# EDGAR Filing Document

**Accession Number:** 0001552324
**File Stem:** 0001410368-25-009069
**Filing Date:** 2025-9
**Character Count:** 348069
**Document Hash:** 64a9d6e933dd69a693890707636a745a
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-25-009069.hdr.sgml**: 20250924

**ACCESSION NUMBER**: 0001410368-25-009069

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250731

**FILED AS OF DATE**: 20250924

**DATE AS OF CHANGE**: 20250924

**PERIOD START**: 20250731

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Eaton Vance Series Fund, Inc.
- **CENTRAL INDEX KEY:** 0001552324

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** MD

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22714
- **FILM NUMBER:** 251335205

**BUSINESS ADDRESS:**
- **STREET 1:** ONE POST OFFICE SQUARE
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02109
- **BUSINESS PHONE:** 6174828260

**MAIL ADDRESS:**
- **STREET 1:** ONE POST OFFICE SQUARE
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02109

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** Eaton Vance Series Fund, Inc
- **DATE OF NAME CHANGE:** 20120614

## Series and Classes Contracts Data

### Eaton Vance Emerging Markets Debt Opportunities Fund (Series ID: S000038184)

| Class ID   | Class Name                                                    | Ticker Symbol   |
|:---|:---|:---|
| C000117767 | Eaton Vance Emerging Markets Debt Opportunities Fund Class R6 | EELDX           |
| C000162463 | Eaton Vance Emerging Markets Debt Opportunities Fund Class A  | EADOX           |
| C000162464 | Eaton Vance Emerging Markets Debt Opportunities Fund Class I  | EIDOX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Eaton Vance Series Fund, Inc.

- **b. Investment Company Act file number:** 811-22714

- **c. CIK number of Registrant:** 0001552324

- **d. LEI of Registrant:** 549300R49JD3NSE34I86

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

  - **Street Address 1:** One Post Office Square

  - **City:** BOSTON

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02109

  - **Telephone number:** 617-482-8260

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

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

- **b. EDGAR series identifier (if any):** S000038184

- **c. LEI of Series:** 549300RCSLWCTPOHZZ51

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

- **a. Date of fiscal year-end:** 2025-07-31

- **b. Date as of which information is reported:** 2025-07-31

**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:** $3874355061.49

**Total Liabilities:** $250762989.25

**Net Assets:** $3623592072.24

**Delayed Delivery Securities:** $21597632.03

**Cash Not Reported:** $109276139.51

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 1425.93000000 | **1-Year:** -13610.23000000 | **5-Year:** -24210.08000000 | **10-Year:** -52591.34000000 | **30-Year:** -19053.36000000

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

- **3-Month:** -9053.72000000 | **1-Year:** -139865.94000000 | **5-Year:** -322473.69000000 | **10-Year:** -214866.07000000 | **30-Year:** -68070.35000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000162463 | 2.46%                | 1.68%                | 1.41%                |
| Class ID C000162464 | 2.35%                | 1.69%                | 1.43%                |
| Class ID C000117767 | 2.49%                | 1.70%                | 1.31%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-4667362.53             | $40595550.50                               |
| Month 2  | $3845315.89              | $43181120.22                               |
| Month 3  | $5035830.78              | $-5875812.57                               |

**Designated Index Information**

- **Index Name:** JP Morgan Emerging Markets Hard Currency/Local Currency 50-50 Index

