# EDGAR Filing Document

**Accession Number:** 0000918706
**File Stem:** 0001410368-26-064369
**Filing Date:** 2026-6
**Character Count:** 637536
**Document Hash:** 31ca98709f507dbc4d172e88e57619bc
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-064369.hdr.sgml**: 20260624

**ACCESSION NUMBER**: 0001410368-26-064369

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260430

**FILED AS OF DATE**: 20260624

**DATE AS OF CHANGE**: 20260624

**PERIOD START**: 20261031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Global Macro Portfolio
- **CENTRAL INDEX KEY:** 0000918706

**ORGANIZATION NAME:**
- **EIN:** 043162525
- **STATE OF INCORPORATION:** NY
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-08342
- **FILM NUMBER:** 261113375

**BUSINESS ADDRESS:**
- **STREET 1:** ONE POST OFFICE SQUARE
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02109
- **BUSINESS PHONE:** 617-482-8260

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

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** Strategic Income Portfolio
- **DATE OF NAME CHANGE:** 20050401

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** STRATEGIC INCOME PORTFOLIO
- **DATE OF NAME CHANGE:** 19960207

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** SHORT TERM INCOME PORTFOLIO
- **DATE OF NAME CHANGE:** 19940429

## Series and Classes Contracts Data

### Global Macro Portfolio (Series ID: S000005247)

| Class ID   | Class Name             | Ticker Symbol   |
|:---|:---|:---|
| C000014299 | Global Macro Portfolio |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Global Macro Portfolio

- **b. Investment Company Act file number:** 811-08342

- **c. CIK number of Registrant:** 0000918706

- **d. LEI of Registrant:** XY6HWOQF1NBIQHYB7D92

- **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:** Global Macro Portfolio

- **b. EDGAR series identifier (if any):** S000005247

- **c. LEI of Series:** XY6HWOQF1NBIQHYB7D92

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

- **a. Date of fiscal year-end:** 2026-10-31

- **b. Date as of which information is reported:** 2026-04-30

**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:** $4215895170.20

**Total Liabilities:** $420393001.09

**Net Assets:** $3795502169.11

**Amount of Assets Invested in Other Investment Companies:** $25745013.75

**Delayed Delivery Securities:** $21450452.94

**Cash Not Reported:** $330950546.50

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -252.49000000 | **1-Year:** 8674.44000000 | **5-Year:** 198241.80000000 | **10-Year:** 187653.74000000 | **30-Year:** 67357.32000000

