# EDGAR Filing Document

**Accession Number:** 0000916488
**File Stem:** 0001752724-23-033177
**Filing Date:** 2023-2
**Character Count:** 91188
**Document Hash:** 4ddf80d7712bae1de9f56a2ce9ad757c
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-033177.hdr.sgml**: 20230222

**ACCESSION NUMBER**: 0001752724-23-033177

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230222

**DATE AS OF CHANGE**: 20230222

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** TEMPLETON GLOBAL INVESTMENT TRUST
- **CENTRAL INDEX KEY:** 0000916488
- **IRS NUMBER:** 650568935
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0331

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-08226
- **FILM NUMBER:** 23651844

**BUSINESS ADDRESS:**
- **STREET 1:** 300 S.E. 2ND STREET
- **CITY:** FORT LAUDERDALE
- **STATE:** FL
- **ZIP:** 33301-1923
- **BUSINESS PHONE:** 9545727591

**MAIL ADDRESS:**
- **STREET 1:** 300 S.E. 2ND STREET
- **CITY:** FORT LAUDERDALE
- **STATE:** FL
- **ZIP:** 33301-1923

## Series and Classes Contracts Data

### Templeton Global Balanced Fund (Series ID: S000008749)

| Class ID   | Class Name    | Ticker Symbol   |
|:---|:---|:---|
| C000023820 | Class C       | FCGBX           |
| C000023821 | Class R       |  |
| C000023822 | Advisor Class | TZINX           |
| C000023823 | Class A1      | TINCX           |
| C000102038 | Class C1      | TCINX           |
| C000105289 | Class A       | TAGBX           |
| C000128755 | Class R6      |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Templeton Global Investment Trust

- **b. Investment Company Act file number:** 811-08226

- **c. CIK number of Registrant:** 0000916488

- **d. LEI of Registrant:** 549300O2JVKNR6RB3F35

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

  - **Street Address 1:** 300 S.E. 2nd Street

  - **City:** Fort Lauderdale

  - **State:** FL

  - **Foreign country:** US

  - **Zip / Postal Code:** 33301-1923

  - **Telephone number:** 954-527-7500

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

- **a. Name of Series:** Templeton Global Balanced Fund

- **b. EDGAR series identifier (if any):** S000008749

- **c. LEI of Series:** HHOCA8J1DMO1UQV31F87

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

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

- **b. Date as of which information is reported:** 2022-12-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $384757213.72

**Total Liabilities:** $7994019.14

**Net Assets:** $376763194.58

**Delayed Delivery Securities:** $215045.27

**Cash Not Reported:** $247931.63

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -586.16000000 | **1-Year:** -10433.40000000 | **5-Year:** -15263.04000000 | **10-Year:** -5158.49000000 | **30-Year:** -54.31000000

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

- **3-Month:** -1.33000000 | **1-Year:** -5126.41000000 | **5-Year:** -1718.45000000 | **10-Year:** 1428.47000000 | **30-Year:** -6859.86000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000023821 | 3.43%                | 8.53%                | -0.23%               |
| Class ID C000102038 | 2.96%                | 8.61%                | 0.08%                |
| Class ID C000105289 | 3.45%                | 8.57%                | -0.16%               |
| Class ID C000023820 | 3.43%                | 8.53%                | -0.28%               |
| Class ID C000023823 | 2.94%                | 8.57%                | 0.28%                |
| Class ID C000023822 | 3.43%                | 8.53%                | -0.10%               |
| Class ID C000128755 | 2.94%                | 9.05%                | -0.06%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-7592105.08             | $17608636.36                               |
| Month 2  | $-9035264.99             | $37126221.32                               |
| Month 3  | $-1881068.94             | $-682178.86                                |

**Designated Index Information**

- **Index Name:** 25% JPM GBI Broad + 12.5% JPM EMBIG + 12.5% JPM GBI-EM + 50% MSCI AC World Index