- **Index Identifier:** JPMEMBRIV

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| EGYPT TREASURY BILL                      | Egypt Treasury Bills                                                                                                       | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | STIV             | NUSS              | EG        |     17075000 | PA      | $341490.32    | 0.01%             | 2025-09-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FIDEIC IRR ADMIN 4323                    | Fideicomiso Irrevocable de Administracion y Fuente de Pago Numero CIB/4323                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |     15544950 | PA      | $11950180.31  | 0.33%             | 2030-09-12      | Fixed         | 11.00%                | Yes           |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                 | Petroleos de Venezuela SA                                                                                                  | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |     36453500 | PA      | $5108306.97   | 0.14%             | 2027-04-12      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| DIG HLDNG/DIG FIN/DIFL                   | Digicel Intermediate Holdings Ltd / Digicel International Finance Ltd / Difl US                                            | CUSIP: 000000000<br>LEI: 5493007V023VOEW4FK27 | Long             | DBT              | CORP              | XX        |     18873498 | PA      | $18975037.42  | 0.52%             | 2027-05-25      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | PURCHASED USD / SOLD MXN                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-28480.73    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ghana Government International Bonds     | Ghana Government International Bonds                                                                                       | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |       528820 | PA      | $442148.72    | 0.01%             | 2030-01-03      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Standard Chartered Bank                  | PURCHASED MXN / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | MX        |            1 | NC      | $16118.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                   | U.S. Treasury Bills                                                                                                        | CUSIP: 912797PN1<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |     15000000 | PA      | $14976837.00  | 0.41%             | 2025-08-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TUNISIAN REPUBLIC                        | Tunisian Republic                                                                                                          | CUSIP: 000000000<br>LEI: 254900B5LFB16S9T2T11 | Long             | DBT              | NUSS              | TN        |     40000000 | PA      | $234134.62    | 0.01%             | 2030-08-02      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| TIMES CHINA HLDG LTD                     | Times China Holdings Ltd                                                                                                   | CUSIP: 000000000<br>LEI: 2549000KTINB9ZPZP710 | Long             | DBT              | CORP              | KY        |     17720000 | PA      | $664500.00    | 0.02%             | 2024-06-04      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| VMOS SA                                  | VMOS SA 1st LIEN TERM LOAN                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | AR        |      5176250 | PA      | $5176250.00   | 0.14%             | 2030-07-08      | Floating      | 9.71%                 | No            |                  2 | On Loan: No      |
| Ukraine Government International Bonds   | Ukraine Government International Bonds                                                                                     | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      2741000 | PA      | $1405215.18   | 0.04%             | 2035-02-01      | Variable      | 4.50%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                    | Sri Lanka Government International Bond                                                                                    | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |     19778714 | PA      | $16254774.94  | 0.45%             | 2033-03-15      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                 | Petroleos de Venezuela SA                                                                                                  | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |     14143000 | PA      | $1987091.50   | 0.05%             | 2037-04-12      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs International              | Long: BMIF4H9G3 TRS COP R F   .00000 ACI05MPY0 BOND TRS / Short: BMIF4H9G3 TRS COP P V 00MDTF DTF RATE 90D NON COMPOUNDING | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | CO        |  50956000000 | OU      | $119436.30    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                       | Dominican Republic International Bond                                                                                      | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    151550000 | PA      | $2384906.51   | 0.07%             | 2027-02-12      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED INR / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | IN        |            1 | NC      | $-348875.71   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UZBEKISTAN INTL BOND                     | Republic of Uzbekistan International Bond                                                                                  | CUSIP: 000000000<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        | 162000000000 | PA      | $12872050.01  | 0.36%             | 2028-02-25      | Fixed         | 15.50%                | Yes           |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIF0FCT9 IRS KRW R F  2.32450 BMIF0FCU6 CCPNDF / Short: SMIF0FCT9 IRS KRW P V 03MKSDA BMIF0FCV4 CCPNDF              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  80391000000 | OU      | $-62310.56    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED CLP / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | CL        |            1 | NC      | $-1072291.47  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Romania Government International Bonds   | Romania Government International Bonds                                                                                     | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      3494000 | PA      | $3319097.00   | 0.09%             | 2035-03-24      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL                 | Brazil Notas do Tesouro Nacional Serie B                                                                                   | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     39500000 | PA      | $30494100.10  | 0.84%             | 2030-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                  | Mexican Bonos                                                                                                              | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   2390729700 | PA      | $114898700.03 | 3.17%             | 2034-11-23      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| AZULE ENERGY FINANCE PLC                 | Azule Energy Finance Plc                                                                                                   | CUSIP: 000000000<br>LEI: 2138006X6O82RJSQDB63 | Long             | DBT              | CORP              | GB        |      5639000 | PA      | $5685121.38   | 0.16%             | 2030-01-23      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: No      |
| ROMANIA                                  | Romanian Government International Bond                                                                                     | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      2007000 | PA      | $1496583.66   | 0.04%             | 2042-04-13      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                    | Sri Lanka Government International Bond                                                                                    | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |      9655030 | PA      | $9184346.95   | 0.25%             | 2028-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Lebanese Republic                        | Lebanon Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      1936000 | PA      | $364091.90    | 0.01%             | 2037-03-23      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| MBH BANK NYRT                            | MBH Bank Nyrt                                                                                                              | CUSIP: 000000000<br>LEI: 3H0Q3U74FVFED2SHZT16 | Long             | DBT              | CORP              | HU        |      5666000 | PA      | $6563135.95   | 0.18%             | 2030-01-29      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL REP OF ETHIOPIA                  | Ethiopia International Bond                                                                                                | CUSIP: 29766LAA4<br>LEI: N/A                  | Long             | DBT              | NUSS              | ET        |       244000 | PA      | $224777.68    | 0.01%             | 2025-12-11      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.           | PURCHASED KRW / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | KR        |            1 | NC      | $-44568.35    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PHILIPPINE GOVERNMENT                    | Philippine Government Bond                                                                                                 | CUSIP: 000000000<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |     55000000 | PA      | $981900.52    | 0.03%             | 2032-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| HTA GROUP LTD                            | HTA Group Ltd/Mauritius                                                                                                    | CUSIP: 000000000<br>LEI: 213800WEFU8O8X6EPU13 | Long             | DBT              | CORP              | MU        |      3400000 | PA      | $3220166.86   | 0.09%             | 2027-03-18      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| YINSON BORONIA PRODUCTIO                 | Yinson Boronia Production BV                                                                                               | CUSIP: 98584XAA3<br>LEI: 5493007X12FTT746N678 | Long             | DBT              | CORP              | NL        |      3229748 | PA      | $3488271.54   | 0.10%             | 2042-07-31      | Fixed         | 8.95%                 | No            |                  2 | On Loan: No      |
| Citibank NA                              | PURCHASED KZT / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | KZ        |            1 | NC      | $-76880.07    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LI & FUNG LTD                            | Li & Fung Ltd                                                                                                              | CUSIP: 000000000<br>LEI: 254900B5ACVOJC6VNM71 | Long             | DBT              | CORP              | BM        |      2590000 | PA      | $2602950.00   | 0.07%             | 2029-02-05      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Standard Chartered Bank                  | PURCHASED USD / SOLD TRY                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-968233.22   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD PEN                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-6911.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD PEN                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-352494.36   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | PURCHASED USD / SOLD TRY                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-235507.75   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD PHP                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $397787.67    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BENIN INTL GOV BOND                      | Benin Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |      1631000 | PA      | $1581315.70   | 0.04%             | 2038-02-13      | Fixed         | 7.96%                 | Yes           |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIEZHFS9 IRS KRW R F  2.32330 BMIEZHFT7 CCPNDF / Short: SMIEZHFS9 IRS KRW P V 03MKSDA BMIEZHFU4 CCPNDF              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  70408000000 | OU      | $-73464.36    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA SA TSA            | PETROLEOS DE VENEZUELA SA TSA                                                                                              | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | US        |     17323000 | PA      | $17193077.50  | 0.47%             | 2027-10-20      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION OIL SA                     | Constellation Oil Services Holding SA                                                                                      | CUSIP: 000000000<br>LEI: 5493005YJTU769NW5I10 | Long             | DBT              | CORP              | LU        |      6444000 | PA      | $6607484.22   | 0.18%             | 2029-11-07      | Fixed         | 9.38%                 | Yes           |                  2 | On Loan: No      |
| KAZAKH GOV BOND - MEUKAM                 | Kazakhstan Government Bond - MEUKAM                                                                                        | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |     71033000 | PA      | $97644.38     | 0.00%             | 2028-09-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GREENKO WIND PROJECTS MU                 | Greenko Wind Projects Mauritius Ltd                                                                                        | CUSIP: 39531JAB0<br>LEI: 254900MSUXE1FF83DP82 | Long             | DBT              | CORP              | MU        |      1000000 | PA      | $1018706.47   | 0.03%             | 2028-09-27      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: BMIED1R22 IRS KRW R V 03MKSDA BMIED1R48 CCPNDF / Short: BMIED1R22 IRS KRW P F  2.69000 BMIED1R30 CCPNDF              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  22688000000 | OU      | $-84230.92    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange              | Long: BMIEZNR46 IRS COP R V 03MCPIBR BMIEZNR61 CCPNDFOIS / Short: BMIEZNR46 IRS COP P F  8.23500 BMIEZNR53 CCPNDFOIS       | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  55795000000 | OU      | $37287.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD IDR                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $416508.67    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | PURCHASED USD / SOLD JPY                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-3246.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BBVA BANCOMER SA TEXAS                   | BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero BBVA Mexico/TX                                               | CUSIP: 07336UAA1<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |      1046000 | PA      | $1115854.54   | 0.03%             | 2038-06-29      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| MEXICAN UDIBONOS                         | Mexican Udibonos                                                                                                           | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1486584481 | PA      | $69590560.10  | 1.92%             | 2031-11-27      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | Long: BMIES8NP4 CDS USD R F  1.00000 BMIES8NQ2 CORPORATE / Short: BMIES8NP4 CDS USD P V 03MEVENT BMIES8NR0 CORPORATE       | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | GB        |      5548000 | OU      | $-57557.73    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                           | Long: BMIF8E463 TRS COP R F   .00000 ACI0BJ3C2 BOND TRS / Short: BMIF8E463 TRS COP P V 00MDTF DTF RATE 90D NON COMPOUNDING | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              |  | CO        |  40361000000 | OU      | $30123.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF CAMEROON                     | Republic of Cameroon International Bond                                                                                    | CUSIP: 000000000<br>LEI: 54930021BO6NHYGBBV24 | Long             | DBT              | NUSS              | CM        |     13794000 | PA      | $12997596.38  | 0.36%             | 2031-07-31      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| AZULE ENERGY FINANCE PLC                 | Azule Energy Finance Plc                                                                                                   | CUSIP: 05501YAA6<br>LEI: 2138006X6O82RJSQDB63 | Long             | DBT              | CORP              | GB        |     18045000 | PA      | $18192590.06  | 0.50%             | 2030-01-23      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD TWD                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $360521.44    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED CLP / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | CL        |            1 | NC      | $-88623.16    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                   | U.S. Treasury Bills                                                                                                        | CUSIP: 912797MH7<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |      2700000 | PA      | $2689112.14   | 0.07%             | 2025-09-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                         | BMIESYV78 EATON VANCE                                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |    -33467000 | OU      | $-33491263.58 | -0.92%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | PURCHASED USD / SOLD MXN                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-716311.15   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | PURCHASED UYU / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | UY        |            1 | NC      | $45743.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VEDANTA RESOURCES                        | Vedanta Resources Finance II PLC                                                                                           | CUSIP: 92243XAL5<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | GB        |      1996000 | PA      | $2004349.01   | 0.06%             | 2033-04-24      | Fixed         | 9.85%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                           | Long: BMIEZNP55 TRS COP R F   .00000 ACI05MPY0 BOND TRS / Short: BMIEZNP55 TRS COP P V 00MDTF DTF RATE 90D NON COMPOUNDING | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              |  | CO        |  64730000000 | OU      | $137571.39    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD PHP                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $44464.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIF4LJS7 IRS INR R F  5.67700 BMIF4LJT5 CCPNDFOIS / Short: SMIF4LJS7 IRS INR P V 06MMIBOR BMIF4LJU2 CCPNDFOIS       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   2728000000 | OU      | $-50562.15    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                   | PURCHASED EUR / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |            1 | NC      | $-13843.68    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD CLP                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $6324.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD EUR                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $227070.16    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange              | Long: BMIF8GNN0 IRS COP R V 03MCPIBR BMIF8GNQ3 CCPNDFOIS / Short: BMIF8GNN0 IRS COP P F  8.67000 BMIF8GNP5 CCPNDFOIS       | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  35490000000 | OU      | $-10400.93    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | PURCHASED KZT / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | KZ        |            1 | NC      | $-78903.94    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED TWD / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | TW        |            1 | NC      | $1116629.02   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BANCO DAVIVIENDA SA                      | Banco Davivienda SA                                                                                                        | CUSIP: 000000000<br>LEI: 549300P161V4IPKAQS70 | Long             | DBT              | CORP              | CO        |      4541000 | PA      | $4051095.12   | 0.11%             | 2031-04-22      | Fixed         | 6.65%                 | Yes           |                  2 | On Loan: No      |
| UBS AG                                   | PURCHASED MXN / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | MX        |            1 | NC      | $716915.40    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.           | PURCHASED IDR / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | ID        |            1 | NC      | $-112555.61   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria          | NIGERIA OMO BILL                                                                                                           | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | ABS-MBS          | NUSS              | NG        |   5134468000 | PA      | $3059750.52   | 0.08%             | 2025-12-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Angola Government International Bonds    | Angola Government International Bonds                                                                                      | CUSIP: 000000000<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |      2359000 | PA      | $1917252.74   | 0.05%             | 2048-05-08      | Fixed         | 9.38%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED TWD / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | TW        |            1 | NC      | $-70224.20    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ABRA GLOBAL FINANCE                      | ABRA Global Finance                                                                                                        | CUSIP: 000852AC7<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     15877791 | PA      | $12126662.88  | 0.33%             | 2029-10-22      | Fixed         | 14.00%                | No            |                  2 | On Loan: No      |
| YANLORD LAND HK CO LTD                   | Yanlord Land HK Co Ltd                                                                                                     | CUSIP: 000000000<br>LEI: 549300O56H3950RDWG19 | Long             | DBT              | CORP              | HK        |      1200000 | PA      | $1195713.36   | 0.03%             | 2026-05-20      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED KRW / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | KR        |            1 | NC      | $-50354.09    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COMMONWEALTH OF THE BAHAMAS              | Commonwealth of The Bahamas 2024 EUR Term Loan                                                                             | CUSIP: 000000000<br>LEI: 549300W13SXC7EKNJC20 | Long             | LON              | CORP              | BS        |     18445000 | PA      | $21817728.19  | 0.60%             | 2028-11-24      | Floating      | 8.89%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                    | Venezuela Government International Bond                                                                                    | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |     14745000 | PA      | $2286949.50   | 0.06%             | 2020-12-09      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Barclays Capital Securities Ltd.         | Long: BMIF8GUW2 CDS USD R F  1.00000 BMIF8GUX0 CORPORATE / Short: BMIF8GUW2 CDS USD P V 03MEVENT BMIF8GUY8 CORPORATE       | CUSIP: 000000000<br>LEI: K9WDOH4D2PYBSLSOB484 | N/A              | DCR              |  | GB        |      6801000 | OU      | $-187773.30   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Ukraine Government International Bonds   | Ukraine Government International Bonds                                                                                     | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      1866000 | PA      | $1128171.64   | 0.03%             | 2029-02-01      | Variable      | 4.50%                 | Yes           |                  2 | On Loan: No      |
| UBS AG                                   | PURCHASED EUR / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |            1 | NC      | $-77963.49    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BBVA BANCOMER SA TEXAS                   | BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero BBVA Mexico/TX                                               | CUSIP: 000000000<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |      7509000 | PA      | $7250175.28   | 0.20%             | 2033-01-18      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED CLP / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | CL        |            1 | NC      | $-355551.95   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | PURCHASED USD / SOLD MXN                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |            1 | NC      | $-293493.60   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | PURCHASED EGP / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | EG        |            1 | NC      | $33880.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DOM REP CB NOTES                         | Dominican Republic Central Bank Notes                                                                                      | CUSIP: 000000000<br>LEI: 549300DTVR57NON7XL66 | Long             | DBT              | NUSS              | DO        |     17280000 | PA      | $274338.80    | 0.01%             | 2027-03-12      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Barclays Bank PLC                        | Long: BMID8JKP7 CDS USD R F  1.00000 BMID8JKQ5 CORPORATE / Short: BMID8JKP7 CDS USD P V 03MEVENT BMID8JKR3 CORPORATE       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              |  | GB        |      1000000 | OU      | $-23966.43    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED IDR / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | ID        |            1 | NC      | $-98115.58    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital Securities Ltd.         | Long: BMIF8GX74 CDS USD R F  1.00000 BMIF8GX82 CORPORATE / Short: BMIF8GX74 CDS USD P V 03MEVENT BMIF8GX90 CORPORATE       | CUSIP: 000000000<br>LEI: K9WDOH4D2PYBSLSOB484 | N/A              | DCR              |  | GB        |      5460000 | OU      | $-104680.38   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Lebanese Republic                        | Lebanon Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      2293000 | PA      | $428045.78    | 0.01%             | 2022-05-27      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| SERBIA TREASURY BONDS                    | Serbia Treasury Bonds                                                                                                      | CUSIP: 000000000<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |    813010000 | PA      | $7711557.45   | 0.21%             | 2032-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED TWD / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | TW        |            1 | NC      | $-85840.91    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED INR / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | IN        |            1 | NC      | $-41381.18    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange              | Long: BMIEXVQH2 IRS COP R V 03MCPIBR BMIEXVQK5 CCPNDFOIS / Short: BMIEXVQH2 IRS COP P F  8.35000 BMIEXVQJ8 CCPNDFOIS       | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  52943000000 | OU      | $-3625.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD IDR                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $302370.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD PHP                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $74853.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange              | Long: BMIEYKGT0 IRS COP R V 03MCPIBR BMIEYKGV5 CCPNDFOIS / Short: BMIEYKGT0 IRS COP P F  8.28000 BMIEYKGU7 CCPNDFOIS       | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  51951000000 | OU      | $19741.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED INR / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | IN        |            1 | NC      | $-539138.42   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| YPF SOCIEDAD ANONIMA                     | YPF SA                                                                                                                     | CUSIP: 984245BB5<br>LEI: 5493003N7447U18U5U53 | Long             | DBT              | CORP              | AR        |     13140000 | PA      | $13290978.60  | 0.37%             | 2034-01-17      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED EUR / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | XX        |            1 | NC      | $-43833.89    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KAZAKH GOV BOND - MEUKAM                 | Kazakhstan Government Bond - MEUKAM                                                                                        | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |    106550000 | PA      | $178665.15    | 0.00%             | 2032-05-19      | Fixed         | 14.00%                | No            |                  2 | On Loan: No      |