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

- **3-Month:** -5232.87000000 | **1-Year:** -38997.47000000 | **5-Year:** 116377.57000000 | **10-Year:** -37426.04000000 | **30-Year:** -731.19000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000014299 | 1.26%                | -1.36%               | 1.26%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $28031435.69             | $-12762958.78                              |
| Month 2  | $7303979.00              | $-109195413.81                             |
| Month 3  | $10924122.91             | $55477123.28                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Vietnam Dairy Products JSC                                 | Vietnam Dairy Products JSC                                                                                                   | CUSIP: 000000000<br>LEI: 549300148GRJ07D21X63 | Long             | EC               | CORP              | VN        |       737081 | NS      | $1708193.56   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                             | PURCHASED EUR / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | XX        |            1 | NC      | $-731.95      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                | PURCHASED VND / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | VN        |            1 | NC      | $-3678.57     | -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      | $8085.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Life India Asset Management Ltd                     | Nippon Life India Asset Management Ltd                                                                                       | CUSIP: 000000000<br>LEI: 335800ZQXV958RZSRU89 | Long             | EC               | CORP              | IN        |        62500 | NS      | $669205.10    | 0.02%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED ZAR / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | ZA        |            1 | NC      | $-1002507.80  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                           | PURCHASED KZT / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KZ        |            1 | NC      | $223477.66    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED TWD / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | TW        |            1 | NC      | $24387.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                     | PURCHASED ILS / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | IL        |            1 | NC      | $219497.31    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                                   | Petroleos de Venezuela SA                                                                                                    | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |     10077700 | PA      | $3816928.88   | 0.10%             | 2027-04-12      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                                   | Saudi Government International Bond                                                                                          | CUSIP: 000000000<br>LEI: 635400FMICXSM3SI3H65 | Short            | DBT              | NUSS              | SA        |    -10409000 | PA      | $-10253557.82 | -0.27%            | 2036-01-12      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Barclays Capital Securities Ltd.                           | BB KAZAKHSTAN REPO                                                                                                           | CUSIP: 000000000<br>LEI: K9WDOH4D2PYBSLSOB484 | Long             | RA               | CORP              | US        |      4388820 | PA      | $4388820.00   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                | PURCHASED USD / SOLD UAH                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $-25581.95    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SHIMAO GROUP HOLDINGS LT                                   | Shimao Group Holdings Ltd                                                                                                    | CUSIP: 000000000<br>LEI: 254900WTJ6B5CU69ZD26 | Long             | DBT              | CORP              | KY        |       842417 | PA      | $18954.38     | 0.00%             | 2033-07-21      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ELDIK BANK OAO                                             | Eldik Bank OAO                                                                                                               | CUSIP: 000000000<br>LEI: 529900MRXI5QEMS86V46 | Long             | DBT              | CORP              | KG        |      3750000 | PA      | $3760394.06   | 0.10%             | 2031-04-23      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                | Long: SMIGCAVE7 IRS MXN R F  7.07500 BMIGCAVF4 CCPOIS / Short: SMIGCAVE7 IRS MXN P V 01MTIEF BMIGCAVG2 CCPOIS                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    860000000 | OU      | $-94800.13    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                           | PURCHASED KZT / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KZ        |            1 | NC      | $251846.77    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Qatar Government International Bonds                       | Qatar Government International Bonds                                                                                         | CUSIP: 000000000<br>LEI: 52990074F6OJOAXK4P65 | Short            | DBT              | NUSS              | QA        |     -1628000 | PA      | $-1483728.38  | -0.04%            | 2049-03-14      | Fixed         | 4.82%                 | Yes           |                  2 | On Loan: No      |
| SRI LANKA GOVT BOND                                        | Sri Lanka Government Bonds                                                                                                   | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |     75128495 | PA      | $180942.45    | 0.00%             | 2039-09-15      | Variable      | 8.75%                 | No            |                  2 | On Loan: No      |
| MHP LUX SA                                                 | MHP Lux SA                                                                                                                   | CUSIP: 59318YAB4<br>LEI: 222100RHC7R1WZ1J3M44 | Long             | DBT              | CORP              | LU        |       723000 | PA      | $654939.62    | 0.02%             | 2029-09-19      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                         | PURCHASED ZAR / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | ZA        |            1 | NC      | $84235.15     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SHIMAO GROUP HOLDINGS LT                                   | Shimao Group Holdings Ltd                                                                                                    | CUSIP: 000000000<br>LEI: 254900WTJ6B5CU69ZD26 | Long             | DBT              | CORP              | KY        |       561611 | PA      | $16848.33     | 0.00%             | 2032-07-21      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                | Long: SMIG2HZW9 IRS MXN R F  7.03500 BMIG2HZX7 CCPOIS / Short: SMIG2HZW9 IRS MXN P V 01MTIEF BMIG2HZY5 CCPOIS                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    136100000 | OU      | $-9851.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VMOS SA                                                    | VMOS SA 1st Lien Term Loan                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | AR        |      7479360 | PA      | $7588222.08   | 0.20%             | 2030-07-08      | Floating      | 9.19%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD PHP                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $27062.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ukraine Government International Bonds                     | Ukraine Government International Bonds                                                                                       | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     18503557 | PA      | $11202438.65  | 0.30%             | 2035-02-01      | Variable      | 4.50%                 | Yes           |                  2 | On Loan: No      |
| iShares J.P. Morgan USD Emerging Markets Bond ETF          | iShares J.P. Morgan USD Emerging Markets Bond ETF                                                                            | CUSIP: 464288281<br>LEI: 54930070R8WH6MNUJG74 | Short            | EC               | RF                | US        |      -595063 | NS      | $-57007035.40 | -1.50%            |  |  |  | No            |                  1 | On Loan: No      |
| KIDO Group Corp                                            | KIDO Group Corp                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | VN        |        13562 | NS      | $22535.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                     | PURCHASED USD / SOLD BRL                                                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |            1 | NC      | $-4792716.59  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| New York Mercantile Exchange                               | CRUDE OIL FUT OPT DEC26P 50                                                                                                  | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          234 | NC      | $184860.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                                     | PURCHASED EUR / SOLD HUF                                                                                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |            1 | NC      | $-25368.28    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Indonesia Government International Bonds                   | Indonesia Government International Bonds                                                                                     | CUSIP: 455780CS3<br>LEI: 529900FWX0GRR7WG5W79 | Short            | DBT              | NUSS              | ID        |     -8600000 | PA      | $-8367683.38  | -0.22%            | 2030-10-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| LOGAN RE 2027                                              | LOGAN RE 2027                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4000000 | NS      | $4206800.00   | 0.11%             |  |  |  | No            |                  3 | On Loan: No      |
| LEBANESE REPUBLIC                                          | Lebanon Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      5426000 | PA      | $1389967.73   | 0.04%             | 2027-11-29      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                                    | Hungary Government Bond                                                                                                      | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   2353900000 | PA      | $8149100.70   | 0.21%             | 2035-10-24      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                         | PURCHASED EGP / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | EG        |            1 | NC      | $-63656.85    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                                                            | CUSIP: 31396QCX5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       471135 | PA      | $479314.32    | 0.01%             | 2039-07-25      | Variable      | 5.77%                 | No            |                  2 | On Loan: No      |
| UZBEKISTAN INTL BOND                                       | Republic of Uzbekistan International Bond                                                                                    | CUSIP: 000000000<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |  78000000000 | PA      | $7021482.82   | 0.18%             | 2028-02-25      | Fixed         | 15.50%                | Yes           |                  2 | On Loan: No      |
| Nomura International PLC                                   | BB GLOBAL SUKUK VENTURES REPO                                                                                                | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | Long             | RA               | CORP              | US        |      5805811 | PA      | $5805810.94   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| PARTNER RE 2026 EQUITY                                     | PARTNER RE 2026 EQUITY                                                                                                       | CUSIP: 000000000<br>LEI: 7LLHQS68KCIGNZBR7918 | Long             | EC               | CORP              | US        |           11 | NS      | $11454300.00  | 0.30%             |  |  |  | No            |                  3 | On Loan: No      |
| Barclays Bank PLC                                          | PURCHASED PLN / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | PL        |            1 | NC      | $-285981.02   | -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      | $16218.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nam Long Investment Corp                                   | Nam Long Investment Corp                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | VN        |       799974 | NS      | $843858.13    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Max Healthcare Institute Ltd                               | Max Healthcare Institute Ltd                                                                                                 | CUSIP: 000000000<br>LEI: 3358005LALYV4GZOYF67 | Long             | EC               | CORP              | IN        |        48700 | NS      | $512398.01    | 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      | $7629.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EDEN RE II LTD                                             | EDEN RE II LTD                                                                                                               | CUSIP: 000000000<br>LEI: 549300LKX8PCP3SC3F42 | Long             | STIV             | CORP              | US        |         7394 | NS      | $113126.47    | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Titan SA                                                   | Titan SA                                                                                                                     | CUSIP: 000000000<br>LEI: 213800H2CDP9I374WH83 | Long             | EC               | CORP              | BE        |        16242 | NS      | $873045.87    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED USD / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-23629.91    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                          | EURO-BUND FUTURE JUN26                                                                                                       | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |          -10 | NC      | $25069.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LCH Ltd.                                                   | Long: SMIFU88H3 IRS CNY R F  1.58650 BMIFU88J9 CCPNDF / Short: SMIFU88H3 IRS CNY P V 00MCNRR BMIFU88K6 CCPNDF                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     65400000 | OU      | $21052.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                           | PURCHASED USD / SOLD KZT                                                                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |            1 | NC      | $-120727.74   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED USD / SOLD NGN                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-15072.84    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                | PURCHASED USD / SOLD UGX                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $42397.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                         | PURCHASED ZAR / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | ZA        |            1 | NC      | $89088.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED UGX / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | UG        |            1 | NC      | $-11355.92    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JBT Marel Corp                                             | JBT Marel Corp                                                                                                               | CUSIP: 477839104<br>LEI: 5493007CT6ATBZ2L6826 | Long             | EC               | CORP              | US        |         1429 | NS      | $170192.12    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD INR                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $27304.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kwality Wall's India Ltd                                   | Kwality Wall's India Ltd                                                                                                     | CUSIP: 000000000<br>LEI: 3358004HTUS7E8UHI349 | Long             | EC               | CORP              | IN        |         9800 | NS      | $2811.54      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-488879.98   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                     | PURCHASED EUR / SOLD HUF                                                                                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |            1 | NC      | $-253094.51   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                          | Lebanon Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      3253000 | PA      | $849376.74    | 0.02%             | 2037-03-23      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                     | PURCHASED EUR / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |            1 | NC      | $702.66       | 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      | $23531.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| New Zealand Government Bonds                               | New Zealand Government Bonds                                                                                                 | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |     11330000 | PA      | $5528271.39   | 0.15%             | 2037-04-15      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| Eurobank SA                                                | Eurobank SA                                                                                                                  | CUSIP: 000000000<br>LEI: 213800KGF4EFNUQKAT69 | Long             | EC               | CORP              | GR        |      1005367 | NS      | $4374403.63   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| IDICO Corp JSC                                             | IDICO Corp JSC                                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | VN        |       161460 | NS      | $276860.15    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MBH BANK NYRT                                              | MBH Bank Nyrt                                                                                                                | CUSIP: 000000000<br>LEI: 3H0Q3U74FVFED2SHZT16 | Long             | DBT              | CORP              | HU        |      3369000 | PA      | $3974956.28   | 0.10%             | 2030-01-29      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED BRL / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | BR        |            1 | NC      | $52996.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED PHP / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | PH        |            1 | NC      | $-9154.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria                            | Nigeria OMO Bill                                                                                                             | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        |   4772374000 | PA      | $3471808.72   | 0.09%             | 2026-05-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BENIN SUKUK SA                                             | Benin Sukuk SA                                                                                                               | CUSIP: 08205RAA4<br>LEI: 254900FAFYBRYHYVQK50 | Long             | DBT              | NUSS              | BJ        |       921000 | PA      | $874466.94    | 0.02%             | 2033-01-29      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| ABSA BANK LTD                                              | Absa Bank Ltd                                                                                                                | CUSIP: 000000000<br>LEI: SLI1CVYMJ21DST0Q8K25 | Long             | SN               | CORP              | ZA        |   4316000000 | PA      | $1971541.16   | 0.05%             | 2035-08-02      | Fixed         | 13.50%                | No            |                  2 | On Loan: No      |
