          1 | NC      | $-11807.00    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/DE/ZAL/ESTRCOMPOUND/99295549CA                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | DE        |          1 | NC      | $-5548.63     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/AU/SUN/ADBB1M/99295551CA                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | AU        |          1 | NC      | $31850.45     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/JP/5108/TONACOMPOUND/99295553CA                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | JP        |          1 | NC      | $-46431.39    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/JP/7267/TONACOMPOUND/99295555CA                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | JP        |          1 | NC      | $-29464.24    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/JP/7309/TONACOMPOUND/99295558CA                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | JP        |          1 | NC      | $-18104.69    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/JP/9613/TONACOMPOUND/99295560CA                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | JP        |          1 | NC      | $44414.31     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/JP/5802/TONACOMPOUND/99295562CA                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | JP        |          1 | NC      | $18074.57     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/JP/7203/TONACOMPOUND/99295563CA                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | JP        |          1 | NC      | $-52632.62    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/DE/DTG/ESTRCOMPOUND/99295565CA                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | DE        |          1 | NC      | $24897.82     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/JP/2484/TONACOMPOUND/99295567CA                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | JP        |          1 | NC      | $-23066.22    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/AU/WBC/ADBB1M/99295569CA                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | AU        |          1 | NC      | $-6723.77     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/FR/BNP/ESTRCOMPOUND/99295571CA                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | FR        |          1 | NC      | $-64342.34    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/JP/6902/TONACOMPOUND/99295573CA                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | JP        |          1 | NC      | $51619.13     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/FR/RCO/ESTRCOMPOUND/99295575CA                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | FR        |          1 | NC      | $14712.77     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/FI/UPM/ESTRCOMPOUND/99295577CA                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | FI        |          1 | NC      | $-10249.73    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/JP/7201/TONACOMPOUND/99295579CA                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | JP        |          1 | NC      | $-56830.49    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/SE/INDUC/STIB1M/99295582CA                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | SE        |          1 | NC      | $-8072.29     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/JP/4005/TONACOMPOUND/99295584CA                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | JP        |          1 | NC      | $-10619.76    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/JP/6923/TONACOMPOUND/99295588CA                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | JP        |          1 | NC      | $44036.16     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/IE/KSP/ESTRCOMPOUND/99295590CA                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | IE        |          1 | NC      | $-3952.83     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                                                                  | TRS/CH/ROG/SF0001M/99295597CA                                                    | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | CH        |          1 | NC      | $-32443.17    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                                                                  | TRS/DE/IFX/ESTRCOMPOUND/99295604CA                                               | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | DE        |          1 | NC      | $-36157.88    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                                                                  | TRS/CH/AERO/SF0001M/99295607CA                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | CH        |          1 | NC      | $-45487.06    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                                                                  | TRS/FR/OR/ESTRCOMPOUND/99295609CA                                                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | FR        |          1 | NC      | $30950.88     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                                                                  | TRS/NOV/SOFRCOMPOUND/99309339                                                    | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | US        |          1 | NC      | $2711.69      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                               | TRS/FTI/SOFRCOMPOUND/99309341                                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | GB        |          1 | NC      | $11071.85     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                               | TRS/CMCSA/SOFRCOMPOUND/99323371CA                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |          1 | NC      | $-9455.72     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                               | TRS/AEP/SOFRCOMPOUND/99323374CA                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |          1 | NC      | $11998.67     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                                                                  | TRS/SIVB/SOFRCOMPOUND/99323376CA                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | US        |          1 | NC      | $100253.66    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                               | TRS/AMAT/SOFRCOMPOUND/99323398CA                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |          1 | NC      | $-3355.38     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                                                                  | TRS/PAYC/SOFRCOMPOUND/99323400CA                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | US        |          1 | NC      | $-33478.97    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                               | TRS/ABC/SOFRCOMPOUND/99323402CA                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |          1 | NC      | $12010.60     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                               | TRS/BEKE/SOFRCOMPOUND/99323411CA                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | KY        |          1 | NC      | $-9072.73     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                                                                  | TRS/MET/SOFRCOMPOUND/99323414CA                                                  | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | US        |          1 | NC      | $-1987.37     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                               | TRS/MNST/SOFRCOMPOUND/99323416CA                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |          1 | NC      | $7525.38      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                               | TRS/IP/SOFRCOMPOUND/99323419CA                                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |          1 | NC      | $40575.29     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                                                                  | TRS/LVS/SOFRCOMPOUND/99323420CA                                                  | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | US        |          1 | NC      | $29690.77     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                                                                  | TRS/BKNG/SOFRCOMPOUND/99323423CA                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | US        |          1 | NC      | $65510.12     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                                                                  | TRS/ELV/SOFRCOMPOUND/99323425CA                                                  | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | US        |          1 | NC      | $16734.99     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                                                                  | TRS/UNH/SOFRCOMPOUND/99323429CA                                                  | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | US        |          1 | NC      | $11334.14     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                               | TRS/SHW/SOFRCOMPOUND/99323431CA                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |          1 | NC      | $-15342.76    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                               | TRS/MSFT/SOFRCOMPOUND/99323433CA                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |          1 | NC      | $12980.11     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                             | TRS/HON/SOFRCOMPOUND/99323455CA                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |          1 | NC      | $-25570.29    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                             | TRS/OUT/SOFRCOMPOUND/99323463CA                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |          1 | NC      | $15023.52     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/NU/SOFRCOMPOUND/99330096                                                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | KY        |          1 | NC      | $20762.94     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/BR/RENT3/SOFRCOMPOUND/99330099                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | BR        |          1 | NC      | $2152.32      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                                                                  | TRS/SYK/SOFRCOMPOUND/99336809                                                    | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | US        |          1 | NC      | $-161.53      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                               | TRS/CA/SU/CDOR01/99336811                                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | CA        |          1 | NC      | $15108.84     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                                                                  | TRS/C/SOFRCOMPOUND/99336815                                                      | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | US        |          1 | NC      | $30443.35     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                                                                  | TRS/GS/SOFRCOMPOUND/99336817                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | US        |          1 | NC      | $-24075.05    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                     | TRS/DE/DHER/ESTRCOMPOUND/99352947                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | DE        |          1 | NC      | $-23916.24    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/BR/RENT3/SOFRCOMPOUND/99361957                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | BR        |          1 | NC      | $3105.06      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                     | TRS/SWK/SOFRCOMPOUND/99368579                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $42643.69     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                               | TRS/QCOM/SOFRCOMPOUND/99368581                                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |          1 | NC      | $21938.93     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                                                                  | TRS/SYK/SOFRCOMPOUND/99368589                                                    | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | US        |          1 | NC      | $-344.37      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/DE/SAP/ESTRCOMPOUND/99368591                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | DE        |          1 | NC      | $1753.43      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                     | TRS/WRK/SOFRCOMPOUND/99368593                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $17430.26     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                     | TRS/AU/NST/ADBB1M/99409282                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | AU        |          1 | NC      | $-30788.73    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                               | TRS/CA/FNV/CDOR01/99409286                                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | CA        |          1 | NC      | $-782.07      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                               | TRS/RBA/SOFRCOMPOUND/99409491                                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | CA        |          1 | NC      | $-11291.15    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/DFS/SOFRCOMPOUND/99414222                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $15904.55     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                               | TRS/FTI/SOFRCOMPOUND/99419986                                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | GB        |          1 | NC      | $2552.55      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                     | TRS/JP/6594/TONACOMPOUND/99456604                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | JP        |          1 | NC      | $-8524.93     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | TRS/CA/AEM/CDOR01/99476652                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | CA        |          1 | NC      | $1550.14      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                               | TRS/GB/BARC/SONIACOMPOUND/99519338                                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | GB        |          1 | NC      | $-188.30      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | AUD/USD FWD 20230421 MSLNGB2X                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | AU        |          1 | NC      | $3902.40      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                     | ILS/USD FWD 20230420 CITIGB2L                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | IL        |          1 | NC      | $-44428.16    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                                                               | ILS/USD FWD 20230420 UBSWGB2L                                                    | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | IL        |          1 | NC      | $-14352.39    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                                                               | USD/ZAR FWD 20230414 UBSWGB2L                                                    | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |          1 | NC      | $5791.02      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                                                               | PLN/USD FWD 20230217 UBSWGB2L                                                    | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | PL        |          1 | NC      | $5495.32      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                                                               | USD/PLN FWD 20230217 UBSWGB2L                                                    | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-124360.69   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                               | USD/JPY FWD 20230421 GSILGB2X                                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |          1 | NC      | $5363.09      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                                                               | PHP/USD FWD 20230310 UBSWGB2L                                                    | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | PH        |          1 | NC      | $-15621.68    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                               | TWD/USD FWD 20230407 GSILGB2X                                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | TW        |          1 | NC      | $-20699.54    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC                                                  | USD/NZD FWD 20230421 SBOSGB2X                                                    | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | US        |          1 | NC      | $72.69        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Larsen & Toubro Ltd                                                              | LARSEN & TOUBRO LTD                                                              | CUSIP: 000000000<br>LEI: 3358003FR3JIC5FRXA90 | Long             | EC               | CORP              | IN        |       1814 | NS      | $47146.09     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Li Ning Co Ltd                                                                   | LI NING CO LTD                                                                   | CUSIP: 000000000<br>LEI: 529900T77L2FV3FZ3U81 | Long             | EC               | CORP              | KY        |       3000 | NS      | $29656.99     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Goodman Group                                                                    | GOODMAN GROUP                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |       1270 | NS      | $18114.75     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Safran SA                                                                        | SAFRAN SA                                                                        | CUSIP: 000000000<br>LEI: 969500UIC89GT3UL7L24 | Long             | EC               | CORP              | FR        |        583 | NS      | $83832.76     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Rentokil Initial PLC                                                             | RENTOKIL INITIAL PLC                                                             | CUSIP: 000000000<br>LEI: 549300VN4WV7Z6T14K68 | Long             | EC               | CORP              | GB        |       5541 | NS      | $33597.48     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Alstom SA                                                                        | ALSTOM SA                                                                        | CUSIP: 000000000<br>LEI: 96950032TUYMW11FB530 | Long             | EC               | CORP              | FR        |       1885 | NS      | $56050.81     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Seven & i Holdings Co Ltd                                                        | SEVEN & I HOLDINGS CO LTD                                                        | CUSIP: 000000000<br>LEI: 52990037G8JRM3TWGY86 | Long             | EC               | CORP              | JP        |        800 | NS      | $37770.33     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Daiichi Sankyo Co Ltd                                                            | DAIICHI SANKYO CO LTD                                                            | CUSIP: 000000000<br>LEI: 353800XGIU2IHQGC9504 | Long             | EC               | CORP              | JP        |      40500 | NS      | $1271980.86   | 0.37%             |  |  |  | No            | 2                  | On Loan: No      |
| London Stock Exchange Group PLC                                                  | LONDON STOCK EXCHANGE GROUP PLC                                                  | CUSIP: 000000000<br>LEI: 213800QAUUUP6I445N30 | Long             | EC               | CORP              | GB        |      11473 | NS      | $1050295.71   | 0.30%             |  |  |  | No            | 2                  | On Loan: No      |
| Wesdome Gold Mines Ltd                                                           | WESDOME GOLD MINES LTD                                                           | CUSIP: 000000000<br>LEI: 254900D63U62QS84H719 | Long             | EC               | CORP              | CA        |        770 | NS      | $3570.63      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Legrand SA                                                                       | LEGRAND SA                                                                       | CUSIP: 000000000<br>LEI: 969500XXRPGD7HCAFA90 | Long             | EC               | CORP              | FR        |        117 | NS      | $10432.20     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Constellation Software Inc/Canada                                                | CONSTELLATION SOFTWARE INC/CANADA                                                | CUSIP: 000000000<br>LEI: 549300B6PYHMCTDWQV29 | Long             | EC               | CORP              | CA        |         27 | NS      | $47702.67     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| TotalEnergies SE                                                                 | TOTALENERGIES SE                                                                 | CUSIP: 000000000<br>LEI: 529900S21EQ1BO4ESM68 | Long             | EC               | CORP              | FR        |       1874 | NS      | $115852.17    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Voltas Ltd                                                                       | VOLTAS LTD                                                                       | CUSIP: 000000000<br>LEI: 335800VVTQSSZ7NV7F51 | Long             | EC               | CORP              | IN        |       1969 | NS      | $19342.50     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Galp Energia SGPS SA                                                             | GALP ENERGIA SGPS SA                                                             | CUSIP: 000000000<br>LEI: 2138003319Y7NM75FG53 | Long             | EC               | CORP              | PT        |       2540 | NS      | $34767.64     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Mexican Bonos                                                                    | MEXICAN BONOS                                                                    | CUSIP: EG1116375<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   36620000 | PA      | $1850651.37   | 0.54%             | 2027-06-03      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| Sandvik AB                                                                       | SANDVIK AB                                                                       | CUSIP: 000000000<br>LEI: 5299008ZUAXN43LVZF54 | Long             | EC               | CORP              | SE        |        795 | NS      | $16430.79     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Svenska Cellulosa AB SCA                                                         | SVENSKA CELLULOSA AB SCA                                                         | CUSIP: 000000000<br>LEI: 549300FW5JDRV1IJ0M67 | Long             | EC               | CORP              | SE        |      20826 | NS      | $289197.07    | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| TKH Group NV                                                                     | TKH GROUP NV                                                                     | CUSIP: 000000000<br>LEI: 7245008G22FOV7TYYJ34 | Long             | EC               | CORP              | NL        |       1126 | NS      | $51103.75     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Smiths Group PLC                                                                 | SMITHS GROUP PLC                                                                 | CUSIP: 000000000<br>LEI: 213800MJL6IPZS3ASA11 | Long             | EC               | CORP              | GB        |       1298 | NS      | $27708.43     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Jeronimo Martins SGPS SA                                                         | JERONIMO MARTINS SGPS SA                                                         | CUSIP: 000000000<br>LEI: 259400A8SZP10GB5IB19 | Long             | EC               | CORP              | PT        |       1435 | NS      | $31154.89     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| MatsukiyoCocokara & Co                                                           | MATSUKIYOCOCOKARA & CO                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |        500 | NS      | $24942.18     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Industrial & Infrastructure Fund Investment Corp                                 | INDUSTRIAL & INFRASTRUCTURE FUND INVESTMENT CORP                                 | CUSIP: 000000000<br>LEI: 353800WCHFY04YKYCI19 | Long             | EC               | CORP              | JP        |         10 | NS      | $11082.40     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Chubb Ltd                                                                        | CHUBB LTD                                                                        | CUSIP: 000000000<br>LEI: E0JAN6VLUDI1HITHT809 | Long             | EC               | CORP              | CH        |       2496 | NS      | $567815.04    | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| Hoshizaki Corp                                                                   | HOSHIZAKI CORP                                                                   | CUSIP: 000000000<br>LEI: 5299001QAMLGU3SRBG20 | Long             | EC               | CORP              | JP        |       2000 | NS      | $71892.55     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Philippine Government International Bond                                         | PHILIPPINE GOVERNMENT INTERNATIONAL BOND                                         | CUSIP: 718286BM8<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |   23000000 | PA      | $385526.70    | 0.11%             | 2036-01-14      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| Amadeus IT Group SA                                                              | AMADEUS IT GROUP SA                                                              | CUSIP: 000000000<br>LEI: 9598004A3FTY3TEHHN09 | Long             | EC               | CORP              | ES        |      11795 | NS      | $743131.62    | 0.22%             |  |  |  | No            | 2                  | On Loan: No      |