| Citibank NA                              | PURCHASED EGP / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | EG        |            1 | NC      | $331066.52    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities PLC                  | BMID0VS88 EATON VANCE                                                                                                      | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | N/A              | DFE              |  | US        |     22600000 | OU      | $139668.00    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                   | PURCHASED EUR / SOLD PLN                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |            1 | NC      | $-196054.95   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIEW2VT5 IRS ZAR R F  8.71200 BMIEW2VU2 CCPVANILLA / Short: SMIEW2VT5 IRS ZAR P V 03MJIBAR BMIEW2VV0 CCPVANILLA     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    573832654 | OU      | $975231.22    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIF3CZJ0 IRS MYR R F  3.20100 BMIF3CZK7 CCPNDF / Short: SMIF3CZJ0 IRS MYR P V 03MKLIBO BMIF3CZL5 CCPNDF             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     84000000 | OU      | $71011.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF PARAGUAY                     | Paraguay Government International Bond                                                                                     | CUSIP: 699149BX7<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        | 117086000000 | PA      | $15124425.54  | 0.42%             | 2035-03-04      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                        | Long: BMIF71UA4 TRS PEN R F   .00000 ACI1H2BH1 BOND TRS / Short: BMIF71UA4 TRS USD P V 00MSOFR SOFR RATE+75BPS             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              |  | PE        |     66227338 | OU      | $117312.58    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                    | Sri Lanka Government International Bond                                                                                    | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |      9268806 | PA      | $7817774.42   | 0.22%             | 2036-05-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | PURCHASED USD / SOLD TRY                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-110591.92   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ALBANIA GOVT BOND                        | Albanian Government Bond                                                                                                   | CUSIP: 000000000<br>LEI: 254900EDM43U3SGRND29 | Long             | DBT              | NUSS              | AL        |    153200000 | PA      | $1947391.71   | 0.05%             | 2035-01-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                         | PURCHASED MXN / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | MX        |            1 | NC      | $112487.91    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CONSTELLATION OIL SA                     | Constellation Oil Services Holding SA                                                                                      | CUSIP: 650921AA7<br>LEI: 5493005YJTU769NW5I10 | Long             | DBT              | CORP              | LU        |     10473000 | PA      | $10738699.91  | 0.30%             | 2029-11-07      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Navoi Mining and Metallurgical Company   | Navoi Mining and Metallurgical Company 2024 Term Loan                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | XX        |      1642603 | PA      | $1634389.65   | 0.05%             | 2027-04-23      | Floating      | 9.09%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                    | Venezuela Government International Bond                                                                                    | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |     14901000 | PA      | $2935124.48   | 0.08%             | 2022-08-23      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| UBS AG                                   | PURCHASED USD / SOLD MXN                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |            1 | NC      | $-660580.87   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| LONGFOR HOLDINGS LTD                     | Longfor Group Holdings Ltd                                                                                                 | CUSIP: 000000000<br>LEI: 254900UJX27B2F1JYR13 | Long             | DBT              | CORP              | KY        |      2076000 | PA      | $1933552.40   | 0.05%             | 2027-04-13      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE                     | Raizen Fuels Finance SA                                                                                                    | CUSIP: 75102XAF3<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |      4439000 | PA      | $4371305.25   | 0.12%             | 2032-07-08      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| HTA GROUP LTD                            | HTA Group Ltd 2024 Tranche C Term Loan                                                                                     | CUSIP: 000000000<br>LEI: 213800WEFU8O8X6EPU13 | Long             | LON              | CORP              | US        |     10645000 | PA      | $10591775.00  | 0.29%             | 2028-09-13      | Floating      | 8.59%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | PURCHASED USD / SOLD GHS                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-280107.23   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                    | Venezuela Government International Bond                                                                                    | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |     11553700 | PA      | $2398548.12   | 0.07%             | 2031-08-05      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: BMIED9T15 IRS KRW R V 03MKSDA BMIED9T31 CCPNDF / Short: BMIED9T15 IRS KRW P F  2.79200 BMIED9T23 CCPNDF              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   8647000000 | OU      | $-88202.76    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SECURE INTERNATIONAL FIN                 | Secure International Finance Co Inc                                                                                        | CUSIP: 81373LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | GY        |      3312941 | PA      | $3329505.88   | 0.09%             | 2029-06-03      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                         | BMIF93LZ3 EATON VANCE                                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |     69600000 | OU      | $361363.20    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                        | PURCHASED USD / SOLD ZAR                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |            1 | NC      | $213990.83    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                       | PURCHASED MXN / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | MX        |            1 | NC      | $659527.96    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD PEN                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-17279.13    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED KRW / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | KR        |            1 | NC      | $-92903.27    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UZBEK INDUSTRIAL AND CON                 | Uzbek Industrial and Construction Bank ATB                                                                                 | CUSIP: 000000000<br>LEI: 213800C2NIFPFTXYIU69 | Long             | DBT              | CORP              | UZ        | 169270000000 | PA      | $13642138.01  | 0.38%             | 2028-04-25      | Fixed         | 19.95%                | Yes           |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIF1T723 IRS ZAR R F  8.64600 BMIF1T731 CCPVANILLA / Short: SMIF1T723 IRS ZAR P V 03MJIBAR BMIF1T749 CCPVANILLA     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    371265000 | OU      | $448039.13    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                              | PURCHASED UYU / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | UY        |            1 | NC      | $4160.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED EUR / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | XX        |            1 | NC      | $-85462.62    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital Securities Ltd.         | RRP SURINAME REPO                                                                                                          | CUSIP: 000000000<br>LEI: K9WDOH4D2PYBSLSOB484 | Short            | RA               | CORP              | US        |    -12302500 | PA      | $-12302500.00 | -0.34%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | PURCHASED TRY / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | TR        |            1 | NC      | $105960.99    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TURKIYE GOVERNMENT BOND                  | Turkiye Government Bond                                                                                                    | CUSIP: 000000000<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |   1836553416 | PA      | $41489077.98  | 1.14%             | 2033-10-05      | Fixed         | 26.20%                | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange              | Long: BMIEXMF35 IRS COP R V 03MCPIBR BMIEXMF50 CCPNDFOIS / Short: BMIEXMF35 IRS COP P F  8.27500 BMIEXMF43 CCPNDFOIS       | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  34238000000 | OU      | $14107.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TAJIKISTAN INT BOND                      | Republic of Tajikistan International Bond                                                                                  | CUSIP: 000000000<br>LEI: 529900W1LSYUF3CYVU10 | Long             | DBT              | NUSS              | TJ        |       470833 | PA      | $466755.98    | 0.01%             | 2027-09-14      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF SURINAME INT                 | Suriname Government International Bond                                                                                     | CUSIP: 86886PAD4<br>LEI: 254900SYU4G5JM13TN77 | Long             | DBT              | NUSS              | SR        |     17277000 | PA      | $20127705.00  | 0.56%             | 2050-12-31      | Variable      | 9.00%                 | No            |                  2 | On Loan: No      |
| TURKIYE GOVERNMENT BOND                  | Turkiye Government Bond                                                                                                    | CUSIP: 000000000<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |   1614040218 | PA      | $37553951.35  | 1.04%             | 2034-09-27      | Fixed         | 27.70%                | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | Long: BMIF7HQ71 TRS COP R F   .00000 ACI05MPY0 BOND TRS / Short: BMIF7HQ71 TRS COP P V 00MDTF DTF RATE 90D NON COMPOUNDING | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | CO        |  79125000000 | OU      | $52135.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KAZAKH GOV BOND - MEUKAM                 | Kazakhstan Government Bond - MEUKAM                                                                                        | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |   1355849000 | PA      | $1799677.58   | 0.05%             | 2031-05-10      | Fixed         | 8.44%                 | No            |                  2 | On Loan: No      |
| URU MONETARY REG BILL                    | Uruguay Monetary Regulation Bill                                                                                           | CUSIP: 000000000<br>LEI: 549300DTMS39GZYBX161 | Long             | DBT              | NUSS              | UY        |    213240000 | PA      | $5234533.94   | 0.14%             | 2025-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PIRAMAL FINANCE LTD                      | Piramal Finance Ltd                                                                                                        | CUSIP: 000000000<br>LEI: 335800M751HM7MSTFQ19 | Long             | DBT              | CORP              | IN        |      8155000 | PA      | $8283530.47   | 0.23%             | 2028-01-29      | Fixed         | 7.80%                 | Yes           |                  2 | On Loan: No      |
| BNP Paribas SA                           | Long: BMIF8GNZ3 TRS COP R F   .00000 ACI0BJ3C2 BOND TRS / Short: BMIF8GNZ3 TRS COP P V 00MDTF DTF RATE 90D NON COMPOUNDING | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              |  | CO        |  41057000000 | OU      | $4737.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: BMIED9UW5 IRS KRW R V 03MKSDA BMIED9UY1 CCPNDF / Short: BMIED9UW5 IRS KRW P F  2.80500 BMIED9UX3 CCPNDF              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  22965000000 | OU      | $-253240.95   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD EUR                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $650873.98    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Romanian Government International Bonds  | Romanian Government International Bonds                                                                                    | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      4610000 | PA      | $5435383.93   | 0.15%             | 2032-07-11      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| AUNA SA                                  | Auna SA                                                                                                                    | CUSIP: 05151AAA1<br>LEI: 254900SOGP7YC0N9I368 | Long             | DBT              | CORP              | LU        |     14520972 | PA      | $15326232.94  | 0.42%             | 2029-12-18      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| BNP Paribas SA                           | Long: BMIF3G9K7 TRS COP R F   .00000 ACI05MPY0 BOND TRS / Short: BMIF3G9K7 TRS COP P V 00MDTF DTF RATE 90D NON COMPOUNDING | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              |  | CO        |   8000000000 | OU      | $29167.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICBC Standard Bank PLC                   | PURCHASED KZT / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: F01VVKN4DRF2NWKGQ283 | N/A              | DFE              |  | KZ        |            1 | NC      | $-158409.13   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| IPOTEKA-BANK ATIB                        | Ipoteka-Bank ATIB                                                                                                          | CUSIP: 000000000<br>LEI: 213800UWVX5JSNXJS434 | Long             | DBT              | CORP              | UZ        | 261810000000 | PA      | $21189880.87  | 0.58%             | 2027-04-25      | Fixed         | 20.50%                | Yes           |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                       | Dominican Republic International Bond                                                                                      | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     50040000 | PA      | $788983.17    | 0.02%             | 2027-01-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs International              | PURCHASED USD / SOLD ZAR                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |            1 | NC      | $123829.19    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                              | PURCHASED USD / SOLD KZT                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $21752.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT BOND                      | Sri Lanka Government Bonds                                                                                                 | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |    309000000 | PA      | $1075167.06   | 0.03%             | 2030-05-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| KWG GROUP HOLDINGS                       | KWG Group Holdings Ltd                                                                                                     | CUSIP: 000000000<br>LEI: 549300LK82ZOM9ZE7H90 | Long             | DBT              | CORP              | KY        |      5748867 | PA      | $352836.71    | 0.01%             | 2024-08-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| KAZAKH GOV BOND - MEUKAM                 | Kazakhstan Government Bond - MEUKAM                                                                                        | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |   1071706000 | PA      | $1828872.57   | 0.05%             | 2033-06-05      | Fixed         | 14.45%                | No            |                  2 | On Loan: No      |
| CAS CAPITAL NO1 LTD                      | CAS Capital No 1 Ltd                                                                                                       | CUSIP: 000000000<br>LEI: 254900REJZW5L9QRTD85 | Long             | DBT              | CORP              | VG        |     15269000 | PA      | $14971088.22  | 0.41%             | 2026-07-12      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| MBH BANK NYRT                            | MBH Bank Nyrt                                                                                                              | CUSIP: 000000000<br>LEI: 3H0Q3U74FVFED2SHZT16 | Long             | DBT              | CORP              | HU        |      4440000 | PA      | $5230277.90   | 0.14%             | 2035-11-08      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.          | Long: B96ZAV092 CDS USD R V 03MEVENT Z96ZAV1D2 CCPCDX / Short: B96ZAV092 CDS USD P F  1.00000 Z96ZAV0X9 CCPCDX             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |        50000 | OU      | $1152.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                   | US LONG BOND(CBT) SEP25                                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         -171 | NC      | $-641654.97   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs International              | PURCHASED EGP / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | EG        |            1 | NC      | $741438.15    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| GHANA GOVERNMENT BOND                    | Republic of Ghana Government Bonds                                                                                         | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |     52377541 | PA      | $4242748.68   | 0.12%             | 2028-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIF3CZQ4 IRS MYR R F  3.20000 BMIF3CZR2 CCPNDF / Short: SMIF3CZQ4 IRS MYR P V 03MKLIBO BMIF3CZS0 CCPNDF             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     52200000 | OU      | $43560.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICBC Standard Bank PLC                   | PURCHASED UZS / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: F01VVKN4DRF2NWKGQ283 | N/A              | DFE              |  | UZ        |            1 | NC      | $100237.55    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD PEN                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-8613.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | BMIF7RHL8 EATON VANCE                                                                                                      | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |    -11540000 | OU      | $-67001.24    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIF35AK9 IRS ZAR R F  8.47000 BMIF35AL7 CCPVANILLA / Short: SMIF35AK9 IRS ZAR P V 03MJIBAR BMIF35AM5 CCPVANILLA     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    764500000 | OU      | $412436.55    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GHANA GOVERNMENT BOND                    | Republic of Ghana Government Bonds                                                                                         | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |     22553123 | PA      | $1489401.37   | 0.04%             | 2035-02-06      | Fixed         | 9.55%                 | No            |                  2 | On Loan: No      |
| BENIN INTL GOV BOND                      | Benin Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |     12053000 | PA      | $11819384.14  | 0.33%             | 2052-01-19      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| UBS AG                                   | PURCHASED USD / SOLD MXN                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |            1 | NC      | $-496414.85   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT BOND                      | Sri Lanka Government Bonds                                                                                                 | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |    614000000 | PA      | $2094526.22   | 0.06%             | 2029-10-15      | Fixed         | 10.35%                | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD PHP                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $318248.82    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital Securities Ltd.         | RRP SURINAME REPUBLIC OF RE                                                                                                | CUSIP: 000000000<br>LEI: K9WDOH4D2PYBSLSOB484 | Short            | RA               | CORP              | US        |    -13650000 | PA      | $-13650000.00 | -0.38%            |  |  |  | No            |                  2 | On Loan: No      |
| COMMONWEALTH OF BAHAMAS                  | Bahamas Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 549300W13SXC7EKNJC20 | Long             | DBT              | NUSS              | BS        |      9381000 | PA      | $10000146.00  | 0.28%             | 2032-10-15      | Fixed         | 8.95%                 | Yes           |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                 | Petroleos de Venezuela SA                                                                                                  | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |     14878500 | PA      | $2313606.75   | 0.06%             | 2022-02-17      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED IDR / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | ID        |            1 | NC      | $-57768.85    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                         | PURCHASED UZS / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | UZ        |            1 | NC      | $287118.58    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PROVINCIA DE CORDOBA                     | Provincia de Cordoba                                                                                                       | CUSIP: 000000000<br>LEI: 5299006CLM2Z97AATT29 | Long             | DBT              | NUSS              | AR        |      3425000 | PA      | $3465243.75   | 0.10%             | 2032-07-02      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs International              | PURCHASED UYU / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | UY        |            1 | NC      | $8180.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ukraine Government International Bonds   | Ukraine Government International Bonds                                                                                     | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     11553422 | PA      | $5391095.78   | 0.15%             | 2035-02-01      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Barclays Capital Securities Ltd.         | RRP MONGOLIA GOV REPO                                                                                                      | CUSIP: 000000000<br>LEI: K9WDOH4D2PYBSLSOB484 | Short            | RA               | CORP              | US        |     -8950000 | PA      | $-8950000.00  | -0.25%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                         | PURCHASED UZS / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | UZ        |            1 | NC      | $166962.42    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities PLC                  | BMID18J62 EATON VANCE                                                                                                      | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | N/A              | DFE              |  | US        |     21770000 | OU      | $134952.23    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                        | PURCHASED MXN / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | MX        |            1 | NC      | $-52994.39    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT BOND                      | Sri Lanka Government Bonds                                                                                                 | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |    423000000 | PA      | $1466080.32   | 0.04%             | 2031-03-15      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | Long: BMIF414Z1 TRS COP R F   .00000 ACI05MPY0 BOND TRS / Short: BMIF414Z1 TRS COP P V 00MDTF DTF RATE 90D NON COMPOUNDING | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | CO        |  30442000000 | OU      | $88313.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange              | Long: BMIF5RXK4 IRS COP R V 03MCPIBR BMIF5RXM0 CCPNDFOIS / Short: BMIF5RXK4 IRS COP P F  8.42000 BMIF5RXL2 CCPNDFOIS       | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  70012000000 | OU      | $-36192.39    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                         | BMIESYV78 EATON VANCE                                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |     33467000 | OU      | $33467000.00  | 0.92%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                    | Venezuela Government International Bond                                                                                    | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |      5304700 | PA      | $1180826.22   | 0.03%             | 2026-10-21      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF CAMEROON                     | Republic of Cameroon International Bond                                                                                    | CUSIP: 000000000<br>LEI: 54930021BO6NHYGBBV24 | Long             | DBT              | NUSS              | CM        |      7792000 | PA      | $7109333.03   | 0.20%             | 2032-07-07      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| YUEXIU REIT MTN CO                       | Yuexiu REIT MTN Co Ltd                                                                                                     | CUSIP: 000000000<br>LEI: 3003005M4VITX5HI1X77 | Long             | DBT              |  | VG        |     16132000 | PA      | $15970171.52  | 0.44%             | 2026-02-02      | Fixed         | 2.65%                 | Yes           |                  2 | On Loan: No      |
| COMMONWEALTH OF BAHAMAS                  | Bahamas Government International Bond                                                                                      | CUSIP: 056732AP5<br>LEI: 549300W13SXC7EKNJC20 | Long             | DBT              | NUSS              | BS        |     11313000 | PA      | $11510977.50  | 0.32%             | 2036-06-24      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.           | PURCHASED TWD / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | TW        |            1 | NC      | $-245708.18   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| WE SODA INV HOLDING PLC                  | WE Soda Investments Holding PLC                                                                                            | CUSIP: 000000000<br>LEI: 984500SE38C07DB47A90 | Long             | DBT              | CORP              | GB        |      3885000 | PA      | $4054455.58   | 0.11%             | 2028-10-06      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| ALPHA HOLDING SA                         | Alpha Holding SA de CV                                                                                                     | CUSIP: 000000000<br>LEI: 549300R872G37EN6NT94 | Long             | DBT              | CORP              | MX        |      5494556 | PA      | $41209.17     | 0.00%             | 2022-12-19      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| UGANDA GOVERNMENT BOND                   | Republic of Uganda Government Bonds                                                                                        | CUSIP: 000000000<br>LEI: 549300NF1DEFHG8XLQ11 | Long             | DBT              | NUSS              | UG        |  26055500000 | PA      | $6263468.71   | 0.17%             | 2043-06-18      | Fixed         | 15.00%                | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT BOND                      | Sri Lanka Government Bonds                                                                                                 | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |   1100000000 | PA      | $3637684.66   | 0.10%             | 2030-07-01      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| FEDERAL REP OF ETHIOPIA                  | Ethiopia International Bond                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | ET        |     57704000 | PA      | $53231940.00  | 1.47%             | 2024-12-11      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| NCB FINANCIAL GROUP                      | NCB Financial Group Ltd                                                                                                    | CUSIP: 639935AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | JM        |     14450000 | PA      | $14421389.00  | 0.40%             | 2030-07-31      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria          | Nigeria OMO Bill                                                                                                           | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        |   5111786000 | PA      | $3200483.78   | 0.09%             | 2025-09-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD CLP                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $15833.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GHANA GOVERNMENT BOND                    | Republic of Ghana Government Bonds                                                                                         | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |     60987151 | PA      | $5232381.35   | 0.14%             | 2027-02-16      | Fixed         | 8.35%                 | No            |                  2 | On Loan: No      |
| Barclays Capital Securities Ltd.         | RRP HONDURAS REPUBLIC OF                                                                                                   | CUSIP: 000000000<br>LEI: K9WDOH4D2PYBSLSOB484 | Short            | RA               | CORP              | US        |     -8961825 | PA      | $-8961825.00  | -0.25%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: BMIEUGCQ3 IRS PLN R V 06MWIBOR BMIEUGCS9 CCPVANILLA / Short: BMIEUGCQ3 IRS PLN P F  4.26550 BMIEUGCR1 CCPVANILLA     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     27834865 | OU      | $177530.96    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED INR / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | IN        |            1 | NC      | $-27832.66    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF PARAGUAY                     | Paraguay Government International Bond                                                                                     | CUSIP: 000000000<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |  44329000000 | PA      | $5726138.56   | 0.16%             | 2035-03-04      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| FED OF BOSNIA&HERZ                       | Federation of Bosnia & Herzegovina Eurobond                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | BA        |      5024000 | PA      | $5902670.09   | 0.16%             | 2030-07-17      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.           | PURCHASED IDR / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | ID        |            1 | NC      | $14018.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VEDANTA RESOURCES                        | Vedanta Resources Finance II PLC                                                                                           | CUSIP: 92243XAJ0<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | GB        |      6750000 | PA      | $6966400.41   | 0.19%             | 2028-06-03      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| Citibank NA                              | PURCHASED USD / SOLD KZT                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $76592.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                   | Long: BMIDL6NN2 CYS PLN R V 03MWIBOR WIBO3+63.25BPS / Short: BMIDL6NN2 CYS EUR P V 03MEURIB EUR003+0BPS                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              |  | PL        |    218932505 | NC      | $219862.94    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                       | Long: BMIF5YA16 TRS PEN R F   .00000 B23HG0II9 BOND TRS / Short: BMIF5YA16 TRS USD P V 00MSOFR SOFRRATE +70BPS             | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | PE        |    199923986 | OU      | $72356.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ghana Government International Bonds     | Ghana Government International Bonds                                                                                       | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |      4064731 | PA      | $3278829.73   | 0.09%             | 2035-07-03      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| UBS AG                                   | PURCHASED USD / SOLD EUR                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |            1 | NC      | $167533.37    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIF4SM41 IRS INR R F  5.66800 BMIF4SM58 CCPNDFOIS / Short: SMIF4SM41 IRS INR P V 06MMIBOR BMIF4SM66 CCPNDFOIS       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   2728000000 | OU      | $-62352.51    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KAZAKH GOV BOND - MEUKAM                 | Kazakhstan Government Bond - MEUKAM                                                                                        | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |   3697769000 | PA      | $3950479.40   | 0.11%             | 2032-04-24      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GHANA GOVERNMENT BOND                    | Republic of Ghana Government Bonds                                                                                         | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |      8403000 | PA      | $547588.06    | 0.02%             | 2037-02-03      | Fixed         | 9.85%                 | No            |                  2 | On Loan: No      |