- **Index Identifier:** HB0280_RISK

### Schedule of Portfolio Investments

| Name                                                   | Title                                                  | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |      Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| N/A                                                    | Forward Foreign Currency Contract                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-129184.43   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-10002.29    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Japan                                                  | Japan Treasury Bills                                   | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | STIV             | NUSS              | JP        |    108700000 | PA      | $828558.78    | 0.22%             | 2023-10-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                    | OIS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |       890000 | PA      | $89729.44     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Colombia                                   | Colombia Titulos de Tesoreria, Series B                | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        |   1017000000 | PA      | $121316.64    | 0.03%             | 2036-07-09      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $4657.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Alphabet, Inc.                                         | Alphabet, Inc., Class A                                | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |        46214 | NS      | $4077461.22   | 1.08%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $2281.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of Thailand                                       | Thailand Government Bond                               | CUSIP: N/A<br>LEI: 549300HJD00HOXYCA262       | Long             | DBT              | NUSS              | TH        |     35490000 | PA      | $1019211.23   | 0.27%             | 2023-11-22      | Fixed         | 0.66%                 | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $8877.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | OIS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |       310000 | PA      | $24244.74     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan                                                  | Japan Treasury Bills                                   | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | STIV             | NUSS              | JP        |     80900000 | PA      | $616504.06    | 0.16%             | 2023-04-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Republic of Colombia                                   | Colombia Government Bond                               | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        |     83000000 | PA      | $15161.95     | 0.00%             | 2027-06-28      | Fixed         | 9.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $56252.64     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $135819.09    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                 | Egypt Government Bond                                  | CUSIP: 03846JX54<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |       710000 | PA      | $527865.83    | 0.14%             | 2032-05-29      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                    | OIS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      3000000 | PA      | $245671.66    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | OIS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |       580000 | PA      | $49195.27     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Ltd.                             | Alibaba Group Holding Ltd.                             | CUSIP: N/A<br>LEI: 5493001NTNQJDH60PM02       | Long             | EC               | CORP              | KY        |       410400 | NS      | $4503341.36   | 1.20%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-44287.26    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Shell plc                                              | Shell plc                                              | CUSIP: N/A<br>LEI: 21380068P1DRHMJ8KU70       | Long             | EC               | CORP              | GB        |       181345 | NS      | $5142230.49   | 1.36%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan                                                  | Japan Treasury Bills                                   | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | STIV             | NUSS              | JP        |    353000000 | PA      | $2689105.17   | 0.71%             | 2023-01-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Kingdom of Thailand                                    | Thailand Government Bond                               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | TH        |     54930000 | PA      | $1567691.72   | 0.42%             | 2024-09-17      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Democratic Socialist Republic of Sri Lanka             | Sri Lanka Government Bond                              | CUSIP: 85227SAQ9<br>LEI: 254900HXCCIOHM74FA02 | Long             | DBT              | NUSS              | LK        |       600000 | PA      | $193555.65    | 0.05%             | 2025-11-03      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| Danone SA                                              | Danone SA                                              | CUSIP: N/A<br>LEI: 969500KMUQ2B6CBAF162       | Long             | EC               | CORP              | FR        |       103229 | NS      | $5440505.62   | 1.44%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                  | Indonesia Government Bond, Series FR81                 | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |  50707000000 | PA      | $3289721.08   | 0.87%             | 2025-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| adidas AG                                              | adidas AG                                              | CUSIP: N/A<br>LEI: 549300JSX0Z4CW0V5023       | Long             | EC               | CORP              | DE        |        25648 | NS      | $3475819.53   | 0.92%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $8397.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $77494.89     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | OIS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |       225000 | PA      | $16097.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Colombia                                   | Colombia Titulos de Tesoreria, Series B                | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        |   3265000000 | PA      | $504028.54    | 0.13%             | 2028-04-28      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $200771.82    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| NCR Corp.                                              | NCR Corp.                                              | CUSIP: 62886E108<br>LEI: 549300YKTY8JX1DV2R67 | Long             | EC               | CORP              | US        |       223211 | NS      | $5225369.51   | 1.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Adecco Group AG                                        | Adecco Group AG                                        | CUSIP: N/A<br>LEI: NI14Y5UMU60O7JE9P611       | Long             | EC               | CORP              | CH        |       175731 | NS      | $5780334.02   | 1.53%             |  |  |  | No            |                  2 | On Loan: No      |