| Suncor Energy Inc                                                                | SUNCOR ENERGY INC                                                                | CUSIP: 000000000<br>LEI: 549300W70ZOQDVLCHY06 | Long             | EC               | CORP              | CA        |        864 | NS      | $29987.24     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Peruvian Government International Bond                                           | PERUVIAN GOVERNMENT INTERNATIONAL BOND                                           | CUSIP: 715638BE1<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    1200000 | PA      | $292926.10    | 0.09%             | 2031-08-12      | Fixed         | 6.95%                 | No            | 2                  | On Loan: No      |
| Accenture PLC                                                                    | ACCENTURE PLC                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |        440 | NS      | $122782.00    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| CITIBANK N A                                                                     | JPY/USD FWD 20230421 CITIGB2L                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | JP        |          1 | NC      | $-6202.85     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| PRADA SpA                                                                        | PRADA SPA                                                                        | CUSIP: 000000000<br>LEI: 8156000FE0A2DC5B7852 | Long             | EC               | CORP              | IT        |      67600 | NS      | $432271.79    | 0.13%             |  |  |  | No            | 2                  | On Loan: No      |
| Samsonite International SA                                                       | SAMSONITE INTERNATIONAL SA                                                       | CUSIP: 000000000<br>LEI: 549300UULS5HYFJSEL12 | Long             | EC               | CORP              | LU        |       9900 | NS      | $29491.96     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Julius Baer Group Ltd                                                            | JULIUS BAER GROUP LTD                                                            | CUSIP: 000000000<br>LEI: 5299007MF0604ZGJER92 | Long             | EC               | CORP              | CH        |        349 | NS      | $22386.38     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| RBC DOMINION SECURITIES INC                                                      | CAD/USD FWD 20230421 ROYCGB2L                                                    | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | CA        |          1 | NC      | $-7986.73     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| AIA Group Ltd                                                                    | AIA GROUP LTD                                                                    | CUSIP: 000000000<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | EC               | CORP              | HK        |      52200 | NS      | $590259.23    | 0.17%             |  |  |  | No            | 2                  | On Loan: No      |
| Mexican Bonos                                                                    | MEXICAN BONOS                                                                    | CUSIP: EH6834517<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   23316000 | PA      | $1228323.11   | 0.36%             | 2029-05-31      | Fixed         | 8.50%                 | No            | 2                  | On Loan: No      |
| Republic of South Africa Government Bond                                         | REPUBLIC OF SOUTH AFRICA GOVERNMENT BOND                                         | CUSIP: EI2585962<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    5400000 | PA      | $258160.34    | 0.07%             | 2031-02-28      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| Zhongsheng Group Holdings Ltd                                                    | ZHONGSHENG GROUP HOLDINGS LTD                                                    | CUSIP: 000000000<br>LEI: 3003005VYMEBAJNJ2Y26 | Long             | EC               | CORP              | KY        |       2000 | NS      | $11316.37     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Mexican Bonos                                                                    | MEXICAN BONOS                                                                    | CUSIP: EI8047355<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    5600000 | PA      | $281375.43    | 0.08%             | 2031-05-29      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| Istyle Inc                                                                       | ISTYLE INC                                                                       | CUSIP: 000000000<br>LEI: 529900SRRLS3Q7T1JY30 | Long             | EC               | CORP              | JP        |       3700 | NS      | $14081.72     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                                                               | IDR/USD FWD 20230406 UBSWGB2L                                                    | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | ID        |          1 | NC      | $1893.86      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| United Kingdom Inflation-Linked Gilt                                             | UNITED KINGDOM INFLATION-LINKED GILT                                             | CUSIP: EJ3889007<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    5279487 | PA      | $6477465.60   | 1.88%             | 2024-03-22      | Fixed         | 0.12%                 | No            | 2                  | On Loan: No      |
| Republic of South Africa Government Bond                                         | REPUBLIC OF SOUTH AFRICA GOVERNMENT BOND                                         | CUSIP: EJ2359143<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |   13199000 | PA      | $600857.93    | 0.17%             | 2048-02-28      | Fixed         | 8.75%                 | No            | 2                  | On Loan: No      |
| ASML Holding NV                                                                  | ASML HOLDING NV                                                                  | CUSIP: 000000000<br>LEI: 724500Y6DUVHQD6OXN27 | Long             | EC               | CORP              | NL        |       1350 | NS      | $893224.14    | 0.26%             |  |  |  | No            | 2                  | On Loan: No      |
| Guatemala Government Bond                                                        | GUATEMALA GOVERNMENT BOND                                                        | CUSIP: EJ5486794<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |     300000 | PA      | $292515.28    | 0.08%             | 2028-02-13      | Fixed         | 4.88%                 | No            | 2                  | On Loan: —       |
| Thailand Government Bond                                                         | THAILAND GOVERNMENT BOND                                                         | CUSIP: EJ5804210<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |   31603880 | PA      | $934276.42    | 0.27%             | 2028-03-12      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| NORWEGIAN CRUISE LINE HOLDINGS LTD                                               | NCLH US 01/19/24 P10                                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         59 | NC      | $5546.00      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| S&P 500 INDEX                                                                    | SPX US 02/17/23 C3875                                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -68 | NC      | $-1490220.00  | -0.43%            |  |  |  | No            | 2                  | On Loan: No      |
| ISHARES IBOXX HIGH YIELD CORPORATE BOND ETF                                      | HYG US 02/17/23 P73                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |      -1417 | NC      | $-9210.50     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| US 10YR FUT OPTN  Mar23P 114                                                     | TYH3P    114 PIT                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |         37 | NC      | $20234.38     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| INVESCO QQQ TRUST SERIES 1                                                       | QQQ US 02/17/23 P280                                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         75 | NC      | $16912.50     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| INVESCO QQQ TRUST SERIES 1                                                       | QQQ US 02/17/23 C305                                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -75 | NC      | $-22200.00    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Cie Financiere Richemont SA                                                      | CIE FINANCIERE RICHEMONT SA                                                      | CUSIP: 000000000<br>LEI: 549300YIPGJ6UX2QPS51 | Long             | EC               | CORP              | CH        |        216 | NS      | $33297.98     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Sri Lanka Government International Bond                                          | SRI LANKA GOVERNMENT INTERNATIONAL BOND                                          | CUSIP: LW8500974<br>LEI: 254900HXCCIOHM74FA02 | Long             | DBT              | NUSS              | LK        |     310000 | PA      | $109450.43    | 0.03%             | 2026-07-18      | Fixed         | 6.83%                 | No            | 2                  | On Loan: No      |
| Israel Government Bond - Fixed                                                   | ISRAEL GOVERNMENT BOND - FIXED                                                   | CUSIP: AM6641311<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    2854000 | PA      | $852035.90    | 0.25%             | 2047-03-31      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Compass Group PLC                                                                | COMPASS GROUP PLC                                                                | CUSIP: 000000000<br>LEI: 2138008M6MH9OZ6U2T68 | Long             | EC               | CORP              | GB        |       2551 | NS      | $60938.35     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Thailand Government Bond                                                         | THAILAND GOVERNMENT BOND                                                         | CUSIP: AP5381383<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |   10500000 | PA      | $296214.53    | 0.09%             | 2067-06-17      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| Cikarang Listrindo Tbk PT                                                        | CIKARANG LISTRINDO TBK PT                                                        | CUSIP: QZ4930843<br>LEI: 254900NPCIO562Z7FN53 | Long             | DBT              | CORP              | ID        |     300000 | PA      | $284217.98    | 0.08%             | 2026-09-14      | Fixed         | 4.95%                 | No            | 2                  | On Loan: —       |
| Minejesa Capital BV                                                              | MINEJESA CAPITAL BV                                                              | CUSIP: AO6253790<br>LEI: 549300KS7ERCP10BKC35 | Long             | DBT              | CORP              | NL        |     300000 | PA      | $278700.00    | 0.08%             | 2030-08-10      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| OmGrid Funding Ltd                                                               | OMGRID FUNDING LTD                                                               | CUSIP: AN4253836<br>LEI: 549300L1HIVZ83RMAP18 | Long             | DBT              | CORP              | KY        |     300000 | PA      | $294484.50    | 0.09%             | 2027-05-16      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| Suriname Government International Bond                                           | SURINAME GOVERNMENT INTERNATIONAL BOND                                           | CUSIP: QZ9321253<br>LEI: 254900SYU4G5JM13TN77 | Long             | DBT              | NUSS              | SR        |    1200000 | PA      | $951600.00    | 0.28%             | 2026-10-26      | Fixed         | 9.25%                 | No            | 2                  | On Loan: No      |
| Mexican Bonos                                                                    | MEXICAN BONOS                                                                    | CUSIP: AM7523740<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    5560000 | PA      | $272314.66    | 0.08%             | 2047-11-07      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| TechnipFMC PLC                                                                   | TECHNIPFMC PLC                                                                   | CUSIP: 000000000<br>LEI: 549300D5I93QWCJTCK36 | Long             | EC               | CORP              | GB        |       2102 | NS      | $29196.78     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| ERO Copper Corp                                                                  | ERO COPPER CORP                                                                  | CUSIP: 000000000<br>LEI: 549300KL8A21SEIO8I47 | Long             | EC               | CORP              | CA        |        682 | NS      | $11199.65     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| HDFC Life Insurance Co Ltd                                                       | HDFC LIFE INSURANCE CO LTD                                                       | CUSIP: 000000000<br>LEI: 335800RQI8GAFHIRGZ37 | Long             | EC               | CORP              | IN        |      27188 | NS      | $192889.20    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Dominican Republic International Bond                                            | DOMINICAN REPUBLIC INTERNATIONAL BOND                                            | CUSIP: AT5867565<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     230000 | PA      | $226614.83    | 0.07%             | 2028-07-19      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Mexico City Airport Trust                                                        | MEXICO CITY AIRPORT TRUST                                                        | CUSIP: AP1359938<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |     330000 | PA      | $315706.05    | 0.09%             | 2028-04-30      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Romania Government Bond                                                          | ROMANIA GOVERNMENT BOND                                                          | CUSIP: AU3524892<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    4500000 | PA      | $880505.06    | 0.26%             | 2029-02-12      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| KazMunayGas National Co JSC                                                      | KAZMUNAYGAS NATIONAL CO JSC                                                      | CUSIP: AS0272011<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | CORP              | KZ        |     310000 | PA      | $286978.72    | 0.08%             | 2030-04-24      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| Sigma Finance Netherlands BV                                                     | SIGMA FINANCE NETHERLANDS BV                                                     | CUSIP: AR8851792<br>LEI: 549300K5R8C331KIC659 | Long             | DBT              | CORP              | NL        |     300000 | PA      | $294520.75    | 0.09%             | 2028-03-27      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Kojamo Oyj                                                                       | KOJAMO OYJ                                                                       | CUSIP: 000000000<br>LEI: 7437007YPUOQZ8OV1R42 | Long             | EC               | CORP              | FI        |        734 | NS      | $11270.29     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Spotify Technology SA                                                            | SPOTIFY TECHNOLOGY SA                                                            | CUSIP: 000000000<br>LEI: 549300B4X0JHWV0DTD60 | Long             | EC               | CORP              | LU        |        395 | NS      | $44524.40     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Malaysia Government Bond                                                         | MALAYSIA GOVERNMENT BOND                                                         | CUSIP: AT4277287<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |    1280000 | PA      | $329259.06    | 0.10%             | 2048-07-06      | Fixed         | 4.92%                 | No            | 2                  | On Loan: No      |
| B3 SA - Brasil Bolsa Balcao                                                      | B3 SA - BRASIL BOLSA BALCAO                                                      | CUSIP: 000000000<br>LEI: 4GTK5S46E6H318LMDS44 | Long             | EC               | CORP              | BR        |     174514 | NS      | $445885.11    | 0.13%             |  |  |  | No            | 2                  | On Loan: No      |
| Meituan                                                                          | MEITUAN                                                                          | CUSIP: 000000000<br>LEI: 21380033K525E5JLIA77 | Long             | EC               | CORP              | KY        |       9050 | NS      | $202320.70    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Peruvian Government International Bond                                           | PERUVIAN GOVERNMENT INTERNATIONAL BOND                                           | CUSIP: AV9721409<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    1250000 | PA      | $295788.99    | 0.09%             | 2029-02-12      | Fixed         | 5.94%                 | No            | 2                  | On Loan: No      |
| Silergy Corp                                                                     | SILERGY CORP                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |       5000 | NS      | $101747.29    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Republic of South Africa Government Bond                                         | REPUBLIC OF SOUTH AFRICA GOVERNMENT BOND                                         | CUSIP: EJ7500048<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    9880000 | PA      | $520488.62    | 0.15%             | 2030-01-31      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| Mong Duong Finance Holdings BV                                                   | MONG DUONG FINANCE HOLDINGS BV                                                   | CUSIP: AZ8065700<br>LEI: 549300995KGQFMWSV879 | Long             | DBT              | CORP              | NL        |     380000 | PA      | $340100.03    | 0.10%             | 2029-05-07      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| Akzo Nobel NV                                                                    | AKZO NOBEL NV                                                                    | CUSIP: 000000000<br>LEI: 724500XYIJUGXAA5QD70 | Long             | EC               | CORP              | NL        |        225 | NS      | $16759.13     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | 10YR MINI JGB FUT MAR23                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | SG        |         25 | NC      | $-26370.90    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Cyprus Government International Bond                                             | CYPRUS GOVERNMENT INTERNATIONAL BOND                                             | CUSIP: ZS3023307<br>LEI: 213800IOEYYAHPDLUL60 | Long             | DBT              | NUSS              | CY        |     210000 | PA      | $182211.99    | 0.05%             | 2049-05-03      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| India Government Bond                                                            | INDIA GOVERNMENT BOND                                                            | CUSIP: ZR8860481<br>LEI: 335800IV7VCDQGIOI391 | Long             | DBT              | NUSS              | IN        |   32000000 | PA      | $374374.08    | 0.11%             | 2029-10-07      | Fixed         | 6.45%                 | No            | 2                  | On Loan: No      |
| Kaisa Group Holdings Ltd                                                         | KAISA GROUP HOLDINGS LTD                                                         | CUSIP: ZQ1490049<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |    1515000 | PA      | $284062.33    | 0.08%             | 2022-10-22      | Fixed         | 11.95%                | No            | 2                  | On Loan: No      |
| Dr Ing hc F Porsche AG                                                           | DR ING HC F PORSCHE AG                                                           | CUSIP: 000000000<br>LEI: 529900EWEX125AULXI58 | Long             | EP               | CORP              | DE        |        342 | NS      | $40663.38     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Vivo Energy Investments BV                                                       | VIVO ENERGY INVESTMENTS BV                                                       | CUSIP: ZO5275573<br>LEI: 724500P3OXMB2IERLM56 | Long             | DBT              | CORP              | NL        |     310000 | PA      | $291400.00    | 0.08%             | 2027-09-24      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| Bangkok Bank PCL/Hong Kong                                                       | BANGKOK BANK PCL/HONG KONG                                                       | CUSIP: ZR6527587<br>LEI: 549300CCL2BKJGMYXV60 | Long             | DBT              | CORP              | TH        |     310000 | PA      | $272697.69    | 0.08%             | 2034-09-25      | Variable      | 3.73%                 | No            | 2                  | On Loan: No      |
| AES Andes SA                                                                     | AES ANDES SA                                                                     | CUSIP: AX6134230<br>LEI: 549300IF4IFG0FS0RM26 | Long             | DBT              | CORP              | CL        |     310000 | PA      | $300540.35    | 0.09%             | 2079-03-26      | Variable      | 7.12%                 | No            | 2                  | On Loan: No      |
| HDFC Bank Ltd                                                                    | HDFC BANK LTD                                                                    | CUSIP: 000000000<br>LEI: 335800ZQ6I4E2JXENC50 | Long             | EC               | CORP              | IN        |      19277 | NS      | $379889.35    | 0.11%             |  |  |  | No            | 2                  | On Loan: No      |
| Guatemala Government Bond                                                        | GUATEMALA GOVERNMENT BOND                                                        | CUSIP: ZS8419047<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |     300000 | PA      | $287594.73    | 0.08%             | 2030-06-01      | Fixed         | 4.90%                 | No            | 2                  | On Loan: —       |
| Banco Mercantil del Norte SA/Grand Cayman                                        | BANCO MERCANTIL DEL NORTE SA/GRAND CAYMAN                                        | CUSIP: AZ2547380<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | KY        |     310000 | PA      | $304063.50    | 0.09%             | N/A             | Variable      | 6.75%                 | No            | 2                  | On Loan: No      |
| Brazil Notas do Tesouro Nacional Serie F                                         | BRAZIL NOTAS DO TESOURO NACIONAL SERIE F                                         | CUSIP: ZP2084801<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    3083000 | PA      | $521251.70    | 0.15%             | 2031-01-01      | Fixed         | 10.00%                | No            | 2                  | On Loan: No      |
| Alibaba Group Holding Ltd                                                        | ALIBABA GROUP HOLDING LTD                                                        | CUSIP: 000000000<br>LEI: 5493001NTNQJDH60PM02 | Long             | EC               | CORP              | KY        |       6800 | NS      | $93490.95     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Trainline PLC                                                                    | TRAINLINE PLC                                                                    | CUSIP: 000000000<br>LEI: 213800HO26VXTFJ4MO71 | Long             | EC               | CORP              | GB        |      34680 | NS      | $121413.65    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Riyad Sukuk Ltd                                                                  | RIYAD SUKUK LTD                                                                  | CUSIP: BG0384050<br>LEI: 549300P8GI2KKEMZUH97 | Long             | DBT              | NUSS              | KY        |     200000 | PA      | $191972.20    | 0.06%             | 2030-02-25      | Variable      | 3.17%                 | No            | 2                  | On Loan: No      |
| Georgian Railway JSC                                                             | GEORGIAN RAILWAY JSC                                                             | CUSIP: BQ0158239<br>LEI: 2138005UZV4ZT2B2ZO19 | Long             | DBT              | CORP              | GE        |     310000 | PA      | $275825.60    | 0.08%             | 2028-06-17      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Geopark Ltd                                                                      | GEOPARK LTD                                                                      | CUSIP: ZP4880172<br>LEI: 529900ZR5QI19AH4KZ07 | Long             | DBT              | CORP              | BM        |     300000 | PA      | $266653.10    | 0.08%             | 2027-01-17      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Empresa de los Ferrocarriles del Estado                                          | EMPRESA DE LOS FERROCARRILES DEL ESTADO                                          | CUSIP: BK9015144<br>LEI: 8755006LY8XNRFOGWN86 | Long             | DBT              | CORP              | CL        |     300000 | PA      | $191847.29    | 0.06%             | 2050-08-18      | Fixed         | 3.07%                 | No            | 2                  | On Loan: No      |