| Barclays Capital Securities Ltd.         | BMIF84RW3 EATON VANCE                                                                                                      | CUSIP: 000000000<br>LEI: K9WDOH4D2PYBSLSOB484 | N/A              | DFE              |  | US        |    -24000000 | OU      | $-139344.00   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS                      | Braskem Netherlands Finance BV                                                                                             | CUSIP: 000000000<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |      2826000 | PA      | $2158886.24   | 0.06%             | 2028-01-10      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Standard Chartered Bank                  | BMIF7RHH7 EATON VANCE                                                                                                      | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |     25040000 | OU      | $125300.16    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD PEN                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-330514.35   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| TBC BANK JSC                             | TBC Bank JSC                                                                                                               | CUSIP: 000000000<br>LEI: 2138001MSA39Q44QTA18 | Long             | DBT              | CORP              | GE        |      7668000 | PA      | $7565277.02   | 0.21%             | 2026-11-06      | Fixed         | 8.89%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED CLP / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | CL        |            1 | NC      | $-385757.68   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| EGYPT TREASURY BILL                      | Egypt Treasury Bills                                                                                                       | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | STIV             | NUSS              | EG        |     86275000 | PA      | $1754539.33   | 0.05%             | 2025-08-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UBS AG                                   | PURCHASED EUR / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |            1 | NC      | $-29871.25    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                   | PURCHASED UZS / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | UZ        |            1 | NC      | $100474.08    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SHIMAO GROUP HOLDINGS LT                 | Shimao Group Holdings Ltd                                                                                                  | CUSIP: 000000000<br>LEI: 254900WTJ6B5CU69ZD26 | Long             | DBT              | CORP              | KY        |     15682000 | PA      | $940920.00    | 0.03%             | 2026-07-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| SRI LANKA GOVT BOND                      | Sri Lanka Government Bonds                                                                                                 | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |   2519000000 | PA      | $7942594.65   | 0.22%             | 2034-09-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| Nigeria Government International Bonds   | Nigeria Government International Bonds                                                                                     | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |      1263000 | PA      | $1229319.63   | 0.03%             | 2032-02-16      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD PHP                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $248324.11    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD INR                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $546021.31    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIA                                  | Romanian Government International Bond                                                                                     | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      3544000 | PA      | $3963780.58   | 0.11%             | 2036-02-22      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| ALBANIA GOVT BOND                        | Albanian Government Bond                                                                                                   | CUSIP: 000000000<br>LEI: 254900EDM43U3SGRND29 | Long             | DBT              | NUSS              | AL        |     60800000 | PA      | $774688.44    | 0.02%             | 2034-07-25      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                         | Long: BMIDXP549 CDS USD R F  4.00000 BMIDXP556 CORPORATE / Short: BMIDXP549 CDS USD P V 01MEVENT BMIDXP564 CORPORATE       | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              |  | GB        |     39708760 | OU      | $205691.38    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED CLP / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | CL        |            1 | NC      | $-325575.78   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Egypt Government International Bonds     | Egypt Government International Bonds                                                                                       | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      1352000 | PA      | $1115016.23   | 0.03%             | 2051-09-30      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| PDD HOLDINGS INC                         | PDD Holdings Inc                                                                                                           | CUSIP: 722304AC6<br>LEI: 5493000573DS7005T657 | Long             | DBT              | CORP              | KY        |      2541000 | PA      | $2502885.00   | 0.07%             | 2025-12-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange              | Long: SMIERJV49 IRS MXN R F  8.32145 BMIERJV56 CCPOIS / Short: SMIERJV49 IRS MXN P V 01MTIEF BMIERJV64 CCPOIS              | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   1028400000 | OU      | $281922.79    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | Long: BMIF8QPV8 CDS USD R F  1.00000 BMIF8QPW6 CORPORATE / Short: BMIF8QPV8 CDS USD P V 03MEVENT BMIF8QPX4 CORPORATE       | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | GB        |      2532000 | OU      | $-26268.23    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED TWD / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | TW        |            1 | NC      | $-270741.58   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BENIN INTL GOV BOND                      | Benin Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |      4000000 | PA      | $4266810.06   | 0.12%             | 2032-01-19      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Bank of America NA                       | PURCHASED UYU / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | UY        |            1 | NC      | $5005.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lebanese Republic                        | Lebanon Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |       709000 | PA      | $133292.00    | 0.00%             | 2025-06-12      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| BANCO DE OCCIDENTE SA                    | Banco de Occidente SA                                                                                                      | CUSIP: 000000000<br>LEI: 54930072MY36044H8N63 | Long             | DBT              | CORP              | CO        |     13226000 | PA      | $14746990.00  | 0.41%             | 2034-08-13      | Fixed         | 10.88%                | Yes           |                  2 | On Loan: No      |
| Chicago Mercantile Exchange              | Long: BMIF6E200 IRS COP R V 03MCPIBR BMIF6E226 CCPNDFOIS / Short: BMIF6E200 IRS COP P F  8.69500 BMIF6E218 CCPNDFOIS       | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  14266000000 | OU      | $-7622.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD PHP                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $207749.09    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                         | Long: BMIE963K2 CDS USD R F  4.20000 BMIE963L0 CORPORATE / Short: BMIE963K2 CDS USD P V 01MEVENT BMIE963M8 CORPORATE       | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              |  | GB        |     17874280 | OU      | $111464.01    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD PEN                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-12811.27    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.           | PURCHASED USD / SOLD PHP                                                                                                   | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | US        |            1 | NC      | $438086.94    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange              | Long: BMIEZWQ47 IRS COP R V 03MCPIBR BMIEZWQ62 CCPNDFOIS / Short: BMIEZWQ47 IRS COP P F  8.29000 BMIEZWQ54 CCPNDFOIS       | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  46341000000 | OU      | $14640.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED TWD / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | TW        |            1 | NC      | $-144425.46   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Tanzania                                 | Tanzania 2024 Term Loan A2                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | TZ        |     40200000 | PA      | $39798000.00  | 1.10%             | 2031-02-27      | Floating      | 9.68%                 | No            |                  2 | On Loan: No      |
| BONOS DE TESORERIA                       | Peru Government Bond                                                                                                       | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     28964000 | PA      | $7626904.73   | 0.21%             | 2034-08-12      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD PEN                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-29020.65    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD EUR                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $186213.65    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital Securities Ltd.         | Long: BMIEDNDV5 CDS USD R F  1.00000 BMIEDNDW3 CORPORATE / Short: BMIEDNDV5 CDS USD P V 03MEVENT BMIEDNDX1 CORPORATE       | CUSIP: 000000000<br>LEI: K9WDOH4D2PYBSLSOB484 | N/A              | DCR              |  | GB        |      1200000 | OU      | $-42605.28    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| H WORLD GROUP LTD                        | H World Group Ltd                                                                                                          | CUSIP: 44332NAB2<br>LEI: 549300Y5ML31FVN83730 | Long             | DBT              | CORP              | KY        |      2310000 | PA      | $2349270.00   | 0.06%             | 2026-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | PURCHASED USD / SOLD TRY                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-199250.66   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                   | PURCHASED USD / SOLD MXN                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |            1 | NC      | $-95075.24    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                   | PURCHASED EUR / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |            1 | NC      | $-145477.45   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                              | PURCHASED UYU / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | UY        |            1 | NC      | $-2151.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNIGEL LUXEMBOURG SA                     | Unigel Luxembourg SA                                                                                                       | CUSIP: 904752AC6<br>LEI: 213800Y16R77O7LH7X62 | Long             | DBT              | CORP              | LU        |        49757 | PA      | $39432.42     | 0.00%             | 2027-12-31      | Fixed         | 13.50%                | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIF4TPM6 IRS INR R F  5.66200 BMIF4TPN4 CCPNDFOIS / Short: SMIF4TPM6 IRS INR P V 06MMIBOR BMIF4TPP9 CCPNDFOIS       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   2628300000 | OU      | $-67643.68    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.           | PURCHASED USD / SOLD PHP                                                                                                   | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | US        |            1 | NC      | $622392.42    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | Long: BMIF8YCP8 CDS USD R F  1.00000 BMIF8YCQ6 CORPORATE / Short: BMIF8YCP8 CDS USD P V 03MEVENT BMIF8YCR4 CORPORATE       | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | GB        |      5000000 | OU      | $-51872.50    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                        | Long: BMIF5RWW9 TRS COP R F   .00000 ACI05MPY0 BOND TRS / Short: BMIF5RWW9 TRS COP P V 00MDTF DTF RATE 90D NON COMPOUNDING | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              |  | CO        |  84055000000 | OU      | $134544.55    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED TWD / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | TW        |            1 | NC      | $809600.94    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIA                                  | Romanian Government International Bond                                                                                     | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      1891000 | PA      | $1706033.90   | 0.05%             | 2033-04-14      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| GHANA GOVERNMENT BOND                    | Republic of Ghana Government Bonds                                                                                         | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |     38022082 | PA      | $2586377.97   | 0.07%             | 2033-02-08      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD EUR                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $7605.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | PURCHASED TRY / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | TR        |            1 | NC      | $197301.92    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PROVINCIA DE NEUQUEN                     | Provincia De Neuquen Tranche B Term Loan                                                                                   | CUSIP: 000000000<br>LEI: 549300X5HUL4FRDNBN35 | Long             | LON              | CORP              | AR        |      2540507 | PA      | $2565912.07   | 0.07%             | 2027-05-28      | Floating      | 11.77%                | No            |                  2 | On Loan: No      |
| Barclays Capital Securities Ltd.         | RRP MONTENEGRO(REPUBLICOF)                                                                                                 | CUSIP: 000000000<br>LEI: K9WDOH4D2PYBSLSOB484 | Short            | RA               | CORP              | US        |    -15476559 | PA      | $-15476558.70 | -0.43%            |  |  |  | No            |                  2 | On Loan: No      |
| TELEFONICA DEL PERU S.A.                 | Telefonica del Peru SAA                                                                                                    | CUSIP: 000000000<br>LEI: 549300L59XR0I8CDIL13 | Long             | DBT              | CORP              | PE        |     25500000 | PA      | $2555323.59   | 0.07%             | 2027-04-10      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| ARMENIAN TREASURY BONDS                  | Republic of Armenia Treasury Bonds                                                                                         | CUSIP: 000000000<br>LEI: 5299000H77JSW90G7935 | Long             | DBT              | NUSS              | AM        |   5723420000 | PA      | $14270365.35  | 0.39%             | 2035-10-29      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                        | PURCHASED MXN / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | MX        |            1 | NC      | $123628.33    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD EUR                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $584450.42    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD PHP                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $68534.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                       | PURCHASED EGP / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | EG        |            1 | NC      | $-11499.25    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PROVINCIA DE NEUQUEN                     | Provincia De Neuquen Tranche C Term Loan                                                                                   | CUSIP: 000000000<br>LEI: 549300X5HUL4FRDNBN35 | Long             | LON              | CORP              | AR        |      2423289 | PA      | $2447521.61   | 0.07%             | 2027-05-28      | Floating      | 11.77%                | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                      | Petroleos Mexicanos                                                                                                        | CUSIP: 71654QBW1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      5656000 | PA      | $5614491.18   | 0.15%             | 2026-01-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                       | Long: BMIF5YA40 TRS PEN R F   .00000 ACI1CNG93 BOND TRS / Short: BMIF5YA40 TRS USD P V 00MSOFR SOFR +70BPS                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | PE        |     61258619 | OU      | $-33794.99    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PHILIPPINE GOVERNMENT                    | Philippine Government Bond                                                                                                 | CUSIP: 000000000<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |   3332440000 | PA      | $58094907.97  | 1.60%             | 2035-04-28      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| GRUPO AEROMEXICO SAB                     | Grupo Aeromexico SAB de CV                                                                                                 | CUSIP: 40054JAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |     16572000 | PA      | $16199130.00  | 0.45%             | 2031-11-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| BONO TESORO CAPITALIZAB                  | Bono Del Tesoro Nacional Capitalizable en Pesos                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | AR        |  12560152000 | PA      | $9816665.27   | 0.27%             | 2026-06-30      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD PHP                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $199648.56    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Lebanese Republic                        | Lebanon Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |     33533000 | PA      | $6256209.89   | 0.17%             | 2023-05-26      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                   | PURCHASED UZS / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | UZ        |            1 | NC      | $100237.56    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                         | PURCHASED USD / SOLD JPY                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |            1 | NC      | $203073.67    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                        | Lebanon Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      1260000 | PA      | $235856.25    | 0.01%             | 2024-11-04      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIEWMY43 IRS ZAR R F  8.72200 BMIEWMY50 CCPVANILLA / Short: SMIEWMY43 IRS ZAR P V 03MJIBAR BMIEWMY68 CCPVANILLA     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    769997346 | OU      | $1337906.97   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Kosmos Energy Ltd                        | Kosmos Energy Ltd                                                                                                          | CUSIP: 000000000<br>LEI: 213800YDFJ3OT9B5P157 | Long             | DBT              | CORP              | US        |      1207000 | PA      | $1187643.22   | 0.03%             | 2026-04-04      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| Standard Chartered Bank                  | PURCHASED USD / SOLD TRY                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-456006.17   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital Securities Ltd.         | Long: BMID0RX99 CDS USD R V 03MEVENT / Short: BMID0RX99 CDS USD P F  1.00000                                               | CUSIP: 000000000<br>LEI: K9WDOH4D2PYBSLSOB484 | N/A              | DCR              |  | US        |     21602237 | OU      | $518774.05    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ICBC Standard Bank PLC                   | PURCHASED UZS / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: F01VVKN4DRF2NWKGQ283 | N/A              | DFE              |  | UZ        |            1 | NC      | $97632.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TBC BANK GROUP PLC                       | TBC Bank Group PLC                                                                                                         | CUSIP: 000000000<br>LEI: 213800T6NS9N2WQ3B328 | Long             | DBT              | CORP              | GB        | 123490000000 | PA      | $9753752.63   | 0.27%             | 2028-06-05      | Fixed         | 22.00%                | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                       | Dominican Republic International Bond                                                                                      | CUSIP: 25714WBR3<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     56800000 | PA      | $1027621.33   | 0.03%             | 2029-09-23      | Fixed         | 12.75%                | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT BOND                      | Sri Lanka Government Bonds                                                                                                 | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |   1444000000 | PA      | $5014411.91   | 0.14%             | 2032-12-15      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| Lebanese Republic                        | Lebanon Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |       435000 | PA      | $81421.13     | 0.00%             | 2026-11-27      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Chicago Mercantile Exchange              | Long: BMIEYSY48 IRS COP R V 03MCPIBR BMIEYSY63 CCPNDFOIS / Short: BMIEYSY48 IRS COP P F  8.26000 BMIEYSY55 CCPNDFOIS       | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  25975000000 | OU      | $13198.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.           | PURCHASED IDR / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | ID        |            1 | NC      | $-52813.86    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.           | PURCHASED TWD / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | TW        |            1 | NC      | $-146771.42   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | PURCHASED USD / SOLD NGN                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |            1 | NC      | $-11590.01    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: BMIF0GQA3 IRS KRW R V 03MKSDA BMIF0GQC9 CCPNDF / Short: BMIF0GQA3 IRS KRW P F  2.64450 BMIF0GQB1 CCPNDF              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  17357000000 | OU      | $-175.10      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | PURCHASED EGP / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | EG        |            1 | NC      | $313418.54    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD EUR                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $439993.59    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | BMIF93KW1 EATON VANCE                                                                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |      2890000 | OU      | $15004.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FORTEBANK JSC                            | ForteBank JSC                                                                                                              | CUSIP: 34955XAB7<br>LEI: 529900TH5WJ6KE8N8Z35 | Long             | DBT              | CORP              | KZ        |     20948000 | PA      | $21334949.78  | 0.59%             | 2030-02-04      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Venezuela Government International Bonds | Venezuela Government International Bonds                                                                                   | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |      4968500 | PA      | $994196.85    | 0.03%             | 2038-03-31      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED INR / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | IN        |            1 | NC      | $-179225.59   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | PURCHASED EUR / SOLD PLN                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | XX        |            1 | NC      | $-344087.93   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| OCEANICA LUX                             | Oceanica Lux                                                                                                               | CUSIP: 000000000<br>LEI: 635400VU48WVABC1TO64 | Long             | DBT              | CORP              | LU        |      5880000 | PA      | $5541900.00   | 0.15%             | 2029-10-02      | Fixed         | 13.00%                | Yes           |                  2 | On Loan: No      |
| URU MONETARY REG BILL                    | Uruguay Monetary Regulation Bill                                                                                           | CUSIP: 000000000<br>LEI: 549300DTMS39GZYBX161 | Long             | DBT              | NUSS              | UY        |     32700000 | PA      | $788731.33    | 0.02%             | 2025-12-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | PURCHASED EUR / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | XX        |            1 | NC      | $-29967.65    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD PEN                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-2153.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ENFRAGEN ENERGIA SUR SA                  | EnfraGen Energia Sur SA / EnfraGen Spain SA / Prime Energia SpA                                                            | CUSIP: 000000000<br>LEI: 2549002TO75PYMY3VY07 | Long             | DBT              | CORP              | ES        |      7827000 | PA      | $7132155.96   | 0.20%             | 2030-12-30      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Chicago Mercantile Exchange              | Long: BMIF4H9D0 IRS COP R V 03MCPIBR BMIF4H9F5 CCPNDFOIS / Short: BMIF4H9D0 IRS COP P F  8.38000 BMIF4H9E8 CCPNDFOIS       | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  43431000000 | OU      | $-11321.19    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ITAU BBA INTERNATIONAL                   | Itau BBA International PLC                                                                                                 | CUSIP: 000000000<br>LEI: 5493009ADHYKU8V9P697 | Long             | SN               | CORP              | GB        |  55450500000 | PA      | $7928312.49   | 0.22%             | 2030-02-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| EGYPT TREASURY BILL                      | Egypt Treasury Bills                                                                                                       | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | STIV             | NUSS              | EG        |     33625000 | PA      | $648229.99    | 0.02%             | 2025-10-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED KRW / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | KR        |            1 | NC      | $-218162.93   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: BMIESFF93 IRS PLN R V 06MWIBOR BMIESFFB8 CCPVANILLA / Short: BMIESFF93 IRS PLN P F  4.33500 BMIESFFA0 CCPVANILLA     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    144024736 | OU      | $705260.22    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                              | PURCHASED USD / SOLD NGN                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $-4089.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                         | BMIETK0D8 EATON VANCE                                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |    -33470000 | OU      | $-33470000.00 | -0.92%            |  |  |  | No            |                  2 | On Loan: No      |
| ALBANIA GOVT BOND                        | Albanian Government Bond                                                                                                   | CUSIP: 000000000<br>LEI: 254900EDM43U3SGRND29 | Long             | DBT              | NUSS              | AL        |    141600000 | PA      | $1692087.25   | 0.05%             | 2027-02-23      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | Long: BMIF41093 TRS COP R F   .00000 ACI05MPY0 BOND TRS / Short: BMIF41093 TRS COP P V 00MDTF DTF RATE 90D NON COMPOUNDING | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | CO        |  27177000000 | OU      | $78692.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                 | Petroleos de Venezuela SA                                                                                                  | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |     23022466 | PA      | $2647583.59   | 0.07%             | 2022-10-28      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Peru LNG Srl                             | Peru LNG Srl                                                                                                               | CUSIP: 000000000<br>LEI: 254900F70J1LOALV5K70 | Long             | DBT              | CORP              | PE        |      6788043 | PA      | $6472836.83   | 0.18%             | 2030-03-22      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Citibank NA                              | PURCHASED USD / SOLD KZT                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $227765.67    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PROVINCIA DE NEUQUEN                     | Provincia De Neuquen Tranche A Term Loan                                                                                   | CUSIP: 000000000<br>LEI: 549300X5HUL4FRDNBN35 | Long             | LON              | CORP              | AR        |      2123404 | PA      | $2144637.81   | 0.06%             | 2027-05-28      | Floating      | 11.77%                | No            |                  2 | On Loan: No      |
| IPOTEKA-BANK ATIB                        | Ipoteka-Bank ATIB                                                                                                          | CUSIP: 000000000<br>LEI: 213800UWVX5JSNXJS434 | Long             | DBT              | CORP              | UZ        |       576000 | PA      | $572449.63    | 0.02%             | 2025-11-19      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.           | PURCHASED USD / SOLD PHP                                                                                                   | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | US        |            1 | NC      | $327247.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria          | Nigeria OMO Bill                                                                                                           | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        |    234269000 | PA      | $134215.67    | 0.00%             | 2026-02-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                       | PURCHASED EGP / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | EG        |            1 | NC      | $29741.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED TWD / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | TW        |            1 | NC      | $-84646.51    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD EUR                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $134402.57    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SAMARCO MINERACAO SA                     | Samarco Mineracao SA                                                                                                       | CUSIP: 000000000<br>LEI: 529900U8HKV15GJC4O60 | Long             | DBT              | CORP              | BR        |     34094674 | PA      | $33787150.61  | 0.93%             | 2031-06-30      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD EUR                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $365593.58    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ARMENIAN TREASURY BONDS                  | Republic of Armenia Treasury Bonds                                                                                         | CUSIP: 000000000<br>LEI: 5299000H77JSW90G7935 | Long             | DBT              | NUSS              | AM        |   1047550000 | PA      | $3226659.87   | 0.09%             | 2037-10-29      | Fixed         | 12.50%                | No            |                  2 | On Loan: No      |
| SERBIA TREASURY BONDS                    | Serbia Treasury Bonds                                                                                                      | CUSIP: 000000000<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |   3817080000 | PA      | $41457668.03  | 1.14%             | 2031-10-26      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                    | Venezuela Government International Bond                                                                                    | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |     10504000 | PA      | $1944290.40   | 0.05%             | 2025-04-21      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Deutsche Bank AG                         | Long: BMID0L973 CDS USD R F  1.00000 BMID0L981 CORPORATE / Short: BMID0L973 CDS USD P V 03MEVENT BMID0L999 CORPORATE       | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              |  | GB        |     11383000 | OU      | $-273360.81   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Staatsolie Maatschappij Suriname NV      | Staatsolie Maatschappij Suriname NV 2025 Revolver                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | XX        |     55000000 | PA      | $55000000.00  | 1.52%             | 2032-04-25      | Fixed         | 1.93%                 | No            |                  2 | On Loan: No      |