| MT LOGAN RE DIVERSIFED OPTI                                | MT LOGAN RE DIVERSIFED OPTI                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |         4400 | NS      | $6622090.64   | 0.17%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-75469.20    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                              | CUSIP: 31406C7A0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        74473 | PA      | $75825.53     | 0.00%             | 2032-07-01      | Floating      | 6.35%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: SMIG4GQC3 IRS CNY R F  1.61700 BMIG4GQD1 CCPNDF / Short: SMIG4GQC3 IRS CNY P V 00MCNRR BMIG4GQE9 CCPNDF                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    123900000 | OU      | $62103.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED USD / SOLD UGX                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $14366.64     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Indonesia Government International Bonds                   | Indonesia Government International Bonds                                                                                     | CUSIP: 455780DN3<br>LEI: 529900FWX0GRR7WG5W79 | Short            | DBT              | NUSS              | ID        |     -9546000 | PA      | $-9486703.78  | -0.25%            | 2032-09-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                         | PURCHASED SEK / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | SE        |            1 | NC      | $52383.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hero MotoCorp Ltd                                          | Hero MotoCorp Ltd                                                                                                            | CUSIP: 000000000<br>LEI: 335800Q49FBMZJTRLK49 | Long             | EC               | CORP              | IN        |         9000 | NS      | $486332.06    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA SA TSA                              | PETROLEOS DE VENEZUELA SA TSA                                                                                                | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | US        |      8673500 | PA      | $10017892.50  | 0.26%             | 2027-10-20      | 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      | $-204977.48   | -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      | $-149597.29   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED PHP / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | PH        |            1 | NC      | $-164550.27   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KAZAKH GOV BOND - MEUKAM                                   | Kazakhstan Government Bond - MEUKAM                                                                                          | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |    143864000 | PA      | $236955.25    | 0.01%             | 2037-01-28      | Fixed         | 11.05%                | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                              | CUSIP: 3138ET6N1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        28643 | PA      | $29811.77     | 0.00%             | 2037-12-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| KAZAKH GOV BOND - MEUKAM                                   | Kazakhstan Government Bond - MEUKAM                                                                                          | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |     22984000 | PA      | $39771.01     | 0.00%             | 2028-09-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                | Long: SMIFX8S21 IRS MXN R F  7.27000 BMIFX8S39 CCPOIS / Short: SMIFX8S21 IRS MXN P V 01MTIEF BMIFX8S47 CCPOIS                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    558000000 | OU      | $100943.74    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD BRL                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-25947.64    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED EUR / SOLD PLN                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | XX        |            1 | NC      | $-291949.33   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                         | PURCHASED EUR / SOLD HUF                                                                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | XX        |            1 | NC      | $-253185.79   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                     | PURCHASED ZAR / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | ZA        |            1 | NC      | $-27406.23    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital Securities Ltd.                           | BMIGGPPN7 EATON VANCE                                                                                                        | CUSIP: 000000000<br>LEI: K9WDOH4D2PYBSLSOB484 | N/A              | DFE              |  | US        |     17000000 | OU      | $34680.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                          | Lebanon Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      3078000 | PA      | $792551.11    | 0.02%             | 2030-02-26      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Varun Beverages Ltd                                        | Varun Beverages Ltd                                                                                                          | CUSIP: 000000000<br>LEI: 33580058NWEMWBDNMD48 | Long             | EC               | CORP              | IN        |        89200 | NS      | $485872.09    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                | PURCHASED USD / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $-38202.06    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                | PURCHASED EUR / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |            1 | NC      | $1337.69      | 0.00%             |  |  |  | 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        |      2512000 | OU      | $-1744.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                     | PURCHASED EUR / SOLD ISK                                                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |            1 | NC      | $3260.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                | PURCHASED USD / SOLD UAH                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $-3329.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SHIMAO GROUP HOLDINGS LT                                   | Shimao Group Holdings Ltd                                                                                                    | CUSIP: 000000000<br>LEI: 254900WTJ6B5CU69ZD26 | Long             | DBT              | CORP              | KY        |       842417 | PA      | $17555.97     | 0.00%             | 2034-01-21      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-302081.64   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD COP                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-53228.14    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                          | PURCHASED USD / SOLD INR                                                                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |            1 | NC      | $94124.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Richter Gedeon Nyrt                                        | Richter Gedeon Nyrt                                                                                                          | CUSIP: 000000000<br>LEI: 549300J6ZJW5IH4WEE46 | Long             | EC               | CORP              | HU        |        52467 | NS      | $2213043.97   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| HUNGARY                                                    | Hungary Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Short            | DBT              | NUSS              | HU        |     -1529000 | PA      | $-954809.55   | -0.03%            | 2050-11-17      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| Commodities Exchange Center                                | GOLD 100 OZ FUTR JUN26                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |           79 | NC      | $340588.15    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                           | PURCHASED KZT / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KZ        |            1 | NC      | $469074.20    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Pampa Energia SA                                           | Pampa Energia SA                                                                                                             | CUSIP: 697660207<br>LEI: 254900QNIK0CVURGML24 | Long             | EC               | CORP              | AR        |        12573 | NS      | $1041924.51   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Nomura International PLC                                   | BB ABU DHABI GOVERNMENT REPO                                                                                                 | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | Long             | RA               | CORP              | US        |      1222440 | PA      | $1222440.00   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                             | PURCHASED USD / SOLD PHP                                                                                                     | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | US        |            1 | NC      | $146751.03    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED USD / SOLD UGX                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $45350.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                      | Indonesia Government International Bond                                                                                      | CUSIP: 455780DS2<br>LEI: 529900FWX0GRR7WG5W79 | Short            | DBT              | NUSS              | ID        |    -13290000 | PA      | $-13032090.14 | -0.34%            | 2053-01-11      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: SMIGHDHE2 IRS PLN R F  4.18000 BMIGHDHF9 CCPVANILLA / Short: SMIGHDHE2 IRS PLN P V 06MWIBOR BMIGHDHG7 CCPVANILLA       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     43591000 | OU      | $-210511.05   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                                   | BB INDONESIA GOVERNMENT REPO                                                                                                 | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | Long             | RA               | CORP              | US        |      9012083 | PA      | $9012082.98   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED USD / SOLD OMR                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-3141.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                           | PURCHASED EUR / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | XX        |            1 | NC      | $-4881.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria                            | Nigeria OMO Bill                                                                                                             | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        |   5451595000 | PA      | $3949696.61   | 0.10%             | 2026-05-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                      | Indonesia Government International Bond                                                                                      | CUSIP: 455780DP8<br>LEI: 529900FWX0GRR7WG5W79 | Short            | DBT              | NUSS              | ID        |     -5800000 | PA      | $-5558791.51  | -0.15%            | 2052-09-20      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ZAMBIA GOVERNMENT BOND                                     | Zambia Government Bond                                                                                                       | CUSIP: 000000000<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |      4548000 | PA      | $210140.95    | 0.01%             | 2038-07-24      | Fixed         | 14.00%                | No            |                  2 | On Loan: No      |
| ICBC Standard Bank PLC                                     | PURCHASED USD / SOLD UGX                                                                                                     | CUSIP: 000000000<br>LEI: F01VVKN4DRF2NWKGQ283 | N/A              | DFE              |  | US        |            1 | NC      | $49737.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                         | PURCHASED USD / SOLD AED                                                                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |            1 | NC      | $-7597.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                | Long: SMIFX9V82 IRS MXN R F  7.30000 BMIFX9V90 CCPOIS / Short: SMIFX9V82 IRS MXN P V 01MTIEF BMIFX9VA7 CCPOIS                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    504100000 | OU      | $104513.78    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: SMIGAY0L5 IRS KRW R F  3.38090 BMIGAY0M3 CCPNDF / Short: SMIGAY0L5 IRS KRW P V 03MKSDA BMIGAY0N1 CCPNDF                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  12139000000 | OU      | $-147666.62   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Abu Dhabi Government International Bonds                   | Abu Dhabi Government International Bonds                                                                                     | CUSIP: 000000000<br>LEI: 213800FER4348CINTA77 | Short            | DBT              | NUSS              | AE        |     -3890000 | PA      | $-2597480.75  | -0.07%            | 2049-09-30      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| Amaroq Ltd                                                 | Amaroq Ltd                                                                                                                   | CUSIP: 02311U103<br>LEI: 213800Q21S5JQ6WKCE70 | Long             | EC               | CORP              | CA        |       517800 | NS      | $686819.45    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD COP                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-247889.28   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                           | PURCHASED KZT / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KZ        |            1 | NC      | $227942.59    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| iShares Broad USD High Yield Corporate Bond ETF            | iShares Broad USD High Yield Corporate Bond ETF                                                                              | CUSIP: 46435U853<br>LEI: 549300X7H67ZLUE3IZ46 | Short            | EC               | RF                | US        |      -802332 | NS      | $-29870820.36 | -0.79%            |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                              | CUSIP: 31389AZU0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        16371 | PA      | $16165.71     | 0.00%             | 2035-03-01      | Floating      | 3.99%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED USD / SOLD OMR                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-3456.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VOUSSOIR RE SEGREGATED ACC                                 | VOUSSOIR RE SEGREGATED ACC                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |          815 | NS      | $1161383.62   | 0.03%             |  |  |  | No            |                  3 | On Loan: No      |
| UBS AG                                                     | PURCHASED ZAR / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | ZA        |            1 | NC      | $-86675.21    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED NGN / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | NG        |            1 | NC      | $76473.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED USD / SOLD SAR                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-69533.64    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                | PURCHASED EUR / SOLD HUF                                                                                                     | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | XX        |            1 | NC      | $-106822.41   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED USD / SOLD UGX                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $23675.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria                            | Nigeria OMO Bill                                                                                                             | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        |   3424706000 | PA      | $2383770.90   | 0.06%             | 2026-08-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CORP ANDINA DE FOMENTO                                     | Corp Andina de Fomento                                                                                                       | CUSIP: 000000000<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | NUSS              | XX        |    559000000 | PA      | $5653798.63   | 0.15%             | 2034-04-04      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: SMIFUAE73 IRS CNY R F  1.58500 BMIFUAE81 CCPNDF / Short: SMIFUAE73 IRS CNY P V 00MCNRR BMIFUAE99 CCPNDF                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    140000000 | OU      | $43657.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: SMIFPQ6F5 IRS CNY R F  1.58050 BMIFPQ6G3 CCPNDF / Short: SMIFPQ6F5 IRS CNY P V 00MCNRR BMIFPQ6H1 CCPNDF                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    164400000 | OU      | $46305.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: BMIGJYRS2 IRS TWD R V 03MCPTW BMIGJYRU7 CCPNDF / Short: BMIGJYRS2 IRS TWD P F  2.16500 BMIGJYRT0 CCPNDF                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    357000000 | OU      | $55782.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                | Long: SMIG22KA6 IRS MXN R F  7.11500 BMIG22KB4 CCPOIS / Short: SMIG22KA6 IRS MXN P V 01MTIEF BMIG22KC2 CCPOIS                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    887000000 | OU      | $4050.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                           | PURCHASED USD / SOLD KZT                                                                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |            1 | NC      | $-834806.81   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Hungary Government International Bonds                     | Hungary Government International Bonds                                                                                       | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Short            | DBT              | NUSS              | HU        |     -3075000 | PA      | $-3121683.73  | -0.08%            | 2034-06-16      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Georgia Capital PLC                                        | Georgia Capital PLC                                                                                                          | CUSIP: 000000000<br>LEI: 213800Q65T5GNBOW7H65 | Long             | EC               | CORP              | GB        |       133952 | NS      | $7136439.99   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                             | PURCHASED USD / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |            1 | NC      | $-340223.43   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                           | PURCHASED KZT / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KZ        |            1 | NC      | $500853.42    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                     | PURCHASED NGN / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | NG        |            1 | NC      | $8942.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: BMIGJV9R0 IRS TWD R V 03MCPTW BMIGJV9T6 CCPNDF / Short: BMIGJV9R0 IRS TWD P F  2.12500 BMIGJV9S8 CCPNDF                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    909000000 | OU      | $193806.39    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS                                        | Braskem Netherlands Finance BV                                                                                               | CUSIP: 000000000<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |      4453000 | PA      | $2607854.92   | 0.07%             | 2034-10-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Deutsche Bank AG                                           | PURCHASED KZT / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KZ        |            1 | NC      | $512660.60    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Magyar Telekom Telecommunications PLC                      | Magyar Telekom Telecommunications PLC                                                                                        | CUSIP: 000000000<br>LEI: 529900CA1YDA41X76751 | Long             | EC               | CORP              | HU        |       300825 | NS      | $2382921.75   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| ZAMBIA GOVERNMENT BOND                                     | Zambia Government Bond                                                                                                       | CUSIP: 000000000<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |     17392000 | PA      | $996591.54    | 0.03%             | 2040-10-27      | Fixed         | 18.99%                | No            |                  2 | On Loan: No      |