| American Express Co.                                   | American Express Co.                                   | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |        19614 | NS      | $2897968.50   | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                    | OIS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |       735000 | PA      | $56955.25     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Federative Republic of Brazil                          | Brazil Letras do Tesouro Nacional                      | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | STIV             | NUSS              | BR        |     57070000 | PA      | $8503315.24   | 2.26%             | 2025-01-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Taiwan Semiconductor Manufacturing Co. Ltd.            | Taiwan Semiconductor Manufacturing Co. Ltd.            | CUSIP: N/A<br>LEI: 549300KB6NK5SBD14S87       | Long             | EC               | CORP              | TW        |       317300 | NS      | $4608969.70   | 1.22%             |  |  |  | No            |                  2 | On Loan: No      |
| United Mexican States                                  | Mexican Bonos Desarr Fixed Rate, Series M              | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |     60600000 | PA      | $2781779.31   | 0.74%             | 2033-05-26      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Republic of Ecuador                                    | Ecuador Government Bond                                | CUSIP: 27927IAF0<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |      6275000 | PA      | $2918867.77   | 0.77%             | 2035-07-31      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                 | Egypt Government Bond                                  | CUSIP: 03846JW89<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |       200000 | PA      | $134091.40    | 0.04%             | 2049-03-01      | Fixed         | 8.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-28973.03    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Honda Motor Co. Ltd.                                   | Honda Motor Co. Ltd.                                   | CUSIP: N/A<br>LEI: 549300P7ZYCQJ36CCS16       | Long             | EC               | CORP              | JP        |       124600 | NS      | $2841028.23   | 0.75%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Ghana                                      | Ghana Government Bond                                  | CUSIP: N/A<br>LEI: 213800PP4399SNNXZ126       | Long             | DBT              | NUSS              | GH        |      1420000 | PA      | $127778.00    | 0.03%             | 2023-07-31      | Fixed         | 17.25%                | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-1658721.44  | -0.44%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-482379.16   | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| Dominican Republic                                     | Dominican Republic Government Bond                     | CUSIP: 25714PEE4<br>LEI: N/A                  | Long             | DBT              | NUSS              | DO        |      2634000 | PA      | $1941706.02   | 0.52%             | 2060-01-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                 | Egypt Government Bond                                  | CUSIP: 03846JW55<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |       240000 | PA      | $152522.40    | 0.04%             | 2048-02-21      | Fixed         | 7.90%                 | No            |                  2 | On Loan: No      |
| Government of Mongolia                                 | Mongolia Government Bond                               | CUSIP: 60937LAC9<br>LEI: N/A                  | Long             | DBT              | NUSS              | MN        |       200000 | PA      | $173014.54    | 0.05%             | 2026-04-07      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Prudential plc                                         | Prudential plc                                         | CUSIP: N/A<br>LEI: 5493001Z3ZE83NGK8Y12       | Long             | EC               | CORP              | GB        |       246909 | NS      | $3366537.71   | 0.89%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $27629.69     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Westinghouse Air Brake Technologies Corp.              | Westinghouse Air Brake Technologies Corp.              | CUSIP: 929740108<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | EC               | CORP              | US        |        22012 | NS      | $2197017.72   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Bayer AG                                               | Bayer AG                                               | CUSIP: N/A<br>LEI: 549300J4U55H3WP1XT59       | Long             | EC               | CORP              | DE        |        97367 | NS      | $5011255.35   | 1.33%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Ecuador                                    | Ecuador Government Bond                                | CUSIP: N/A<br>LEI: 5299003Y2U5XK0A35H71       | Long             | DBT              | NUSS              | EC        |       599000 | PA      | $246686.98    | 0.07%             | 2040-07-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Republic of India                                      | India Government Bond                                  | CUSIP: N/A<br>LEI: 335800IV7VCDQGIOI391       | Long             | DBT              | NUSS              | IN        |     83000000 | PA      | $1005093.99   | 0.27%             | 2023-05-20      | Fixed         | 7.16%                 | No            |                  2 | On Loan: No      |
| K2016470219 SA Ltd.                                    | K2016470219 South Africa Ltd., Escrow Account, Class D | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | ZA        |       168113 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Republic of Indonesia                                  | Indonesia Government Bond, Series FR46                 | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |  31979000000 | PA      | $2101581.37   | 0.56%             | 2023-07-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Democratic Socialist Republic of Sri Lanka             | Sri Lanka Government Bond                              | CUSIP: 85227SAW6<br>LEI: 254900HXCCIOHM74FA02 | Long             | DBT              | NUSS              | LK        |       200000 | PA      | $64050.39     | 0.02%             | 2028-04-18      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-8320.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | OIS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |       742000 | PA      | $36200.75     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $126741.46    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Federative Republic of Brazil                          | Brazil Notas do Tesouro Nacional                       | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |      3230000 | PA      | $585302.09    | 0.16%             | 2025-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Federation of Malaysia                                 | Malaysia Government Bond                               | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |     19400000 | PA      | $4412455.97   | 1.17%             | 2027-11-16      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                    | OIS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      9980000 | PA      | $-8213.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $207318.96    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Hitachi Ltd.                                           | Hitachi Ltd.                                           | CUSIP: N/A<br>LEI: 549300T6IPOCDWLKC615       | Long             | EC               | CORP              | JP        |        42000 | NS      | $2112559.36   | 0.56%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                  | Indonesia Government Bond, Series FR86                 | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 123927000000 | PA      | $7809371.25   | 2.07%             | 2026-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-28728.64    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Federative Republic of Brazil                          | Brazil Letras do Tesouro Nacional                      | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | STIV             | NUSS              | BR        |     32590000 | PA      | $5142038.80   | 1.36%             | 2024-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States of America                               | U.S. Treasury Notes                                    | CUSIP: 912828YY0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      3955000 | PA      | $3754778.13   | 1.00%             | 2024-12-31      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Imperial Brands plc                                    | Imperial Brands plc                                    | CUSIP: N/A<br>LEI: 549300DFVPOB67JL3A42       | Long             | EC               | CORP              | GB        |       139581 | NS      | $3476977.75   | 0.92%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $81674.81     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | OIS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |       725000 | PA      | $45993.35     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $469377.44    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-94352.49    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Colombia                                   | Colombia Titulos de Tesoreria, Series B                | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        |   1931200000 | PA      | $282149.63    | 0.07%             | 2031-03-26      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                        | Citigroup, Inc.                                        | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |        96300 | NS      | $4355649.00   | 1.16%             |  |  |  | No            |                  1 | On Loan: No      |
| BP plc                                                 | BP plc                                                 | CUSIP: N/A<br>LEI: 213800LH1BZH3DI6G760       | Long             | EC               | CORP              | GB        |       679989 | NS      | $3923334.54   | 1.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-182854.99   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Tesoreria General de LA Republica                      | Chile Bonos Tesoreria Pesos                            | CUSIP: N/A<br>LEI: 549300FLZTJM5YJF8D34       | Long             | DBT              | NUSS              | CL        |   1710000000 | PA      | $1882314.05   | 0.50%             | 2025-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Republic of Colombia                                   | Colombia Titulos de Tesoreria, Series B                | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        |  41638500000 | PA      | $7349222.30   | 1.95%             | 2026-08-26      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| LyondellBasell Industries NV                           | LyondellBasell Industries NV, Class A                  | CUSIP: N/A<br>LEI: BN6WCCZ8OVP3ITUUVN49       | Long             | EC               | CORP              | NL        |        31847 | NS      | $2644256.41   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $6040.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fresenius Medical Care AG & Co. KGaA                   | Fresenius Medical Care AG & Co. KGaA                   | CUSIP: N/A<br>LEI: 549300CP8NY40UP89Q40       | Long             | EC               | CORP              | DE        |       125333 | NS      | $4093503.82   | 1.09%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-59210.81    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Democratic Socialist Republic of Sri Lanka             | Sri Lanka Government Bond                              | CUSIP: 85227SAV8<br>LEI: 254900HXCCIOHM74FA02 | Long             | DBT              | NUSS              | LK        |       200000 | PA      | $63491.38     | 0.02%             | 2023-04-18      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Republic of Colombia                                   | Colombia Titulos de Tesoreria, Series B                | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        |   4739000000 | PA      | $736993.92    | 0.20%             | 2030-09-18      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $70826.04     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of India                                      | India Government Bond                                  | CUSIP: N/A<br>LEI: 335800IV7VCDQGIOI391       | Long             | DBT              | NUSS              | IN        |    369200000 | PA      | $4515917.31   | 1.20%             | 2026-01-11      | Fixed         | 7.59%                 | No            |                  2 | On Loan: No      |
| Republic of Korea                                      | Korea Treasury Bonds                                   | CUSIP: N/A<br>LEI: 549300O0QCVSQGPGDT58       | Long             | DBT              | NUSS              | KR        |   3549000000 | PA      | $2743603.03   | 0.73%             | 2023-12-10      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| K2016470219 South Africa Ltd.                          | K2016470219 South Africa Ltd., Class A                 | CUSIP: N/A<br>LEI: 378900DECAC8CFA88345       | Long             | EC               | CORP              | ZA        |     32900733 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Republic of Ghana                                      | Ghana Government Bond                                  | CUSIP: N/A<br>LEI: 213800PP4399SNNXZ126       | Long             | DBT              | NUSS              | GH        |       580000 | PA      | $49300.56     | 0.01%             | 2023-12-18      | Fixed         | 19.25%                | No            |                  2 | On Loan: No      |
| International Paper Co.                                | International Paper Co.                                | CUSIP: 460146103<br>LEI: 824LMFJDH41EY779Q875 | Long             | EC               | CORP              | US        |        54778 | NS      | $1896962.14   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Medtronic plc                                          | Medtronic plc                                          | CUSIP: N/A<br>LEI: 549300GX3ZBSQWUXY261       | Long             | EC               | CORP              | IE        |        40900 | NS      | $3178748.00   | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic of Korea                                      | Korea Treasury Bonds                                   | CUSIP: N/A<br>LEI: 549300O0QCVSQGPGDT58       | Long             | DBT              | NUSS              | KR        |    643000000 | PA      | $509345.79    | 0.14%             | 2023-09-10      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $975.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lenovo Group Ltd.                                      | Lenovo Group Ltd.                                      | CUSIP: N/A<br>LEI: 254900VUZRGD5U73RE46       | Long             | EC               | CORP              | HK        |      4316000 | NS      | $3515417.61   | 0.93%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $7242.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-27755.37    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $53913.99     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $101016.13    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-51270.18    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $105210.89    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan                                                  | Japan Treasury Bills                                   | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | STIV             | NUSS              | JP        |    519800000 | PA      | $3960450.26   | 1.05%             | 2023-02-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                    | OIS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      9980000 | PA      | $-13740.72    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-299069.38   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Comcast Corp.                                          | Comcast Corp., Class A                                 | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |       109756 | NS      | $3838167.32   | 1.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                    | OIS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |       770000 | PA      | $59694.89     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Federative Republic of Brazil                          | Brazil Letras do Tesouro Nacional                      | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | STIV             | NUSS              | BR        |     11220000 | PA      | $1873570.02   | 0.50%             | 2024-01-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                  | Sumitomo Mitsui Financial Group, Inc.                  | CUSIP: N/A<br>LEI: 35380028MYWPB6AUO129       | Long             | EC               | CORP              | JP        |        58100 | NS      | $2336703.41   | 0.62%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Korea                                      | Korea Treasury Bonds                                   | CUSIP: N/A<br>LEI: 549300O0QCVSQGPGDT58       | Long             | DBT              | NUSS              | KR        |   5035400000 | PA      | $3845678.31   | 1.02%             | 2024-09-10      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Hungary                                                | Hungary Government Bond                                | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |   1242000000 | PA      | $2549601.66   | 0.68%             | 2025-11-26      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Cardinal Health, Inc.                                  | Cardinal Health, Inc.                                  | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |        25144 | NS      | $1932819.28   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic of Korea                                      | Korea Treasury Bonds                                   | CUSIP: N/A<br>LEI: 549300O0QCVSQGPGDT58       | Long             | DBT              | NUSS              | KR        |  12125400000 | PA      | $9282672.40   | 2.46%             | 2024-06-10      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| CK Hutchison Holdings Ltd.                             | CK Hutchison Holdings Ltd.                             | CUSIP: N/A<br>LEI: 254900Z8HM1VEPOQ2G79       | Long             | EC               | CORP              | KY        |       454000 | NS      | $2719881.56   | 0.72%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $42327.87     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                      | Wells Fargo & Co.                                      | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |       111860 | NS      | $4618699.40   | 1.23%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-33678.58    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-29385.86    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SBM Offshore NV                                        | SBM Offshore NV                                        | CUSIP: N/A<br>LEI: 549300RDGCRYZ5QE6513       | Long             | EC               | CORP              | NL        |       262275 | NS      | $4126135.75   | 1.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Colombia                                   | Colombia Government Bond                               | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        |     52000000 | PA      | $10538.53     | 0.00%             | 2023-03-21      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $13493.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $124047.08    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan                                                  | Japan Treasury Bills                                   | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | STIV             | NUSS              | JP        |    901200000 | PA      | $6869337.46   | 1.82%             | 2023-09-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Unilever plc                                           | Unilever plc                                           | CUSIP: N/A<br>LEI: 549300MKFYEKVRWML317       | Long             | EC               | CORP              | GB        |        59351 | NS      | $2996379.85   | 0.80%             |  |  |  | No            |                  2 | On Loan: No      |
| Hungary                                                | Hungary Government Bond                                | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |   1402100000 | PA      | $2727239.79   | 0.72%             | 2032-11-24      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Dominican Republic                                     | Dominican Republic Government Bond                     | CUSIP: 25714PEB0<br>LEI: N/A                  | Long             | DBT              | NUSS              | DO        |       760000 | PA      | $617293.71    | 0.16%             | 2049-06-05      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $85662.16     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $375827.58    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $132627.77    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| K2016470219 South Africa Ltd.                          | K2016470219 South Africa Ltd., Class B                 | CUSIP: N/A<br>LEI: 378900DECAC8CFA88345       | Long             | EC               | CORP              | ZA        |      4646498 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $39758.55     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Stanley Black & Decker, Inc.                           | Stanley Black & Decker, Inc.                           | CUSIP: 854502101<br>LEI: 549300DJ09SMTO561131 | Long             | EC               | CORP              | US        |        47190 | NS      | $3544912.80   | 0.94%             |  |  |  | No            |                  1 | On Loan: No      |
| Zimmer Biomet Holdings, Inc.                           | Zimmer Biomet Holdings, Inc.                           | CUSIP: 98956P102<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | EC               | CORP              | US        |        15609 | NS      | $1990147.50   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-92038.43    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Ghana                                      | Ghana Government Bond                                  | CUSIP: N/A<br>LEI: 213800PP4399SNNXZ126       | Long             | DBT              | NUSS              | GH        |     18450000 | PA      | $782505.37    | 0.21%             | 2032-03-15      | Fixed         | 19.75%                | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-169639.79   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Ghana                                      | Ghana Government Bond                                  | CUSIP: N/A<br>LEI: 213800PP4399SNNXZ126       | Long             | DBT              | NUSS              | GH        |       390000 | PA      | $39039.04     | 0.01%             | 2023-01-02      | Fixed         | 18.50%                | No            |                  2 | On Loan: No      |
| Argentine Republic                                     | Argentina BONCER                                       | CUSIP: N/A<br>LEI: 549300KPBYGYF7HCHO27       | Long             | DBT              | NUSS              | AR        |            0 | PA      | $0.00         | 0.00%             | 2023-03-25      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| K2016470260 South Africa Ltd.                          | K2016470260 South Africa Ltd.                          | CUSIP: N/A<br>LEI: 3789003E1C22310B3356       | Long             | DBT              | CORP              | ZA        |      1782466 | PA      | $0.00         | 0.00%             | 2022-12-31      | Fixed         | 25.00%                | No            |                  3 | On Loan: No      |