| Republic of Seychelles                   | Seychelles International Bond                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | SC        |        17750 | PA      | $17947.55     | 0.00%             | 2026-01-01      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| PORTEAST INVESTMENT PVT                  | Porteast Investment Pvt Ltd                                                                                                | CUSIP: 000000000<br>LEI: 335800QCR33GHNFNA954 | Long             | DBT              | CORP              | IN        |   1970000000 | PA      | $21820984.89  | 0.60%             | 2028-05-29      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ALBANIA GOVT BOND                        | Albanian Government Bond                                                                                                   | CUSIP: 000000000<br>LEI: 254900EDM43U3SGRND29 | Long             | DBT              | NUSS              | AL        |    370100000 | PA      | $4460600.78   | 0.12%             | 2032-02-07      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIF8TMD5 IRS INR R F  5.73700 BMIF8TME3 CCPNDFOIS / Short: SMIF8TMD5 IRS INR P V 06MMIBOR BMIF8TMF0 CCPNDFOIS       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   2200000000 | OU      | $22610.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OTP BANK NYRT                            | OTP Bank Nyrt                                                                                                              | CUSIP: 000000000<br>LEI: 529900W3MOO00A18X956 | Long             | DBT              | CORP              | HU        |      3754000 | PA      | $4033050.66   | 0.11%             | 2033-05-15      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| ALBANIA GOVT BOND                        | Albanian Government Bond                                                                                                   | CUSIP: 000000000<br>LEI: 254900EDM43U3SGRND29 | Long             | DBT              | NUSS              | AL        |    615000000 | PA      | $7350595.40   | 0.20%             | 2027-07-10      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD IDR                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $491821.59    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD CLP                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $15428.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIEZJHY0 IRS KRW R F  2.34000 BMIEZJHZ7 CCPNDF / Short: SMIEZJHY0 IRS KRW P V 03MKSDA BMIEZJJ02 CCPNDF              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        | 148066000000 | OU      | $-119516.21   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EGYPT TREASURY BILL                      | Egypt Treasury Bills                                                                                                       | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | STIV             | NUSS              | EG        |    305400000 | PA      | $6298285.52   | 0.17%             | 2025-08-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ALPHA SERV & HLDGS                       | Alpha Bank SA                                                                                                              | CUSIP: 000000000<br>LEI: 213800DBQIB6VBNU5C64 | Long             | DBT              | CORP              | GR        |     13188000 | PA      | $16399689.49  | 0.45%             | 2030-06-10      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED KRW / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | KR        |            1 | NC      | $-56212.45    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                        | Lebanon Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |       870000 | PA      | $162690.00    | 0.00%             | 2020-06-19      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIEZH5L5 IRS KRW R F  2.33750 BMIEZH5M3 CCPNDF / Short: SMIEZH5L5 IRS KRW P V 03MKSDA BMIEZH5N1 CCPNDF              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  99134000000 | OU      | $-83521.89    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ukraine Government International Bonds   | Ukraine Government International Bonds                                                                                     | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      4321000 | PA      | $2139458.07   | 0.06%             | 2036-02-01      | Variable      | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Lebanese Republic                        | Lebanon Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |     11398000 | PA      | $2142824.00   | 0.06%             | 2029-05-25      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| DIG INTL FIN/DIFL US LLC                 | Digicel International Finance Ltd / Difl US LLC                                                                            | CUSIP: 25381MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |      8513000 | PA      | $8605561.85   | 0.24%             | 2032-08-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: BMIEEULM9 IRS KRW R V 03MKSDA BMIEEULP2 CCPNDF / Short: BMIEEULM9 IRS KRW P F  2.68500 BMIEEULN7 CCPNDF              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  11067000000 | OU      | $-37567.79    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital Securities Ltd.         | RRP ALBANIA GOV REPO                                                                                                       | CUSIP: 000000000<br>LEI: K9WDOH4D2PYBSLSOB484 | Short            | RA               | CORP              | LU        |     -8562500 | PA      | $-9771520.45  | -0.27%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                   | PURCHASED KZT / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | KZ        |            1 | NC      | $59296.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD CLP                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $366233.47    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | PURCHASED UZS / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | UZ        |            1 | NC      | $662851.37    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SUNAC CHINA HOLDINGS LTD                 | Sunac China Holdings Ltd                                                                                                   | CUSIP: 000000000<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | KY        |      1051497 | PA      | $144086.63    | 0.00%             | 2025-09-30      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| ALBANIA GOVT BOND                        | Albanian Government Bond                                                                                                   | CUSIP: 000000000<br>LEI: 254900EDM43U3SGRND29 | Long             | DBT              | NUSS              | AL        |    136100000 | PA      | $1664765.18   | 0.05%             | 2040-02-19      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| CANACOL ENERGY LTD                       | Canacol Energy Ltd                                                                                                         | CUSIP: 000000000<br>LEI: 549300X5MNRWPMSM9N14 | Long             | DBT              | CORP              | CA        |     11345000 | PA      | $3428382.08   | 0.09%             | 2028-11-24      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Citibank NA                              | PURCHASED USD / SOLD MXN                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $-93992.74    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | PURCHASED USD / SOLD GHS                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-29442.08    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD PEN                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-14064.45    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD CLP                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $132545.26    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TBC BANK JSC                             | TBC Bank JSC                                                                                                               | CUSIP: 000000000<br>LEI: 2138001MSA39Q44QTA18 | Long             | DBT              | CORP              | GE        |     12916000 | PA      | $13014776.53  | 0.36%             | 2029-07-30      | Fixed         | 10.25%                | Yes           |                  2 | On Loan: No      |
| ALBANIA GOVT BOND                        | Albanian Government Bond                                                                                                   | CUSIP: 000000000<br>LEI: 254900EDM43U3SGRND29 | Long             | DBT              | NUSS              | AL        |     57700000 | PA      | $689725.22    | 0.02%             | 2028-01-10      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF MOZAMBIQUE                   | Mozambique International Bond                                                                                              | CUSIP: 000000000<br>LEI: 213800759WLKYIKPER73 | Long             | DBT              | NUSS              | MZ        |      9516000 | PA      | $8331682.79   | 0.23%             | 2031-09-15      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| MV24 CAPITAL BV                          | MV24 Capital BV                                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     13015523 | PA      | $12963978.76  | 0.36%             | 2034-06-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| ICBC Standard Bank PLC                   | PURCHASED USD / SOLD GHS                                                                                                   | CUSIP: 000000000<br>LEI: F01VVKN4DRF2NWKGQ283 | N/A              | DFE              |  | US        |            1 | NC      | $-188482.73   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                   | PURCHASED USD / SOLD EUR                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |            1 | NC      | $145793.07    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                    | Venezuela Government International Bond                                                                                    | CUSIP: 922646AS3<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |     18240000 | PA      | $4037424.00   | 0.11%             | 2027-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Securities PLC                  | BMID0PTL1 EATON VANCE                                                                                                      | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | N/A              | DFE              |  | US        |     42300000 | OU      | $261414.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD EUR                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $518534.66    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GHANA GOVERNMENT BOND                    | Republic of Ghana Government Bonds                                                                                         | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |     35213099 | PA      | $2607817.76   | 0.07%             | 2030-02-12      | Fixed         | 8.80%                 | No            |                  2 | On Loan: No      |
| Barclays Capital Securities Ltd.         | BMIF8DBZ3 EATON VANCE                                                                                                      | CUSIP: 000000000<br>LEI: K9WDOH4D2PYBSLSOB484 | N/A              | DFE              |  | US        |     61200000 | OU      | $306244.80    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD PEN                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-367861.49   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT BOND                      | Sri Lanka Government Bonds                                                                                                 | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |   4037400000 | PA      | $14095093.78  | 0.39%             | 2028-10-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Bolivia Government International Bonds   | Bolivia Government International Bonds                                                                                     | CUSIP: 000000000<br>LEI: 529900TGIRPY3SZXEB56 | Long             | DBT              | NUSS              | BO        |      1077000 | PA      | $832122.51    | 0.02%             | 2028-03-20      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: BMIF0FJ70 IRS KRW R V 03MKSDA BMIF0FJ96 CCPNDF / Short: BMIF0FJ70 IRS KRW P F  2.64500 BMIF0FJ88 CCPNDF              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  14576000000 | OU      | $-449.43      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GHANA GOVERNMENT BOND                    | Republic of Ghana Government Bonds                                                                                         | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |     24976000 | PA      | $1624237.19   | 0.04%             | 2038-02-02      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Citibank NA                              | Long: BMIF7Z3N1 TRS COP R F   .00000 ACI05MPY0 BOND TRS / Short: BMIF7Z3N1 TRS COP P V 00MDTF DTF RATE 90D NON COMPOUNDING | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              |  | CO        |  39707000000 | OU      | $31797.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED INR / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | IN        |            1 | NC      | $-211944.68   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF MONTENEGRO                   | Montenegro Government International Bond                                                                                   | CUSIP: 000000000<br>LEI: 747800V014106FYLL014 | Long             | DBT              | NUSS              | ME        |     28410000 | PA      | $32140330.19  | 0.89%             | 2032-04-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED IDR / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | ID        |            1 | NC      | $3852.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KAZAKH GOV BOND - MEUKAM                 | Kazakhstan Government Bond - MEUKAM                                                                                        | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |    493036000 | PA      | $838596.13    | 0.02%             | 2034-03-06      | Fixed         | 14.50%                | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD EUR                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $195081.13    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| EGYPT TREASURY BILL                      | Egypt Treasury Bills                                                                                                       | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | STIV             | NUSS              | EG        |     43150000 | PA      | $858294.80    | 0.02%             | 2025-09-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| KAZAKH GOV BOND - MEUKAM                 | Kazakhstan Government Bond - MEUKAM                                                                                        | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |   3204733000 | PA      | $4457176.22   | 0.12%             | 2029-08-13      | Fixed         | 7.68%                 | No            |                  2 | On Loan: No      |
| Lebanese Republic                        | Lebanon Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      2855000 | PA      | $533528.13    | 0.01%             | 2024-04-22      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| KAZAKH GOV BOND - MEUKAM                 | Kazakhstan Government Bond - MEUKAM                                                                                        | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |    156274000 | PA      | $263953.21    | 0.01%             | 2031-05-12      | Fixed         | 14.00%                | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                   | BMIET5NS3 EATON VANCE                                                                                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |     14558500 | OU      | $14564352.52  | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                   | PURCHASED EUR / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |            1 | NC      | $-278937.31   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | PURCHASED USD / SOLD MXN                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $110887.25    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD PHP                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $139753.43    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD PHP                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $418149.64    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Lebanon Government International Bonds   | Lebanon Government International Bonds                                                                                     | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      1088000 | PA      | $203592.00    | 0.01%             | 2027-03-23      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| KERNEL HOLDING SA                        | Kernel Holding SA                                                                                                          | CUSIP: 000000000<br>LEI: 5493003GR6L4DZOS2U12 | Long             | DBT              | CORP              | LU        |      9317000 | PA      | $8337690.13   | 0.23%             | 2027-10-27      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| BANCO MERCANTIL DE NORTE                 | Banco Mercantil del Norte SA/Grand Cayman                                                                                  | CUSIP: 05971PAD0<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |     19894000 | PA      | $20347785.92  | 0.56%             | 2031-05-20      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| URU MONETARY REG BILL                    | Uruguay Monetary Regulation Bill                                                                                           | CUSIP: 000000000<br>LEI: 549300DTMS39GZYBX161 | Long             | STIV             | NUSS              | UY        |    727000000 | PA      | $17973683.88  | 0.50%             | 2025-09-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BENIN INTL GOV BOND                      | Benin Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |     20620000 | PA      | $21060090.50  | 0.58%             | 2035-01-22      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                   | PURCHASED EUR / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |            1 | NC      | $-4450.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| URU MONETARY REG BILL                    | Uruguay Monetary Regulation Bill                                                                                           | CUSIP: 000000000<br>LEI: 549300DTMS39GZYBX161 | Long             | STIV             | NUSS              | UY        |     71457000 | PA      | $1699066.93   | 0.05%             | 2026-03-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD EUR                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $246093.93    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AVIANCA MIDCO 2 PLC                      | Avianca Midco 2 PLC                                                                                                        | CUSIP: 05369YAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     20290444 | PA      | $19402737.08  | 0.54%             | 2028-12-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                       | PURCHASED KZT / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | KZ        |            1 | NC      | $-121530.08   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: BMICMMM82 IRS CZK R V 06MPRIBO BMICMMMA7 CCPVANILLA / Short: BMICMMM82 IRS CZK P F  4.55500 BMICMMM90 CCPVANILLA     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    142000000 | OU      | $-163643.33   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TELECOM ARGENTINA SA                     | Telecom Argentina SA 1st Lien Term Loan                                                                                    | CUSIP: 000000000<br>LEI: 549300MKPIRSJD8SB782 | Long             | LON              | CORP              | AR        |     12116000 | PA      | $12343175.00  | 0.34%             | 2029-02-23      | Floating      | 9.33%                 | No            |                  2 | On Loan: No      |
| URU MONETARY REG BILL                    | Uruguay Monetary Regulation Bill                                                                                           | CUSIP: 000000000<br>LEI: 549300DTMS39GZYBX161 | Long             | STIV             | NUSS              | UY        |     77512000 | PA      | $1888998.16   | 0.05%             | 2025-10-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: BMIF0GZH8 IRS KRW R V 03MKSDA BMIF0GZK1 CCPNDF / Short: BMIF0GZH8 IRS KRW P F  2.64700 BMIF0GZJ4 CCPNDF              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  29528000000 | OU      | $-5076.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED INR / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | IN        |            1 | NC      | $-28700.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UZBEKISTAN INTL BOND                     | Republic of Uzbekistan International Bond                                                                                  | CUSIP: 000000000<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        | 181050000000 | PA      | $14590018.44  | 0.40%             | 2026-10-12      | Fixed         | 16.25%                | Yes           |                  2 | On Loan: No      |
| UGANDA GOVERNMENT BOND                   | Republic of Uganda Government Bonds                                                                                        | CUSIP: 000000000<br>LEI: 549300NF1DEFHG8XLQ11 | Long             | DBT              | NUSS              | UG        |  64387800000 | PA      | $16847420.79  | 0.46%             | 2039-06-23      | Fixed         | 15.80%                | No            |                  2 | On Loan: No      |
| TINKOFF BK (TCS FINANCE)                 | Tinkoff Bank JSC Via TCS Finance Ltd                                                                                       | CUSIP: 000000000<br>LEI: 213800VIPIONINOCLD68 | Long             | DBT              | CORP              | IE        |      4509000 | PA      | $0.00         | 0.00%             | 2026-12-20      | Fixed         | 6.00%                 | Yes           |                  3 | On Loan: No      |
| Standard Chartered Bank                  | PURCHASED USD / SOLD TRY                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-205177.00   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD EUR                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $7578.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                   | US 5YR NOTE (CBT) SEP25                                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        -5370 | NC      | $-2694538.31  | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Securities PLC                  | BMIF7XQM3 EATON VANCE                                                                                                      | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | N/A              | DFE              |  | US        |    -32700000 | OU      | $-183741.30   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED CLP / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | CL        |            1 | NC      | $-299633.76   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SUNAC CHINA HOLDINGS LTD                 | Sunac China Holdings Ltd                                                                                                   | CUSIP: 000000000<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | KY        |      2113217 | PA      | $290567.34    | 0.01%             | 2027-09-30      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Standard Chartered Bank                  | PURCHASED USD / SOLD JPY                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-17453.69    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD PEN                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-21096.66    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD PEN                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-7212.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JSC KASPI.KZ                             | JSC Kaspi.kz                                                                                                               | CUSIP: 000000000<br>LEI: 2549003YU6FARG8OAZ13 | Long             | DBT              | CORP              | KZ        |     10565000 | PA      | $10790156.53  | 0.30%             | 2030-03-26      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| GHANA COCOA BOND                         | Ghana Cocoa Bond                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | GH        |      5680456 | PA      | $489612.03    | 0.01%             | 2027-08-30      | Fixed         | 13.00%                | No            |                  2 | On Loan: No      |
| SUNAC CHINA HOLDINGS LTD                 | Sunac China Holdings Ltd                                                                                                   | CUSIP: 000000000<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | KY        |      3185193 | PA      | $430001.06    | 0.01%             | 2029-09-30      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| TURKIYE GOVERNMENT BOND                  | Turkiye Government Bond                                                                                                    | CUSIP: 000000000<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    283058000 | PA      | $6400109.72   | 0.18%             | 2029-09-12      | Fixed         | 30.00%                | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange              | Long: BMIF41051 IRS COP R V 03MCPIBR BMIF41077 CCPNDFOIS / Short: BMIF41051 IRS COP P F  8.44000 BMIF41069 CCPNDFOIS       | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  21996000000 | OU      | $-14188.99    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                   | PURCHASED KZT / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | KZ        |            1 | NC      | $-108254.79   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SUNAC CHINA HOLDINGS LTD                 | Sunac China Holdings Ltd                                                                                                   | CUSIP: 000000000<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | KY        |      1499825 | PA      | $208760.64    | 0.01%             | 2030-09-30      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Coral-US Co-Borrower, LLC                | Coral-US Co-Borrower LLC 2025 Term Loan B7                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      6400140 | PA      | $6390987.80   | 0.18%             | 2032-02-02      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| Barclays Capital Securities Ltd.         | Long: BMIEQ8LH6 CDS USD R F  1.00000 BMIEQ8LJ2 CORPORATE / Short: BMIEQ8LH6 CDS USD P V 03MEVENT BMIEQ8LK9 CORPORATE       | CUSIP: 000000000<br>LEI: K9WDOH4D2PYBSLSOB484 | N/A              | DCR              |  | GB        |      7020000 | OU      | $8604.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT BOND                      | Sri Lanka Government Bonds                                                                                                 | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |    270000000 | PA      | $813553.68    | 0.02%             | 2033-06-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| MONGOLIAN MINING CORP                    | Mongolian Mining Corp                                                                                                      | CUSIP: 000000000<br>LEI: 254900XQ2EY5O3SAYL47 | Long             | DBT              | CORP              | KY        |      1000000 | PA      | $965475.81    | 0.03%             | 2030-04-03      | Fixed         | 8.44%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD EUR                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $146650.41    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VEDANTA RESOURCES                        | Vedanta Resources Finance II PLC                                                                                           | CUSIP: 92243XAK7<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | GB        |      6750000 | PA      | $7058173.55   | 0.19%             | 2031-12-03      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD PEN                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-18032.42    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                              | Long: BMIERU1J4 CDS USD R F  1.00000 BMIERU1K1 CORPORATE / Short: BMIERU1J4 CDS USD P V 03MEVENT BMIERU1L9 CORPORATE       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              |  | US        |       957616 | OU      | $-44602.58    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CIMKO CIMENTO AS                         | Cimko Cimento Ve Beton Sanayi Ve Ticaret AS                                                                                | CUSIP: 000000000<br>LEI: 789000HIMZD5SFD7Y487 | Long             | DBT              | CORP              | TR        |      2174000 | PA      | $2216632.31   | 0.06%             | 2030-05-21      | Fixed         | 10.75%                | Yes           |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.          | Long: B92XUMHV2 CDS USD R V 03MEVENT Z92XUMHW0 CCPSOVEREIGN / Short: B92XUMHV2 CDS USD P F  1.00000 Z92XUMHX8 CCPSOVEREIGN | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     21574000 | OU      | $1598798.66   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD CLP                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $14155.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED INR / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | IN        |            1 | NC      | $-641727.36   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| EUROPEAN BK RECON & DEV                  | European Bank for Reconstruction & Development                                                                             | CUSIP: 000000000<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | XX        |      6300000 | PA      | $6365627.10   | 0.18%             | 2026-04-09      | Fixed         | 17.20%                | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD IDR                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $58141.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD PHP                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $106030.80    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange              | Long: BMIEZWWF5 IRS COP R V 03MCPIBR BMIEZWWH1 CCPNDFOIS / Short: BMIEZWWF5 IRS COP P F  8.32000 BMIEZWWG3 CCPNDFOIS       | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  22897000000 | OU      | $2833.