| Icelandair Group HF                                        | Icelandair Group HF                                                                                                          | CUSIP: 000000000<br>LEI: 549300UMI5MBLZSXGL15 | Long             | EC               | CORP              | IS        |     54957023 | NS      | $345513.66    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                          | PURCHASED ZAR / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | ZA        |            1 | NC      | $-95236.87    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED PHP / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | PH        |            1 | NC      | $-320486.31   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                     | PURCHASED ILS / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | IL        |            1 | NC      | $204463.29    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                                   | BB SAUDI GOVT INT REPO                                                                                                       | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | Long             | RA               | CORP              | US        |      6273813 | PA      | $6273813.00   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Transnational Corp of Nigeria PLC                          | Transnational Corp of Nigeria PLC                                                                                            | CUSIP: 000000000<br>LEI: 029200663B7M4CD1H644 | Long             | EC               | CORP              | NG        |       213337 | NS      | $6926.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria                            | Nigeria OMO Bill                                                                                                             | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        |   8714055000 | PA      | $6148310.37   | 0.16%             | 2026-07-07      | None          | 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      | $159061.78    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF KENYA                                          | Republic of Kenya Government International Bond                                                                              | CUSIP: 000000000<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |       972000 | PA      | $927042.50    | 0.02%             | 2038-10-09      | Fixed         | 8.80%                 | Yes           |                  2 | On Loan: No      |
| BB EGYPT ARAB REPUBLIC OF BO                               | BB EGYPT ARAB REPUBLIC OF BO                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | NUSS              | US        |       332000 | PA      | $332000.00    | 0.01%             | 2027-04-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Barclays Capital Securities Ltd.                           | BB ABU DHABI EMIRATE REPO                                                                                                    | CUSIP: 000000000<br>LEI: K9WDOH4D2PYBSLSOB484 | Long             | RA               | CORP              | US        |      4192000 | PA      | $4192000.00   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                     | PURCHASED USD / SOLD KES                                                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |            1 | NC      | $3110.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED USD / SOLD AED                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $7961.42      | 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      | $-3821.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED ZAR / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | ZA        |            1 | NC      | $1056790.02   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities PLC                                    | BMIGB9X17 EATON VANCE                                                                                                        | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | N/A              | DFE              |  | US        |      9000000 | OU      | $70902.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                                      | Venezuela Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |      1239000 | PA      | $703132.50    | 0.02%             | 2018-08-15      | None          | 0.00%                 | Yes           |                  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        |      6007500 | PA      | $7223442.65   | 0.19%             | 2028-11-24      | Floating      | 8.97%                 | No            |                  2 | On Loan: No      |
| SM Prime Holdings Inc                                      | SM Prime Holdings Inc                                                                                                        | CUSIP: 000000000<br>LEI: 254900SZK83MIAB8CU32 | Long             | EC               | CORP              | PH        |      2655600 | NS      | $821773.27    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Jindal Steel Ltd                                           | Jindal Steel Ltd                                                                                                             | CUSIP: 000000000<br>LEI: 335800UIKQBF6QO2NP15 | Long             | EC               | CORP              | IN        |        39700 | NS      | $513724.86    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BDO Unibank Inc                                            | BDO Unibank Inc                                                                                                              | CUSIP: 000000000<br>LEI: 3FGIIBS1PEI1FYQBGN97 | Long             | EC               | CORP              | PH        |       422827 | NS      | $790667.11    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                                      | Venezuela Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |      3536000 | PA      | $1533740.00   | 0.04%             | 2020-12-09      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED TWD / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | TW        |            1 | NC      | $-5507.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                          | PURCHASED ZAR / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | ZA        |            1 | NC      | $-290759.76   | -0.01%            |  |  |  | No            |                  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        |      3075000 | OU      | $-24246.07    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ZAMBIA GOVERNMENT BOND                                     | Zambia Government Bond                                                                                                       | CUSIP: 000000000<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |      1891000 | PA      | $151417.85    | 0.00%             | 2039-04-30      | Fixed         | 26.50%                | No            |                  2 | On Loan: No      |
| Ukraine Government International Bonds                     | Ukraine Government International Bonds                                                                                       | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      1547000 | PA      | $1208387.71   | 0.03%             | 2029-02-01      | Variable      | 4.50%                 | Yes           |                  2 | On Loan: No      |
| The Federal Republic of Nigeria                            | Nigeria OMO Bill                                                                                                             | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        |   4011186000 | PA      | $2702668.73   | 0.07%             | 2026-09-22      | None          | 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      | $-2335.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Abu Dhabi Government International Bonds                   | Abu Dhabi Government International Bonds                                                                                     | CUSIP: 000000000<br>LEI: 213800FER4348CINTA77 | Short            | DBT              | NUSS              | AE        |    -10667000 | PA      | $-10370483.32 | -0.27%            | 2054-04-30      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                             | PURCHASED USD / SOLD INR                                                                                                     | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | US        |            1 | NC      | $91448.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hindustan Unilever Ltd                                     | Hindustan Unilever Ltd                                                                                                       | CUSIP: 000000000<br>LEI: 5493007IW5N37IKRPM32 | Long             | EC               | CORP              | IN        |        19500 | NS      | $463568.13    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                           | PURCHASED UZS / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | UZ        |            1 | NC      | $48666.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                | PURCHASED USD / SOLD ZAR                                                                                                     | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |            1 | NC      | $89671.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                           | PURCHASED USD / SOLD ZAR                                                                                                     | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |            1 | NC      | $271612.06    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                           | PURCHASED ZAR / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | ZA        |            1 | NC      | $20503.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NIGERIA OMO BILL                                           | Nigeria OMO Bill                                                                                                             | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        |   8580897000 | PA      | $5861096.76   | 0.15%             | 2026-09-08      | None          | 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      | $121844.37    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SHIMAO GROUP HOLDINGS LT                                   | Shimao Group Holdings Ltd                                                                                                    | CUSIP: 000000000<br>LEI: 254900WTJ6B5CU69ZD26 | Long             | DBT              | CORP              | KY        |      3113631 | PA      | $116761.16    | 0.00%             | 2031-07-21      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| EDEN RE II LTD UNSECURED 144A                              | EDEN RE II LTD UNSECURED 144A                                                                                                | CUSIP: 000000000<br>LEI: 549300LKX8PCP3SC3F42 | Long             | STIV             | CORP              | US        |        10974 | NS      | $17967.42     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD PHP                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $154871.09    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD INR                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $7404.95      | 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      | $39245.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                           | PURCHASED KZT / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KZ        |            1 | NC      | $562524.32    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Egypt Government International Bonds                       | Egypt Government International Bonds                                                                                         | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Short            | DBT              | NUSS              | EG        |     -5327000 | PA      | $-5320651.23  | -0.14%            | 2032-05-29      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-2046.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                             | PURCHASED USD / SOLD INR                                                                                                     | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | US        |            1 | NC      | $39335.92     | 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        |      2469000 | OU      | $-8080.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                         | PURCHASED USD / SOLD ILS                                                                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |            1 | NC      | $-338727.46   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GEK TERNA SA                                               | GEK TERNA SA                                                                                                                 | CUSIP: 000000000<br>LEI: 2138003TO2MTRHWVP686 | Long             | EC               | CORP              | GR        |        41900 | NS      | $2013573.87   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| IRSA Inversiones y Representaciones SA                     | IRSA Inversiones y Representaciones SA                                                                                       | CUSIP: 450047303<br>LEI: 549300QJINFBX83IZ837 | Long             | EC               | CORP              | AR        |        10125 | NS      | $141446.25    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank NA                                                | PURCHASED USD / SOLD SEK                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $-107731.01   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                          | Lebanon Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      1414000 | PA      | $358484.35    | 0.01%             | 2022-05-27      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                     | PURCHASED EUR / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |            1 | NC      | $9351.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                           | PURCHASED ZAR / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | ZA        |            1 | NC      | $-19917.64    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital Securities Ltd.                           | BB BAHRAIN CASH/BB REPO                                                                                                      | CUSIP: 000000000<br>LEI: K9WDOH4D2PYBSLSOB484 | Long             | RA               | CORP              | US        |      3062190 | PA      | $3062190.00   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED CLP / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | CL        |            1 | NC      | $-70932.55    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED USD / SOLD KES                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-15707.20    | -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      | $263280.85    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SERBIA TREASURY BONDS                                      | Serbia Treasury Bonds                                                                                                        | CUSIP: 000000000<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |    211870000 | PA      | $2045119.34   | 0.05%             | 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      | $6815.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KAZAKH GOV BOND - MEUKAM                                   | Kazakhstan Government Bond - MEUKAM                                                                                          | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |   2945627000 | PA      | $4574995.12   | 0.12%             | 2033-04-04      | Fixed         | 8.66%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED TRY / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | TR        |            1 | NC      | $189526.12    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ALBANIA TREASURY BILL                                      | Albanian Treasury Bill                                                                                                       | CUSIP: 000000000<br>LEI: 254900EDM43U3SGRND29 | Long             | STIV             | NUSS              | AL        |    267980000 | PA      | $3213771.13   | 0.08%             | 2027-01-28      | None          | 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      | $27075.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                                   | BB EGYPT(ARABREPUBLICOF)REPO                                                                                                 | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | Long             | RA               | CORP              | US        |      1017496 | PA      | $1017495.68   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital Securities Ltd.                           | BB EGYPT GOVERNMENT REPO                                                                                                     | CUSIP: 000000000<br>LEI: K9WDOH4D2PYBSLSOB484 | Long             | RA               | CORP              | US        |       475276 | PA      | $475276.25    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bera HF                                                    | Bera HF                                                                                                                      | CUSIP: 000000000<br>LEI: 5493003YDW5CUGC5PS30 | Long             | EC               | CORP              | IS        |      3273323 | NS      | $409547.54    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria                            | Nigeria OMO Bill                                                                                                             | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        |  27589268000 | PA      | $19907785.49  | 0.52%             | 2026-05-26      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Securities PLC                                    | BB BAHRAIN(KINGDOM OF) REPO                                                                                                  | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | Long             | RA               | CORP              | US        |      2038241 | PA      | $2038241.25   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                | PURCHASED MYR / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | MY        |            1 | NC      | $-147493.03   | -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      | $-390525.36   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                                   | BB HUNGARY (GOVERNMENT)                                                                                                      | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | Long             | STIV             | NUSS              | US        |      6677032 | PA      | $6677031.69   | 0.18%             | 2027-02-19      | Variable      | 3.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                              | CUSIP: 31373HXY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        61589 | PA      | $60527.40     | 0.00%             | 2034-07-01      | Floating      | 3.99%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                              | CUSIP: 31387CV57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         2477 | PA      | $2481.32      | 0.00%             | 2028-05-01      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| ARMENIAN TREASURY BONDS                                    | Republic of Armenia Treasury Bonds                                                                                           | CUSIP: 000000000<br>LEI: 5299000H77JSW90G7935 | Long             | DBT              | NUSS              | AM        |   2822575000 | PA      | $7821385.22   | 0.21%             | 2030-04-29      | Fixed         | 8.60%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                                | PURCHASED USD / SOLD UYU                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $14510.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Masan Group Corp                                           | Masan Group Corp                                                                                                             | CUSIP: 000000000<br>LEI: 254900M1892CMJ87XD24 | Long             | EC               | CORP              | VN        |       287600 | NS      | $839117.29    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                     | PURCHASED ZAR / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | ZA        |            1 | NC      | $-61874.06    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| New York Mercantile Exchange                               | CRUDE OIL FUT OPT DEC26P 60                                                                                                  | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          305 | NC      | $594750.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PARTNERRE ILS FUND SAC LTD.                                | PARTNERRE ILS FUND SAC LTD.                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |      5700000 | NS      | $8022750.00   | 0.21%             |  |  |  | No            |                  3 | On Loan: No      |