| Adani Renewable Energy RJ Ltd/Kodangal Solar Parks Pvt Ltd/Wardha Solar Maharash | ADANI RENEWABLE ENERGY RJ LTD/KODANGAL SOLAR PARKS PVT LTD/WARDHA SOLAR MAHARASH | CUSIP: ZR9553994<br>LEI: N/A                  | Long             | DBT              | CORP              | IN        |     271125 | PA      | $194728.02    | 0.06%             | 2039-10-15      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| Verallia SA                                                                      | VERALLIA SA                                                                      | CUSIP: 000000000<br>LEI: 5299007YZU978DE0ZY32 | Long             | EC               | CORP              | FR        |        443 | NS      | $16356.35     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Dar Al-Arkan Sukuk Co Ltd                                                        | DAR AL-ARKAN SUKUK CO LTD                                                        | CUSIP: ZQ0609409<br>LEI: 5493000UYHRBXEIYUQ69 | Long             | DBT              | NUSS              | KY        |     300000 | PA      | $297720.00    | 0.09%             | 2025-02-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: —       |
| Yunda Holding Investment Ltd                                                     | YUNDA HOLDING INVESTMENT LTD                                                     | CUSIP: BK9064001<br>LEI: 300300YSHTUKQFZYWD77 | Long             | DBT              | CORP              | VG        |     310000 | PA      | $280162.50    | 0.08%             | 2025-08-19      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| Longfor Group Holdings Ltd                                                       | LONGFOR GROUP HOLDINGS LTD                                                       | CUSIP: ZP2926464<br>LEI: 254900UJX27B2F1JYR13 | Long             | DBT              | CORP              | KY        |     200000 | PA      | $155000.00    | 0.04%             | 2032-01-13      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| Univision Communications Inc                                                     | UNIVISION COMMUNICATIONS                                                         | CUSIP: 914908AX6<br>LEI: 549300YQDE2JSGTL8V47 | Long             | LON              | CORP              | US        |     322717 | PA      | $322197.52    | 0.09%             | 2024-03-15      | Floating      | 7.32%                 | No            | 2                  | On Loan: No      |
| MH Sub I LLC                                                                     | MH SUB I LLC                                                                     | CUSIP: 45567YAJ4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     884479 | PA      | $873839.14    | 0.25%             | 2024-09-13      | Floating      | 8.32%                 | No            | 2                  | On Loan: No      |
| Churchill Downs Inc                                                              | CHURCHILL DOWNS INC                                                              | CUSIP: 17148PAD3<br>LEI: 529900FODTBQC8MIS994 | Long             | LON              | CORP              | US        |    1500000 | PA      | $1496715.00   | 0.43%             | 2024-12-27      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| Tacala Investment Corp                                                           | TACALA INVESTMENT CORP                                                           | CUSIP: 873412AC4<br>LEI: 549300XTM341KBSTDI88 | Long             | LON              | CORP              | US        |     495000 | PA      | $448801.65    | 0.13%             | 2028-02-04      | Floating      | 12.07%                | No            | 2                  | On Loan: No      |
| Heartland Dental LLC                                                             | HEARTLAND DENTAL LLC                                                             | CUSIP: 42236WAH0<br>LEI: 5493008FRC0GRKBN1075 | Long             | LON              | CORP              | US        |     984549 | PA      | $941061.27    | 0.27%             | 2025-04-30      | Floating      | 8.32%                 | No            | 2                  | On Loan: No      |
| William Morris Endeavor Entertainment LLC                                        | WILLIAM MORRIS ENDEAVOR EN                                                       | CUSIP: 96925HAF9<br>LEI: 5493008R7J9HEQ30DZ33 | Long             | LON              | CORP              | US        |    1042107 | PA      | $1034666.24   | 0.30%             | 2025-05-18      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| Edelman Financial Engines Center LLC/The                                         | EDELMAN FINANCIAL CENTER                                                         | CUSIP: 27943TAB5<br>LEI: 549300Z31KZXNP05U733 | Long             | LON              | CORP              | US        |     805000 | PA      | $754687.50    | 0.22%             | 2026-07-20      | Floating      | 11.32%                | No            | 2                  | On Loan: No      |
| Asurion LLC                                                                      | ASURION LLC                                                                      | CUSIP: 04649VAW0<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |     333372 | PA      | $329568.31    | 0.10%             | 2024-11-03      | Floating      | 7.57%                 | No            | 2                  | On Loan: No      |
| Aretec Group Inc                                                                 | ARETEC GROUP INC                                                                 | CUSIP: 04009DAB0<br>LEI: 549300NV2T8A33L0PQ58 | Long             | LON              | CORP              | US        |      88843 | PA      | $87590.50     | 0.03%             | 2025-10-01      | Floating      | 8.91%                 | No            | 2                  | On Loan: No      |
| Select Medical Corp                                                              | SELECT MEDICAL CORP                                                              | CUSIP: 816194AV6<br>LEI: 549300X05KS0JKR8CB50 | Long             | LON              | CORP              | US        |     800000 | PA      | $794664.00    | 0.23%             | 2025-03-06      | Floating      | 7.07%                 | No            | 2                  | On Loan: No      |
| S2P Acquisition Borrower Inc                                                     | S2P ACQUISITION INC                                                              | CUSIP: 78431EAB0<br>LEI: 2138009YGPT15LRTY307 | Long             | LON              | CORP              | US        |     279002 | PA      | $276736.70    | 0.08%             | 2026-08-14      | Floating      | 8.66%                 | No            | 2                  | On Loan: No      |
| Fleet US Bidco Inc                                                               | FLEET US BIDCO INC                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      86893 | PA      | $86675.91     | 0.03%             | 2026-10-07      | Floating      | 7.93%                 | No            | 3                  | On Loan: No      |
| Motion Finco LLC                                                                 | MOTION FINCO LLC                                                                 | CUSIP: 5901989A7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     740672 | PA      | $729250.60    | 0.21%             | 2026-11-12      | Floating      | 7.98%                 | No            | 2                  | On Loan: No      |
| Wand NewCo 3 Inc                                                                 | WAND NEWCO 3 INC                                                                 | CUSIP: 93369PAF1<br>LEI: 549300Y3VZEWMSQW8494 | Long             | LON              | CORP              | US        |     415148 | PA      | $403963.75    | 0.12%             | 2026-02-05      | Floating      | 7.57%                 | No            | 2                  | On Loan: No      |
| Tacala Investment Corp                                                           | TACALA INVESTMENT CORP                                                           | CUSIP: 873412AA8<br>LEI: 549300XTM341KBSTDI88 | Long             | LON              | CORP              | US        |     492248 | PA      | $476683.18    | 0.14%             | 2027-02-05      | Floating      | 8.07%                 | No            | 2                  | On Loan: No      |
| MH Sub I LLC                                                                     | MH SUB I LLC                                                                     | CUSIP: 45567YAL9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     949036 | PA      | $938188.71    | 0.27%             | 2024-09-13      | Floating      | 8.32%                 | No            | 2                  | On Loan: No      |
| Epicor Software Corp                                                             | EPICOR SOFTWARE CORP                                                             | CUSIP: 29426NAQ7<br>LEI: JGNXVGGGXR4O1L5I7S73 | Long             | LON              | CORP              | US        |     605000 | PA      | $602604.20    | 0.17%             | 2028-07-31      | Floating      | 12.32%                | No            | 2                  | On Loan: No      |
| Delta Topco Inc                                                                  | DELTA TOPCO INC                                                                  | CUSIP: 24780DAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     310000 | PA      | $258075.00    | 0.07%             | 2028-12-01      | Floating      | 11.65%                | No            | 2                  | On Loan: No      |
| CNT Holdings I Corp                                                              | CNT HOLDINGS I CORP                                                              | CUSIP: 12656AAC3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     590977 | PA      | $582756.95    | 0.17%             | 2027-11-08      | Floating      | 8.13%                 | No            | 2                  | On Loan: No      |
| Woof Holdings Inc                                                                | WOOF HOLDINGS INC                                                                | CUSIP: 98082EAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     511639 | PA      | $486056.79    | 0.14%             | 2027-12-21      | Floating      | 8.26%                 | No            | 3                  | On Loan: No      |
| Woof Holdings Inc                                                                | WOOF HOLDINGS INC                                                                | CUSIP: 98082EAD6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     580000 | PA      | $512331.40    | 0.15%             | 2028-12-21      | Floating      | 12.00%                | No            | 2                  | On Loan: No      |
| HUB International Ltd                                                            | HUB INTERNATIONAL LTD                                                            | CUSIP: 44332EAU0<br>LEI: 549300JQT6ATTUNS5E06 | Long             | LON              | CORP              | US        |     800000 | PA      | $798928.00    | 0.23%             | 2025-04-25      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| Granite US Holdings Corp                                                         | GRANITE US HOLDINGS CORP                                                         | CUSIP: 38740TAE1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     797981 | PA      | $796735.98    | 0.23%             | 2026-09-30      | Floating      | 8.75%                 | No            | 2                  | On Loan: No      |
| Asurion LLC                                                                      | ASURION LLC                                                                      | CUSIP: 04649VAZ3<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |     101879 | PA      | $84610.34     | 0.02%             | 2028-01-31      | Floating      | 9.82%                 | No            | 2                  | On Loan: No      |
| PetSmart LLC                                                                     | PETSMART INC                                                                     | CUSIP: 71677HAL9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     591000 | PA      | $586201.08    | 0.17%             | 2028-02-11      | Floating      | 8.41%                 | No            | 2                  | On Loan: No      |
| RealPage Inc                                                                     | REALPAGE INC                                                                     | CUSIP: 75605VAD4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     854188 | PA      | $831876.12    | 0.24%             | 2028-04-24      | Floating      | 7.57%                 | No            | 2                  | On Loan: No      |
| RealPage Inc                                                                     | REALPAGE INC                                                                     | CUSIP: 75605VAG7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     795000 | PA      | $762405.00    | 0.22%             | 2029-04-23      | Floating      | 11.07%                | No            | 2                  | On Loan: No      |
| Infinite Bidco LLC                                                               | INFINITE BIDCO LLC                                                               | CUSIP: 45674KAB1<br>LEI: 549300GLV0VRADA9LI65 | Long             | LON              | CORP              | US        |     394000 | PA      | $380087.90    | 0.11%             | 2028-03-02      | Floating      | 7.98%                 | No            | 2                  | On Loan: No      |
| Infinite Bidco LLC                                                               | INFINITE BIDCO LLC                                                               | CUSIP: 45674KAF2<br>LEI: 549300GLV0VRADA9LI65 | Long             | LON              | CORP              | US        |     400000 | PA      | $358000.00    | 0.10%             | 2029-03-02      | Floating      | 11.73%                | No            | 2                  | On Loan: No      |
| Project Ruby Ultimate Parent Corp                                                | PROJECT RUBY ULTIMATE PARE                                                       | CUSIP: 74339UAS9<br>LEI: 549300UGGIEE7YT1C741 | Long             | LON              | CORP              | US        |     590239 | PA      | $568937.01    | 0.17%             | 2028-03-10      | Floating      | 7.82%                 | No            | 2                  | On Loan: No      |
| Applied Systems Inc                                                              | APPLIED SYSTEMS INC                                                              | CUSIP: 03827FAX9<br>LEI: 549300NSKGF0SY5SWQ62 | Long             | LON              | CORP              | US        |    1367256 | PA      | $1367638.98   | 0.40%             | 2024-09-19      | Floating      | 7.73%                 | No            | 2                  | On Loan: No      |
| Jones Deslauriers Insurance Management Inc                                       | JONES DESLAURIERS INSURA                                                         | CUSIP: 000000000<br>LEI: 549300JQIWNFU00E5424 | Long             | LON              | CORP              | CA        |     420728 | PA      | $300395.51    | 0.09%             | 2028-03-27      | Floating      | 8.81%                 | No            | 3                  | On Loan: No      |
| Hyland Software Inc                                                              | HYLAND SOFTWARE INC                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     985415 | PA      | $981946.82    | 0.29%             | 2024-07-01      | Floating      | 8.07%                 | No            | 2                  | On Loan: No      |
| Engineered Machinery Holdings Inc                                                | ENGINEERED MACHINERY HOL                                                         | CUSIP: 26658NAN9<br>LEI: 5493008AR0NPSLW8EW07 | Long             | LON              | CORP              | US        |     145000 | PA      | $130982.85    | 0.04%             | 2029-05-21      | Floating      | 11.23%                | No            | 2                  | On Loan: No      |
| Rising Tide Holdings Inc                                                         | RISING TIDE HOLDINGS INC                                                         | CUSIP: 76770EAF4<br>LEI: 254900T03WM6VU0KWL83 | Long             | LON              | CORP              | US        |     400000 | PA      | $100000.00    | 0.03%             | 2029-06-01      | Floating      | 12.98%                | No            | 3                  | On Loan: No      |
| MIC Glen LLC                                                                     | MIC GLEN LLC                                                                     | CUSIP: 55304PAB7<br>LEI: 549300XD843A2SP50882 | Long             | LON              | CORP              | US        |     196750 | PA      | $190684.20    | 0.06%             | 2028-07-21      | Floating      | 8.07%                 | No            | 2                  | On Loan: No      |
| MIC Glen LLC                                                                     | MIC GLEN LLC                                                                     | CUSIP: 55304PAE1<br>LEI: 549300XD843A2SP50882 | Long             | LON              | CORP              | US        |     800000 | PA      | $720000.00    | 0.21%             | 2029-07-20      | Floating      | 11.32%                | No            | 2                  | On Loan: No      |
| Charter Next Generation Inc                                                      | CHARTER NEXT GENERATION                                                          | CUSIP: 16125TAJ1<br>LEI: 549300KRNU8RNVGYXG75 | Long             | LON              | CORP              | US        |     604377 | PA      | $600382.46    | 0.17%             | 2027-12-01      | Floating      | 8.32%                 | No            | 2                  | On Loan: No      |
| Asurion LLC                                                                      | ASURION LLC                                                                      | CUSIP: 04649VBA7<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |     700000 | PA      | $584066.00    | 0.17%             | 2029-01-20      | Floating      | 9.82%                 | No            | 2                  | On Loan: No      |
| Anticimex Global AB                                                              | ANTICIMEX GLOBAL AB                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | SE        |     594000 | PA      | $586759.14    | 0.17%             | 2028-11-16      | Floating      | 8.23%                 | No            | 2                  | On Loan: No      |
| Engineered Machinery Holdings Inc                                                | ENGINEERED MACHINERY HOL                                                         | CUSIP: 26658NAQ2<br>LEI: 5493008AR0NPSLW8EW07 | Long             | LON              | CORP              | US        |     465000 | PA      | $420825.00    | 0.12%             | 2029-05-21      | Floating      | 10.73%                | No            | 2                  | On Loan: No      |
| Rent-A-Center Inc/TX                                                             | RENT-A-CENTER INC                                                                | CUSIP: 76009WAW0<br>LEI: 529900QUHE15UQNCCJ63 | Long             | LON              | CORP              | US        |     432398 | PA      | $419967.04    | 0.12%             | 2028-02-17      | Floating      | 8.12%                 | No            | 2                  | On Loan: No      |
| Diamond BC BV                                                                    | DIAMOND BC BV                                                                    | CUSIP: 000000000<br>LEI: 549300SWLHWJF3D4N658 | Long             | LON              | CORP              | NL        |     514800 | PA      | $508642.99    | 0.15%             | 2028-09-29      | Floating      | 7.58%                 | No            | 2                  | On Loan: No      |
| ConnectWise LLC                                                                  | CONNECTWISE LLC                                                                  | CUSIP: 20786NAC1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     594000 | PA      | $571131.00    | 0.17%             | 2028-09-29      | Floating      | 8.07%                 | No            | 2                  | On Loan: No      |
| Xplornet Communications Inc                                                      | XPLORNET COMMUNICATIONS                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |      85000 | PA      | $50150.00     | 0.01%             | 2029-10-01      | Floating      | 11.57%                | No            | 3                  | On Loan: No      |
| Sophia LP                                                                        | SOPHIA LP                                                                        | CUSIP: 83578BAN3<br>LEI: 549300RP8NIJ7FY7OS79 | Long             | LON              | CORP              | US        |     997258 | PA      | $982199.11    | 0.29%             | 2027-10-07      | Floating      | 8.23%                 | No            | 2                  | On Loan: No      |
| Anticimex Global AB                                                              | ANTICIMEX GLOBAL AB                                                              | CUSIP: 0367309B7<br>LEI: N/A                  | Long             | LON              | CORP              | SE        |      99000 | PA      | $98072.37     | 0.03%             | 2028-11-16      | Floating      | 8.73%                 | No            | 2                  | On Loan: No      |
| Fertitta Entertainment LLC/NV                                                    | FERTITTA ENTERTAINMENT L                                                         | CUSIP: 31556PAB3<br>LEI: 984500A0805D8V551D35 | Long             | LON              | CORP              | US        |     496250 | PA      | $489977.40    | 0.14%             | 2029-01-27      | Floating      | 8.56%                 | No            | 2                  | On Loan: No      |
| IRB Holding Corp                                                                 | IRB HOLDING CORP                                                                 | CUSIP: 44988LAH0<br>LEI: 549300HVW4WNWYBXN830 | Long             | LON              | CORP              | US        |     531167 | PA      | $525191.56    | 0.15%             | 2027-12-15      | Floating      | 7.69%                 | No            | 2                  | On Loan: No      |
| Talen Energy Supply LLC                                                          | TALEN ENERGY SUPPLY LLC                                                          | CUSIP: 87422V9A8<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | LON              | CORP              | US        |     700000 | PA      | $704900.00    | 0.20%             | 2023-11-11      | Floating      | 9.27%                 | No            | 2                  | On Loan: No      |
| Neptune Bidco US Inc                                                             | NEPTUNE BIDCO US INC                                                             | CUSIP: 64069JAC6<br>LEI: 549300VG15T3VCYZ4531 | Long             | LON              | CORP              | US        |     239000 | PA      | $218685.00    | 0.06%             | 2029-04-11      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| Boliden AB                                                                       | BOLIDEN AB                                                                       | CUSIP: 000000000<br>LEI: 21380059QU7IM1ONDJ56 | Long             | EC               | CORP              | SE        |       1129 | NS      | $50666.15     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Wuxi Biologics Cayman Inc                                                        | WUXI BIOLOGICS CAYMAN INC                                                        | CUSIP: 000000000<br>LEI: 5493001TD2TH6VDTJU11 | Long             | EC               | CORP              | KY        |       1000 | NS      | $8350.41      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Wise PLC                                                                         | WISE PLC                                                                         | CUSIP: 000000000<br>LEI: 213800LD9XCHIC1C4V71 | Long             | EC               | CORP              | GB        |       5610 | NS      | $37607.29     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Tengizchevroil Finance Co International Ltd                                      | TENGIZCHEVROIL FINANCE CO INTERNATIONAL LTD                                      | CUSIP: BK5401421<br>LEI: 5493001VEV2XTJIBZH31 | Long             | DBT              | CORP              | BM        |     300000 | PA      | $231396.00    | 0.07%             | 2030-08-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: —       |
| Battery Future Acquisition Corp                                                  | BATTERY FUTURE ACQUISITION CORP                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      73400 | NS      | $758104.56    | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| Battery Future Acquisition Corp                                                  | BATTERY FUTURE ACQUISITION CORP                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      36700 | NS      | $2939.67      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Eucrates Biomedical Acquisition Corp                                             | EUCRATES BIOMEDICAL ACQUISITION CORP                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | VG        |       3266 | NS      | $162.65       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| REC Ltd                                                                          | REC LTD                                                                          | CUSIP: BO1961735<br>LEI: 335800B4YRYWAMIJZ374 | Long             | DBT              | CORP              | IN        |     300000 | PA      | $266476.50    | 0.08%             | 2026-09-01      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| Electricidad Firme de Mexico Holdings SA de CV                                   | ELECTRICIDAD FIRME DE MEXICO HOLDINGS SA DE CV                                   | CUSIP: BR4068234<br>LEI: 549300B9KK10OSYRIY06 | Long             | DBT              | CORP              | MX        |     300000 | PA      | $270167.03    | 0.08%             | 2026-11-20      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| Southern Co/The                                                                  | SOUTHERN CO/THE                                                                  | CUSIP: BR3544508<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     230000 | PA      | $202536.05    | 0.06%             | 2081-09-15      | Variable      | 1.88%                 | No            | 2                  | On Loan: No      |