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIEZJER8 IRS KRW R F  2.33000 BMIEZJES6 CCPNDF / Short: SMIEZJER8 IRS KRW P V 03MKSDA BMIEZJET4 CCPNDF              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  91530000000 | OU      | $-86830.74    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FIDEIC IRR ADMIN 4323                    | Fideicomiso Irrevocable de Administracion y Fuente de Pago Numero CIB/4323                                                 | CUSIP: 171928AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |       584000 | PA      | $448950.00    | 0.01%             | 2030-09-12      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| ARMENIAN TREASURY BONDS                  | Republic of Armenia Treasury Bonds                                                                                         | CUSIP: 000000000<br>LEI: 5299000H77JSW90G7935 | Long             | DBT              | NUSS              | AM        |    884427000 | PA      | $2266304.13   | 0.06%             | 2050-10-29      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED KRW / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | KR        |            1 | NC      | $-148097.32   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BONO TESORO CAPITALIZAB                  | Bono Del Tesoro Nacional Capitalizable en Pesos                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | AR        |   7246403000 | PA      | $5675571.94   | 0.16%             | 2027-01-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| PHILIPPINE GOVERNMENT                    | Philippine Government Bond                                                                                                 | CUSIP: 000000000<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    139000000 | PA      | $2417617.82   | 0.07%             | 2029-02-28      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Romania Government International Bonds   | Romania Government International Bonds                                                                                     | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      1152000 | PA      | $1124167.32   | 0.03%             | 2034-05-25      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs International              | Long: BMIF6FHB7 TRS COP R F   .00000 ACI05MPY0 BOND TRS / Short: BMIF6FHB7 TRS COP P V 00MDTF DTF RATE 90D NON COMPOUNDING | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              |  | CO        | 207072660000 | OU      | $292967.15    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Lebanese Republic                        | Lebanon Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      1306000 | PA      | $244679.10    | 0.01%             | 2028-11-03      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| LIMAK ISKENDERUN                         | Limak Iskenderun Uluslararasi Liman Isletmeciligi AS                                                                       | CUSIP: 000000000<br>LEI: 5299001DUZ9PI7TCRC47 | Long             | DBT              | CORP              | TR        |      7764889 | PA      | $7783043.91   | 0.21%             | 2036-07-10      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| AVIANCA MIDCO 2 PLC                      | Avianca Midco 2 PLC                                                                                                        | CUSIP: 05369YAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      4974000 | PA      | $4630321.47   | 0.13%             | 2030-02-14      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| Ghana Government International Bonds     | Ghana Government International Bonds                                                                                       | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |      1983631 | PA      | $941599.86    | 0.03%             | 2037-01-03      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| ROMANIA                                  | Romanian Government International Bond                                                                                     | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      2362000 | PA      | $2367037.97   | 0.07%             | 2030-07-13      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| VEDANTA RESOURCES                        | Vedanta Resources Finance II PLC                                                                                           | CUSIP: 92243XAM3<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | GB        |      5175000 | PA      | $5103296.08   | 0.14%             | 2030-07-24      | Fixed         | 9.47%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD EUR                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $1057938.52   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ARMENIAN TREASURY BONDS                  | Republic of Armenia Treasury Bonds                                                                                         | CUSIP: 000000000<br>LEI: 5299000H77JSW90G7935 | Long             | DBT              | NUSS              | AM        |    953900000 | PA      | $2441309.03   | 0.07%             | 2052-10-29      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Lebanese Republic                        | Lebanon Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      3475000 | PA      | $648521.88    | 0.02%             | 2023-01-27      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| ITTIHAD INTERNATIONAL                    | Ittihad International Ltd                                                                                                  | CUSIP: 000000000<br>LEI: 2549003ERUOB9GHDTJ15 | Long             | DBT              | CORP              | KY        |     12628000 | PA      | $13295093.04  | 0.37%             | 2028-11-09      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs International              | BMIF6CSE6 EATON VANCE                                                                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |     -6328000 | OU      | $-2279674.66  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| LONGFOR HOLDINGS LTD                     | Longfor Group Holdings Ltd                                                                                                 | CUSIP: 000000000<br>LEI: 254900UJX27B2F1JYR13 | Long             | DBT              | CORP              | KY        |       640000 | PA      | $528613.66    | 0.01%             | 2029-09-16      | Fixed         | 3.95%                 | Yes           |                  2 | On Loan: No      |
| UZBEKISTAN INTL BOND                     | Republic of Uzbekistan International Bond                                                                                  | CUSIP: 000000000<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |  90000000000 | PA      | $7261902.24   | 0.20%             | 2027-05-29      | Fixed         | 16.62%                | Yes           |                  2 | On Loan: No      |
| UBS AG                                   | PURCHASED EUR / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |            1 | NC      | $-12639.68    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PHILIPPINE GOVERNMENT                    | Philippine Government Bond                                                                                                 | CUSIP: 000000000<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    328000000 | PA      | $6173797.14   | 0.17%             | 2031-07-19      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| CHINA OIL & GAS GROUP                    | China Oil & Gas Group Ltd                                                                                                  | CUSIP: 000000000<br>LEI: 52990063CVI7GDV4JZ06 | Long             | DBT              | CORP              | BM        |     22060000 | PA      | $21904417.22  | 0.60%             | 2026-06-30      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| Deutsche Bank AG                         | Long: BMID2FBE6 CDS USD R F  1.00000 BMID2FBF3 CORPORATE / Short: BMID2FBE6 CDS USD P V 03MEVENT BMID2FBG1 CORPORATE       | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              |  | GB        |     10219237 | OU      | $-245413.24   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                              | PURCHASED NGN / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | NG        |            1 | NC      | $17457.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                   | PURCHASED USD / SOLD NGN                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |            1 | NC      | $-907070.15   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIF4J5N8 IRS INR R F  5.69000 BMIF4J5P3 CCPNDFOIS / Short: SMIF4J5N8 IRS INR P V 06MMIBOR BMIF4J5Q1 CCPNDFOIS       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   2126000000 | OU      | $-26133.67    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Osaka Exchange                           | JPN 10Y BOND(OSE) SEP25                                                                                                    | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DIR              |  | JP        |           -3 | NC      | $11728.54     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                   | PURCHASED KZT / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | KZ        |            1 | NC      | $-22600.58    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD IDR                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $42208.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED CLP / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | CL        |            1 | NC      | $-686721.63   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| EMP DIST ELEC MENDOZA SA                 | Empresa Distribuidora de Electricidad de Mendoza SA                                                                        | CUSIP: 29245HAG1<br>LEI: 254900L7KLS0HQJ56Y35 | Long             | DBT              | CORP              | AR        |     14150000 | PA      | $13301000.00  | 0.37%             | 2031-07-28      | Variable      | 9.75%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                      | Petroleos Mexicanos                                                                                                        | CUSIP: 71654QCB6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      3388000 | PA      | $3403723.78   | 0.09%             | 2026-08-04      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.           | PURCHASED CLP / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | CL        |            1 | NC      | $-16833.58    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD PEN                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-6459.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS                      | Braskem Netherlands Finance BV                                                                                             | CUSIP: 000000000<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |     18285000 | PA      | $12999211.88  | 0.36%             | 2030-01-31      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED EUR / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | XX        |            1 | NC      | $-150868.72   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING                    | Alibaba Group Holding Ltd                                                                                                  | CUSIP: 01609WBG6<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |      3714000 | PA      | $4943334.00   | 0.14%             | 2031-06-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED KRW / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | KR        |            1 | NC      | $-474775.36   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | PURCHASED EUR / SOLD PLN                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | XX        |            1 | NC      | $-20252.10    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                   | PURCHASED KZT / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | KZ        |            1 | NC      | $-94618.59    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD PEN                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-20734.96    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of South Africa                 | Republic of South Africa Government Bond                                                                                   | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    534345000 | PA      | $24632717.39  | 0.68%             | 2044-01-31      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| PROVINCIA DE CORDOBA                     | Provincia de Cordoba                                                                                                       | CUSIP: 74408DAF1<br>LEI: 5299006CLM2Z97AATT29 | Long             | DBT              | NUSS              | AR        |      8918000 | PA      | $9022786.50   | 0.25%             | 2032-07-02      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Eurex Deutschland                        | EURO-BUND FUTURE SEP25                                                                                                     | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         -832 | NC      | $809080.33    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIF0FJ47 IRS KRW R F  2.33250 BMIF0FJ54 CCPNDF / Short: SMIF0FJ47 IRS KRW P V 03MKSDA BMIF0FJ62 CCPNDF              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  56951000000 | OU      | $-37723.67    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TUNISIAN REPUBLIC                        | Tunisian Republic                                                                                                          | CUSIP: 000000000<br>LEI: 254900B5LFB16S9T2T11 | Long             | DBT              | NUSS              | TN        |    600000000 | PA      | $3193181.10   | 0.09%             | 2033-02-03      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                   | PURCHASED NGN / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | NG        |            1 | NC      | $74239.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | PURCHASED EGP / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | EG        |            1 | NC      | $808361.03    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange              | Long: BMIF6ML27 IRS COP R V 03MCPIBR BMIF6ML43 CCPNDFOIS / Short: BMIF6ML27 IRS COP P F  8.43000 BMIF6ML35 CCPNDFOIS       | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  46675000000 | OU      | $-27118.01    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED TWD / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | TW        |            1 | NC      | $841540.24    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| GRUPO AEROMEXICO SAB                     | Grupo Aeromexico SAB de CV                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |       764000 | PA      | $746810.00    | 0.02%             | 2031-11-15      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED INR / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | IN        |            1 | NC      | $-30809.67    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF GEORGIA JSC                      | Bank of Georgia JSC                                                                                                        | CUSIP: 000000000<br>LEI: 549300RPLD8RXL49Z691 | Long             | DBT              | CORP              | GE        |     15456000 | PA      | $15487568.11  | 0.43%             | 2029-07-16      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| The Federal Republic of Nigeria          | NIGERIA OMO BILL                                                                                                           | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | ABS-MBS          | NUSS              | NG        |   5429623000 | PA      | $3291185.99   | 0.09%             | 2025-11-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | PURCHASED KZT / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | KZ        |            1 | NC      | $-196551.93   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF PARAGUAY                     | Paraguay Government International Bond                                                                                     | CUSIP: 000000000<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        | 112621000000 | PA      | $14472640.23  | 0.40%             | 2031-02-09      | Fixed         | 7.90%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                    | Venezuela Government International Bond                                                                                    | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |     24913700 | PA      | $4673810.12   | 0.13%             | 2024-10-13      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| GHANA GOVERNMENT BOND                    | Republic of Ghana Government Bonds                                                                                         | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |     26019275 | PA      | $1703922.13   | 0.05%             | 2036-02-05      | Fixed         | 9.70%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD PEN                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-120585.10   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EGYPT TREASURY BILL                      | Egypt Treasury Bills                                                                                                       | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | STIV             | NUSS              | EG        |    480575000 | PA      | $8915579.51   | 0.25%             | 2025-12-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | PURCHASED USD / SOLD TRY                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-442270.71   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BANCOLOMBIA SA                           | Bancolombia SA                                                                                                             | CUSIP: 05968LAN2<br>LEI: 54930052NWJRPNMP1W58 | Long             | DBT              | CORP              | CO        |      9620000 | PA      | $10241761.96  | 0.28%             | 2034-12-24      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                         | BMIETK0D8 EATON VANCE                                                                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |     33470000 | OU      | $33488308.09  | 0.92%             |  |  |  | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                       | Dominican Republic International Bond                                                                                      | CUSIP: 25714RCZ5<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     48530000 | PA      | $797130.56    | 0.02%             | 2025-08-08      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                    | Venezuela Government International Bond                                                                                    | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |      9199000 | PA      | $1691236.15   | 0.05%             | 2023-05-07      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Deutsche Bank AG                         | PURCHASED UZS / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | UZ        |            1 | NC      | $157609.58    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EUROPE ASIA INVST FIN BV                 | Europe Asia Investment Finance BV                                                                                          | CUSIP: 000000000<br>LEI: 724500NLUHSB0SRCRO66 | Long             | DBT              | CORP              | NL        |  98848575000 | PA      | $7799223.14   | 0.22%             | 2026-07-21      | Fixed         | 18.70%                | Yes           |                  3 | On Loan: No      |
| BRASKEM NETHERLANDS                      | Braskem Netherlands Finance BV                                                                                             | CUSIP: 000000000<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |      2247000 | PA      | $1854864.80   | 0.05%             | 2081-01-23      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF NIGERIA                      | Nigeria Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |       469000 | PA      | $450264.50    | 0.01%             | 2049-01-21      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs International              | PURCHASED EGP / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | EG        |            1 | NC      | $114887.06    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED TWD / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | TW        |            1 | NC      | $-303090.33   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BONO TESORO CAPITALIZAB                  | Bono Del Tesoro Nacional Capitalizable en Pesos                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | AR        |    241547000 | PA      | $208809.80    | 0.01%             | 2026-02-13      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SURINAME INT                 | Suriname Government International Bond                                                                                     | CUSIP: 86886PAC6<br>LEI: 254900SYU4G5JM13TN77 | Long             | DBT              | NUSS              | SR        |     30437534 | PA      | $30361440.17  | 0.84%             | 2033-07-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                    | Venezuela Government International Bond                                                                                    | CUSIP: 922646BL7<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |      2683000 | PA      | $687787.05    | 0.02%             | 2034-01-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ZACAPA SARL                              | Zacapa SARL 2024 Term Loan                                                                                                 | CUSIP: 000000000<br>LEI: 213800VIVQIJLORBU468 | Long             | LON              | CORP              | LU        |      2322028 | PA      | $2329284.78   | 0.06%             | 2029-03-22      | Floating      | 8.05%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: BMIEUBRC9 IRS PLN R V 06MWIBOR BMIEUBRE5 CCPVANILLA / Short: BMIEUBRC9 IRS PLN P F  4.30978 BMIEUBRD7 CCPVANILLA     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    108780399 | OU      | $591145.00    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                         | PURCHASED USD / SOLD MXN                                                                                                   | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |            1 | NC      | $-92326.18    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                   | PURCHASED USD / SOLD NGN                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |            1 | NC      | $-584459.29   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIF0DWQ8 IRS KRW R F  2.32700 BMIF0DWR6 CCPNDF / Short: SMIF0DWQ8 IRS KRW P V 03MKSDA BMIF0DWS4 CCPNDF              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        | 136361000000 | OU      | $-100894.16   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD PHP                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $172313.55    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD EUR                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $726941.08    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED EUR / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | XX        |            1 | NC      | $-109909.75   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIA                                  | Romanian Government International Bond                                                                                     | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     15877000 | PA      | $14089121.42  | 0.39%             | 2049-04-03      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Frigorifico Concepcion SA                | Frigorifico Concepcion SA Term Loan B                                                                                      | CUSIP: 000000000<br>LEI: 529900Q6VZVL47QJCQ91 | Long             | LON              | CORP              | PY        |     12522962 | PA      | $12726459.62  | 0.35%             | 2026-12-08      | Floating      | 9.79%                 | No            |                  2 | On Loan: No      |
| ZORLU ENERJI ELEKTRIK                    | Zorlu Enerji Elektrik Uretim AS                                                                                            | CUSIP: 000000000<br>LEI: 7890005B5CSNL39OYO75 | Long             | DBT              | CORP              | TR        |     13681000 | PA      | $13265563.44  | 0.37%             | 2030-04-23      | Fixed         | 11.00%                | Yes           |                  2 | On Loan: No      |
| LIBERTY COSTA RICA SR SF                 | Liberty Costa Rica Senior Secured Finance                                                                                  | CUSIP: 530371AA1<br>LEI: 549300W6O2PHTPCYQ751 | Long             | DBT              | CORP              | KY        |       749000 | PA      | $798295.44    | 0.02%             | 2031-01-15      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED IDR / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | ID        |            1 | NC      | $-58281.14    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: BMIEDFPW7 IRS KRW R V 03MKSDA BMIEDFPY3 CCPNDF / Short: BMIEDFPW7 IRS KRW P F  2.79250 BMIEDFPX5 CCPNDF              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  11483000000 | OU      | $-117496.23   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                         | PURCHASED EUR / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | XX        |            1 | NC      | $-65275.41    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GHANA GOVERNMENT BOND                    | Republic of Ghana Government Bonds                                                                                         | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |      7245000 | PA      | $599288.37    | 0.02%             | 2027-08-17      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | PURCHASED USD / SOLD TRY                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-881915.43   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| EGYPT GOVERNMENT BOND                    | Egypt Government Bond                                                                                                      | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |   5642300000 | PA      | $116014054.45 | 3.20%             | 2027-10-01      | Fixed         | 24.46%                | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | PURCHASED USD / SOLD EGP                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-487960.93   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD PEN                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-7032.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                       | PURCHASED UYU / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | UY        |            1 | NC      | $8206.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ARMENIAN TREASURY BONDS                  | Republic of Armenia Treasury Bonds                                                                                         | CUSIP: 000000000<br>LEI: 5299000H77JSW90G7935 | Long             | DBT              | NUSS              | AM        |    376680000 | PA      | $986371.44    | 0.03%             | 2026-04-29      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                 | Morgan Stanley Institutional Liquidity Funds - Government Portfolio                                                        | CUSIP: 61747C707<br>LEI: 549300BI6Y5SI6BYPB26 | Long             | STIV             | RF                | US        |    223375954 | NS      | $223375953.76 | 6.16%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF SURINAME INT                 | Suriname Government International Bond                                                                                     | CUSIP: 000000000<br>LEI: 254900SYU4G5JM13TN77 | Long             | DBT              | NUSS              | SR        |     15131827 | PA      | $15093997.43  | 0.42%             | 2033-07-15      | Fixed         | 7.95%                 | Yes           |                  2 | On Loan: No      |
| JSCB AGROBANK                            | Jscb Agrobank                                                                                                              | CUSIP: 000000000<br>LEI: 254900JPMU0LFCP18673 | Long             | DBT              | CORP              | UZ        |     22358000 | PA      | $23882602.30  | 0.66%             | 2029-10-02      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                 | Petroleos de Venezuela SA                                                                                                  | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |     21496000 | PA      | $3106172.00   | 0.09%             | 2021-11-17      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD EUR                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $129200.84    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| URU MONETARY REG BILL                    | Uruguay Monetary Regulation Bill                                                                                           | CUSIP: 000000000<br>LEI: 549300DTMS39GZYBX161 | Long             | STIV             | NUSS              | UY        |     71457000 | PA      | $1743319.58   | 0.05%             | 2025-11-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                        | PURCHASED USD / SOLD MXN                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |            1 | NC      | $-287089.29   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD PHP                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $118941.62    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIF4LJY4 IRS INR R F  5.67750 BMIF4LJZ1 CCPNDFOIS / Short: SMIF4LJY4 IRS INR P V 06MMIBOR BMIF4LK06 CCPNDFOIS       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   2433000000 | OU      | $-44511.21    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                              | PURCHASED UZS / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | UZ        |            1 | NC      | $46627.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | PURCHASED TRY / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | TR        |            1 | NC      | $1039790.29   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.           | PURCHASED IDR / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | ID        |            1 | NC      | $-41628.18    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED CLP / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | CL        |            1 | NC      | $-508286.18   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BANCO MACRO SA                           | Banco Macro SA                                                                                                             | CUSIP: 05963GAK4<br>LEI: 579100KKDKKIFEBKK040 | Long             | DBT              | CORP              | AR        |     10654000 | PA      | $10698746.80  | 0.30%             | 2029-06-23      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | PURCHASED EGP / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | EG        |            1 | NC      | $32127.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Romania Government International Bonds   | Romania Government International Bonds                                                                                     | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      2306000 | PA      | $2416082.51   | 0.07%             | 2053-01-17      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD PEN                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-25245.39    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BBVA BANCOMER SA TEXAS                   | BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero BBVA Mexico/TX                                               | CUSIP: 000000000<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |      9687000 | PA      | $10333922.46  | 0.29%             | 2038-06-29      | Fixed         | 8.45%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.           | PURCHASED CLP / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | CL        |            1 | NC      | $-12529.11    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIA                                  | Romanian Government International Bond                                                                                     | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      1181000 | PA      | $858782.76    | 0.02%             | 2050-01-28      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| GHANA GOVERNMENT BOND                    | Republic of Ghana Government Bonds                                                                                         | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |     22668048 | PA      | $1619239.35   | 0.04%             | 2031-02-11      | Fixed         | 8.95%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                           | Long: BMIF6MMZ3 TRS COP R F   .00000 ACI05MPY0 BOND TRS / Short: BMIF6MMZ3 TRS COP P V 00MDTF DTF RATE 90D NON COMPOUNDING | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              |  | CO        |  55935000000 | OU      | $56326.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Romania Government International Bonds   | Romania Government International Bonds                                                                                     | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      8280000 | PA      | $8807564.09   | 0.24%             | 2037-02-10      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| OHI GROUP SA                             | OHI Group SA                                                                                                               | CUSIP: 67712MAB5<br>LEI: 529900GW2J8DSYJHEH26 | Long             | DBT              | CORP              | LU        |     32030000 | PA      | $33839695.00  | 0.93%             | 2029-07-22      | Fixed         | 13.00%                | No            |                  2 | On Loan: No      |