| Paramount Global                                       | Paramount Global, Class B                              | CUSIP: 92556H206<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | EC               | CORP              | US        |       280868 | NS      | $4741051.84   | 1.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic of Colombia                                   | Colombia Titulos de Tesoreria, Series B                | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        |   4490000000 | PA      | $631912.72    | 0.17%             | 2032-06-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                 | Egypt Government Bond                                  | CUSIP: 03846JAC4<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |       510000 | PA      | $316659.00    | 0.08%             | 2061-02-16      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $67990.82     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $4266.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $31349.32     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | OIS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |       948000 | PA      | $70449.08     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| DuPont de Nemours, Inc.                                | DuPont de Nemours, Inc.                                | CUSIP: 26614N102<br>LEI: 5493004JF0SDFLM8GD76 | Long             | EC               | CORP              | US        |       121162 | NS      | $8315348.06   | 2.21%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $432103.76    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $113037.63    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Infineon Technologies AG                               | Infineon Technologies AG                               | CUSIP: N/A<br>LEI: TSI2PJM6EPETEQ4X1U25       | Long             | EC               | CORP              | DE        |        74606 | NS      | $2267314.18   | 0.60%             |  |  |  | No            |                  2 | On Loan: No      |
| Prudential plc                                         | Prudential plc                                         | CUSIP: N/A<br>LEI: 5493001Z3ZE83NGK8Y12       | Long             | EC               | CORP              | GB        |        26600 | NS      | $371706.59    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Korea                                      | Korea Treasury Bonds                                   | CUSIP: N/A<br>LEI: 549300O0QCVSQGPGDT58       | Long             | DBT              | NUSS              | KR        |    876000000 | PA      | $688678.41    | 0.18%             | 2023-09-10      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                 | Egypt Government Bond                                  | CUSIP: 03846JX62<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |       780000 | PA      | $530104.38    | 0.14%             | 2050-05-29      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $121647.20    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $4056.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Colombia                                   | Colombia Titulos de Tesoreria, Series B                | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        |   1615000000 | PA      | $324616.58    | 0.09%             | 2024-07-24      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| K2016470219 South Africa Ltd.                          | K2016470219 South Africa Ltd.                          | CUSIP: N/A<br>LEI: 378900DECAC8CFA88345       | Long             | DBT              | CORP              | ZA        |      2851217 | PA      | $0.00         | 0.00%             | 2022-12-31      | Fixed         | 3.00%                 | No            |                  3 | On Loan: No      |
| Federation of Malaysia                                 | Malaysia Government Bond                               | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |      8870000 | PA      | $2024035.90   | 0.54%             | 2025-09-15      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| Siemens AG                                             | Siemens AG                                             | CUSIP: N/A<br>LEI: W38RGI023J3WT1HWRP32       | Long             | EC               | CORP              | DE        |        35843 | NS      | $4940774.03   | 1.31%             |  |  |  | No            |                  2 | On Loan: No      |
| United Mexican States                                  | Mexican Bonos Desarr Fixed Rate, Series M 20           | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |     13800000 | PA      | $689244.06    | 0.18%             | 2029-05-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Republic of Colombia                                   | Colombia Titulos de Tesoreria, Series B                | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        |   7652000000 | PA      | $1197266.28   | 0.32%             | 2027-11-03      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Japan                                                  | Japan Treasury Bills                                   | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | STIV             | NUSS              | JP        |    520000000 | PA      | $3963020.90   | 1.05%             | 2023-05-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Federative Republic of Brazil                          | Brazil Notas do Tesouro Nacional                       | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |     28870000 | PA      | $5056254.90   | 1.34%             | 2027-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| K2016470219 South Africa Ltd.                          | K2016470219 South Africa Ltd.                          | CUSIP: N/A<br>LEI: 378900DECAC8CFA88345       | Long             | DBT              | CORP              | ZA        |      2929327 | PA      | $0.00         | 0.00%             | 2022-12-31      | Fixed         | 8.00%                 | No            |                  3 | On Loan: No      |
| Republic of Korea                                      | Korea Treasury Bonds                                   | CUSIP: N/A<br>LEI: 549300O0QCVSQGPGDT58       | Long             | DBT              | NUSS              | KR        |    745000000 | PA      | $584527.26    | 0.16%             | 2024-09-10      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $338822.40    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-39713.40    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| DXC Technology Co.                                     | DXC Technology Co.                                     | CUSIP: 23355L106<br>LEI: 549300DOVZ3EDJB7O259 | Long             | EC               | CORP              | US        |        90635 | NS      | $2401827.50   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Arab Republic of Egypt                                 | Egypt Government Bond                                  | CUSIP: 03846JAE0<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      1620000 | PA      | $1154217.60   | 0.31%             | 2033-09-30      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| AIA Group Ltd.                                         | AIA Group Ltd.                                         | CUSIP: N/A<br>LEI: ZP5ILWVSYE4LJGMMVD57       | Long             | EC               | CORP              | HK        |       319600 | NS      | $3529513.17   | 0.94%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-49382.76    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Tapestry, Inc.                                         | Tapestry, Inc.                                         | CUSIP: 876030107<br>LEI: 549300LJNVY5SW3VTN33 | Long             | EC               | CORP              | US        |       156030 | NS      | $5941622.40   | 1.58%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $4603.