| Bank of America NA                                         | PURCHASED USD / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |            1 | NC      | $-62767.25    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KAZAKH GOV BOND - MEUKAM                                   | Kazakhstan Government Bond - MEUKAM                                                                                          | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |     34476000 | PA      | $70007.86     | 0.00%             | 2032-05-19      | Fixed         | 14.00%                | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                             | PURCHASED TWD / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | TW        |            1 | NC      | $33273.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IPOTEKA-BANK ATIB                                          | Ipoteka-Bank ATIB                                                                                                            | CUSIP: 000000000<br>LEI: 213800UWVX5JSNXJS434 | Long             | DBT              | CORP              | UZ        |  41010000000 | PA      | $3551180.69   | 0.09%             | 2028-10-09      | Fixed         | 17.50%                | Yes           |                  2 | On Loan: No      |
| JPMorgan Securities PLC                                    | BMID0VS88 EATON VANCE                                                                                                        | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | N/A              | DFE              |  | US        |      8400000 | OU      | $7820.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                     | PURCHASED MNT / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | MN        |            1 | NC      | $21800.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TIMES CHINA HLDG LTD                                       | Times China Holdings Ltd                                                                                                     | CUSIP: 000000000<br>LEI: 2549000KTINB9ZPZP710 | Long             | DBT              | CORP              | KY        |      2686783 | PA      | $14884.78     | 0.00%             | 2027-03-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PARAGUAY                                       | Paraguay Government International Bond                                                                                       | CUSIP: 699149BX7<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |  16049000000 | PA      | $2656575.85   | 0.07%             | 2035-03-04      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ZAMBIA GOVERNMENT BOND                                     | Zambia Government Bond                                                                                                       | CUSIP: 000000000<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |      4455000 | PA      | $269122.90    | 0.01%             | 2032-05-27      | Fixed         | 18.49%                | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                | PURCHASED EUR / SOLD HUF                                                                                                     | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | XX        |            1 | NC      | $-349134.45   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ALBANIA GOVT BOND                                          | Albanian Government Bond                                                                                                     | CUSIP: 000000000<br>LEI: 254900EDM43U3SGRND29 | Long             | DBT              | NUSS              | AL        |    107600000 | PA      | $1408396.70   | 0.04%             | 2035-01-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                           | PURCHASED USD / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |            1 | NC      | $-10149.85    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Argentina Bonar Bonds                                      | Argentina Bonar Bonds                                                                                                        | CUSIP: 000000000<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |       290000 | PA      | $177277.00    | 0.00%             | 2029-07-09      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Barclays Capital Securities Ltd.                           | BMIGMCW76 EATON VANCE                                                                                                        | CUSIP: 000000000<br>LEI: K9WDOH4D2PYBSLSOB484 | N/A              | DFE              |  | US        |     19000000 | OU      | $48773.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                                      | Venezuela Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |      9158400 | PA      | $5229446.40   | 0.14%             | 2022-08-23      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                      | Indonesia Government International Bond                                                                                      | CUSIP: 455780ED4<br>LEI: 529900FWX0GRR7WG5W79 | Short            | DBT              | NUSS              | ID        |    -10000000 | PA      | $-9773401.60  | -0.26%            | 2036-04-16      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-39605.11    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                           | PURCHASED KZT / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KZ        |            1 | NC      | $437465.25    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                                      | Venezuela Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |      5464400 | PA      | $3121538.50   | 0.08%             | 2031-08-05      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: BMIGKG2D9 IRS TWD R V 03MCPTW BMIGKG2F4 CCPNDF / Short: BMIGKG2D9 IRS TWD P F  2.14700 BMIGKG2E7 CCPNDF                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    357000000 | OU      | $64932.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital Securities Ltd.                           | BB KAZAKHSTAN GOV REPO                                                                                                       | CUSIP: 000000000<br>LEI: K9WDOH4D2PYBSLSOB484 | Long             | RA               | CORP              | US        |       660547 | PA      | $660547.13    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Shimao Group Holdings Ltd                                  | Shimao Group Holdings Ltd                                                                                                    | CUSIP: 000000000<br>LEI: 254900WTJ6B5CU69ZD26 | Long             | EC               | CORP              | KY        |       582390 | NS      | $12418.94     | 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      | $-1018564.73  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE Futures Europe                                         | BRENT CRUDE FUTR SEP26                                                                                                       | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              |  | GB        |          143 | NC      | $905441.39    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Access Holdings PLC                                        | Access Holdings PLC                                                                                                          | CUSIP: 000000000<br>LEI: 0292005048H3P6V8I753 | Long             | EC               | CORP              | NG        |      2840529 | NS      | $55942.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                           | PURCHASED USD / SOLD ZAR                                                                                                     | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |            1 | NC      | $35033.59     | 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      | $-12005.80    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Binh Minh Plastics JSC                                     | Binh Minh Plastics JSC                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | VN        |        37000 | NS      | $203731.62    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| EDEN RE II LTD SERIES 2024                                 | EDEN RE II LTD SERIES 2024                                                                                                   | CUSIP: 000000000<br>LEI: 549300LKX8PCP3SC3F42 | Long             | STIV             | CORP              | US        |         6667 | NS      | $95123.38     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Bills                                                                                                          | CUSIP: 912797SW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    105500000 | PA      | $105217919.38 | 2.77%             | 2026-05-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                         | PURCHASED USD / SOLD ILS                                                                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |            1 | NC      | $-391552.63   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UZBEK INDUSTRIAL AND CON                                   | Uzbek Industrial and Construction Bank ATB                                                                                   | CUSIP: 000000000<br>LEI: 213800C2NIFPFTXYIU69 | Long             | DBT              | CORP              | UZ        |  43950000000 | PA      | $4008103.82   | 0.11%             | 2028-04-25      | Fixed         | 19.95%                | Yes           |                  2 | On Loan: No      |
| Infosys Ltd                                                | Infosys Ltd                                                                                                                  | CUSIP: 000000000<br>LEI: 335800TYLGG93MM7PR89 | Long             | EC               | CORP              | IN        |       127131 | NS      | $1600466.84   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                     | PURCHASED HUF / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | HU        |            1 | NC      | $7786167.19   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| ZAMBIA GOVERNMENT BOND                                     | Zambia Government Bond                                                                                                       | CUSIP: 000000000<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |     53349000 | PA      | $2948179.55   | 0.08%             | 2036-01-26      | Fixed         | 17.19%                | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT BOND                                        | Sri Lanka Government Bonds                                                                                                   | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |     75128495 | PA      | $186996.71    | 0.00%             | 2036-03-15      | Variable      | 8.75%                 | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                          | Lebanon Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      1137000 | PA      | $297823.51    | 0.01%             | 2035-11-02      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Empresa Distribuidora Y Comercializadora Norte             | Empresa Distribuidora Y Comercializadora Norte                                                                               | CUSIP: 29244A102<br>LEI: 254900JU7TV6VS9GRW29 | Long             | EC               | CORP              | AR        |         6339 | NS      | $158791.95    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KAZAKH GOV BOND - MEUKAM                                   | Kazakhstan Government Bond - MEUKAM                                                                                          | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |   1808788000 | PA      | $2972198.64   | 0.08%             | 2031-05-10      | Fixed         | 8.44%                 | No            |                  2 | On Loan: No      |
| Kazakhstan Government International Bonds                  | Kazakhstan Government International Bonds                                                                                    | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Short            | DBT              | NUSS              | KZ        |     -3382000 | PA      | $-3683940.46  | -0.10%            | 2045-07-21      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| MHP LUX SA                                                 | MHP Lux SA                                                                                                                   | CUSIP: 000000000<br>LEI: 222100RHC7R1WZ1J3M44 | Long             | DBT              | CORP              | LU        |      1552000 | PA      | $1405900.82   | 0.04%             | 2029-09-19      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| ZAMBIA GOVERNMENT BOND                                     | Zambia Government Bond                                                                                                       | CUSIP: 000000000<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |     12254000 | PA      | $587753.34    | 0.02%             | 2033-06-26      | Fixed         | 13.00%                | No            |                  2 | On Loan: No      |
| Barclays Capital Securities Ltd.                           | BB BAHRAIN REPO                                                                                                              | CUSIP: 000000000<br>LEI: K9WDOH4D2PYBSLSOB484 | Long             | RA               | CORP              | US        |      2347988 | PA      | $2347987.50   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                           | PURCHASED PLN / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | PL        |            1 | NC      | $159196.87    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Heimar HF                                                  | Heimar HF                                                                                                                    | CUSIP: 000000000<br>LEI: 9676000V0KP4AUXNSZ66 | Long             | EC               | CORP              | IS        |      2553766 | NS      | $716954.42    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Festi hf                                                   | Festi hf                                                                                                                     | CUSIP: 000000000<br>LEI: 5493005OLOCYXGTC7E83 | Long             | EC               | CORP              | IS        |       378876 | NS      | $1024073.38   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Apollo Hospitals Enterprise Ltd                            | Apollo Hospitals Enterprise Ltd                                                                                              | CUSIP: 000000000<br>LEI: 3358005YT7JQCWYLTG43 | Long             | EC               | CORP              | IN        |         7200 | NS      | $581189.43    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Saudi Government International Bonds                       | Saudi Government International Bonds                                                                                         | CUSIP: 000000000<br>LEI: 635400FMICXSM3SI3H65 | Short            | DBT              | NUSS              | SA        |     -2498000 | PA      | $-1564407.37  | -0.04%            | 2061-02-02      | Fixed         | 3.45%                 | Yes           |                  2 | On Loan: No      |
| Deutsche Bank AG                                           | PURCHASED USD / SOLD KZT                                                                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |            1 | NC      | $-253518.69   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                     | PURCHASED USD / SOLD KWD                                                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |            1 | NC      | $80680.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED USD / SOLD JPY                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $39002.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Optima bank SA                                             | Optima bank SA                                                                                                               | CUSIP: 000000000<br>LEI: 2138008NSD1X1XFUK750 | Long             | EC               | CORP              | GR        |        77763 | NS      | $813561.17    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Mobile World Investment Corp                               | Mobile World Investment Corp                                                                                                 | CUSIP: 000000000<br>LEI: 254900ZRFNB8CRAHHO95 | Long             | EC               | CORP              | VN        |       929098 | NS      | $2971692.19   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| New Zealand Government Bonds                               | New Zealand Government Bonds                                                                                                 | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |     26957000 | PA      | $15586562.61  | 0.41%             | 2034-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                           | PURCHASED USD / SOLD KZT                                                                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |            1 | NC      | $-87445.95    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                              | PURCHASED USD / SOLD ZAR                                                                                                     | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |            1 | NC      | $-137275.94   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Saudi Government International Bonds                       | Saudi Government International Bonds                                                                                         | CUSIP: 000000000<br>LEI: 635400FMICXSM3SI3H65 | Short            | DBT              | NUSS              | SA        |     -9367000 | PA      | $-9002995.57  | -0.24%            | 2054-01-16      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                                                                        | CUSIP: 31335PJK2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |           35 | PA      | $34.74        | 0.00%             | 2026-06-17      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria                            | Nigeria OMO Bill                                                                                                             | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        |   1846330000 | PA      | $1267594.07   | 0.03%             | 2026-09-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| IPOTEKA-BANK ATIB                                          | Ipoteka-Bank ATIB                                                                                                            | CUSIP: 000000000<br>LEI: 213800UWVX5JSNXJS434 | Long             | DBT              | CORP              | UZ        |  42080000000 | PA      | $3709973.84   | 0.10%             | 2027-04-25      | Fixed         | 20.50%                | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED EUR / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | XX        |            1 | NC      | $27599.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED USD / SOLD UGX                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $6941.40      | 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      | $81765.