| Energean Israel Finance Ltd                                                      | ENERGEAN ISRAEL FINANCE LTD                                                      | CUSIP: BO3321847<br>LEI: 98450044QACBL3F8EB03 | Long             | DBT              | CORP              | IL        |     280000 | PA      | $263900.00    | 0.08%             | 2026-03-30      | Fixed         | 4.88%                 | No            | 2                  | On Loan: —       |
| Adani International Container Terminal Pvt Ltd                                   | ADANI INTERNATIONAL CONTAINER TERMINAL PVT LTD                                   | CUSIP: BN0450864<br>LEI: 335800J4SLERP6S94P28 | Long             | DBT              | CORP              | IN        |     290625 | PA      | $213242.12    | 0.06%             | 2031-02-16      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Unilever PLC                                                                     | UNILEVER PLC                                                                     | CUSIP: 000000000<br>LEI: 549300MKFYEKVRWML317 | Long             | EC               | CORP              | GB        |       1044 | NS      | $53000.63     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Altice France Holding SA                                                         | ALTICE FRANCE HOLDING SA                                                         | CUSIP: BH4735875<br>LEI: 5299000JVHXKJPOE6H40 | Long             | DBT              | CORP              | LU        |     100000 | PA      | $73051.04     | 0.02%             | 2028-02-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                                                               | USD/SEK FWD 20230224 UBSWGB2L                                                    | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |          1 | NC      | $6147.92      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Mercury Chile Holdco LLC                                                         | MERCURY CHILE HOLDCO LLC                                                         | CUSIP: BT5544411<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     310000 | PA      | $299382.50    | 0.09%             | 2027-01-24      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Serbia Treasury Bonds                                                            | SERBIA TREASURY BONDS                                                            | CUSIP: BG1390940<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |  100000000 | PA      | $778594.71    | 0.23%             | 2032-08-20      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Shimao Group Holdings Ltd                                                        | SHIMAO GROUP HOLDINGS LTD                                                        | CUSIP: BN2966586<br>LEI: 254900WTJ6B5CU69ZD26 | Long             | DBT              | CORP              | KY        |     200000 | PA      | $45062.33     | 0.01%             | 2031-01-11      | Fixed         | 3.45%                 | No            | 2                  | On Loan: No      |
| Czech Republic Government Bond                                                   | CZECH REPUBLIC GOVERNMENT BOND                                                   | CUSIP: BO7153865<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |   16000000 | PA      | $577935.57    | 0.17%             | 2032-06-23      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| Globe Telecom Inc                                                                | GLOBE TELECOM INC                                                                | CUSIP: BS1370318<br>LEI: 254900GPWI1816YIM923 | Long             | DBT              | CORP              | PH        |     300000 | PA      | $278430.00    | 0.08%             | N/A             | Variable      | 4.20%                 | No            | 2                  | On Loan: No      |
| Empresa de Transporte de Pasajeros Metro SA                                      | EMPRESA DE TRANSPORTE DE PASAJEROS METRO SA                                      | CUSIP: BJ2629134<br>LEI: 959800T4M5QUPYMSCH69 | Long             | DBT              | CORP              | CL        |     300000 | PA      | $276463.50    | 0.08%             | 2030-05-07      | Fixed         | 3.65%                 | No            | 2                  | On Loan: No      |
| VTR Comunicaciones SpA                                                           | VTR COMUNICACIONES SPA                                                           | CUSIP: BK1883408<br>LEI: 213800XDZJKMC1AEUV94 | Long             | DBT              | CORP              | CL        |     310000 | PA      | $217682.00    | 0.06%             | 2028-01-15      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| Ahren Acquisition Corp                                                           | AHREN ACQUISITION CORP                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      72251 | NS      | $744185.30    | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| Ahren Acquisition Corp                                                           | AHREN ACQUISITION CORP                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      36125 | NS      | $3995.43      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Globo Comunicacao e Participacoes SA                                             | GLOBO COMUNICACAO E PARTICIPACOES SA                                             | CUSIP: BT3710113<br>LEI: 52990054HEKS017PVR75 | Long             | DBT              | CORP              | BR        |     310000 | PA      | $268035.23    | 0.08%             | 2032-01-14      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Bank Negara Indonesia Persero Tbk PT                                             | BANK NEGARA INDONESIA PERSERO TBK PT                                             | CUSIP: BR4366042<br>LEI: 549300HZ8J3MLVXQ8F85 | Long             | DBT              | CORP              | ID        |     620000 | PA      | $538099.48    | 0.16%             | N/A             | Variable      | 4.30%                 | No            | 2                  | On Loan: No      |
| Epiroc AB                                                                        | EPIROC AB                                                                        | CUSIP: 000000000<br>LEI: 5493004Q73OEYW1SPE91 | Long             | EC               | CORP              | SE        |        963 | NS      | $16055.59     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Capitalworks Emerging Markets Acquisition Corp                                   | CAPITALWORKS EMERGING MARKETS ACQUISITION CORP                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      72800 | NS      | $754208.00    | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| Capitalworks Emerging Markets Acquisition Corp                                   | CAPITALWORKS EMERGING MARKETS ACQUISITION CORP                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      36400 | NS      | $1565.20      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Banco Nacional de Panama                                                         | BANCO NACIONAL DE PANAMA                                                         | CUSIP: BK7981024<br>LEI: 529900H2Q7WMDKKIW109 | Long             | DBT              | CORP              | PA        |     310000 | PA      | $254578.20    | 0.07%             | 2030-08-11      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| CC Neuberger Principal Holdings III                                              | CC NEUBERGER PRINCIPAL HOLDINGS III                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |       8398 | NS      | $1428.50      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Oryx Funding Ltd                                                                 | ORYX FUNDING LTD                                                                 | CUSIP: BN7877457<br>LEI: 549300S728CF0BBRC295 | Long             | DBT              | CORP              | KY        |     300000 | PA      | $295962.00    | 0.09%             | 2031-02-03      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| Serbia International Bond                                                        | SERBIA INTERNATIONAL BOND                                                        | CUSIP: BM7040983<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |     310000 | PA      | $237249.20    | 0.07%             | 2030-12-01      | Fixed         | 2.12%                 | No            | 2                  | On Loan: No      |
| Montana Aerospace AG                                                             | MONTANA AEROSPACE AG                                                             | CUSIP: 000000000<br>LEI: 506700YRG9330Q97U450 | Long             | EC               | CORP              | CH        |       1589 | NS      | $29081.89     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Games & Esports Experience Acquisition Corp                                      | GAMES & ESPORTS EXPERIENCE ACQUISITION CORP                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      36200 | NS      | $1086.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| UTA Acquisition Corp                                                             | UTA ACQUISITION CORP                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      48300 | NS      | $497490.00    | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| UTA Acquisition Corp                                                             | UTA ACQUISITION CORP                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      24150 | NS      | $4728.57      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Verisure Holding AB                                                              | VERISURE HOLDING AB                                                              | CUSIP: BH8833379<br>LEI: 549300VQQCWGISM3N408 | Long             | DBT              | CORP              | SE        |     100000 | PA      | $108604.11    | 0.03%             | 2025-04-15      | Floating      | 7.29%                 | No            | 2                  | On Loan: No      |
| Hungary Government Bond                                                          | HUNGARY GOVERNMENT BOND                                                          | CUSIP: BT4396433<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |  314290000 | PA      | $685527.84    | 0.20%             | 2032-11-24      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Infinite Acquisition Corp                                                        | INFINITE ACQUISITION CORP                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      74909 | NS      | $771562.70    | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| Infinite Acquisition Corp                                                        | INFINITE ACQUISITION CORP                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      37454 | NS      | $4543.17      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| RCF Acquisition Corp                                                             | RCF ACQUISITION CORP                                                             | CUSIP: 000000000<br>LEI: 549300OIPQ0V26BHLX71 | Long             | EC               | CORP              | KY        |      49700 | NS      | $513898.00    | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| RCF Acquisition Corp                                                             | RCF ACQUISITION CORP                                                             | CUSIP: 000000000<br>LEI: 549300OIPQ0V26BHLX71 | Long             | EC               | CORP              | KY        |      24850 | NS      | $1988.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Jordan Government International Bond                                             | JORDAN GOVERNMENT INTERNATIONAL BOND                                             | CUSIP: BK3065913<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |     300000 | PA      | $277352.40    | 0.08%             | 2030-07-07      | Fixed         | 5.85%                 | No            | 2                  | On Loan: No      |
| New Zealand Government Bond                                                      | NEW ZEALAND GOVERNMENT BOND                                                      | CUSIP: BR2219516<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |    2036000 | PA      | $965242.30    | 0.28%             | 2051-05-15      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| Tencent Holdings Ltd                                                             | TENCENT HOLDINGS LTD                                                             | CUSIP: 000000000<br>LEI: 254900N4SLUMW4XUYY11 | Long             | EC               | CORP              | KY        |       9209 | NS      | $448744.62    | 0.13%             |  |  |  | No            | 2                  | On Loan: No      |
| Davide Campari-Milano NV                                                         | DAVIDE CAMPARI-MILANO NV                                                         | CUSIP: 000000000<br>LEI: 213800ED5AN2J56N6Z02 | Long             | EC               | CORP              | NL        |       3759 | NS      | $40323.08     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| MDA Ltd                                                                          | MDA LTD                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      11238 | NS      | $58278.31     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| GVS SpA                                                                          | GVS SPA                                                                          | CUSIP: 000000000<br>LEI: 81560013EACB40B52D17 | Long             | EC               | CORP              | IT        |       3574 | NS      | $18883.27     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Royalty Pharma PLC                                                               | ROYALTY PHARMA PLC                                                               | CUSIP: 000000000<br>LEI: 549300FGFN7VOK8BZR03 | Long             | EC               | CORP              | GB        |        316 | NS      | $12384.04     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| DAE Sukuk Difc Ltd                                                               | DAE SUKUK DIFC LTD                                                               | CUSIP: BM6598486<br>LEI: 635400AMGMPG1J5EQD94 | Long             | DBT              | NUSS              | AE        |     300000 | PA      | $289908.00    | 0.08%             | 2026-02-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Republic of Uzbekistan International Bond                                        | REPUBLIC OF UZBEKISTAN INTERNATIONAL BOND                                        | CUSIP: BM6594758<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |     300000 | PA      | $249033.60    | 0.07%             | 2030-11-25      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| POSCO Holdings Inc                                                               | POSCO HOLDINGS INC                                                               | CUSIP: BR0328525<br>LEI: 988400E5HRVX81AYLM04 | Long             | DBT              | CORP              | KR        |     100000 | PA      | $104570.24    | 0.03%             | 2026-09-01      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Banco Nacional de Comercio Exterior SNC/Cayman Islands                           | BANCO NACIONAL DE COMERCIO EXTERIOR SNC/CAYMAN ISLANDS                           | CUSIP: BQ7269484<br>LEI: 4469000001BL6VG3DH44 | Long             | DBT              | CORP              | MX        |     300000 | PA      | $255472.82    | 0.07%             | 2031-08-11      | Variable      | 2.72%                 | No            | 2                  | On Loan: No      |
| Australia Government Bond                                                        | AUSTRALIA GOVERNMENT BOND                                                        | CUSIP: BK4676346<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |    1165000 | PA      | $517392.53    | 0.15%             | 2051-06-21      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| Onyx Acquisition Co I                                                            | ONYX ACQUISITION CO I                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      49600 | NS      | $514848.00    | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| Onyx Acquisition Co I                                                            | ONYX ACQUISITION CO I                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      24800 | NS      | $4707.04      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Paraguay Government International Bond                                           | PARAGUAY GOVERNMENT INTERNATIONAL BOND                                           | CUSIP: BN6674590<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |     370000 | PA      | $300338.19    | 0.09%             | 2033-01-29      | Fixed         | 2.74%                 | No            | 2                  | On Loan: No      |
| Wizz Air Holdings Plc                                                            | WIZZ AIR HOLDINGS PLC                                                            | CUSIP: 000000000<br>LEI: 213800COXGZCORLJZA85 | Long             | EC               | CORP              | JE        |        297 | NS      | $9792.62      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| NU Holdings Ltd/Cayman Islands                                                   | NU HOLDINGS LTD/CAYMAN ISLANDS                                                   | CUSIP: 000000000<br>LEI: 5493002DG1RHWK9W2X27 | Long             | EC               | CORP              | KY        |      10376 | NS      | $48248.40     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Albania Government International Bond                                            | ALBANIA GOVERNMENT INTERNATIONAL BOND                                            | CUSIP: BS5203333<br>LEI: 254900EDM43U3SGRND29 | Long             | DBT              | NUSS              | AL        |     260000 | PA      | $234914.79    | 0.07%             | 2031-11-23      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Country Garden Holdings Co Ltd                                                   | COUNTRY GARDEN HOLDINGS CO LTD                                                   | CUSIP: BN3275383<br>LEI: 549300MGHLPT1EFHGF84 | Long             | DBT              | CORP              | KY        |     360000 | PA      | $211401.38    | 0.06%             | 2031-01-12      | Fixed         | 3.30%                 | No            | 2                  | On Loan: —       |
| CC Neuberger Principal Holdings III                                              | CC NEUBERGER PRINCIPAL HOLDINGS III                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      41992 | NS      | $427898.48    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Eurofins Scientific SE                                                           | EUROFINS SCIENTIFIC SE                                                           | CUSIP: 000000000<br>LEI: 529900JEHFM47DYY3S57 | Long             | EC               | CORP              | LU        |        542 | NS      | $38877.55     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Hungary Government Bond                                                          | HUNGARY GOVERNMENT BOND                                                          | CUSIP: ZO9985268<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |  169080000 | PA      | $289832.73    | 0.08%             | 2033-04-20      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| Romanian Government International Bond                                           | ROMANIAN GOVERNMENT INTERNATIONAL BOND                                           | CUSIP: BT6265396<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     260000 | PA      | $236348.06    | 0.07%             | 2027-02-27      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Green Visor Financial Technology Acquisition Corp I                              | GREEN VISOR FINANCIAL TECHNOLOGY ACQUISITION CORP I                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      49800 | NS      | $517920.00    | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| Green Visor Financial Technology Acquisition Corp I                              | GREEN VISOR FINANCIAL TECHNOLOGY ACQUISITION CORP I                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      24900 | NS      | $933.75       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| InRetail Consumer                                                                | INRETAIL CONSUMER                                                                | CUSIP: BO5432337<br>LEI: N/A                  | Long             | DBT              | CORP              | PE        |     300000 | PA      | $259396.52    | 0.08%             | 2028-03-22      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Zhongsheng Group Holdings Ltd                                                    | ZHONGSHENG GROUP HOLDINGS LTD                                                    | CUSIP: BN3609458<br>LEI: 3003005VYMEBAJNJ2Y26 | Long             | DBT              | CORP              | KY        |     310000 | PA      | $281305.91    | 0.08%             | 2026-01-13      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Bank Hapoalim BM                                                                 | BANK HAPOALIM BM                                                                 | CUSIP: BR9645804<br>LEI: B6ARUI4946ST4S7WOU88 | Long             | DBT              | CORP              | IL        |     300000 | PA      | $264081.00    | 0.08%             | 2032-01-21      | Variable      | 3.25%                 | No            | 2                  | On Loan: No      |
| Axian Telecom                                                                    | AXIAN TELECOM                                                                    | CUSIP: BU2732222<br>LEI: 984500C6FIA50FZSE337 | Long             | DBT              | CORP              | MU        |     310000 | PA      | $287137.50    | 0.08%             | 2027-02-16      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| Sculptor Acquisition Corp I                                                      | SCULPTOR ACQUISITION CORP I                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      72241 | NS      | $748416.76    | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| Sculptor Acquisition Corp I                                                      | SCULPTOR ACQUISITION CORP I                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      36120 | NS      | $3684.24      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Universal Music Group NV                                                         | UNIVERSAL MUSIC GROUP NV                                                         | CUSIP: 000000000<br>LEI: 724500GJBUL3D9TW9Y18 | Long             | EC               | CORP              | NL        |        933 | NS      | $23849.70     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Bullpen Parlay Acquisition Co                                                    | BULLPEN PARLAY ACQUISITION CO                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      72300 | NS      | $750474.00    | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| Bullpen Parlay Acquisition Co                                                    | BULLPEN PARLAY ACQUISITION CO                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      36150 | NS      | $2241.30      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Fondo MIVIVIENDA SA                                                              | FONDO MIVIVIENDA SA                                                              | CUSIP: BV8151557<br>LEI: 549300X41PNOK11PZ670 | Long             | DBT              | NUSS              | PE        |     300000 | PA      | $292146.80    | 0.08%             | 2027-04-12      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| Banco General SA                                                                 | BANCO GENERAL SA                                                                 | CUSIP: BP3945808<br>LEI: 549300B5C08LGDFB7205 | Long             | DBT              | CORP              | PA        |     300000 | PA      | $258420.95    | 0.08%             | N/A             | Variable      | 5.25%                 | No            | 2                  | On Loan: No      |
| Colombian TES                                                                    | COLOMBIAN TES                                                                    | CUSIP: BQ2333632<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        | 3590000000 | PA      | $571575.15    | 0.17%             | 2031-03-26      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| Indonesia Treasury Bond                                                          | INDONESIA TREASURY BOND                                                          | CUSIP: BQ3771400<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 9000000000 | PA      | $577981.32    | 0.17%             | 2027-04-15      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVERNMENT THIRTY YEAR BOND                                                | CUSIP: BZ6879135<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  180750000 | PA      | $1330369.43   | 0.39%             | 2052-09-20      | Fixed         | 1.40%                 | No            | 2                  | On Loan: No      |