| Citibank NA                              | PURCHASED USD / SOLD NGN                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $-19415.25    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VEON MIDCO BV                            | Veon Midco BV                                                                                                              | CUSIP: 000000000<br>LEI: 213800GOFSH7EPKBRE50 | Long             | DBT              | CORP              | NL        |      5611000 | PA      | $5195809.85   | 0.14%             | 2027-11-25      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: BMIED1UC6 IRS KRW R V 03MKSDA BMIED1UE2 CCPNDF / Short: BMIED1UC6 IRS KRW P F  2.70000 BMIED1UD4 CCPNDF              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   9047000000 | OU      | $-39342.19    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                         | PURCHASED UZS / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | UZ        |            1 | NC      | $185089.37    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIC3H5Q3 IRS CZK R F  3.94100 2 CCPVANILLA / Short: SMIC3H5Q3 IRS CZK P V 06MPRIBO 1 CCPVANILLA                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     60597610 | OU      | $-13134.79    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD EUR                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $1162665.08   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| OTP BANK NYRT                            | OTP Bank Nyrt                                                                                                              | CUSIP: 000000000<br>LEI: 529900W3MOO00A18X956 | Long             | DBT              | CORP              | HU        |      4945000 | PA      | $5146176.50   | 0.14%             | 2035-07-30      | Fixed         | 7.30%                 | Yes           |                  2 | On Loan: No      |
| URU MONETARY REG BILL                    | Uruguay Monetary Regulation Bill                                                                                           | CUSIP: 000000000<br>LEI: 549300DTMS39GZYBX161 | Long             | STIV             | NUSS              | UY        |    296000000 | PA      | $7177972.37   | 0.20%             | 2025-12-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                  | Romanian Government International Bond                                                                                     | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      4372000 | PA      | $4269585.94   | 0.12%             | 2035-10-29      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| BENIN INTL GOV BOND                      | Benin Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |      2234000 | PA      | $2209227.58   | 0.06%             | 2041-01-23      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| ADECOAGRO SA                             | Adecoagro SA                                                                                                               | CUSIP: 00676LAC0<br>LEI: 529900Q00UR5LFELO811 | Long             | DBT              | CORP              | LU        |      6683000 | PA      | $6703049.00   | 0.18%             | 2032-07-29      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                  | Romanian Government International Bond                                                                                     | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      2364000 | PA      | $2804310.69   | 0.08%             | 2034-09-10      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                     | Indonesia Treasury Bond                                                                                                    | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 332285000000 | PA      | $20493836.40  | 0.57%             | 2035-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRPSKA BOND                  | Republic of Srpska Treasury Bond                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | BA        |        84237 | PA      | $48658.00     | 0.00%             | 2026-09-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Angola Government International Bonds    | Angola Government International Bonds                                                                                      | CUSIP: 000000000<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |      6187000 | PA      | $4924624.13   | 0.14%             | 2049-11-26      | Fixed         | 9.12%                 | Yes           |                  2 | On Loan: No      |
| TULLOW OIL PLC                           | Tullow Oil PLC                                                                                                             | CUSIP: 000000000<br>LEI: 2138003EYHWO75RKS857 | Long             | DBT              | CORP              | GB        |      5754000 | PA      | $5192985.00   | 0.14%             | 2026-05-15      | Fixed         | 10.25%                | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD EUR                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $74761.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                    | Venezuela Government International Bond                                                                                    | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |      7024000 | PA      | $1405502.40   | 0.04%             | 2028-05-07      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Jordan Government International Bonds    | Jordan Government International Bonds                                                                                      | CUSIP: 000000000<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |      2127000 | PA      | $1926868.61   | 0.05%             | 2047-10-10      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED IDR / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | ID        |            1 | NC      | $-17043.23    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD IDR                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $68651.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD IDR                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $95543.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                              | Long: BMIF4P900 TRS COP R F   .00000 ACI05MPY0 BOND TRS / Short: BMIF4P900 TRS COP P V 00MDTF DTF RATE 90D NON COMPOUNDING | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              |  | CO        | 106337000000 | OU      | $222315.55    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria          | Nigeria OMO Bill                                                                                                           | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        |  12345875000 | PA      | $7692403.75   | 0.21%             | 2025-10-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF UZBEKIS                 | National Bank of Uzbekistan                                                                                                | CUSIP: 000000000<br>LEI: 253400TZJ7T1YULTGN68 | Long             | DBT              | NUSS              | UZ        | 175670000000 | PA      | $14249966.46  | 0.39%             | 2027-07-05      | Fixed         | 19.88%                | Yes           |                  2 | On Loan: No      |
| ACCESS BANK PLC                          | Access Bank PLC                                                                                                            | CUSIP: 000000000<br>LEI: 029200328C3N9YI2D660 | Long             | DBT              | CORP              | NG        |     14444000 | PA      | $14421674.78  | 0.40%             | 2026-09-21      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| PHILIPPINE GOVERNMENT                    | Philippine Government Bond                                                                                                 | CUSIP: 000000000<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    382000000 | PA      | $6678526.58   | 0.18%             | 2030-07-27      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | PURCHASED USD / SOLD NGN                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |            1 | NC      | $-629565.63   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                 | Petroleos de Venezuela SA                                                                                                  | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |     19369530 | PA      | $3089440.04   | 0.09%             | 2035-05-17      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                    | Sri Lanka Government International Bond                                                                                    | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |     18545403 | PA      | $15614624.75  | 0.43%             | 2038-02-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| ALBANIA GOVT BOND                        | Albanian Government Bond                                                                                                   | CUSIP: 000000000<br>LEI: 254900EDM43U3SGRND29 | Long             | DBT              | NUSS              | AL        |    224100000 | PA      | $2699540.05   | 0.07%             | 2030-01-22      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| URU MONETARY REG BILL                    | Uruguay Monetary Regulation Bill                                                                                           | CUSIP: 000000000<br>LEI: 549300DTMS39GZYBX161 | Long             | STIV             | NUSS              | UY        |    332488000 | PA      | $8016180.41   | 0.22%             | 2025-12-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TOTAL PLAY TELECOM                       | Total Play Telecomunicaciones SA de CV                                                                                     | CUSIP: 89157PAD0<br>LEI: 4469000001BSAPAMOQ06 | Long             | DBT              | CORP              | MX        |     10203650 | PA      | $9845757.69   | 0.27%             | 2032-12-31      | Fixed         | 11.12%                | No            |                  2 | On Loan: No      |
| MONGOLIA INTL BOND                       | Mongolia Government International Bond                                                                                     | CUSIP: 60937LAJ4<br>LEI: N/A                  | Long             | DBT              | NUSS              | MN        |      2000000 | PA      | $2000583.66   | 0.06%             | 2030-02-25      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                    | Venezuela Government International Bond                                                                                    | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |      4595000 | PA      | $683965.75    | 0.02%             | 2018-12-01      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| ALBANIA GOVT BOND                        | Albanian Government Bond                                                                                                   | CUSIP: 000000000<br>LEI: 254900EDM43U3SGRND29 | Long             | DBT              | NUSS              | AL        |   1882900000 | PA      | $23494906.65  | 0.65%             | 2029-07-22      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH OF BAHAMAS                  | Bahamas Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 549300W13SXC7EKNJC20 | Long             | DBT              | NUSS              | BS        |      3993000 | PA      | $3637623.00   | 0.10%             | 2033-05-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| SRI LANKA GOVT BOND                      | Sri Lanka Government Bonds                                                                                                 | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |   3260000000 | PA      | $11362522.61  | 0.31%             | 2029-12-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | BMIF7XQP6 EATON VANCE                                                                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |     50000000 | OU      | $241750.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED IDR / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | ID        |            1 | NC      | $19093.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                              | BMIET5NT1 EATON VANCE                                                                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |     33467000 | OU      | $33467000.00  | 0.92%             |  |  |  | No            |                  2 | On Loan: No      |
| SUNAC CHINA HOLDINGS LTD                 | Sunac China Holdings Ltd                                                                                                   | CUSIP: 000000000<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | KY        |      3177504 | PA      | $428963.04    | 0.01%             | 2028-09-30      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Chicago Board of Trade                   | US 10YR NOTE (CBT)SEP25                                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        -1797 | NC      | $-2016241.67  | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| ICBC Standard Bank PLC                   | PURCHASED USD / SOLD PHP                                                                                                   | CUSIP: 000000000<br>LEI: F01VVKN4DRF2NWKGQ283 | N/A              | DFE              |  | US        |            1 | NC      | $200403.51    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | PURCHASED USD / SOLD MXN                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-699524.75   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange              | Long: BMIF816F9 IRS COP R V 03MCPIBR BMIF816H5 CCPNDFOIS / Short: BMIF816F9 IRS COP P F  8.69000 BMIF816G7 CCPNDFOIS       | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  24355957306 | OU      | $-11837.76    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                           | Long: BMIEZWWL2 TRS COP R F   .00000 ACI05MPY0 BOND TRS / Short: BMIEZWWL2 TRS COP P V 00MDTF DTF RATE 90D NON COMPOUNDING | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              |  | CO        |  27034000000 | OU      | $69901.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                       | Dominican Republic International Bond                                                                                      | CUSIP: 25714PFA1<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    769250000 | PA      | $13369335.07  | 0.37%             | 2036-06-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| MONGOLIA INTL BOND                       | Mongolia Government International Bond                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | MN        |     16771000 | PA      | $16775894.28  | 0.46%             | 2030-02-25      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Chicago Mercantile Exchange              | Long: BMIF3SHJ5 IRS COP R V 03MCPIBR BMIF3SHL0 CCPNDFOIS / Short: BMIF3SHJ5 IRS COP P F  8.40000 BMIF3SHK2 CCPNDFOIS       | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  43431000000 | OU      | $-16885.81    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HTA GROUP LTD                            | HTA Group Ltd 2024 Term Loan Tranche A                                                                                     | CUSIP: 000000000<br>LEI: 213800WEFU8O8X6EPU13 | Long             | LON              | CORP              | US        |      1740000 | PA      | $1731300.00   | 0.05%             | 2028-09-13      | Floating      | 8.59%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED INR / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | IN        |            1 | NC      | $-338859.61   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ARMENIAN TREASURY BONDS                  | Republic of Armenia Treasury Bonds                                                                                         | CUSIP: 000000000<br>LEI: 5299000H77JSW90G7935 | Long             | DBT              | NUSS              | AM        |   2997750000 | PA      | $7807717.09   | 0.22%             | 2028-04-29      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Romania Government International Bonds   | Romania Government International Bonds                                                                                     | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      1152000 | PA      | $907780.62    | 0.03%             | 2048-06-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD PHP                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $407192.50    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.           | PURCHASED USD / SOLD PHP                                                                                                   | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | US        |            1 | NC      | $344242.30    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                   | PURCHASED EUR / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |            1 | NC      | $-6802.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                        | Lebanon Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      3614000 | PA      | $679432.00    | 0.02%             | 2028-03-20      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Lebanese Republic                        | Lebanon Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |       840000 | PA      | $157290.00    | 0.00%             | 2025-02-26      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs International              | Long: BMIF95B55 CDS USD R F  1.00000 BMIF95B63 CORPORATE / Short: BMIF95B55 CDS USD P V 03MEVENT BMIF95B71 CORPORATE       | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | GB        |      2536000 | OU      | $-70018.10    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VALE SA                                  | Vale SA                                                                                                                    | CUSIP: 000000000<br>LEI: 254900SMTWBX7RU2SR20 | Long             | DBT              | CORP              | BR        |     92624600 | PA      | $5880480.63   | 0.16%             | 2049-12-29      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                       | Long: BMIF4PFL7 TRS PEN R F   .00000 ACI2PNWZ1 BOND TRS / Short: BMIF4PFL7 TRS USD P V 00MSOFR SOFRRATE +70BPS             | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              |  | PE        |    288634145 | OU      | $227131.70    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange              | Long: BMIEY28G7 IRS COP R V 03MCPIBR BMIEY28J1 CCPNDFOIS / Short: BMIEY28G7 IRS COP P F  8.33000 BMIEY28H5 CCPNDFOIS       | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  52943300000 | OU      | $3158.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD EUR                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $2821.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED TWD / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | TW        |            1 | NC      | $-85077.51    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED KRW / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | KR        |            1 | NC      | $-462553.86   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LIMAK YENILENEBILIR                      | Limak Yenilenebilir Enerji AS                                                                                              | CUSIP: 53263MAA0<br>LEI: 789000WFO2FHRONHFN18 | Long             | DBT              | CORP              | TR        |     10572000 | PA      | $10558357.36  | 0.29%             | 2030-08-12      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| GOL FINANCE                              | Gol Finance Inc                                                                                                            | CUSIP: 36254VAN8<br>LEI: 549300FRXVB8W0960Y03 | Long             | DBT              | CORP              | KY        |     17288000 | PA      | $16877410.00  | 0.47%             | 2030-06-06      | Fixed         | 14.38%                | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD IDR                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $102082.40    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PIH COMMUNICATION LLC                    | PIH Communication LLC Term Loan                                                                                            | CUSIP: 000000000<br>LEI: 254900AHBU7ZVXHYQB65 | Long             | LON              | CORP              | US        |     12787487 | PA      | $12787487.19  | 0.35%             | 2029-12-12      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| Digicel International Finance Limited    | Digicel International Finance Limited 2024 Term Loan                                                                       | CUSIP: 000000000<br>LEI: 5493007V023VOEW4FK27 | Long             | LON              | CORP              | BM        |     16423858 | PA      | $16505977.50  | 0.46%             | 2027-05-25      | Floating      | 11.86%                | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED CLP / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | CL        |            1 | NC      | $-314610.64   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| PUMA INTERNATIONAL FINAN                 | Puma International Financing SA                                                                                            | CUSIP: 000000000<br>LEI: 222100YFBPO7IDRUBR17 | Long             | DBT              | CORP              | LU        |      2311000 | PA      | $2391221.74   | 0.07%             | 2029-04-25      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| PHILIPPINE GOVERNMENT                    | Philippine Government Bond                                                                                                 | CUSIP: 000000000<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |   2363780000 | PA      | $38366602.03  | 1.06%             | 2028-04-22      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | PURCHASED USD / SOLD EGP                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-1261592.73  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Suisse SA                    | Long: BMIF6E1W1 TRS COP R F   .00000 ACI0BJ3C2 BOND TRS / Short: BMIF6E1W1 TRS COP P V 00MDTF DTF RATE 90D NON COMPOUNDING | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              |  | CO        |  17397000000 | OU      | $35644.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MONGOLIA INTL BOND                       | Mongolia Government International Bond                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | MN        |      1100000 | PA      | $1160612.12   | 0.03%             | 2029-06-05      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| FORESEA HOLDING SA                       | FORESEA Holding SA                                                                                                         | CUSIP: 000000000<br>LEI: 254900BAD50AKYGIMV79 | Long             | DBT              | CORP              | LU        |     18951516 | PA      | $18262706.09  | 0.50%             | 2030-06-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF ALBANIA                      | Albania Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 254900EDM43U3SGRND29 | Long             | DBT              | NUSS              | AL        |     18048000 | PA      | $20768105.69  | 0.57%             | 2035-02-14      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs International              | BMIF5XQR4 EATON VANCE                                                                                                      | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |     -7912000 | OU      | $-2843992.14  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.          | Long: B92XULF87 CDS USD R V 03MEVENT Z92XULF95 CCPCORPORATE / Short: B92XULF87 CDS USD P F  1.00000 Z92XULFA2 CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     62664000 | OU      | $1616348.95   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| SUNAC CHINA HOLDINGS LTD                 | Sunac China Holdings Ltd                                                                                                   | CUSIP: 000000000<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | KY        |      1237460 | PA      | $142307.90    | 0.00%             | 2032-09-30      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIF18SE0 IRS ZAR R F  8.75500 BMIF18SF7 CCPVANILLA / Short: SMIF18SE0 IRS ZAR P V 03MJIBAR BMIF18SG5 CCPVANILLA     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    320735000 | OU      | $519611.39    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange              | Long: BMIF05FN1 IRS COP R V 03MCPIBR BMIF05FQ4 CCPNDFOIS / Short: BMIF05FN1 IRS COP P F  8.48000 BMIF05FP6 CCPNDFOIS       | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  87543000000 | OU      | $-78906.53    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.           | PURCHASED TWD / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | TW        |            1 | NC      | $-375149.79   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                    | Sri Lanka Government International Bond                                                                                    | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |     10683550 | PA      | $9628549.44   | 0.27%             | 2030-01-15      | Variable      | 3.10%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD CLP                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $28706.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VMOS SA                                  | VMOS SA TERM LOAN                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | AR        |     20073750 | PA      | $20073750.00  | 0.55%             | 2030-07-08      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                 | Petroleos de Venezuela SA                                                                                                  | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |     43330969 | PA      | $6088001.14   | 0.17%             | 2024-05-16      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| ALPHA HOLDING SA                         | Alpha Holding SA de CV                                                                                                     | CUSIP: 000000000<br>LEI: 549300R872G37EN6NT94 | Long             | DBT              | CORP              | MX        |      8785309 | PA      | $65889.82     | 0.00%             | 2025-02-10      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF SURINAME INT                 | Suriname Government International Bond                                                                                     | CUSIP: 000000000<br>LEI: 254900SYU4G5JM13TN77 | Long             | DBT              | NUSS              | SR        |      8373000 | PA      | $9754545.00   | 0.27%             | 2050-12-31      | Variable      | 9.00%                 | Yes           |                  2 | On Loan: No      |
| Lebanese Republic                        | Lebanon Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |     17766000 | PA      | $3307984.79   | 0.09%             | 2022-10-04      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Tanzania                                 | Tanzania 10 Year Term Loan                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | TZ        |     22069412 | PA      | $22221403.79  | 0.61%             | 2031-04-28      | Floating      | 10.86%                | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | PURCHASED MXN / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | MX        |            1 | NC      | $23028.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CLEALCO ACUCAR E ALCOOL SA               | Clealco Acucar E Alcool SA 2025 Term Loan                                                                                  | CUSIP: 000000000<br>LEI: 549300PTHN698FP7LU33 | Long             | LON              | CORP              | BR        |      7977549 | PA      | $7977548.58   | 0.22%             | 2025-12-31      | Floating      | 14.70%                | No            |                  2 | On Loan: No      |
| FRIGORIFICO CONCEPCION                   | Frigorifico Concepcion SA                                                                                                  | CUSIP: 358648AA1<br>LEI: 529900Q6VZVL47QJCQ91 | Long             | DBT              | CORP              | PY        |      2547000 | PA      | $1914872.81   | 0.05%             | 2028-07-21      | Fixed         | 7.70%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD IDR                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $157112.01    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GENER MEDIT/CENT TERMICA                 | Generacion Mediterranea SA / Central Termica Roca SA                                                                       | CUSIP: 36875KAJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | AR        |      5957520 | PA      | $3515201.67   | 0.10%             | 2031-11-01      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED TWD / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | TW        |            1 | NC      | $-157638.96   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Petroleos del Peru SA                    | Petroleos del Peru SA                                                                                                      | CUSIP: 000000000<br>LEI: 549300ZMGDLC9JT2OR80 | Long             | DBT              | CORP              | PE        |     16210000 | PA      | $10941403.11  | 0.30%             | 2047-06-19      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA SA TSA            | PETROLEOS DE VENEZUELA SA TSA                                                                                              | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | US        |       148500 | PA      | $147386.25    | 0.00%             | 2027-10-20      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | PURCHASED USD / SOLD ZAR                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |            1 | NC      | $168378.87    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TIMES CHINA HLDG LTD                     | Times China Holdings Ltd                                                                                                   | CUSIP: 000000000<br>LEI: 2549000KTINB9ZPZP710 | Long             | DBT              | CORP              | KY        |      3803000 | PA      | $136908.00    | 0.00%             | 2023-07-16      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Eurex Deutschland                        | EURO-BOBL FUTURE SEP25                                                                                                     | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         -523 | NC      | $453402.86    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ICBC Standard Bank PLC                   | PURCHASED KZT / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: F01VVKN4DRF2NWKGQ283 | N/A              | DFE              |  | KZ        |            1 | NC      | $-4737.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNIGEL LUXEMBOURG SA                     | Unigel Luxembourg SA                                                                                                       | CUSIP: 000000000<br>LEI: 213800Y16R77O7LH7X62 | Long             | DBT              | CORP              | LU        |       698469 | PA      | $553536.68    | 0.02%             | 2027-12-31      | Fixed         | 13.50%                | Yes           |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIF3F3T6 IRS ZAR R F  8.49000 BMIF3F3U3 CCPVANILLA / Short: SMIF3F3T6 IRS ZAR P V 03MJIBAR BMIF3F3V1 CCPVANILLA     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    109216000 | OU      | $67202.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                              | PURCHASED EGP / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | EG        |            1 | NC      | $2080686.57   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD EUR                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $2363155.66   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD TWD                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $118129.52    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD CLP                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $24642.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED KRW / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | KR        |            1 | NC      | $-1017184.00  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                        | Lebanon Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |     11199000 | PA      | $2090013.38   | 0.06%             | 2020-04-14      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| CAMPOSOL SA                              | Camposol SA                                                                                                                | CUSIP: 000000000<br>LEI: 5493008B0STMH3JFSW17 | Long             | DBT              | CORP              | PE        |      7933000 | PA      | $7826089.34   | 0.22%             | 2027-02-03      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Chicago Mercantile Exchange              | Long: BMIF893C2 IRS COP R V 03MCPIBR BMIF893E8 CCPNDFOIS / Short: BMIF893C2 IRS COP P F  8.71500 BMIF893D0 CCPNDFOIS       | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  34794000000 | OU      | $-25304.11    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UZBEK INDUSTRIAL AND CON                 | Uzbek Industrial and Construction Bank ATB                                                                                 | CUSIP: 000000000<br>LEI: 213800C2NIFPFTXYIU69 | Long             | DBT              | CORP              | UZ        | 317410000000 | PA      | $25937893.37  | 0.72%             | 2027-07-24      | Fixed         | 21.00%                | Yes           |                  2 | On Loan: No      |