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Korea                                      | Korea Treasury Bonds                                   | CUSIP: N/A<br>LEI: 549300O0QCVSQGPGDT58       | Long             | DBT              | NUSS              | KR        |  14740000000 | PA      | $11072898.40  | 2.94%             | 2027-03-10      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Bayerische Motoren Werke AG                            | Bayerische Motoren Werke AG                            | CUSIP: N/A<br>LEI: YEH5ZCD6E441RHVHD759       | Long             | EC               | CORP              | DE        |        29872 | NS      | $2644596.04   | 0.70%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of India                                      | India Government Bond                                  | CUSIP: N/A<br>LEI: 335800IV7VCDQGIOI391       | Long             | DBT              | NUSS              | IN        |     93000000 | PA      | $1078646.92   | 0.29%             | 2025-06-15      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| Republic of Ghana                                      | Ghana Government Bond                                  | CUSIP: N/A<br>LEI: 213800PP4399SNNXZ126       | Long             | DBT              | NUSS              | GH        |        50000 | PA      | $4902.79      | 0.00%             | 2023-02-20      | Fixed         | 17.60%                | No            |                  2 | On Loan: No      |
| HCA Healthcare, Inc.                                   | HCA Healthcare, Inc.                                   | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |        12200 | NS      | $2927512.00   | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $8672.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kingdom of Thailand                                    | Thailand Government Bond                               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | TH        |    119490000 | PA      | $3315207.51   | 0.88%             | 2027-06-17      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Federative Republic of Brazil                          | Brazil Notas do Tesouro Nacional                       | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |      8880000 | PA      | $1471869.33   | 0.39%             | 2031-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $65595.21     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Democratic Socialist Republic of Sri Lanka             | Sri Lanka Government Bond                              | CUSIP: 85227SAT3<br>LEI: 254900HXCCIOHM74FA02 | Long             | DBT              | NUSS              | LK        |      1600000 | PA      | $510527.65    | 0.14%             | 2027-05-11      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Republic of India                                      | India Government Bond                                  | CUSIP: N/A<br>LEI: 335800IV7VCDQGIOI391       | Long             | DBT              | NUSS              | IN        |    115000000 | PA      | $1320051.48   | 0.35%             | 2025-11-09      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $139196.51    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| NXP Semiconductors NV                                  | NXP Semiconductors NV                                  | CUSIP: N/A<br>LEI: 724500M9BY5293JDF951       | Long             | EC               | CORP              | NL        |        14490 | NS      | $2289854.70   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $52212.41     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Federative Republic of Brazil                          | Brazil Letras do Tesouro Nacional                      | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | STIV             | NUSS              | BR        |     12835000 | PA      | $2426577.22   | 0.64%             | 2023-01-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                 | Egypt Government Bond                                  | CUSIP: 038461AM1<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      2840000 | PA      | $1901794.64   | 0.50%             | 2047-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Republic of El Salvador                                | El Salvador Government Bond                            | CUSIP: 283875AN2<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |       100000 | PA      | $40749.05     | 0.01%             | 2035-06-15      | Fixed         | 7.65%                 | No            |                  2 | On Loan: No      |
| Democratic Socialist Republic of Sri Lanka             | Sri Lanka Government Bond                              | CUSIP: 85227SAZ9<br>LEI: 254900HXCCIOHM74FA02 | Long             | DBT              | NUSS              | LK        |       200000 | PA      | $64050.39     | 0.02%             | 2029-03-14      | Fixed         | 7.85%                 | No            |                  2 | On Loan: No      |
| Republic of Ghana                                      | Ghana Government Bond                                  | CUSIP: N/A<br>LEI: 213800PP4399SNNXZ126       | Long             | DBT              | NUSS              | GH        |     25220000 | PA      | $1406582.03   | 0.37%             | 2026-11-02      | Fixed         | 19.00%                | No            |                  2 | On Loan: No      |
| Republic of India                                      | India Government Bond                                  | CUSIP: N/A<br>LEI: 335800IV7VCDQGIOI391       | Long             | DBT              | NUSS              | IN        |    227500000 | PA      | $2746952.97   | 0.73%             | 2029-01-14      | Fixed         | 7.26%                 | No            |                  2 | On Loan: No      |
| Republic of Colombia                                   | Colombia Titulos de Tesoreria, Series B                | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        |  11079000000 | PA      | $1958543.17   | 0.52%             | 2025-11-26      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Deutsche Telekom AG                                    | Deutsche Telekom AG                                    | CUSIP: N/A<br>LEI: 549300V9QSIG4WX4GJ96       | Long             | EC               | CORP              | DE        |       177010 | NS      | $3521730.18   | 0.93%             |  |  |  | No            |                  2 | On Loan: No      |
| FedEx Corp.                                            | FedEx Corp.                                            | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |        36849 | NS      | $6382246.80   | 1.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic of Ghana                                      | Ghana Government Bond                                  | CUSIP: N/A<br>LEI: 213800PP4399SNNXZ126       | Long             | DBT              | NUSS              | GH        |       105000 | PA      | $6189.88      | 0.00%             | 2026-03-02      | Fixed         | 18.30%                | No            |                  2 | On Loan: No      |