| Shell PLC                                                                        | SHELL PLC                                                                        | CUSIP: 000000000<br>LEI: 21380068P1DRHMJ8KU70 | Long             | EC               | CORP              | GB        |       1605 | NS      | $47119.25     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| 7 Acquisition Corp                                                               | 7 ACQUISITION CORP                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      24950 | NS      | $2751.99      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| 7 Acquisition Corp                                                               | 7 ACQUISITION CORP                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      49900 | NS      | $516465.00    | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| Romanian Government International Bond                                           | ROMANIAN GOVERNMENT INTERNATIONAL BOND                                           | CUSIP: BT9807434<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     220000 | PA      | $205679.13    | 0.06%             | 2028-03-07      | Fixed         | 2.12%                 | No            | 2                  | On Loan: No      |
| Games & Esports Experience Acquisition Corp                                      | GAMES & ESPORTS EXPERIENCE ACQUISITION CORP                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      72400 | NS      | $754408.00    | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| Recruit Holdings Co Ltd                                                          | RECRUIT HOLDINGS CO LTD                                                          | CUSIP: 000000000<br>LEI: 353800R2LRSMVVC4I806 | Long             | EC               | CORP              | JP        |       1400 | NS      | $45024.37     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Zalando SE                                                                       | ZALANDO SE                                                                       | CUSIP: 000000000<br>LEI: 529900YRFFGH5AXU4S86 | Long             | EC               | CORP              | DE        |        482 | NS      | $22478.07     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Brazil Notas do Tesouro Nacional Serie F                                         | BRAZIL NOTAS DO TESOURO NACIONAL SERIE F                                         | CUSIP: BT2749815<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     826000 | PA      | $136449.62    | 0.04%             | 2033-01-01      | Fixed         | 10.00%                | No            | 2                  | On Loan: No      |
| Vietnam Government International Bond                                            | VIETNAM GOVERNMENT INTERNATIONAL BOND                                            | CUSIP: EK5906749<br>LEI: 5493008AE7RS4XK4BZ08 | Long             | DBT              | NUSS              | VN        |     200000 | PA      | $198000.00    | 0.06%             | 2024-11-19      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| ICICI Bank Ltd                                                                   | ICICI BANK LTD                                                                   | CUSIP: 000000000<br>LEI: R7RX8ER1V4666J8D1I38 | Long             | EC               | CORP              | IN        |      34608 | NS      | $355399.87    | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| WELLS FARGO SECURITIES, LLC.                                                     | CLP/USD FWD 20230228 WFBIUS6W                                                    | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | N/A              | DFE              | CORP              | CL        |          1 | NC      | $4598.80      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Ivory Coast Government International Bond                                        | IVORY COAST GOVERNMENT INTERNATIONAL BOND                                        | CUSIP: EK7716880<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |     310000 | PA      | $301993.94    | 0.09%             | 2028-03-03      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| Deutsche Bundesrepublik Inflation Linked Bond                                    | DEUTSCHE BUNDESREPUBLIK INFLATION LINKED BOND                                    | CUSIP: EK7815401<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |    2452381 | PA      | $2642430.98   | 0.77%             | 2026-04-15      | Fixed         | 0.10%                 | No            | 2                  | On Loan: No      |
| South32 Ltd                                                                      | SOUTH32 LTD                                                                      | CUSIP: 000000000<br>LEI: 213800LAZNPXSBKVHR17 | Long             | EC               | CORP              | AU        |       8392 | NS      | $26929.35     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Cellnex Telecom SA                                                               | CELLNEX TELECOM SA                                                               | CUSIP: 000000000<br>LEI: 5493008T4YG3AQUI7P67 | Long             | EC               | CORP              | ES        |        191 | NS      | $7484.91      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Direct Line Insurance Group PLC                                                  | DIRECT LINE INSURANCE GROUP PLC                                                  | CUSIP: 000000000<br>LEI: 213800FF2R23ALJQOP04 | Long             | EC               | CORP              | GB        |       1812 | NS      | $3973.08      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Sri Lanka Government International Bond                                          | SRI LANKA GOVERNMENT INTERNATIONAL BOND                                          | CUSIP: QJ4365756<br>LEI: 254900HXCCIOHM74FA02 | Long             | DBT              | NUSS              | LK        |     560000 | PA      | $199083.32    | 0.06%             | 2025-11-03      | Fixed         | 6.85%                 | No            | 2                  | On Loan: No      |
| Comision Federal de Electricidad                                                 | COMISION FEDERAL DE ELECTRICIDAD                                                 | CUSIP: QZ8652526<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |     240000 | PA      | $231930.00    | 0.07%             | 2027-02-23      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Mexican Bonos                                                                    | MEXICAN BONOS                                                                    | CUSIP: QJ1649335<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   18070000 | PA      | $870258.50    | 0.25%             | 2026-03-05      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Novocure Ltd                                                                     | NOVOCURE LTD                                                                     | CUSIP: 000000000<br>LEI: 213800YPP55UMHWA4826 | Long             | EC               | CORP              | JE        |        241 | NS      | $21974.38     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| BBVA Bancomer SA/Texas                                                           | BBVA BANCOMER SA/TEXAS                                                           | CUSIP: AQ7459029<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |     310000 | PA      | $295058.00    | 0.09%             | 2033-01-18      | Variable      | 5.12%                 | No            | 2                  | On Loan: No      |
| Dominican Republic International Bond                                            | DOMINICAN REPUBLIC INTERNATIONAL BOND                                            | CUSIP: AM2175637<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     310000 | PA      | $309928.51    | 0.09%             | 2027-01-25      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| Hungary Government Bond                                                          | HUNGARY GOVERNMENT BOND                                                          | CUSIP: JV5267275<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |  128000000 | PA      | $275517.62    | 0.08%             | 2027-10-27      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Brazil Notas do Tesouro Nacional Serie F                                         | BRAZIL NOTAS DO TESOURO NACIONAL SERIE F                                         | CUSIP: JV5341526<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |   18805000 | PA      | $3401581.34   | 0.99%             | 2027-01-01      | Fixed         | 10.00%                | No            | 2                  | On Loan: No      |
| Banco de Bogota SA                                                               | BANCO DE BOGOTA SA                                                               | CUSIP: LW0752441<br>LEI: 549300LYHE7LWSKDZT53 | Long             | DBT              | CORP              | CO        |     310000 | PA      | $308087.25    | 0.09%             | 2026-05-12      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| Senegal Government International Bond                                            | SENEGAL GOVERNMENT INTERNATIONAL BOND                                            | CUSIP: AN6331648<br>LEI: 549300NP14ZLQGWIUZ97 | Long             | DBT              | NUSS              | SN        |     310000 | PA      | $268884.70    | 0.08%             | 2033-05-23      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| Linde PLC                                                                        | LINDE PLC                                                                        | CUSIP: 000000000<br>LEI: 8945002PAZHZLBGKGF02 | Long             | EC               | CORP              | IE        |        328 | NS      | $108548.32    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Castellum AB                                                                     | CASTELLUM AB                                                                     | CUSIP: AV6454640<br>LEI: 549300GU5OHTR1T5IY68 | Long             | DBT              | CORP              | SE        |     200000 | PA      | $210450.50    | 0.06%             | 2023-11-20      | Fixed         | 2.12%                 | No            | 2                  | On Loan: No      |
| Ferrari NV                                                                       | FERRARI NV                                                                       | CUSIP: 000000000<br>LEI: 549300RIVY5EX8RCON76 | Long             | EC               | CORP              | NL        |       3645 | NS      | $916024.95    | 0.27%             |  |  |  | No            | 1                  | On Loan: No      |
| BAWAG Group AG                                                                   | BAWAG GROUP AG                                                                   | CUSIP: 000000000<br>LEI: 529900S9YO2JHTIIDG38 | Long             | EC               | CORP              | AT        |        133 | NS      | $8238.67      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Adyen NV                                                                         | ADYEN NV                                                                         | CUSIP: 000000000<br>LEI: 724500973ODKK3IFQ447 | Long             | EC               | CORP              | NL        |        226 | NS      | $341691.02    | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| Oman Government International Bond                                               | OMAN GOVERNMENT INTERNATIONAL BOND                                               | CUSIP: LW3897953<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |     320000 | PA      | $314741.12    | 0.09%             | 2026-06-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Delivery Hero SE                                                                 | DELIVERY HERO SE                                                                 | CUSIP: 000000000<br>LEI: 529900C3EX1FZGE48X78 | Long             | EC               | CORP              | DE        |        226 | NS      | $13663.25     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| DEUTSCHE BANK                                                                    | EUR/USD FWD 20230224 DEUTGB2L                                                    | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |          1 | NC      | $14281.83     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| DEUTSCHE BANK                                                                    | USD/EUR FWD 20230224 DEUTGB2L                                                    | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-21514.06    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Cologix Canadian Issuer LP                                                       | COLOGIX CANADIAN ISSUER LP                                                       | CUSIP: 19521DAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | CA        |     305000 | PA      | $212944.12    | 0.06%             | 2052-01-25      | Fixed         | 4.94%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | CAC40 10 EURO FUT FEB23                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | FR        |         27 | NC      | $18354.18     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| STANDARD CHARTERED SECURITIES                                                    | USD/MYR FWD 20230310 SCBLGB2L                                                    | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-7105.28     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| STANDARD CHARTERED SECURITIES                                                    | MYR/USD FWD 20230310 SCBLGB2L                                                    | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | MY        |          1 | NC      | $3825.57      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | SHENZHEN INOVANCE TECHNOLOGY CO LTD                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |       3600 | NS      | $38102.71     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | KWEICHOW MOUTAI CO LTD                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |        100 | NS      | $27424.12     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| NARI TECHNOLOGY DEVELOPMENT CO                                                   | NARI TECHNOLOGY CO LTD                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      14328 | NS      | $56161.50     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| FUYAO GLASS INDUSTRY GROUP CO LTD                                                | FUYAO GLASS INDUSTRY GROUP CO LTD                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |       5300 | NS      | $30722.21     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | CAN 10YR BOND FUT MAR23                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | CA        |         41 | NC      | $-30430.96    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC                                                  | GBP/USD FWD 20230224 SBOSGB2X                                                    | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | GB        |          1 | NC      | $-2786.59     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BNP PARIBAS SECURITIES CORP                                                      | RSD/USD FWD 20230317 BNPAFRPP                                                    | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | RS        |          1 | NC      | $-2979.69     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                                                               | AUD/USD FWD 20230421 UBSWGB2L                                                    | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | AU        |          1 | NC      | $-5653.90     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| RBC DOMINION SECURITIES INC                                                      | USD/EUR FWD 20230302 ROYCGB2L                                                    | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | US        |          1 | NC      | $17700.56     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| RBC DOMINION SECURITIES INC                                                      | GBP/USD FWD 20230224 ROYCGB2L                                                    | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | GB        |          1 | NC      | $-6484.48     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | EURO-SCHATZ FUT MAR23                                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |        -23 | NC      | $2419.59      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| HSBC SECURITIES INC                                                              | MYR/USD FWD 20230310 MRMDUS33                                                    | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | MY        |          1 | NC      | $-8262.57     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | AMSTERDAM IDX FUT FEB23                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | NL        |        -24 | NC      | $-25607.91    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                               | IDR/USD FWD 20230406 GSILGB2X                                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | ID        |          1 | NC      | $8437.08      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| RBC DOMINION SECURITIES INC                                                      | EUR/USD FWD 20230224 ROYCGB2L                                                    | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | US        |          1 | NC      | $40127.46     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | S&P500 EMINI FUT MAR23                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -82 | NC      | $-612098.62   | -0.18%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                              | S&P500 EMINI FUT MAR23                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         -8 | NC      | $-59716.94    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                              | S&P500 EMINI FUT MAR23                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -20 | NC      | $-149292.35   | -0.04%            |  |  |  | No            | 1                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                             | USD/EUR FWD 20230224 CHASGB2L                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-2019.48     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| RBC DOMINION SECURITIES INC                                                      | ZAR/USD FWD 20230414 ROYCGB2L                                                    | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | ZA        |          1 | NC      | $60114.94     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | US 5YR NOTE (CBT) MAR23                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |        -25 | NC      | $-23649.75    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                              | US 5YR NOTE (CBT) MAR23                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |        -67 | NC      | $-63381.34    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                              | US 5YR NOTE (CBT) MAR23                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |        -23 | NC      | $-21757.77    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                               | BRL/USD FWD 20230202 GSILGB2X                                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | BR        |          1 | NC      | $283884.82    | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | LONG GILT FUTURE MAR23                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | GB        |          9 | NC      | $11555.66     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                              | LONG GILT FUTURE MAR23                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | GB        |         44 | NC      | $56494.35     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                              | LONG GILT FUTURE MAR23                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | GB        |         40 | NC      | $51358.50     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| HSBC SECURITIES INC                                                              | BRL/USD FWD 20230302 MRMDUS33                                                    | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | BR        |          1 | NC      | $-77776.34    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| HSBC SECURITIES INC                                                              | USD/EUR FWD 20230224 MRMDUS33                                                    | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |          1 | NC      | $292.80       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC SECURITIES INC                                                              | USD/SEK FWD 20230224 MRMDUS33                                                    | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-1638.85     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                               | COP/USD FWD 20230310 GSILGB2X                                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | CO        |          1 | NC      | $-9756.06     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                             | GBP/USD FWD 20230224 CHASGB2L                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | GB        |          1 | NC      | $-2637.64     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | DAX INDEX FUTURE MAR23                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | DE        |        -13 | NC      | $-210350.62   | -0.06%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                              | HANG SENG IDX FUT FEB23                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | HK        |        -47 | NC      | $187731.73    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| STANDARD CHARTERED SECURITIES                                                    | EUR/USD FWD 20230224 SCBLGB2L                                                    | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | US        |          1 | NC      | $15859.28     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Hungary Government Bond                                                          | HUNGARY GOVERNMENT BOND                                                          | CUSIP: BT4398900<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |  131000000 | PA      | $301211.77    | 0.09%             | 2028-03-23      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS SECURITIES CORP                                                      | ILS/USD FWD 20230420 BNPAFRPP                                                    | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | IL        |          1 | NC      | $2006.55      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                                                               | COP/USD FWD 20230310 UBSWGB2L                                                    | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | CO        |          1 | NC      | $8615.16      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                                                               | USD/COP FWD 20230310 UBSWGB2L                                                    | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |          1 | NC      | $488.21       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | EURO-BTP FUTURE MAR23                                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |         -1 | NC      | $561.64       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                               | CZK/USD FWD 20230414 GSILGB2X                                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | CZ        |          1 | NC      | $10490.08     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                               | USD/CZK FWD 20230414 GSILGB2X                                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-3125.46     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | XAV HEALTH CARE  MAR23                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -11 | NC      | $76808.05     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                              | XAB MATERIALS MAR23                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -14 | NC      | $-43262.66    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                              | XAI EMINI INDUSTR MAR23                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -17 | NC      | $-31019.90    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                              | XAP CONS STAPLES MAR23                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |          3 | NC      | $-8449.53     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                              | XAU UTILITIES MAR23                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         18 | NC      | $-37987.20    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                              | XAK TECHNOLOGY MAR23                                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         -2 | NC      | $-1604.14     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| HSBC SECURITIES INC                                                              | USD/MXN FWD 20230414 MRMDUS33                                                    | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |          1 | NC      | $3650.94      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                                                                  | EUR/USD FWD 20230224 BOFAUS6N                                                    | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |          1 | NC      | $14958.24     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | JPN 10Y BOND(OSE) MAR23                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | JP        |         -4 | NC      | $46577.73     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| UBS SECURITIES LLC                                                               | TWD/USD FWD 20230407 UBSWGB2L                                                    | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | TW        |          1 | NC      | $382.23       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                                               | USD/ZAR FWD 20230414 CIBCCATT                                                    | CUSIP: 000000000<br>LEI: 2IGI19DL77OX0HC3ZE78 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-1437.36     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC                                                  | PLN/USD FWD 20230217 SBOSGB2X                                                    | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | PL        |          1 | NC      | $4292.82      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | KOREA 3YR BND FUT MAR23                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | KR        |         67 | NC      | $25914.34     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| BANK OF AMERICA                                                                  | KZT/USD FWD 20230407 BOFAUS6N                                                    | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | KZ        |          1 | NC      | $337.33       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC SECURITIES INC                                                              | KRW/USD FWD 20230407 MRMDUS33                                                    | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | KR        |          1 | NC      | $-729.08      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| STANDARD CHARTERED SECURITIES                                                    | AUD/USD FWD 20230421 SCBLGB2L                                                    | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | AU        |          1 | NC      | $6575.81      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                             | HUF/USD FWD 20230414 CHASGB2L                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | HU        |          1 | NC      | $-1970.39     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | USD/MXN FWD 20230414 MSLNGB2X                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-23850.42    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | MXN/USD FWD 20230414 MSLNGB2X                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | MX        |          1 | NC      | $3675.30      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC                                                  | MXN/USD FWD 20230414 SBOSGB2X                                                    | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | MX        |          1 | NC      | $-16215.52    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| NATWEST BANK PLC                                                                 | CHF/USD FWD 20230228 RBOSGB2R                                                    | CUSIP: 000000000<br>LEI: 213800IBT39XQ9C4CP71 | N/A              | DFE              | CORP              | CH        |          1 | NC      | $-17524.40    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                             | COP/USD FWD 20230310 CHASGB2L                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | CO        |          1 | NC      | $7927.31      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                             | USD/COP FWD 20230310 CHASGB2L                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-7250.93     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                                                                  | USD/RON FWD 20230413 BOFAUS6N                                                    | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-7182.23     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| RBC DOMINION SECURITIES INC                                                      | MXN/USD FWD 20230414 ROYCGB2L                                                    | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | MX        |          1 | NC      | $-27940.02    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                     | PEN/USD FWD 20230405 CITIGB2L                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | PE        |          1 | NC      | $5411.65      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| RBC DOMINION SECURITIES INC                                                      | JPY/USD FWD 20230421 ROYCGB2L                                                    | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | JP        |          1 | NC      | $-4238.65     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| RBC DOMINION SECURITIES INC                                                      | USD/JPY FWD 20230421 ROYCGB2L                                                    | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-2018.20     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | COP/USD FWD 20230310 MSLNGB2X                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | CO        |          1 | NC      | $-8848.06     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| DEUTSCHE BANK                                                                    | THB/USD FWD 20230310 DEUTGB2L                                                    | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | TH        |          1 | NC      | $-70971.48    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | GBP/USD FWD 20230224 MSLNGB2X                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | GB        |          1 | NC      | $-579.07      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | USD/GBP FWD 20230224 MSLNGB2X                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-241227.33   | -0.07%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | MSCI EMGMKT MAR23                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -57 | NC      | $-133649.61   | -0.04%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                              | MSCI EMGMKT MAR23                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -31 | NC      | $-72686.63    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                             | ARCELORMITTAL CDS 12/20/2025                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |          1 | NC      | $42191.08     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Glencore Finance Europe Ltd                                                      | ICE_GLENCORE INTERNATIONAL CDS 12/20/2026                                        | CUSIP: 000000000<br>LEI: 213800WHKNIC1JQQG433 | N/A              | DCR              | CORP              | US        |          1 | NC      | $-13061.94    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | LCH - GBP SONIA IRS 9/27/71 PAY FIX                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |          1 | NC      | $34567.14     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | LCH - GBP SONIA IRS 9/27/51 PAY FIX                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |          1 | NC      | $530570.33    | 0.15%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | CMBX BBB- CDSI S14 PRC 12/16/2072                                                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCR              | CORP              | US        |          1 | NC      | $434100.22    | 0.13%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                               | CMBX BBB- CDSI S14 PRC 12/16/2072                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              | CORP              | US        |          1 | NC      | $173640.09    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                                                                  | CDX HY CDST S37 5Y 25-35 12/20/2026                                              | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |          1 | NC      | $-206356.28   | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                                                                  | CDX HY CDST S37 5Y 25-35 12/20/2026                                              | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |          1 | NC      | $-30799.45    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                             | CDX HY CDST S37 5Y 25-35 12/20/2026                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |          1 | NC      | $-36959.34    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Realogy Group LLC / Realogy Co-Issuer Corp                                       | ICE_REALOGY GROUP LLC CDS 12/20/2026                                             | CUSIP: 000000000<br>LEI: LF6PBYTYG3BDVEF4FI12 | N/A              | DCR              | CORP              | US        |          1 | NC      | $63254.04     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Marriott International Inc/MD                                                    | ICE_MARRIOTT INTERNATIONAL CDS 12/20/2026                                        | CUSIP: 000000000<br>LEI: 225YDZ14ZO8E1TXUSU86 | N/A              | DCR              | CORP              | US        |          1 | NC      | $-32889.97    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                               | CDX HY CDST S37 5Y 25-35 12/20/2026                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              | CORP              | US        |          1 | NC      | $-32031.43    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                               | CDX HY CDST S37 5Y 25-35 12/20/2026                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              | CORP              | US        |          1 | NC      | $-32031.43    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | CDX HY CDST S37 5Y 25-35 12/20/2026                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCR              | CORP              | US        |          1 | NC      | $-64062.85    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                               | CDX HY CDST S37 5Y 25-35 12/20/2026                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              | CORP              | US        |          1 | NC      | $-32031.43    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                               | CDX HY CDST S37 5Y 25-35 12/20/2026                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              | CORP              | US        |          1 | NC      | $-32031.43    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | LCH - GBP SONIA IRS 3/17/52 PAY FIX                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |          1 | NC      | $26680.56     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | LCH - GBP SONIA IRS 3/17/52 PAY FIX                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |          1 | NC      | $85608.01     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | ICE_CDX HY CDSI S38 5Y PRC 06/20/2027                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |          1 | NC      | $-7877.77     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Macy s Retail Holdings LLC                                                       | ICE_MACY'S INC CDS 06/20/2027                                                    | CUSIP: 000000000<br>LEI: 549300JMONK27O4SQQ19 | N/A              | DCR              | CORP              | US        |          1 | NC      | $-174472.65   | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| FedEx Corp                                                                       | ICE_FEDEX CORP CDS 06/20/2027                                                    | CUSIP: 000000000<br>LEI: 549300E707U7WNPZN687 | N/A              | DCR              | CORP              | US        |          1 | NC      | $3744.00      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Goodyear Tire & Rubber Co/The                                                    | ICE_GOODYEAR TIRE & RUBBER CDS 06/20/2027                                        | CUSIP: 000000000<br>LEI: 5493002BI0S2ZQUY3437 | N/A              | DCR              | CORP              | US        |          1 | NC      | $50742.45     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| CREDIT SUISSE FIRST BOSTON                                                       | CALPINE CORP CDS 06/20/2023                                                      | CUSIP: 000000000<br>LEI: 1V8Y6QCX6YMJ2OELII46 | N/A              | DCR              | CORP              | US        |          1 | NC      | $3900.12      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | LCH - INR IRS 5/30/2024 REC FIX                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |          1 | NC      | $567.00       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | LCH - INR IRS 5/30/2027 PAY FIX                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |          1 | NC      | $-11913.22    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | ICE_CDX HY CDSI S38 V2 5Y PRC 06/20/2027                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |          1 | NC      | $7877.77      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                               | SWAPTION_IRS_JPY_OTC3_E_Payer_K_0.619426_EFF_2022-06-15_MAT_2023-06-15           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DIR              | CORP              | US        |          1 | NC      | $2353.38      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                               | SWAPTION_IRS_JPY_OTC3_E_Payer_K_0.692924_EFF_2022-06-17_MAT_2023-06-19           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DIR              | CORP              | US        |          1 | NC      | $101912.51    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | ICE_CDX HY CDSI S37 V2 5Y PRC 12/20/2026                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |          1 | NC      | $309880.52    | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | LCH - INR IRS 6/22/2027 PAY FIX                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |          1 | NC      | $-16820.63    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | LCH - INR IRS 6/22/2024 REC FIX                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |          1 | NC      | $2744.29      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Apache Corp                                                                      | ICE_APACHE CORP CDS 06/20/2027                                                   | CUSIP: 000000000<br>LEI: 72ZZ1XRHOOU9P9X16K08 | N/A              | DCR              | CORP              | US        |          1 | NC      | $19632.69     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Apache Corp                                                                      | ICE_APACHE CORP CDS 06/20/2027                                                   | CUSIP: 000000000<br>LEI: 72ZZ1XRHOOU9P9X16K08 | N/A              | DCR              | CORP              | US        |          1 | NC      | $2586.74      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| ConocoPhillips                                                                   | ICE_CONOCOPHILLIPS CDS 06/20/2027                                                | CUSIP: 000000000<br>LEI: WPTL2Z3FIYTHSP5V2253 | N/A              | DCR              | CORP              | US        |          1 | NC      | $-18287.10    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| CREDIT SUISSE FIRST BOSTON                                                       | FORD MOTOR CREDIT CO CDS 06/20/2023                                              | CUSIP: 000000000<br>LEI: 1V8Y6QCX6YMJ2OELII46 | N/A              | DCR              | CORP              | US        |          1 | NC      | $2951.12      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Occidental Petroleum Corp                                                        | ICE_OCCIDENTAL PETROLEUM CDS 06/20/2027                                          | CUSIP: 000000000<br>LEI: IM7X0T3ECJW4C1T7ON55 | N/A              | DCR              | CORP              | US        |          1 | NC      | $198.88       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| ArcelorMittal SA                                                                 | ICE_ARCELORMITTAL SA CDS 06/20/2027                                              | CUSIP: 000000000<br>LEI: 2EULGUTUI56JI9SAL165 | N/A              | DCR              | CORP              | US        |          1 | NC      | $3755.11      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                                                                  | SWAPTION_IRS_USD_OTC_E_PAYER_K_2.66_EFF_2022-07-06_MAT_2023-07-06                | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              | CORP              | US        |          1 | NC      | $114047.16    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | CME - USD SOFR IRS 7/11/29 PAY FIX                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |          1 | NC      | $27773.52     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                             | MURPHY OIL CORP CDS 06/20/2027                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |          1 | NC      | $1118.77      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Delta Air Lines Inc                                                              | ICE_DELTA AIR LINES INC CDS 06/20/2027                                           | CUSIP: 000000000<br>LEI: Q2CCMS6R0AS67HJMBN42 | N/A              | DCR              | CORP              | US        |          1 | NC      | $-45168.31    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Royal Caribbean Cruises Ltd                                                      | ICE_ROYAL CARIBBEAN CRUISES CDS 06/20/2027                                       | CUSIP: 000000000<br>LEI: K2NEH8QNVW44JIWK7Z55 | N/A              | DCR              | CORP              | US        |          1 | NC      | $-57931.02    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | LCH - EUR ZCIS 8/15/27 REC CPI                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DO               | CORP              | US        |          1 | NC      | $-4761.03     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | LCH - EUR ZCIS 8/15/27 REC CPI                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DO               | CORP              | US        |          1 | NC      | $-3922.14     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | LCH - EUR ZCIS 8/15/27 REC CPI                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DO               | CORP              | US        |          1 | NC      | $-8676.09     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | LCH - EUR ZCIS 8/15/27 REC CPI                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DO               | CORP              | US        |          1 | NC      | $-7926.35     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | LCH - EUR ZCIS 8/15/27 REC CPI                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DO               | CORP              | US        |          1 | NC      | $-7336.70     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Murphy Oil Corp                                                                  | ICE_MURPHY OIL CORP CDS 06/20/2027                                               | CUSIP: 000000000<br>LEI: QBKYQD0ODE7DC7PDIN91 | N/A              | DCR              | CORP              | US        |          1 | NC      | $4421.79      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Republic of South Africa Government International Bond                           | ICE_SOUTH AFRICA CDS 12/20/2027                                                  | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | N/A              | DCR              | CORP              | US        |          1 | NC      | $11962.15     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Republic of South Africa Government International Bond                           | ICE_SOUTH AFRICA CDS 12/20/2027                                                  | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | N/A              | DCR              | CORP              | US        |          1 | NC      | $34873.77     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| BARCLAYS                                                                         | AT&T INC CDS 06/20/2023                                                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DCR              | CORP              | US        |          1 | NC      | $514.37       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BARCLAYS                                                                         | MURPHY OIL CORP CDS 12/20/2023                                                   | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DCR              | CORP              | US        |          1 | NC      | $68.59        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | ICE_ITRX XOVER CDSI S38 5Y 12/20/2027                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |          1 | NC      | $-222274.88   | -0.06%            |  |  |  | No            | 2                  | On Loan: No      |
| Macy s Retail Holdings LLC                                                       | ICE_MACY'S INC CDS 12/20/2027                                                    | CUSIP: 000000000<br>LEI: 549300JMONK27O4SQQ19 | N/A              | DCR              | CORP              | US        |          1 | NC      | $26476.27     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Xerox Corp                                                                       | ICE_XEROX CORP CDS 12/20/2027                                                    | CUSIP: 000000000<br>LEI: 4KF48RN45X1OO8UBLY20 | N/A              | DCR              | CORP              | US        |          1 | NC      | $22773.42     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | ICE_CDX IG CDSI S39 5Y 12/20/2027                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |          1 | NC      | $-24728.63    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | ICE_CDX IG CDSI S39 5Y 12/20/2027                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |          1 | NC      | $-34070.55    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Apache Corp                                                                      | ICE_APACHE CORP CDS 12/20/2027                                                   | CUSIP: 000000000<br>LEI: 72ZZ1XRHOOU9P9X16K08 | N/A              | DCR              | CORP              | US        |          1 | NC      | $1333.16      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Sanofi                                                                           | ICE_SANOFI CDS 12/20/2027                                                        | CUSIP: 000000000<br>LEI: 549300E9PC51EN656011 | N/A              | DCR              | CORP              | US        |          1 | NC      | $-5111.17     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | LCH - CNY IRS 9/26/27 PAY FIX                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |          1 | NC      | $7871.62      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | ICE_CDX HY CDSI S33 V13 5Y PRC 12/20/2024                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |          1 | NC      | $-39551.07    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | ICE_CDX HY CDSI S33 V13 5Y PRC 12/20/2024                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |          1 | NC      | $-67398.25    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | LCH - CNY IRS 9/28/27 PAY FIX                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |          1 | NC      | $5335.49      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | LCH - CNY IRS 9/28/27 PAY FIX                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |          1 | NC      | $1705.35      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                               | SWAPTION_IRS_JPY_OTC3_E_PAYER_K_0.649_EFF_2022-09-27_MAT_2023-09-27              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DIR              | CORP              | US        |          1 | NC      | $137731.38    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| BARCLAYS                                                                         | FORD MOTOR COMPANY CDS 03/20/2023                                                | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DCR              | CORP              | US        |          1 | NC      | $1557.13      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | ICE_CDX HY CDSI S39 5Y PRC 12/20/2027                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |          1 | NC      | $-110667.91   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | ICE_CDX HY CDSI S39 5Y PRC 12/20/2027                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |          1 | NC      | $-21818.06    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | ICE_CDX HY CDSI S39 5Y PRC 12/20/2027                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |          1 | NC      | $107747.65    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | LCH - CNY IRS 9/29/27 PAY FIX                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |          1 | NC      | $1435.76      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BARCLAYS                                                                         | CCO HOLDINGS LLC CDS 12/20/2023                                                  | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DCR              | CORP              | US        |          1 | NC      | $3253.22      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                               | CDX HY CDST S37 V2 5Y 25-35 12/20/2026                                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              | CORP              | US        |          1 | NC      | $-511270.80   | -0.15%            |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                     | AVIS BUDGET CAR RENTAL CDS 12/20/2027                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |          1 | NC      | $-25223.24    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | LCH - CNY IRS 9/30/27 PAY FIX                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |          1 | NC      | $2256.12      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BARCLAYS                                                                         | ROYAL CARIBBEAN CRUISES CDS 12/20/2023                                           | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DCR              | CORP              | US        |          1 | NC      | $400.97       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | CME - PLN IRS 10/13/27 PAY FIX                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |          1 | NC      | $-63522.22    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | LCH - GBP SONIA IRS 10/11/72 PAY FIX                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |          1 | NC      | $-61894.27    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | LCH - GBP SONIA IRS 10/11/52 PAY FIX                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |          1 | NC      | $-11436.02    