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                           | PURCHASED USD / SOLD KZT                                                                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |            1 | NC      | $-212482.37   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MOL Hungarian Oil & Gas PLC                                | MOL Hungarian Oil & Gas PLC                                                                                                  | CUSIP: 000000000<br>LEI: 213800R83KX5FQFGXS67 | Long             | EC               | CORP              | HU        |       357666 | NS      | $4777056.95   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                | Long: BMIEQ3866 CDS USD R V 03MEVENT BMIEQ3882 SOVEREIGN / Short: BMIEQ3866 CDS USD P F  1.00000 BMIEQ3874 SOVEREIGN         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | GB        |     28800000 | OU      | $-32433.41    | -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      | $19946.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD COP                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-132476.02   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                         | PURCHASED ZAR / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | ZA        |            1 | NC      | $-283255.45   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GENER MEDIT/CENT TERMICA                                   | Generacion Mediterranea SA / Central Termica Roca SA                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | AR        |       216000 | PA      | $163080.00    | 0.00%             | 2031-11-01      | Fixed         | 11.00%                | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                     | PURCHASED USD / SOLD ILS                                                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |            1 | NC      | $-707703.82   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                | PURCHASED UGX / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | UG        |            1 | NC      | $-18059.12    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                     | PURCHASED ZAR / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | ZA        |            1 | NC      | $-38391.56    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT BOND                                        | Sri Lanka Government Bonds                                                                                                   | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |     94000000 | PA      | $303974.02    | 0.01%             | 2030-05-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| REPUBLIC OF GEORGIA                                        | Georgia Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 2138007T8RLEVDMLQ257 | Long             | DBT              | NUSS              | GE        |      9430000 | PA      | $9164296.55   | 0.24%             | 2031-01-28      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| KWG GROUP HOLDINGS                                         | KWG Group Holdings Ltd                                                                                                       | CUSIP: 000000000<br>LEI: 549300LK82ZOM9ZE7H90 | Long             | DBT              | CORP              | KY        |      1571000 | PA      | $86405.00     | 0.00%             | 2024-08-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                            | Long: B92XV2CB4 CDS USD R V 03MEVENT Z92XV2CC2 CCPSOVEREIGN / Short: B92XV2CB4 CDS USD P F  1.00000 Z92XV2CD0 CCPSOVEREIGN   | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     40962000 | OU      | $-1203356.24  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| KAZAKH GOV BOND - MEUKAM                                   | Kazakhstan Government Bond - MEUKAM                                                                                          | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |   1483264000 | PA      | $3054365.46   | 0.08%             | 2033-06-05      | Fixed         | 14.45%                | No            |                  2 | On Loan: No      |
| Lodha Developers Ltd                                       | Lodha Developers Ltd                                                                                                         | CUSIP: 000000000<br>LEI: 254900B5QCN52ETNU557 | Long             | EC               | CORP              | IN        |        55000 | NS      | $524238.60    | 0.01%             |  |  |  | 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      | $249.88       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF ANGOLA                                         | Angolan Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |      3361000 | PA      | $3563206.87   | 0.09%             | 2033-03-31      | 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      | $-10191.52    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                              | CUSIP: 31419AZP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         4754 | PA      | $4737.50      | 0.00%             | 2027-07-01      | Floating      | 4.09%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                                | BMIGEKNC6 EATON VANCE                                                                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |    -10000000 | OU      | $-26240.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                             | Long: BMIGBCBH9 CDS EUR R V 03MEVENT BMIGBCBK2 CORPORATE / Short: BMIGBCBH9 CDS EUR P F   .25000 BMIGBCBJ5 CORPORATE         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | FR        |      2976000 | OU      | $15958.73     | 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      | $46627.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tata Consultancy Services Ltd                              | Tata Consultancy Services Ltd                                                                                                | CUSIP: 000000000<br>LEI: 335800ZJKU9GPQRE2U66 | Long             | EC               | CORP              | IN        |        66800 | NS      | $1752985.34   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                         | PURCHASED USD / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |            1 | NC      | $-6535.48     | -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      | $28813.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED USD / SOLD BHD                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-68537.39    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Indonesia Government International Bonds                   | Indonesia Government International Bonds                                                                                     | CUSIP: 455780CT1<br>LEI: 529900FWX0GRR7WG5W79 | Short            | DBT              | NUSS              | ID        |    -15700000 | PA      | $-12441572.70 | -0.33%            | 2050-10-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Kaldalon hf                                                | Kaldalon hf                                                                                                                  | CUSIP: 000000000<br>LEI: 254900A1SVOQEMA2WP49 | Long             | EC               | CORP              | IS        |       304700 | NS      | $64838.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Adecoagro SA                                               | Adecoagro SA                                                                                                                 | CUSIP: 000000000<br>LEI: 529900Q00UR5LFELO811 | Long             | EC               | CORP              | LU        |        10804 | NS      | $152228.36    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America NA                                         | PURCHASED KZT / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | KZ        |            1 | NC      | $334927.18    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Saudi Government International Bonds                       | Saudi Government International Bonds                                                                                         | CUSIP: 000000000<br>LEI: 635400FMICXSM3SI3H65 | Short            | DBT              | NUSS              | SA        |     -9367000 | PA      | $-8190553.79  | -0.22%            | 2049-04-17      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Bank of America NA                                         | PURCHASED EUR / SOLD HUF                                                                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | XX        |            1 | NC      | $-716.79      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ZAMBIA GOVERNMENT BOND                                     | Zambia Government Bond                                                                                                       | CUSIP: 000000000<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |    303242000 | PA      | $16351770.90  | 0.43%             | 2041-02-16      | Fixed         | 17.59%                | No            |                  2 | On Loan: No      |
| Alvotech SA                                                | Alvotech SA                                                                                                                  | CUSIP: 000000000<br>LEI: 222100DCZBOWV5DZ8372 | Long             | EC               | CORP              | LU        |       159503 | NS      | $540544.71    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                                                                        | CUSIP: 31335PL45<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        90741 | PA      | $91318.09     | 0.00%             | 2031-08-17      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                           | PURCHASED USD / SOLD KZT                                                                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |            1 | NC      | $385.25       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UZBEKISTAN INTL BOND                                       | Republic of Uzbekistan International Bond                                                                                    | CUSIP: 000000000<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        | 598440000000 | PA      | $50786854.03  | 1.34%             | 2029-04-13      | Fixed         | 12.25%                | Yes           |                  2 | On Loan: No      |
| Nigerian Breweries PLC                                     | Nigerian Breweries PLC                                                                                                       | CUSIP: 000000000<br>LEI: 0292002213B5D1F3B525 | Long             | EC               | CORP              | NG        |       542654 | NS      | $31072.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ZAMBIA GOVERNMENT BOND                                     | Zambia Government Bond                                                                                                       | CUSIP: 000000000<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |      8815000 | PA      | $513798.76    | 0.01%             | 2035-06-23      | Fixed         | 19.00%                | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED EUR / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | XX        |            1 | NC      | $138182.91    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT BOND                                        | Sri Lanka Government Bonds                                                                                                   | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |    184000000 | PA      | $584278.61    | 0.02%             | 2029-10-15      | Fixed         | 10.35%                | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                                   | Petroleos de Venezuela SA                                                                                                    | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |      9435972 | PA      | $4854807.59   | 0.13%             | 2022-02-17      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Eimskipafelag Islands hf                                   | Eimskipafelag Islands hf                                                                                                     | CUSIP: 000000000<br>LEI: 549300IUR8Q7Y44KBL02 | Long             | EC               | CORP              | IS        |       220734 | NS      | $443261.17    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                           | PURCHASED ZAR / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | ZA        |            1 | NC      | $-43914.62    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PROVINCIA DE CORDOBA                                       | Provincia de Cordoba                                                                                                         | CUSIP: 000000000<br>LEI: 5299006CLM2Z97AATT29 | Long             | DBT              | NUSS              | AR        |      2254000 | PA      | $2348104.50   | 0.06%             | 2032-07-02      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| Nomura International PLC                                   | BB HUNGARY GOVERNMENT REPO                                                                                                   | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | Long             | RA               | CORP              | US        |      4467596 | PA      | $4467595.55   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Oberoi Realty Ltd                                          | Oberoi Realty Ltd                                                                                                            | CUSIP: 000000000<br>LEI: 335800TCKG1XQXN51L44 | Long             | EC               | CORP              | IN        |        35000 | NS      | $618965.54    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                         | PURCHASED KZT / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | KZ        |            1 | NC      | $291391.78    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD BRL                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-908321.97   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Ukraine Government International Bonds                     | Ukraine Government International Bonds                                                                                       | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |       573000 | PA      | $292780.01    | 0.01%             | 2035-02-01      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Bank of America NA                                         | PURCHASED USD / SOLD UYU                                                                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |            1 | NC      | $-47346.28    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                          | PURCHASED ILS / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | IL        |            1 | NC      | $110037.15    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                                   | BB HUNGARY GOVERNMENT REPO                                                                                                   | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | Long             | RA               | CORP              | US        |      2232176 | PA      | $2232175.58   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                             | PURCHASED TWD / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | TW        |            1 | NC      | $12777.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                         | PURCHASED EUR / SOLD ISK                                                                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | XX        |            1 | NC      | $13660.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                     | PURCHASED EUR / SOLD PLN                                                                                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |            1 | NC      | $-21047.39    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ZAMBIA GOVERNMENT BOND                                     | Zambia Government Bond                                                                                                       | CUSIP: 000000000<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |      8815000 | PA      | $517672.66    | 0.01%             | 2035-08-18      | Fixed         | 19.00%                | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED KES / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | KE        |            1 | NC      | $-21560.43    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Reliance Industries Ltd                                    | Reliance Industries Ltd                                                                                                      | CUSIP: 000000000<br>LEI: 5493003UOETFYRONLG31 | Long             | EC               | CORP              | IN        |        35300 | NS      | $535373.68    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                     | PURCHASED VND / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | VN        |            1 | NC      | $4162.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICBC Standard Bank PLC                                     | Long: BMIG58XF5 TRS UZS R F   .00000 ACI38DMT5 BOND TRS / Short: BMIG58XF5 TRS USD P V 00MSOFR SOFRRATE + 0BPS               | CUSIP: 000000000<br>LEI: F01VVKN4DRF2NWKGQ283 | N/A              | DIR              |  | UZ        |   6225560103 | OU      | $550581.88    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                                                                           | CUSIP: 31392PAB1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       178495 | PA      | $185654.50    | 0.00%             | 2032-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Securities PLC                                    | BMID18J62 EATON VANCE                                                                                                        | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | N/A              | DFE              |  | US        |      8000000 | OU      | $7512.00      | 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      | $11986.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac REMICS                                                                                                           | CUSIP: 313399C47<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        71804 | PA      | $73981.89     | 0.00%             | 2031-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT BOND                                        | Sri Lanka Government Bonds                                                                                                   | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |     77000000 | PA      | $250796.41    | 0.01%             | 2031-03-15      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| INDIA GOVERNMENT BOND                                      | India Government Bond                                                                                                        | CUSIP: 000000000<br>LEI: 335800IV7VCDQGIOI391 | Long             | DBT              | NUSS              | IN        |    470600000 | PA      | $4684994.65   | 0.12%             | 2054-08-05      | Fixed         | 7.09%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                                      | Venezuela Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |      2064200 | PA      | $1181238.45   | 0.03%             | 2026-10-21      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Deutsche Bank AG                                           | PURCHASED USD / SOLD EGP                                                                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |            1 | NC      | $-39638.37    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                | PURCHASED EUR / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |            1 | NC      | $285.47       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                             | PURCHASED USD / SOLD IDR                                                                                                     | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | US        |            1 | NC      | $1089850.59   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                                | BB ABU DHABI EMIRATE REPO                                                                                                    | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | Long             | RA               | CORP              | US        |      2039681 | PA      | $2039681.25   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED EUR / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | XX        |            1 | NC      | $21245.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                           | PURCHASED KZT / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KZ        |            1 | NC      | $697551.96    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED TWD / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | TW        |            1 | NC      | $-15751.36    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EDEN REII LTD 0.000 17MAR2028                              | EDEN REII LTD 0.000 17MAR2028                                                                                                | CUSIP: 000000000<br>LEI: 549300LKX8PCP3SC3F42 | Long             | STIV             | CORP              | US        |        31579 | NS      | $83125.27     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Citibank NA                                                | PURCHASED USD / SOLD KES                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $-23975.79    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                          | PURCHASED MYR / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | MY        |            1 | NC      | $-282746.46   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: BMIBLN0H7 IRS EUR R V 12MESTR 1 CCPOIS / Short: BMIBLN0H7 IRS EUR P F  2.59620 2 CCPOIS                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      2000000 | OU      | $-1619.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ALPHA HOLDING SA                                           | Alpha Holding SA de CV                                                                                                       | CUSIP: 000000000<br>LEI: 549300R872G37EN6NT94 | Long             | DBT              | CORP              | MX        |      1741120 | PA      | $13058.40     | 0.00%             | 2022-12-19      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD PHP                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $147002.68    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                | Long: SMIG8TJN5 IRS MXN R F  6.83500 BMIG8TJP0 CCPOIS / Short: SMIG8TJN5 IRS MXN P V 01MTIEF BMIG8TJQ8 CCPOIS                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    119000000 | OU      | $-38278.78    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UGANDA GOVERNMENT BOND                                     | Republic of Uganda Government Bonds                                                                                          | CUSIP: 000000000<br>LEI: 549300NF1DEFHG8XLQ11 | Long             | DBT              | NUSS              | UG        |   2759100000 | PA      | $720977.03    | 0.02%             | 2033-02-03      | Fixed         | 14.38%                | No            |                  2 | On Loan: No      |