| Goldman Sachs International              | PURCHASED EGP / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | EG        |            1 | NC      | $800844.87    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Zambia Government International Bonds    | Zambia Government International Bonds                                                                                      | CUSIP: 000000000<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |      9856000 | PA      | $7228673.27   | 0.20%             | 2053-12-31      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| TUNISIAN REPUBLIC                        | Tunisian Republic                                                                                                          | CUSIP: 000000000<br>LEI: 254900B5LFB16S9T2T11 | Long             | DBT              | NUSS              | TN        |    600000000 | PA      | $3751933.73   | 0.10%             | 2027-08-09      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT BOND                      | Sri Lanka Government Bonds                                                                                                 | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |   1296000000 | PA      | $4503919.00   | 0.12%             | 2030-10-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                    | Venezuela Government International Bond                                                                                    | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |     15655100 | PA      | $2457459.32   | 0.07%             | 2019-10-13      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Lebanese Republic                        | Lebanon Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |       467000 | PA      | $88029.50     | 0.00%             | 2032-03-23      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| State Street Bank & Trust Co.            | PURCHASED USD / SOLD EUR                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |            1 | NC      | $43044.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                        | Long: BMID8HAM9 CDS USD R F  1.00000 BMID8HAN7 CORPORATE / Short: BMID8HAM9 CDS USD P V 03MEVENT BMID8HAP2 CORPORATE       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              |  | GB        |      1000000 | OU      | $-23966.43    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of South Africa                 | Republic of South Africa Government Bond                                                                                   | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    203359000 | PA      | $9274712.43   | 0.26%             | 2048-02-28      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                   | Asian Development Bank                                                                                                     | CUSIP: 000000000<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |  59548400000 | PA      | $4715108.86   | 0.13%             | 2028-06-26      | Fixed         | 14.50%                | No            |                  2 | On Loan: No      |
| Citibank NA                              | PURCHASED UYU / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | UY        |            1 | NC      | $-484.50      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COMMONWEALTH OF BAHAMAS                  | Bahamas Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 549300W13SXC7EKNJC20 | Long             | DBT              | NUSS              | BS        |       303000 | PA      | $320877.00    | 0.01%             | 2029-06-16      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF PARAGUAY                     | Paraguay Government International Bond                                                                                     | CUSIP: 699149AP5<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        | 121909000000 | PA      | $15666217.64  | 0.43%             | 2031-02-09      | Fixed         | 7.90%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                 | Petroleos de Venezuela SA                                                                                                  | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |     19708544 | PA      | $2788758.98   | 0.08%             | 2026-11-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED INR / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | IN        |            1 | NC      | $-348078.73   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Ukraine Government International Bonds   | Ukraine Government International Bonds                                                                                     | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     11046269 | PA      | $5154591.86   | 0.14%             | 2036-02-01      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                       | Ukraine Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     88726000 | PA      | $66063161.45  | 1.82%             | 2041-08-01      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIF4LJ16 IRS INR R F  5.68300 BMIF4LJ24 CCPNDFOIS / Short: SMIF4LJ16 IRS INR P V 06MMIBOR BMIF4LJ32 CCPNDFOIS       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   3209000000 | OU      | $-50231.09    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EUROPEAN BK RECON & DEV                  | European Bank for Reconstruction & Development                                                                             | CUSIP: 000000000<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | XX        |      1854162 | PA      | $1846988.73   | 0.05%             | 2027-03-01      | Fixed         | 17.35%                | Yes           |                  2 | On Loan: No      |
| ROMANIA                                  | Romanian Government International Bond                                                                                     | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      1890000 | PA      | $1413254.64   | 0.04%             | 2041-04-14      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| ARMENIAN TREASURY BONDS                  | Republic of Armenia Treasury Bonds                                                                                         | CUSIP: 000000000<br>LEI: 5299000H77JSW90G7935 | Long             | DBT              | NUSS              | AM        |  11874330000 | PA      | $30603647.50  | 0.84%             | 2033-10-29      | Fixed         | 9.60%                 | No            |                  2 | On Loan: No      |
| ECOBANK TRANSNATIONAL                    | Ecobank Transnational Inc                                                                                                  | CUSIP: 000000000<br>LEI: 213800USCE9Y111R4656 | Long             | DBT              | CORP              | TG        |      6621000 | PA      | $6985136.92   | 0.19%             | 2029-10-15      | Fixed         | 10.12%                | Yes           |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIF4THG8 IRS INR R F  5.67100 BMIF4THH6 CCPNDFOIS / Short: SMIF4THG8 IRS INR P V 06MMIBOR BMIF4THJ2 CCPNDFOIS       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   4011000000 | OU      | $-85898.90    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANCO DAVIVIENDA SA                      | Banco Davivienda SA                                                                                                        | CUSIP: 059501AG1<br>LEI: 549300P161V4IPKAQS70 | Long             | DBT              | CORP              | CO        |     10997000 | PA      | $11216830.03  | 0.31%             | 2035-07-02      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Nigeria Government International Bonds   | Nigeria Government International Bonds                                                                                     | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |      1189000 | PA      | $1280031.81   | 0.04%             | 2034-12-09      | Fixed         | 10.38%                | Yes           |                  2 | On Loan: No      |
| Goldman Sachs International              | PURCHASED ZAR / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | ZA        |            1 | NC      | $-57555.46    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GHANA COCOA BOND                         | Ghana Cocoa Bond                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | GH        |     11360456 | PA      | $910978.74    | 0.03%             | 2028-08-28      | Fixed         | 13.00%                | No            |                  2 | On Loan: No      |
| ALBANIA GOVT BOND                        | Albanian Government Bond                                                                                                   | CUSIP: 000000000<br>LEI: 254900EDM43U3SGRND29 | Long             | DBT              | NUSS              | AL        |    883700000 | PA      | $11103541.59  | 0.31%             | 2029-01-26      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BANK OF GEORGIA JSC                      | Bank of Georgia JSC                                                                                                        | CUSIP: 062269AA3<br>LEI: 549300RPLD8RXL49Z691 | Long             | DBT              | CORP              | GE        |       205000 | PA      | $205418.70    | 0.01%             | 2029-07-16      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED KRW / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | KR        |            1 | NC      | $-40111.43    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.           | PURCHASED USD / SOLD TWD                                                                                                   | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | US        |            1 | NC      | $1439305.45   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets Ltd.            | RRP BENIN GOVERNMENT REPO                                                                                                  | CUSIP: 000000000<br>LEI: XKZZ2JZF41MRHTR1V493 | Short            | RA               | CORP              | US        |    -12986783 | PA      | $-12986782.96 | -0.36%            |  |  |  | No            |                  2 | On Loan: No      |
| DEVELOPMENT BANK OF KAZA                 | Development Bank of Kazakhstan JSC                                                                                         | CUSIP: 48129VAC0<br>LEI: 213800LCDPGJ1BI7KX98 | Long             | DBT              | NUSS              | KZ        |   7365500000 | PA      | $12976753.14  | 0.36%             | 2027-04-15      | Fixed         | 13.00%                | No            |                  2 | On Loan: No      |
| PT PAKUWON JATI                          | Pakuwon Jati Tbk PT                                                                                                        | CUSIP: 000000000<br>LEI: 254900GUXQAQB065PM73 | Long             | DBT              | CORP              | ID        |      3004000 | PA      | $2939027.30   | 0.08%             | 2028-04-29      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIF804K2 IRS PLN R F  4.01800 BMIF804L0 CCPVANILLA / Short: SMIF804K2 IRS PLN P V 06MWIBOR BMIF804M8 CCPVANILLA     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     77400000 | OU      | $-143597.55   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                              | BMIET5NT1 EATON VANCE                                                                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |    -33467000 | OU      | $-33470714.84 | -0.92%            |  |  |  | No            |                  2 | On Loan: No      |
| Eurex Deutschland                        | EURO-BUXL 30Y BND SEP25                                                                                                    | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |          -42 | NC      | $168670.83    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ghana Government International Bonds     | Ghana Government International Bonds                                                                                       | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |       732000 | PA      | $698370.66    | 0.02%             | 2029-07-03      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| KAZAKH GOV BOND - MEUKAM                 | Kazakhstan Government Bond - MEUKAM                                                                                        | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |   3802314000 | PA      | $5346662.69   | 0.15%             | 2028-04-18      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EGYPT GOVERNMENT BOND                    | Egypt Government Bond                                                                                                      | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |   5497418000 | PA      | $104568524.72 | 2.89%             | 2030-05-20      | Fixed         | 19.98%                | No            |                  2 | On Loan: No      |
| GHANA GOVERNMENT BOND                    | Republic of Ghana Government Bonds                                                                                         | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |     19877247 | PA      | $1532589.43   | 0.04%             | 2029-02-13      | Fixed         | 8.65%                 | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria          | NIGERIA OMO BILL                                                                                                           | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |    989018000 | PA      | $565513.57    | 0.02%             | 2026-02-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                  | Romanian Government International Bond                                                                                     | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     11694000 | PA      | $13726504.21  | 0.38%             | 2039-07-11      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury                   | U.S. Treasury Bills                                                                                                        | CUSIP: 912797PP6<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |     10000000 | PA      | $9976161.10   | 0.28%             | 2025-08-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED KRW / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | KR        |            1 | NC      | $-145751.63   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD CLP                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $854134.33    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| OI S.A.                                  | OI S.A.                                                                                                                    | CUSIP: 67117EAE8<br>LEI: 254900YEMWCRRAGD4978 | Long             | DBT              | CORP              | BR        |      7640768 | PA      | $5437442.37   | 0.15%             | 2027-06-30      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                   | PURCHASED USD / SOLD MXN                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |            1 | NC      | $283913.59    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIA                                  | Romanian Government International Bond                                                                                     | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      9953000 | PA      | $10813356.91  | 0.30%             | 2044-09-24      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| GOLAR LNG LTD                            | Golar LNG Ltd                                                                                                              | CUSIP: 000000000<br>LEI: 213800C2VSFZG3EZLO34 | Long             | DBT              | CORP              | BM        |     10200000 | PA      | $10306188.83  | 0.28%             | 2029-09-19      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED TWD / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | TW        |            1 | NC      | $-307134.41   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                   | US 2YR NOTE (CBT) SEP25                                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        -1112 | NC      | $226025.16    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Capital Securities Ltd.         | RRP HONDURAS REPUBLIC OF                                                                                                   | CUSIP: 000000000<br>LEI: K9WDOH4D2PYBSLSOB484 | Short            | RA               | CORP              | US        |    -13368750 | PA      | $-13368750.00 | -0.37%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.          | Long: SMIERUVT9 CDS USD R F  1.00000 BMIERUVU6 CCPCORPORATE / Short: SMIERUVT9 CDS USD P V 03MEVENT BMIERUVV4 CCPCORPORATE | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |      2437000 | OU      | $-345602.89   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Ivory Coast                              | Ivory Coast EUR 7 Year Term Loan                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | TZ        |       525000 | PA      | $608267.65    | 0.02%             | 2028-01-06      | Floating      | 7.78%                 | No            |                  2 | On Loan: No      |
| ECOBANK TRANSNATIONAL                    | Ecobank Transnational Inc                                                                                                  | CUSIP: 27889PAC7<br>LEI: 213800USCE9Y111R4656 | Long             | DBT              | CORP              | TG        |      7744000 | PA      | $8169898.86   | 0.23%             | 2029-10-15      | Fixed         | 10.12%                | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED KRW / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | KR        |            1 | NC      | $-40151.98    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria          | NIGERIA OMO BILL                                                                                                           | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | ABS-MBS          | NUSS              | NG        |  20557259000 | PA      | $12744205.58  | 0.35%             | 2025-10-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT BOND                      | Sri Lanka Government Bonds                                                                                                 | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |   1271000000 | PA      | $3809074.57   | 0.11%             | 2033-11-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| EGYPT GOVERNMENT BOND                    | Egypt Government Bond                                                                                                      | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    527707000 | PA      | $11017620.48  | 0.30%             | 2027-08-13      | Fixed         | 25.32%                | No            |                  2 | On Loan: No      |
| BNP Paribas SA                           | Long: BMIF816X0 TRS COP R F   .00000 ACI0BJ3C2 BOND TRS / Short: BMIF816X0 TRS COP P V 00MDTF DTF RATE 90D NON COMPOUNDING | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              |  | CO        |  29227000000 | OU      | $15347.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PUMA INTERNATIONAL FINAN                 | Puma International Financing SA                                                                                            | CUSIP: 000000000<br>LEI: 222100YFBPO7IDRUBR17 | Long             | DBT              | CORP              | LU        |      6800000 | PA      | $7036048.40   | 0.19%             | 2029-04-25      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Ukraine Government International Bonds   | Ukraine Government International Bonds                                                                                     | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      9314000 | PA      | $4720302.04   | 0.13%             | 2034-02-01      | Variable      | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Chicago Mercantile Exchange              | Long: BMIF3G2Z1 IRS COP R V 03MCPIBR BMIF3G315 CCPNDFOIS / Short: BMIF3G2Z1 IRS COP P F  8.51500 BMIF3G307 CCPNDFOIS       | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   7000000000 | OU      | $-7879.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: BMIEGHUE4 IRS KRW R V 03MKSDA BMIEGHUG9 CCPNDF / Short: BMIEGHUE4 IRS KRW P F  2.63000 BMIEGHUF1 CCPNDF              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   6138000000 | OU      | $636.90       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KAZAKH GOV BOND - MEUKAM                 | Kazakhstan Government Bond - MEUKAM                                                                                        | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |   3752504000 | PA      | $5777153.44   | 0.16%             | 2029-07-28      | Fixed         | 10.55%                | No            |                  2 | On Loan: No      |
| FRIGORIFICO CONCEPCION                   | Frigorifico Concepcion SA                                                                                                  | CUSIP: 000000000<br>LEI: 529900Q6VZVL47QJCQ91 | Long             | DBT              | CORP              | PY        |      1899000 | PA      | $1427696.69   | 0.04%             | 2028-07-21      | Fixed         | 7.70%                 | Yes           |                  2 | On Loan: No      |
| KOSMOS ENERGY LTD                        | Kosmos Energy Ltd                                                                                                          | CUSIP: 000000000<br>LEI: 213800YDFJ3OT9B5P157 | Long             | DBT              | CORP              | US        |      9063000 | PA      | $7789558.78   | 0.21%             | 2028-03-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED KRW / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | KR        |            1 | NC      | $-117722.06   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                       | Dominican Republic International Bond                                                                                      | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    421100000 | PA      | $8132484.03   | 0.22%             | 2034-06-10      | Fixed         | 13.00%                | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED TWD / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | TW        |            1 | NC      | $-192031.22   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD PHP                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $157931.15    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LETRA TESORO CAPITALIZAB                 | Letra Del Tesoro Nacional Capitalizable En Pesos                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | NUSS              | AR        |   2415467000 | PA      | $1752297.95   | 0.05%             | 2026-05-29      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD CLP                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $529859.36    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ICBC Standard Bank PLC                   | PURCHASED USD / SOLD GHS                                                                                                   | CUSIP: 000000000<br>LEI: F01VVKN4DRF2NWKGQ283 | N/A              | DFE              |  | US        |            1 | NC      | $-425754.45   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                   | BMIET5NS3 EATON VANCE                                                                                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |    -14558500 | OU      | $-14558500.00 | -0.40%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | PURCHASED USD / SOLD ZAR                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $385318.19    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                   | US 10YR ULTRA FUT SEP25                                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         -250 | NC      | $-512932.75   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| BONO TESORO CAPITALIZAB                  | Bono Del Tesoro Nacional Capitalizable en Pesos                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | AR        |   3623202000 | PA      | $3148731.04   | 0.09%             | 2026-01-30      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| TUNISIAN REPUBLIC                        | Tunisian Republic                                                                                                          | CUSIP: 000000000<br>LEI: 254900B5LFB16S9T2T11 | Long             | DBT              | NUSS              | TN        |     30000000 | PA      | $175688.00    | 0.00%             | 2031-03-17      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                 | Long: SMIF3FFK2 IRS ZAR R F  8.48000 BMIF3FFL0 CCPVANILLA / Short: SMIF3FFK2 IRS ZAR P V 03MJIBAR BMIF3FFM8 CCPVANILLA     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    156574000 | OU      | $90405.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| POLARIS RENEWABLE ENERGY                 | Polaris Renewable Energy Inc                                                                                               | CUSIP: 000000000<br>LEI: 254900IRAKXV4MM4QF30 | Long             | DBT              | CORP              | CA        |      7125000 | PA      | $7374375.00   | 0.20%             | 2029-12-03      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.          | Long: B92RH4QV0 CDS USD R V 03MEVENT 1 CCPSOVEREIGN / Short: B92RH4QV0 CDS USD P F  1.00000 2 CCPSOVEREIGN                 | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     80300000 | OU      | $-213940.88   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                              | PURCHASED KZT / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | KZ        |            1 | NC      | $21146.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BONTE                                    | Argentina Treasury Bond BONTE                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | AR        |   8372000000 | PA      | $6598708.91   | 0.18%             | 2030-05-30      | Fixed         | 29.50%                | No            |                  2 | On Loan: No      |
| Bank of America NA                       | PURCHASED USD / SOLD MXN                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |            1 | NC      | $-78698.84    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KAZAKH GOV BOND - MEUKAM                 | Kazakhstan Government Bond - MEUKAM                                                                                        | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |   2465180000 | PA      | $3515905.15   | 0.10%             | 2028-12-10      | Fixed         | 7.22%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD PEN                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-19797.05    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KOSMOS ENERGY LTD                        | Kosmos Energy Ltd                                                                                                          | CUSIP: 000000000<br>LEI: 213800YDFJ3OT9B5P157 | Long             | DBT              | CORP              | US        |     16665000 | PA      | $12861115.43  | 0.35%             | 2031-10-01      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| SUNAC CHINA HOLDINGS LTD                 | Sunac China Holdings Ltd                                                                                                   | CUSIP: 000000000<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | KY        |      1054052 | PA      | $144932.15    | 0.00%             | 2026-09-30      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                        | Lebanon Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      3050000 | PA      | $574925.00    | 0.02%             | 2031-04-22      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Citibank NA                              | PURCHASED UYU / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | UY        |            1 | NC      | $-7431.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED USD / SOLD PEN                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-455732.76   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                      | PURCHASED KRW / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | KR        |            1 | NC      | $-38027.61    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ALBANIA TREASURY BILL                    | Albanian Treasury Bill                                                                                                     | CUSIP: 000000000<br>LEI: 254900EDM43U3SGRND29 | Long             | STIV             | NUSS              | AL        |    149800000 | PA      | $1722984.96   | 0.05%             | 2026-03-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                  | Romanian Government International Bond                                                                                     | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      3487000 | PA      | $2580450.35   | 0.07%             | 2040-12-02      | Fixed         | 2.62%                 | Yes           |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                   | Republic of Poland Government Bond                                                                                         | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    514399064 | PA      | $123133365.67 | 3.40%             | 2036-08-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                  | PURCHASED TRY / SOLD USD                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | TR        |            1 | NC      | $989732.33    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| HONDURAS GOVERNMENT                      | Honduras Government International Bond                                                                                     | CUSIP: 000000000<br>LEI: 5493002DW1JNBNG17615 | Long             | DBT              | NUSS              | HN        |     24930000 | PA      | $26058082.50  | 0.72%             | 2034-11-27      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| Lebanese Republic                        | Lebanon Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |       598000 | PA      | $111611.47    | 0.00%             | 2020-03-09      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| BONOS DE TESORERIA                       | Peru Government Bond                                                                                                       | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      9655000 | PA      | $2934179.39   | 0.08%             | 2033-08-12      | Fixed         | 7.30%                 | Yes           |                  2 | On Loan: No      |
| GOLOMT BANK OF MONGOLIA                  | Golomt Bank                                                                                                                | CUSIP: 000000000<br>LEI: 549300QLH7BRA4EIZO16 | Long             | DBT              | CORP              | MN        |      3845000 | PA      | $3986526.64   | 0.11%             | 2027-05-20      | Fixed         | 11.00%                | Yes           |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-08-22

**Name of Applicant:** Eaton Vance Series Fund, Inc.

**Signature:** James Kirchner

**Name of Signer:** James Kirchner

**Title:** Treasurer