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BARCLAYS                                                                         | ROYAL CARIBBEAN CRUISES CDS 12/20/2023                                           | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DCR              | CORP              | US        |          1 | NC      | $400.97       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | CME - PLN IRS 10/18/27 PAY FIX                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |          1 | NC      | $-57704.80    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| BARCLAYS                                                                         | AMERICAN AIRLINES GROUP CDS 12/20/2023                                           | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DCR              | CORP              | US        |          1 | NC      | $511.61       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | CME - USD SOFR IRS 10/19/32 PAY FIX                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |          1 | NC      | $-10595.06    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | CME - USD SOFR IRS 11/10/32 PAY FIX                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |          1 | NC      | $-71412.38    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | SWAPTION_IRS_USD_OTC_E_RECEIVER_K_3.25_EFF_2022-11-10_MAT_2023-02-10             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | US        |          1 | NC      | $-80370.13    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | CME - USD SOFR IRS 11/16/32 PAY FIX                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |          1 | NC      | $-14957.28    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Gap Inc/The                                                                      | ICE_GAP INC/THE CDS 12/20/2027                                                   | CUSIP: 000000000<br>LEI: T2ZG1WRWZ4BUCMQL9224 | N/A              | DCR              | CORP              | US        |          1 | NC      | $3346.31      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Gap Inc/The                                                                      | ICE_GAP INC/THE CDS 12/20/2027                                                   | CUSIP: 000000000<br>LEI: T2ZG1WRWZ4BUCMQL9224 | N/A              | DCR              | CORP              | US        |          1 | NC      | $33158.88     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                     | AVIS BUDGET GROUP INC CDS 12/20/2027                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |          1 | NC      | $-23447.64    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | CME - USD SOFR IRS 11/23/32 PAY FIX                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |          1 | NC      | $-29263.46    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | HYBB CDSI S39 5Y 12/20/2027                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCR              | CORP              | US        |          1 | NC      | $-24197.71    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Iron Mountain Inc                                                                | ICE_IRON MOUNTAIN INC CDS 12/20/2027                                             | CUSIP: 000000000<br>LEI: SQL3F6CKNNBM3SQGHX24 | N/A              | DCR              | CORP              | US        |          1 | NC      | $-49458.00    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Iron Mountain Inc                                                                | ICE_IRON MOUNTAIN INC CDS 12/20/2027                                             | CUSIP: 000000000<br>LEI: SQL3F6CKNNBM3SQGHX24 | N/A              | DCR              | CORP              | US        |          1 | NC      | $-42953.94    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                               | POST HOLDINGS INC CDS 12/20/2027                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              | CORP              | US        |          1 | NC      | $-5279.05     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                               | POST HOLDINGS INC CDS 12/20/2027                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              | CORP              | US        |          1 | NC      | $-1759.69     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | SWAPTION_IRS_USD_OTC_E_PAYER_K_3.63_EFF_2022-11-29_MAT_2023-11-29                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | US        |          1 | NC      | $30465.81     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | SWAPTION_IRS_USD_OTC_E_PAYER_K_3.63_EFF_2022-11-29_MAT_2023-11-29                | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | US        |          1 | NC      | $35635.44     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| American Axle & Manufacturing Inc                                                | ICE_AMERICAN AXLE & MANUFAC CDS 12/20/2027                                       | CUSIP: 000000000<br>LEI: RY5TAKFOBLDUGX31MS24 | N/A              | DCR              | CORP              | US        |          1 | NC      | $9400.80      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | HYBB CDSI S39 5Y 12/20/2027                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCR              | CORP              | US        |          1 | NC      | $-23993.50    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Murphy Oil Corp                                                                  | ICE_MURPHY OIL CORP CDS 12/20/2027                                               | CUSIP: 000000000<br>LEI: QBKYQD0ODE7DC7PDIN91 | N/A              | DCR              | CORP              | US        |          1 | NC      | $55605.14     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                               | FXO_USD_OTC_E_CALL_EUR_USD_K_1.01_EFF_2022-12-01_MAT_2023-03-02                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |          1 | NC      | $318.39       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                               | POST HOLDINGS INC CDS 12/20/2027                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              | CORP              | US        |          1 | NC      | $-1173.12     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                               | POST HOLDINGS INC CDS 12/20/2027                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              | CORP              | US        |          1 | NC      | $-3519.36     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | CMBX BBB- CDSI S15 11/18/2064                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCR              | CORP              | US        |          1 | NC      | $19316.14     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                               | SWAPTION_IRS_USD_OTC_E_PAYER_K_3.78_EFF_2022-12-06_MAT_2023-12-06                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DIR              | CORP              | US        |          1 | NC      | $23323.92     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                               | SWAPTION_IRS_USD_OTC_E_PAYER_K_3.78_EFF_2022-12-06_MAT_2023-12-06                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DIR              | CORP              | US        |          1 | NC      | $23323.92     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | CME - CAD IRS 12/8/27 PAY FIX                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |          1 | NC      | $1073.95      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | CME - CAD IRS 12/8/27 PAY FIX                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |          1 | NC      | $1243.85      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | CME - CAD IRS 12/9/27 PAY FIX                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |          1 | NC      | $1726.54      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | CME - CAD IRS 12/9/27 PAY FIX                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |          1 | NC      | $490.40       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | CME - CAD IRS 12/9/27 PAY FIX                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |          1 | NC      | $719.83       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | CMBX BBB- CDSI S15 11/18/2064                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCR              | CORP              | US        |          1 | NC      | $20194.15     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                               | CDX HY CDST S39 5Y 25-35 12/20/2027                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              | CORP              | US        |          1 | NC      | $-20332.75    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | HYBB CDSI S39 5Y 12/20/2027                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCR              | CORP              | US        |          1 | NC      | $-24708.21    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Altice Finco SA                                                                  | ICE_ALTICE FINCO SA CDS 12/20/2027                                               | CUSIP: 000000000<br>LEI: 549300IGQP5SEZB5Z419 | N/A              | DCR              | CORP              | US        |          1 | NC      | $90037.08     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | HYBB CDSI S39 5Y 12/20/2027                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCR              | CORP              | US        |          1 | NC      | $-24708.21    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | HYBB CDSI S39 5Y 12/20/2027                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCR              | CORP              | US        |          1 | NC      | $-24810.31    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | CMBX BBB- CDSI S15 11/18/2064                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCR              | CORP              | US        |          1 | NC      | $20194.15     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Egypt Government International Bond                                              | ICE_EGYPT CDS 12/20/2027                                                         | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | N/A              | DCR              | CORP              | US        |          1 | NC      | $287695.46    | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                     | EGYPT CDS 12/20/2024                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |          1 | NC      | $44331.33     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | CME - USD SOFR IRS 12/20/32 PAY FIX                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |          1 | NC      | $7411.53      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | CME - USD SOFR IRS 12/20/24 REC FIX                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |          1 | NC      | $-22526.52    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | LCH - NZD IRS 12/22/2027 PAY FIX                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |          1 | NC      | $-39162.37    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                                                               | FXO_USD_OTC_E_PUT_JPY_USD_K_127.85_EFF_2022-12-20_MAT_2023-03-17                 | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |          1 | NC      | $12904.18     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | LCH - USD ZCIS 1/6/24 REC CPI                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DO               | CORP              | US        |          1 | NC      | $-1376.91     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                               | POST HOLDINGS INC CDS 12/20/2027                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              | CORP              | US        |          1 | NC      | $-9385.85     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                               | POST HOLDINGS INC CDS 12/20/2027                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              | CORP              | US        |          1 | NC      | $-3079.73     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                               | POST HOLDINGS INC CDS 12/20/2027                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              | CORP              | US        |          1 | NC      | $-3079.81     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                               | POST HOLDINGS INC CDS 12/20/2027                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              | CORP              | US        |          1 | NC      | $-9386.06     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | HYBB CDSI S39 5Y 12/20/2027                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCR              | CORP              | US        |          1 | NC      | $-33080.41    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | HYBB CDSI S39 5Y 12/20/2027                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCR              | CORP              | US        |          1 | NC      | $-33080.41    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | CMBX BBB- CDSI S15 11/18/2064                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCR              | CORP              | US        |          1 | NC      | $15804.12     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                                                                  | SWAPTION_CDX_USD_2I65BRZH6_OTC_E_RECEIVER_K_5_EFF_2023-01-13_MAT_2023-02-15      | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |          1 | NC      | $-3498.77     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | FXO_USD_OTC_E_PUT_JPY_USD_K_119_EFF_2023-01-13_MAT_2023-02-17                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-153.60      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                     | SWAPTION_CDX_EUR_2I667KJQ2_OTC2_E_RECEIVER_K_5_EFF_2023-01-13_MAT_2023-02-15     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |          1 | NC      | $-3124.79     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                               | CDX HY CDST S39 5Y 25-35 12/20/2027                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              | CORP              | US        |          1 | NC      | $-10346.32    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                                                                  | CDX HY CDST S39 5Y 25-35 12/20/2027                                              | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |          1 | NC      | $-20332.75    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                               | CDX HY CDST S39 5Y 25-35 12/20/2027                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              | CORP              | US        |          1 | NC      | $-10166.38    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                                                                  | CDX HY CDST S39 5Y 25-35 12/20/2027                                              | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |          1 | NC      | $-20332.75    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | LCH - USD ZCIS 1/25/33 REC CPI                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DO               | CORP              | US        |          1 | NC      | $-2564.33     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | LCH - USD ZCIS 1/25/33 REC CPI                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DO               | CORP              | US        |          1 | NC      | $-672.40      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | LCH - USD ZCIS 1/25/33 REC CPI                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DO               | CORP              | US        |          1 | NC      | $-604.37      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | LCH - USD ZCIS 1/25/33 REC CPI                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DO               | CORP              | US        |          1 | NC      | $-672.40      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                                                                  | CDX HY CDST S39 5Y 25-35 12/20/2027                                              | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |          1 | NC      | $-10166.38    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | CDX HY CDST S39 5Y 25-35 12/20/2027                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCR              | CORP              | US        |          1 | NC      | $-20152.82    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | CME - HUF IRS 1/30/25 PAY FIX                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |          1 | NC      | $2418.06      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                                                                  | FXO_USD_OTC_E_PUT_BRL_USD_K_5_EFF_2023-01-26_MAT_2023-02-24                      | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-7499.73     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | LCH - USD ZCIS 1/31/28 REC CPI                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DO               | CORP              | US        |          1 | NC      | $-1268.26     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | LCH - USD ZCIS 1/31/28 REC CPI                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DO               | CORP              | US        |          1 | NC      | $-1035.55     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | LCH - USD ZCIS 1/31/28 REC CPI                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DO               | CORP              | US        |          1 | NC      | $-820.82      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | LCH - USD ZCIS 1/31/28 REC CPI                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DO               | CORP              | US        |          1 | NC      | $-1019.45     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | LCH - USD ZCIS 1/31/28 REC CPI                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DO               | CORP              | US        |          1 | NC      | $-779.92      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | CME - HUF IRS 2/1/25 PAY FIX                                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |          1 | NC      | $-525.33      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | CME - HUF IRS 2/1/25 PAY FIX                                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |          1 | NC      | $-429.14      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | CME - HUF IRS 2/1/25 PAY FIX                                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |          1 | NC      | $93.62        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| DEUTSCHE BANK                                                                    | RON/USD FWD 20230413 DEUTGB2L                                                    | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | RO        |          1 | NC      | $-444.50      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | JPY/USD FWD 20230421 MSLNGB2X                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | JP        |          1 | NC      | $-874.23      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| THE BANK OF NEW YORK MELLON                                                      | JPY/USD FWD 20230228 IRVTGB2X                                                    | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              | CORP              | JP        |          1 | NC      | $-12440.08    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| THE BANK OF NEW YORK MELLON                                                      | USD/JPY FWD 20230228 IRVTGB2X                                                    | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              | CORP              | US        |          1 | NC      | $5097.89      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | MXN/USD FWD 20230228 MSLNGB2X                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | MX        |          1 | NC      | $426.00       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                     | SEK/USD FWD 20230224 CITIGB2L                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | SE        |          1 | NC      | $-5139.54     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| DEUTSCHE BANK                                                                    | USD/GBP FWD 20230224 DEUTGB2L                                                    | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |          1 | NC      | $39960.93     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC                                                  | USD/CNH FWD 20230414 SBOSGB2X                                                    | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | US        |          1 | NC      | $2199.47      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | EURO-OAT FUTURE MAR23                                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |        -27 | NC      | $-108545.10   | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                              | EURO-BOBL FUTURE MAR23                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |        -36 | NC      | $23091.21     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                              | EURO-BOBL FUTURE MAR23                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |         -2 | NC      | $1282.84      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                              | EURO-BOBL FUTURE MAR23                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |        -75 | NC      | $48106.68     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                                               | CAD/USD FWD 20230421 CIBCCATT                                                    | CUSIP: 000000000<br>LEI: 2IGI19DL77OX0HC3ZE78 | N/A              | DFE              | CORP              | CA        |          1 | NC      | $165.55       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                                               | USD/CAD FWD 20230421 CIBCCATT                                                    | CUSIP: 000000000<br>LEI: 2IGI19DL77OX0HC3ZE78 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-4335.74     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC                                                  | USD/BRL FWD 20230302 SBOSGB2X                                                    | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-1020.60     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC                                                  | BRL/USD FWD 20230302 SBOSGB2X                                                    | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | BR        |          1 | NC      | $21340.90     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank PLC - Wholesale (SING)                                             | USD/ILS FWD 20230420 BARCGB5G                                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-2289.16     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BNP PARIBAS SECURITIES CORP                                                      | PLN/USD FWD 20230217 BNPAFRPP                                                    | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | PL        |          1 | NC      | $1153.91      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | S&P/TSX 60 IX FUT MAR23                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | CA        |          8 | NC      | $43804.28     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| CITIBANK N A                                                                     | GBP/USD FWD 20230224 CITIGB2L                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | GB        |          1 | NC      | $-934.12      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| HSBC SECURITIES INC                                                              | MXN/USD FWD 20230414 MRMDUS33                                                    | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | MX        |          1 | NC      | $-23941.56    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | OMXS30 IND FUTURE FEB23                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | SE        |         15 | NC      | $537.59       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| CITIBANK N A                                                                     | COP/USD FWD 20230310 CITIGB2L                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | CO        |          1 | NC      | $949.10       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                                                                  | CZK/USD FWD 20230414 BOFAUS6N                                                    | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | CZ        |          1 | NC      | $-915.52      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| THE BANK OF NEW YORK MELLON                                                      | USD/JPY FWD 20230228 IRVTGB2X                                                    | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              | CORP              | US        |          1 | NC      | $2889.52      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| DEUTSCHE BANK                                                                    | USD/JPY FWD 20230421 DEUTGB2L                                                    | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |          1 | NC      | $1529.18      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| STANDARD CHARTERED SECURITIES                                                    | IDR/USD FWD 20230406 SCBLGB2L                                                    | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | ID        |          1 | NC      | $10496.04     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| STANDARD CHARTERED SECURITIES                                                    | USD/IDR FWD 20230406 SCBLGB2L                                                    | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-12802.43    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank PLC - Wholesale (SING)                                             | USD/ZAR FWD 20230414 BARCGB5G                                