| Nomura International PLC                                   | BB ABU DHABI GOVERNMENT REPO                                                                                                 | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | Long             | RA               | CORP              | US        |       949034 | PA      | $949033.58    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED EUR / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | XX        |            1 | NC      | $-939.33      | -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      | $-4410.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                | Long: SMIGBCJK4 IRS MXN R F  7.06000 BMIGBCJL2 CCPOIS / Short: SMIGBCJK4 IRS MXN P V 01MTIEF BMIGBCJM0 CCPOIS                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   1052000000 | OU      | $-127425.18   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                     | US 5YR NOTE (CBT) JUN26                                                                                                      | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        -1071 | NC      | $1214592.86   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| UGANDA GOVERNMENT BOND                                     | Republic of Uganda Government Bonds                                                                                          | CUSIP: 000000000<br>LEI: 549300NF1DEFHG8XLQ11 | Long             | DBT              | NUSS              | UG        |  14727300000 | PA      | $3783464.72   | 0.10%             | 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        |   1668000000 | PA      | $5171597.61   | 0.14%             | 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        |     24357000 | PA      | $25142756.82  | 0.66%             | 2024-12-11      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Securities PLC                                    | BMIGJA5Y5 EATON VANCE                                                                                                        | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | N/A              | DFE              |  | US        |     29000000 | OU      | $44109.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria                            | Nigeria OMO Bill                                                                                                             | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        |   1619134000 | PA      | $1115387.66   | 0.03%             | 2026-08-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Nomura International PLC                                   | BB INDONESIA GOV REPO                                                                                                        | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | Long             | RA               | CORP              | US        |      7921200 | PA      | $7921200.00   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                | PURCHASED ZAR / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | ZA        |            1 | NC      | $-416186.30   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| INDIA GOVERNMENT BOND                                      | India Government Bond                                                                                                        | CUSIP: 000000000<br>LEI: 335800IV7VCDQGIOI391 | Long             | DBT              | NUSS              | IN        |   2288850000 | PA      | $23194099.92  | 0.61%             | 2055-08-18      | Fixed         | 7.24%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                                | PURCHASED USD / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $-7704.59     | -0.00%            |  |  |  | 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        |     11653072 | OU      | $109609.22    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF SURINAME INT                                   | Suriname Government International Bond                                                                                       | CUSIP: 86886PAF9<br>LEI: 254900SYU4G5JM13TN77 | Long             | DBT              | NUSS              | SR        |     19837000 | PA      | $21556867.90  | 0.57%             | 2035-11-06      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Egypt Government International Bonds                       | Egypt Government International Bonds                                                                                         | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Short            | DBT              | NUSS              | EG        |      -732000 | PA      | $-666459.37   | -0.02%            | 2047-01-31      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED USD / SOLD UGX                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $5055.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                           | PURCHASED EUR / SOLD HUF                                                                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | XX        |            1 | NC      | $-122696.90   | -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      | $29105.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                           | PURCHASED KZT / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KZ        |            1 | NC      | $114546.85    | 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      | $41724.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED BRL / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | BR        |            1 | NC      | $26599.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                     | PURCHASED ISK / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | IS        |            1 | NC      | $-9690.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: SMIG6QHV7 IRS KRW R F  3.43750 BMIG6QHW5 CCPNDF / Short: SMIG6QHV7 IRS KRW P V 03MKSDA BMIG6QHX3 CCPNDF                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  21593000000 | OU      | $-224584.96   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED TRY / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | TR        |            1 | NC      | $126601.61    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED BRL / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | BR        |            1 | NC      | $92049.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OTP Bank Nyrt                                              | OTP Bank Nyrt                                                                                                                | CUSIP: 000000000<br>LEI: 529900W3MOO00A18X956 | Long             | EC               | CORP              | HU        |       105229 | NS      | $14114250.25  | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| ZAMBIA GOVERNMENT BOND                                     | Zambia Government Bond                                                                                                       | CUSIP: 000000000<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |      3085000 | PA      | $181054.13    | 0.00%             | 2035-09-29      | Fixed         | 19.00%                | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED USD / SOLD KZT                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-98513.85    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: SMIFU8792 IRS CNY R F  1.58800 BMIFU87A9 CCPNDF / Short: SMIFU8792 IRS CNY P V 00MCNRR BMIFU87B7 CCPNDF                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    197000000 | OU      | $65396.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: BMIFF6V13 IRS PLN R V 03MWIBOR BMIFF6V39 CCPVANILLA / Short: BMIFF6V13 IRS PLN P F  4.61000 BMIFF6V21 CCPVANILLA       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    390150000 | OU      | $322728.36    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Saudi Government International Bonds                       | Saudi Government International Bonds                                                                                         | CUSIP: 000000000<br>LEI: 635400FMICXSM3SI3H65 | Short            | DBT              | NUSS              | SA        |     -2082000 | PA      | $-2074280.69  | -0.05%            | 2033-07-18      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| KAZAKH GOV BOND - MEUKAM                                   | Kazakhstan Government Bond - MEUKAM                                                                                          | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |   4933059000 | PA      | $6661407.55   | 0.18%             | 2032-04-24      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                             | PURCHASED USD / SOLD IDR                                                                                                     | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | US        |            1 | NC      | $56080.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Eik fasteignafelag hf                                      | Eik fasteignafelag hf                                                                                                        | CUSIP: 000000000<br>LEI: 2138005WRSDC4DI3BJ43 | Long             | EC               | CORP              | IS        |      3253209 | NS      | $373090.76    | 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      | $36138.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE Futures Europe                                         | CRUDE OIL OPT IPE JUL26C 150                                                                                                 | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              |  | GB        |          339 | NC      | $488160.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinh Bac City Development Holding Corp                     | Kinh Bac City Development Holding Corp                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | VN        |       748800 | NS      | $964216.00    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                           | PURCHASED UZS / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | UZ        |            1 | NC      | $11411.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                                   | BB SAUDI ARABIA KINGDOM REPO                                                                                                 | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | Long             | RA               | CORP              | US        |     10741463 | PA      | $10741463.46  | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                           | PURCHASED KZT / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KZ        |            1 | NC      | $375013.18    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                             | PURCHASED PHP / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | PH        |            1 | NC      | $-119199.63   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HDFC Life Insurance Co Ltd                                 | HDFC Life Insurance Co Ltd                                                                                                   | CUSIP: 000000000<br>LEI: 335800RQI8GAFHIRGZ37 | Long             | EC               | CORP              | IN        |        67100 | NS      | $416787.18    | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Deutsche Bank AG                                           | PURCHASED KZT / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KZ        |            1 | NC      | $380497.32    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT BOND                                        | Sri Lanka Government Bonds                                                                                                   | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |    836000000 | PA      | $2516336.45   | 0.07%             | 2034-09-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                           | PURCHASED KZT / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KZ        |            1 | NC      | $213496.58    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria                            | Nigeria OMO Bill                                                                                                             | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        |   3540965000 | PA      | $2429265.94   | 0.06%             | 2026-08-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                     | PURCHASED USD / SOLD ILS                                                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |            1 | NC      | $-706874.59   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                           | PURCHASED UZS / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | UZ        |            1 | NC      | $18000.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ALBANIA GOVT BOND                                          | Albanian Government Bond                                                                                                     | CUSIP: 000000000<br>LEI: 254900EDM43U3SGRND29 | Long             | DBT              | NUSS              | AL        |     36300000 | PA      | $500429.71    | 0.01%             | 2034-07-25      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                              | CUSIP: 31381D2Y0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |            2 | PA      | $2.26         | 0.00%             | 2027-06-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED INR / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | IN        |            1 | NC      | $-21018.15    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                                   | BB HUNGARY(REPUBLIC OF)REPO                                                                                                  | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | Long             | RA               | CORP              | US        |       706250 | PA      | $706249.70    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                                   | BB HUNGARY GOVERNMENT REPO                                                                                                   | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | Long             | RA               | CORP              | US        |       739494 | PA      | $739494.00    | 0.02%             |  |  |  | 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        |      3586136 | OU      | $14021.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                           | PURCHASED USD / SOLD UYU                                                                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |            1 | NC      | $28454.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                             | PURCHASED USD / SOLD COP                                                                                                     | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | US        |            1 | NC      | $-64394.96    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                                   | REPO BB REPUBLIC OF POLAND GOV                                                                                               | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | Long             | RA               | CORP              | US        |      2205758 | PA      | $2205757.93   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                           | PURCHASED USD / SOLD KZT                                                                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |            1 | NC      | $-78049.51    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: BMIFNLHW9 IRS PLN R V 06MWIBOR BMIFNLHY5 CCPVANILLA / Short: BMIFNLHW9 IRS PLN P F  4.43500 BMIFNLHX7 CCPVANILLA       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     38470000 | OU      | $257938.34    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Unison Trust                                               | Unison Trust 2021-1                                                                                                          | CUSIP: 90919VAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     19615035 | PA      | $18635132.49  | 0.49%             | 2050-04-25      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| National Stock Exchange Of India                           | IFSC NIFTY 50 FUT MAY26                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | IN        |         -384 | NC      | $-208227.03   | -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        |      1146000 | OU      | $-795.77      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED KES / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | KE        |            1 | NC      | $-18662.31    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ZAMBIA GOVERNMENT BOND                                     | Zambia Government Bond                                                                                                       | CUSIP: 000000000<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |      2000000 | PA      | $107732.55    | 0.00%             | 2031-02-16      | Fixed         | 14.98%                | No            |                  2 | On Loan: No      |