| Prosus NV                                              | Prosus NV                                              | CUSIP: N/A<br>LEI: 635400Z5LQ5F9OLVT688       | Long             | EC               | CORP              | NL        |        33564 | NS      | $2317265.89   | 0.62%             |  |  |  | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                 | Egypt Government Bond                                  | CUSIP: 03846JAF7<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      2210000 | PA      | $1492192.00   | 0.40%             | 2051-09-30      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-112318.25   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Ghana                                      | Ghana Government Bond                                  | CUSIP: N/A<br>LEI: 213800PP4399SNNXZ126       | Long             | DBT              | NUSS              | GH        |       640000 | PA      | $64036.05     | 0.02%             | 2023-01-16      | Fixed         | 20.75%                | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $24921.09     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Institutional Fiduciary Trust - Money Market Portfolio | Institutional Fiduciary Trust - Money Market Portfolio | CUSIP: 457756500<br>LEI: 549300M4TP89K77LG374 | Long             | STIV             | RF                | US        |      9959281 | NS      | $9959281.17   | 2.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Democratic Socialist Republic of Sri Lanka             | Sri Lanka Government Bond                              | CUSIP: 85227SBA3<br>LEI: 254900HXCCIOHM74FA02 | Long             | DBT              | NUSS              | LK        |       400000 | PA      | $127498.60    | 0.03%             | 2024-06-28      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $28584.37     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bath & Body Works, Inc.                                | Bath & Body Works, Inc.                                | CUSIP: 070830104<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | EC               | CORP              | US        |        35164 | NS      | $1481810.96   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                    | OIS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |       890000 | PA      | $95964.12     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Richter Gedeon Nyrt.                                   | Richter Gedeon Nyrt.                                   | CUSIP: N/A<br>LEI: 549300J6ZJW5IH4WEE46       | Long             | EC               | CORP              | HU        |       132412 | NS      | $2939352.76   | 0.78%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Ecuador                                    | Ecuador Government Bond                                | CUSIP: N/A<br>LEI: 5299003Y2U5XK0A35H71       | Long             | DBT              | NUSS              | EC        |      2460000 | PA      | $1592903.46   | 0.42%             | 2030-07-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                    | OIS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |       760000 | PA      | $51187.77     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                  | Indonesia Government Bond, Series FR70                 | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |  44628000000 | PA      | $2962339.84   | 0.79%             | 2024-03-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Republic of Ghana                                      | Ghana Government Bond                                  | CUSIP: N/A<br>LEI: 213800PP4399SNNXZ126       | Long             | DBT              | NUSS              | GH        |      6470000 | PA      | $526645.46    | 0.14%             | 2024-03-25      | Fixed         | 19.75%                | No            |                  2 | On Loan: No      |
| Republic of Ghana                                      | Ghana Government Bond                                  | CUSIP: N/A<br>LEI: 213800PP4399SNNXZ126       | Long             | DBT              | NUSS              | GH        |      1750000 | PA      | $154018.96    | 0.04%             | 2023-09-28      | Fixed         | 18.85%                | No            |                  2 | On Loan: No      |
| Continental AG                                         | Continental AG                                         | CUSIP: N/A<br>LEI: 529900A7YD9C0LLXM621       | Long             | EC               | CORP              | DE        |        46563 | NS      | $2775703.57   | 0.74%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $152738.13    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Federation of Malaysia                                 | Malaysia Government Bond                               | CUSIP: N/A<br>LEI: 254900GSIL471JOBYY43       | Long             | DBT              | NUSS              | MY        |      3950000 | PA      | $900922.50    | 0.24%             | 2025-03-14      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Republic of Korea                                      | Korea Treasury Bonds                                   | CUSIP: N/A<br>LEI: 549300O0QCVSQGPGDT58       | Long             | DBT              | NUSS              | KR        |   2205000000 | PA      | $1713821.20   | 0.45%             | 2024-03-10      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                    | OIS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |       890000 | PA      | $92617.51     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $495929.51    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of India                                      | India Government Bond                                  | CUSIP: N/A<br>LEI: 335800IV7VCDQGIOI391       | Long             | DBT              | NUSS              | IN        |    280500000 | PA      | $3400666.38   | 0.90%             | 2026-04-08      | Fixed         | 7.27%                 | No            |                  2 | On Loan: No      |
| Government of Mongolia                                 | Mongolia Government Bond                               | CUSIP: 60937LAF2<br>LEI: N/A                  | Long             | DBT              | NUSS              | MN        |      1000000 | PA      | $807606.59    | 0.21%             | 2027-07-07      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fidelity National Information Services, Inc.           | Fidelity National Information Services, Inc.           | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | EC               | CORP              | US        |        95681 | NS      | $6491955.85   | 1.72%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                    | OIS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      1600000 | PA      | $220568.05    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of India                                      | India Government Bond                                  | CUSIP: N/A<br>LEI: 335800IV7VCDQGIOI391       | Long             | DBT              | NUSS              | IN        |    289100000 | PA      | $3581235.01   | 0.95%             | 2025-09-24      | Fixed         | 8.20%                 | No            |                  2 | On Loan: No      |
| Samsung Electronics Co. Ltd.                           | Samsung Electronics Co. Ltd.                           | CUSIP: N/A<br>LEI: 9884007ER46L6N7EI764       | Long             | EC               | CORP              | KR        |       115925 | NS      | $5109720.82   | 1.36%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                    | OIS                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |      1200000 | PA      | $105781.36    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Government of Mongolia                                 | Mongolia Government Bond                               | CUSIP: 60937LAE5<br>LEI: N/A                  | Long             | DBT              | NUSS              | MN        |      1450000 | PA      | $1131316.46   | 0.30%             | 2031-07-07      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                    | Forward Foreign Currency Contract                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $9248.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Dominican Republic                                     | Dominican Republic Government Bond                     | CUSIP: 25714PEG9<br>LEI: N/A                  | Long             | DBT              | NUSS              | DO        |      2030000 | PA      | $1574008.29   | 0.42%             | 2041-01-21      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-01-30

**Name of Applicant:** Templeton Global Investment Trust

**Signature:** Ryan Wheeler

**Name of Signer:** Ryan Wheeler

**Title:** Assistant Treasurer