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | US        |          1 | NC      | $2785.18      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                               | BRL/USD FWD 20230302 GSILGB2X                                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | BR        |          1 | NC      | $29511.34     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| RBC DOMINION SECURITIES INC                                                      | AUD/USD FWD 20230421 ROYCGB2L                                                    | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | AU        |          1 | NC      | $7826.60      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| STANDARD CHARTERED SECURITIES                                                    | USD/THB FWD 20230310 SCBLGB2L                                                    | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | US        |          1 | NC      | $1513.74      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                     | USD/SEK FWD 20230224 MSLNGB2X                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-4928.22     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank PLC - Wholesale (SING)                                             | BRL/USD FWD 20230302 BARCGB5G                                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | BR        |          1 | NC      | $3339.21      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank PLC - Wholesale (SING)                                             | PLN/USD FWD 20230217 BARCGB5G                                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | PL        |          1 | NC      | $2335.27      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | E-MINI RUSS 2000 MAR23                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         -4 | NC      | $-17907.28    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                              | EURO-BUND FUTURE MAR23                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |         -2 | NC      | $5730.28      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                              | EURO-BUND FUTURE MAR23                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |        -26 | NC      | $74493.65     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| CITIBANK N A                                                                     | MXN/USD FWD 20230414 CITIGB2L                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | MX        |          1 | NC      | $3335.43      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                     | USD/MXN FWD 20230414 CITIGB2L                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-21644.92    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                               | KRW/USD FWD 20230407 GSILGB2X                                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | KR        |          1 | NC      | $-530.59      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | FTSE/MIB IDX FUT MAR23                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | IT        |         22 | NC      | $191582.07    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                              | FTSE/MIB IDX FUT MAR23                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | IT        |         13 | NC      | $113207.59    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| DEUTSCHE BANK                                                                    | MYR/USD FWD 20230310 DEUTGB2L                                                    | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | MY        |          1 | NC      | $-663.32      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| DEUTSCHE BANK                                                                    | BRL/USD FWD 20230302 DEUTGB2L                                                    | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | BR        |          1 | NC      | $760.13       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| DEUTSCHE BANK                                                                    | USD/BRL FWD 20230302 DEUTGB2L                                                    | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-37998.87    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | CANVA SERIES A CVT PFD STOCK PP                                                  | CUSIP: TC0R8VGD3<br>LEI: N/A                  | Long             | EP               | CORP              | US        |          8 | NS      | $4414.40      | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| N/A                                                                              | TREELINE BIO SER A CVT PFD STOCK PP                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |         88 | NS      | $688.82       | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| N/A                                                                              | LARONDE SERIES B CVT PFD STOCK PP                                                | CUSIP: TC14DLDG5<br>LEI: N/A                  | Long             | EP               | CORP              | US        |        162 | NS      | $907.20       | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| N/A                                                                              | RAPPI INC SER E CVT PFD PP                                                       | CUSIP: TC19OBBO9<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       1822 | NS      | $65610.22     | 0.02%             |  |  |  | Yes           | 3                  | On Loan: No      |
| N/A                                                                              | FORMAGRID INC SER F CVT PFD STOCK PP                                             | CUSIP: TC1ERSTV3<br>LEI: N/A                  | Long             | EP               | CORP              | US        |        222 | NS      | $14565.42     | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| N/A                                                                              | BONA FIDE INVSTMNT HLDNG LLC A                                                   | CUSIP: TC1FCHS82<br>LEI: N/A                  | Long             | EC               | CORP              | US        |          0 | NS      | $30199.80     | 0.01%             |  |  |  | Yes           | N/A                | On Loan: No      |
| N/A                                                                              | CANVA COMMON STOCK PP                                                            | CUSIP: TC1HS9QX6<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        144 | NS      | $79459.20     | 0.02%             |  |  |  | Yes           | 3                  | On Loan: No      |
| N/A                                                                              | JETTI HOLDINGS SER D CVT PFD STOCK PP                                            | CUSIP: TC268FIM0<br>LEI: N/A                  | Long             | EP               | CORP              | US        |         63 | NS      | $8372.20      | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| N/A                                                                              | PATREON INC PP                                                                   | CUSIP: TC2B6RC66<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        165 | NS      | $4690.95      | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| N/A                                                                              | DATABRICKS SER H CVT PFD STOCK PP                                                | CUSIP: TC2K5K6F9<br>LEI: N/A                  | Long             | EP               | CORP              | US        |        816 | NS      | $48960.00     | 0.01%             |  |  |  | Yes           | 3                  | On Loan: No      |
| N/A                                                                              | SOCURE SERIES A CVT PFD STOCK PP                                                 | CUSIP: TC3RC4MW6<br>LEI: N/A                  | Long             | EP               | CORP              | US        |        109 | NS      | $815.32       | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| N/A                                                                              | ABL SPACE SYSTEMS SER B-2 CVT PFD STK PP                                         | CUSIP: TC3SUK8I5<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       1345 | NS      | $56382.40     | 0.02%             |  |  |  | Yes           | 3                  | On Loan: No      |
| N/A                                                                              | RAPPI INC SER F CVT PFD PP                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |        534 | NS      | $19229.34     | 0.01%             |  |  |  | Yes           | 3                  | On Loan: No      |
| DNA Script SAS                                                                   | DNA SCRIPT SERIES C CVT PFD STOCK PP                                             | CUSIP: TC3XW4UW2<br>LEI: 8945001SCRZOZAUEFH64 | Long             | EP               | CORP              | FR        |          8 | NS      | $6522.90      | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Freenome Inc                                                                     | FREENOME HOLDINGS SER D CVT PFD PP                                               | CUSIP: 000000000<br>LEI: 254900QDTSQ6S0QOCS43 | Long             | EP               | CORP              | US        |       3412 | NS      | $39818.04     | 0.01%             |  |  |  | Yes           | 3                  | On Loan: No      |
| N/A                                                                              | GENERATE BIO SER B CVT PFD STOCK PP                                              | CUSIP: TC5CQ34B0<br>LEI: N/A                  | Long             | EP               | CORP              | US        |        666 | NS      | $7892.10      | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| 58.com Inc                                                                       | 58.COM DISSENTERS RIGHTS                                                         | CUSIP: TC5T8M1R9<br>LEI: 549300R31W8UMZCTNF95 | Long             | EC               | CORP              | US        |      22100 | NS      | $0.00         | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| N/A                                                                              | SOCURE SERIES B CVT PFD STOCK PP                                                 | CUSIP: TC60C9PB4<br>LEI: N/A                  | Long             | EP               | CORP              | US        |          2 | NS      | $14.96        | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| N/A                                                                              | EPIRUS INC SERIERS C-2 CVT PFD STOCK PP                                          | CUSIP: TC6I72JG2<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       1889 | NS      | $9501.67      | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Lilac Solutions Inc                                                              | LILAC SOLUTIONS SERIES B CVT PFD STOCK P                                         | CUSIP: TC6T8T2V3<br>LEI: 2549003PYCNMV1SNZ851 | Long             | EP               | CORP              | US        |       1156 | NS      | $15779.40     | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| N/A                                                                              | CELLINK CORP SERIES D CVT PFD STOCK PP                                           | CUSIP: TC6UJP4F9<br>LEI: N/A                  | Long             | EP               | CORP              | US        |        423 | NS      | $5630.13      | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| N/A                                                                              | NURO SERIES D CVT PFD STOCK PP                                                   | CUSIP: TC7AXBYR8<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       1232 | NS      | $17100.16     | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| N/A                                                                              | SOCURE INC PP                                                                    | CUSIP: TC7Z586M3<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         89 | NS      | $665.72       | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Altera Infrastructure LP/Teekay Offshore Finance Corp                            | TEEKAY OFFSHORE PARTNERS Dummy                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        300 | NS      | $7725.21      | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| N/A                                                                              | CANVA SERIES A-3 CVT PFD STOCK PP                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |          1 | NS      | $551.80       | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| N/A                                                                              | COALITION SER E CVT PFD STOCK PP                                                 | CUSIP: TC8G0GXC3<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       1376 | NS      | $29631.88     | 0.01%             |  |  |  | Yes           | 3                  | On Loan: No      |
| N/A                                                                              | SOCURE SERIES A-1 CVT PFD STOCK PP                                               | CUSIP: TC8GIS7E3<br>LEI: N/A                  | Long             | EP               | CORP              | US        |         89 | NS      | $665.72       | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| N/A                                                                              | PATREON SERIES D CVT PFD STOCK PP                                                | CUSIP: TC8LXWWZ1<br>LEI: N/A                  | Long             | EP               | CORP              | US        |        238 | NS      | $6766.34      | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| N/A                                                                              | KOBOLD METALS SER B-1 CVT PFD STOCK PP                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |        384 | NS      | $16436.04     | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| N/A                                                                              | SOCURE SERIES E CVT PFD STOCK PP                                                 | CUSIP: TC9LW24E5<br>LEI: N/A                  | Long             | EP               | CORP              | US        |        207 | NS      | $1548.36      | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| N/A                                                                              | EIKON THERA SERIES B CVT PFD STOCK PP                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |        330 | NS      | $5837.23      | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| BNP PARIBAS SECURITIES CORP                                                      | MXN/USD FWD 20230414 BNPAFRPP                                                    | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | MX        |          1 | NC      | $1443.01      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BNP PARIBAS SECURITIES CORP                                                      | USD/BRL FWD 20230302 BNPAFRPP                                                    | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-138105.67   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC                                                  | USD/ZAR FWD 20230414 SBOSGB2X                                                    | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | US        |          1 | NC      | $1017.81      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | TOPIX INDX FUTR MAR23                                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | JP        |        -24 | NC      | $-117457.21   | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                              | TOPIX INDX FUTR MAR23                                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | JP        |        -31 | NC      | $-151715.57   | -0.04%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                              | US 2YR NOTE (CBT) MAR23                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |        -28 | NC      | $-1429.93     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                              | US 2YR NOTE (CBT) MAR23                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |         -7 | NC      | $-357.48      | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                              | US 2YR NOTE (CBT) MAR23                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |        -28 | NC      | $-1429.93     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                              | US 2YR NOTE (CBT) MAR23                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |        -28 | NC      | $-1429.93     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                               | USD/EUR FWD 20230224 GSILGB2X                                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |          1 | NC      | $33899.70     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | US 10YR NOTE (CBT)MAR23                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |        -34 | NC      | $-20797.24    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                              | US 10YR NOTE (CBT)MAR23                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |         -3 | NC      | $-1835.05     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                              | US 10YR NOTE (CBT)MAR23                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |        -36 | NC      | $-22020.60    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                              | US 10YR NOTE (CBT)MAR23                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |        -32 | NC      | $-19573.87    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                              | US 10YR NOTE (CBT)MAR23                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |        -27 | NC      | $-16515.45    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                              | US 10YR NOTE (CBT)MAR23                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |        -16 | NC      | $-9786.94     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| UBS SECURITIES LLC                                                               | BRL/USD FWD 20230302 UBSWGB2L                                                    | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | BR        |          1 | NC      | $9815.32      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | EURO-BUXL 30Y BND MAR23                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |         -2 | NC      | $4070.14      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| DEUTSCHE BANK                                                                    | RSD/USD FWD 20230317 DEUTGB2L                                                    | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | RS        |          1 | NC      | $-131.16      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                                                               | HUF/USD FWD 20230414 UBSWGB2L                                                    | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | HU        |          1 | NC      | $-40547.03    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                                               | GBP/USD FWD 20230224 CIBCCATT                                                    | CUSIP: 000000000<br>LEI: 2IGI19DL77OX0HC3ZE78 | N/A              | DFE              | CORP              | GB        |          1 | NC      | $-7217.59     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                     | PHP/USD FWD 20230310 CITIGB2L                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | PH        |          1 | NC      | $-19022.89    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | US LONG BOND(CBT) MAR23                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |         41 | NC      | $-33370.72    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Kosmos Energy Ltd                                                                | KOSMOS ENERGY LTD                                                                | CUSIP: AX6867490<br>LEI: 213800YDFJ3OT9B5P157 | Long             | DBT              | CORP              | US        |     310000 | PA      | $280779.40    | 0.08%             | 2026-04-04      | Fixed         | 7.12%                 | No            | 2                  | On Loan: No      |
| Barclays Bank PLC - Wholesale (SING)                                             | USD/KRW FWD 20230407 BARCGB5G                                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-11365.49    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | EURO STOXX 50 MAR23                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | DE        |        -46 | NC      | $-19338.77    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                              | EURO STOXX 50 MAR23                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | DE        |        -63 | NC      | $-26485.70    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| BANK OF AMERICA                                                                  | NOK/USD FWD 20230421 BOFAUS6N                                                    | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | NO        |          1 | NC      | $-8673.23     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | US ULTRA BOND CBT MAR23                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |          2 | NC      | $2856.28      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                              | US ULTRA BOND CBT MAR23                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |          4 | NC      | $5712.57      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                              | US ULTRA BOND CBT MAR23                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |         10 | NC      | $14281.42     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                              | EMINI S&P REESTATEMAR23                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         25 | NC      | $73107.00     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                              | S&P EMINI COM SER MAR23                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |          3 | NC      | $21846.92     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                              | SPI 200 FUTURES MAR23                                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | AU        |         12 | NC      | $73036.50     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                              | SPI 200 FUTURES MAR23                                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | AU        |         16 | NC      | $97381.99     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Indorama Ventures Global Services Ltd                                            | INDORAMA VENTURES GLOBAL SERVICES LTD                                            | CUSIP: ZR3432369<br>LEI: 549300Z4354VYL6VYU13 | Long             | DBT              | CORP              | TH        |     300000 | PA      | $286983.00    | 0.08%             | 2024-09-12      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Kasikornbank PCL/Hong Kong                                                       | KASIKORNBANK PCL/HONG KONG                                                       | CUSIP: ZR7228615<br>LEI: 5493004COSQ54937AW41 | Long             | DBT              | CORP              | TH        |     310000 | PA      | $279139.50    | 0.08%             | 2031-10-02      | Variable      | 3.34%                 | No            | 2                  | On Loan: No      |
| Times China Holdings Ltd                                                         | TIMES CHINA HOLDINGS LTD                                                         | CUSIP: BK2863672<br>LEI: 2549000KTINB9ZPZP710 | Long             | DBT              | CORP              | KY        |     200000 | PA      | $40909.38     | 0.01%             | 2025-07-08      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Bank Negara Indonesia Persero Tbk PT                                             | BANK NEGARA INDONESIA PERSERO TBK PT                                             | CUSIP: BO7338565<br>LEI: 549300HZ8J3MLVXQ8F85 | Long             | DBT              | CORP              | ID        |     310000 | PA      | $291400.00    | 0.08%             | 2026-03-30      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Pakuwon Jati Tbk PT                                                              | PAKUWON JATI TBK PT                                                              | CUSIP: BP2209156<br>LEI: 254900GUXQAQB065PM73 | Long             | DBT              | CORP              | ID        |     300000 | PA      | $277500.00    | 0.08%             | 2028-04-29      | Fixed         | 4.88%                 | No            | 2                  | On Loan: —       |
| Cirsa Finance International Sarl                                                 | CIRSA FINANCE INTERNATIONAL SARL                                                 | CUSIP: BZ9495244<br>LEI: 254900KUJN6DHWH2K029 | Long             | DBT              | CORP              | LU        |     100000 | PA      | $114012.68    | 0.03%             | 2027-11-30      | Fixed         | 10.38%                | No            | 2                  | On Loan: No      |
| N/A                                                                              | FTSE 100 IDX FUT MAR23                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | GB        |       -108 | NC      | $-184635.02   | -0.05%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                              | FTSE 100 IDX FUT MAR23                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | GB        |        -73 | NC      | $-124799.60   | -0.04%            |  |  |  | No            | 1                  | On Loan: No      |

### Signature

**Date Signed:** 2023-01-31

**Name of Applicant:** T. ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND, INC.

**Signature:** /s/ Alan Dupski

**Name of Signer:** Alan Dupski

**Title:** Treasurer & Vice President