| BENIN INTL GOV BOND                                        | Benin Government International Bond                                                                                          | CUSIP: 000000000<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |      2130000 | PA      | $2408887.40   | 0.06%             | 2032-01-19      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                          | Lebanon Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      1136000 | PA      | $299622.65    | 0.01%             | 2033-05-17      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                          | Lebanon Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      2685000 | PA      | $684675.00    | 0.02%             | 2025-06-12      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Telecom Argentina SA                                       | Telecom Argentina SA                                                                                                         | CUSIP: 879273209<br>LEI: 549300MKPIRSJD8SB782 | Long             | EC               | CORP              | AR        |        24978 | NS      | $298237.32    | 0.01%             |  |  |  | No            |                  1 | 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        |      3505380 | OU      | $14722.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                           | PURCHASED ZAR / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | ZA        |            1 | NC      | $-44967.34    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: BMIGJYTU5 IRS TWD R V 03MCPTW BMIGJYTW1 CCPNDF / Short: BMIGJYTU5 IRS TWD P F  2.16000 BMIGJYTV3 CCPNDF                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    198000000 | OU      | $32347.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JSW Steel Ltd                                              | JSW Steel Ltd                                                                                                                | CUSIP: 000000000<br>LEI: 335800EK6HZSC4CVAJ09 | Long             | EC               | CORP              | IN        |        42200 | NS      | $564958.81    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: SMIGAY0P6 IRS KRW R F  3.38500 BMIGAY0Q4 CCPNDF / Short: SMIGAY0P6 IRS KRW P V 03MKSDA BMIGAY0R2 CCPNDF                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  11584000000 | OU      | $-139435.22   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ZAMBIA GOVERNMENT BOND                                     | Zambia Government Bond                                                                                                       | CUSIP: 000000000<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |     17631000 | PA      | $1000817.67   | 0.03%             | 2041-01-26      | Fixed         | 18.79%                | No            |                  2 | On Loan: No      |
| United Bank for Africa PLC                                 | United Bank for Africa PLC                                                                                                   | CUSIP: 000000000<br>LEI: 0292002067E3RH4D8768 | Long             | EC               | CORP              | NG        |     13107185 | NS      | $407053.05    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| New York Mercantile Exchange                               | CRUDE OIL FUT OPT SEP26P 60                                                                                                  | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          274 | NC      | $230160.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED KES / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | KE        |            1 | NC      | $-15870.87    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Marico Ltd                                                 | Marico Ltd                                                                                                                   | CUSIP: 000000000<br>LEI: 3358003SFDQFGJPC5O84 | Long             | EC               | CORP              | IN        |        67900 | NS      | $555840.41    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| National Bank of Greece SA                                 | National Bank of Greece SA                                                                                                   | CUSIP: 000000000<br>LEI: 5UMCZOEYKCVFAW8ZLO05 | Long             | EC               | CORP              | GR        |       232955 | NS      | $3691913.64   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED TWD / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | TW        |            1 | NC      | $-5170.52     | -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      | $26144.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DRC INTERNATIONAL BOND                                     | DRC International Bond                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | CD        |      7987000 | PA      | $8170013.08   | 0.22%             | 2037-04-16      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| Deutsche Bank AG                                           | PURCHASED USD / SOLD KZT                                                                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |            1 | NC      | $-145674.83   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FORTEBANK JSC                                              | ForteBank JSC                                                                                                                | CUSIP: 000000000<br>LEI: 529900TH5WJ6KE8N8Z35 | Long             | DBT              | CORP              | KZ        |      4550000 | PA      | $4667763.10   | 0.12%             | 2030-11-03      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| Citibank NA                                                | BMIGEKND4 EATON VANCE                                                                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |     10000000 | OU      | $103770.00    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                     | US 10YR NOTE (CBT)JUN26                                                                                                      | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |           41 | NC      | $-13140.63    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America NA                                         | BMIG49EG3 EATON VANCE                                                                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |     96223000 | OU      | $171092.13    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD INR                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $9538.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ITC Ltd                                                    | ITC Ltd                                                                                                                      | CUSIP: 000000000<br>LEI: 335800WLOU3OFWFTMP43 | Long             | EC               | CORP              | IN        |       158600 | NS      | $528065.09    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                     | PURCHASED USD / SOLD JPY                                                                                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |            1 | NC      | $-11399.81    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nasdaq Stockholm AB                                        | OMXS30 IND FUTURE MAY26                                                                                                      | CUSIP: 000000000<br>LEI: 549300KBQIVNEJEZVL96 | N/A              | DE               |  | SE        |          657 | NC      | $-350363.77   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Non Gold Pool                                                                                                    | CUSIP: 31346AF83<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        39372 | PA      | $38880.29     | 0.00%             | 2030-06-01      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED USD / SOLD UGX                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $41057.11     | 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      | $-97691.18    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED BRL / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | BR        |            1 | NC      | $33616.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT BOND                                        | Sri Lanka Government Bonds                                                                                                   | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |    249000000 | PA      | $720603.78    | 0.02%             | 2032-10-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD INR                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $5940.97      | 0.00%             |  |  |  | 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        |      2000000 | OU      | $-1388.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                     | PURCHASED USD / SOLD EGP                                                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |            1 | NC      | $64756.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                             | PURCHASED PHP / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | PH        |            1 | NC      | $-206345.66   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                         | PURCHASED USD / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |            1 | NC      | $-1744.14     | -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      | $-1100639.01  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| ICBC Standard Bank PLC                                     | Long: BMIG7STV9 TRS UZS R F   .00000 BOND TRS / Short: BMIG7STV9 TRS USD P V 00MSOFR SOFRRATE+0BPS                           | CUSIP: 000000000<br>LEI: F01VVKN4DRF2NWKGQ283 | N/A              | DIR              |  | UZ        |  13440332094 | OU      | $1157028.79   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Bahrain Government International Bonds                     | Bahrain Government International Bonds                                                                                       | CUSIP: 000000000<br>LEI: 549300RODM1WN85LFQ95 | Short            | DBT              | NUSS              | BH        |     -2319000 | PA      | $-2131673.85  | -0.06%            | 2034-05-18      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD PHP                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $610477.98    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| KAZAKH TBILL - MEKKAM                                      | Kazakhstan Treasury Bill - MEKKAM                                                                                            | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | STIV             | NUSS              | KZ        |   5137377900 | PA      | $11043886.98  | 0.29%             | 2026-05-15      | None          | 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      | $-7687.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PROVINCIA DE NEUQUEN                                       | Provincia De Neuquen Tranche B Term Loan                                                                                     | CUSIP: 000000000<br>LEI: 549300X5HUL4FRDNBN35 | Long             | LON              | CORP              | AR        |       567621 | PA      | $573297.17    | 0.02%             | 2027-05-28      | Floating      | 11.07%                | No            |                  2 | On Loan: No      |
| ICBC Standard Bank PLC                                     | PURCHASED KZT / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: F01VVKN4DRF2NWKGQ283 | N/A              | DFE              |  | KZ        |            1 | NC      | $363412.79    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                | PURCHASED USD / SOLD UYU                                                                                                     | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |            1 | NC      | $-1492.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                         | PURCHASED USD / SOLD UYU                                                                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |            1 | NC      | $1651.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ARMENIAN TREASURY BONDS                                    | Republic of Armenia Treasury Bonds                                                                                           | CUSIP: 000000000<br>LEI: 5299000H77JSW90G7935 | Long             | DBT              | NUSS              | AM        |   7364174000 | PA      | $20394994.84  | 0.54%             | 2035-10-29      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                                | PURCHASED USD / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $-1323.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Guaranty Trust Holding Co PLC                              | Guaranty Trust Holding Co PLC                                                                                                | CUSIP: 000000000<br>LEI: 0292004488G9K8Y1I649 | Long             | EC               | CORP              | NG        |      3866699 | NS      | $379737.26    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                              | CUSIP: 31410GLW1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       148906 | PA      | $150743.66    | 0.00%             | 2030-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-341436.43   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HDFC Bank Ltd                                              | HDFC Bank Ltd                                                                                                                | CUSIP: 000000000<br>LEI: 335800ZQ6I4E2JXENC50 | Long             | EC               | CORP              | IN        |        55900 | NS      | $457210.06    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                         | PURCHASED KZT / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | KZ        |            1 | NC      | $358365.44    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities PLC                                    | BB BAHRAIN(KINGDOM OF) REPO                                                                                                  | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | Long             | RA               | CORP              | US        |       844036 | PA      | $844036.39    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria                            | Nigeria OMO Bill                                                                                                             | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        |  13428069000 | PA      | $9622419.55   | 0.25%             | 2026-06-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED PHP / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | PH        |            1 | NC      | $-163041.44   | -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      | $-5201.05     | -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        |       597954 | PA      | $603933.93    | 0.02%             | 2027-05-28      | Floating      | 11.07%                | No            |                  2 | On Loan: No      |
| Bank of America NA                                         | PURCHASED KZT / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | KZ        |            1 | NC      | $343712.55    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                         | PURCHASED USD / SOLD AED                                                                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |            1 | NC      | $-3809.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                         | PURCHASED USD / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |            1 | NC      | $-7565.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Egypt Government International Bonds                       | Egypt Government International Bonds                                                                                         | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Short            | DBT              | NUSS              | EG        |     -1561000 | PA      | $-1243244.40  | -0.03%            | 2061-02-16      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Bills                                                                                                          | CUSIP: 912797TD9<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |     70503200 | PA      | $70164490.64  | 1.85%             | 2026-06-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Barclays Capital Securities Ltd.                           | BB SAUDI INTERNATIONAL REPO                                                                                                  | CUSIP: 000000000<br>LEI: K9WDOH4D2PYBSLSOB484 | Long             | RA               | CORP              | US        |      4919064 | PA      | $4919063.75   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED USD / SOLD UGX                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $45360.29     | 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      | $30920.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                           | PURCHASED USD / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |            1 | NC      | $9666.93      | 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      | $-1093.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: BMIGJVJ08 IRS TWD R V 03MCPTW BMIGJVJ24 CCPNDF / Short: BMIGJVJ08 IRS TWD P F  2.13150 BMIGJVJ16 CCPNDF                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    695000000 | OU      | $141748.45    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: SMIG6D3E9 IRS KRW R F  3.45200 BMIG6D3F6 CCPNDF / Short: SMIG6D3E9 IRS KRW P V 03MKSDA BMIG6D3G4 CCPNDF                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  21593000000 | OU      | $-214827.93   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| QUALCO GROUP SA                                            | QUALCO GROUP SA                                                                                                              | CUSIP: 000000000<br>LEI: 213800VCK5R9CA1YO339 | Long             | EC               | CORP              | GR        |        52437 | NS      | $340866.93    | 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      | $13932.41     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED USD / SOLD KES                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-22019.74    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE                                       | Raizen Fuels Finance SA                                                                                                      | CUSIP: 000000000<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |      1148000 | PA      | $626377.50    | 0.02%             | 2034-03-05      | Fixed         | 6.45%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                     | PURCHASED MNT / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | MN        |            1 | NC      | $22837.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities PLC                                    | BMIGMBFS1 EATON VANCE                                                                                                        | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | N/A              | DFE              |  | US        |     26000000 | OU      | $66742.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                          | Lebanon Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |     15473000 | PA      | $3946775.48   | 0.10%             | 2023-05-26      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Nomura International PLC                                   | BB QATAR (STATE OF) REPO                                                                                                     | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | Long             | RA               | CORP              | US        |      1572648 | PA      | $1572648.00   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                | PURCHASED USD / SOLD UGX                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $6419.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lithium Argentina AG                                       | Lithium Argentina AG                                                                                                         | CUSIP: 000000000<br>LEI: 25490091H0GF6CS01G98 | Long             | EC               | CORP              | CH        |        46088 | NS      | $468714.96    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF GABON                                          | Gabon Government International Bond                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | GA        |       603000 | PA      | $570303.62    | 0.02%             | 2029-02-18      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| Barclays Bank PLC                                          | PURCHASED ILS / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | IL        |            1 | NC      | $388440.46    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae II Pool                                                                                                           | CUSIP: 36202DQC8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        79086 | PA      | $81769.16     | 0.00%             | 2031-10-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                          | Lebanon Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      1890000 | PA      | $478760.63    | 0.01%             | 2024-11-04      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                | Long: SMIG9JLA1 IRS MXN R F  6.75500 BMIG9JLB9 CCPOIS / Short: SMIG9JLA1 IRS MXN P V 01MTIEF BMIG9JLC7 CCPOIS                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     45000000 | OU      | $-18337.47    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                                       | Colombian TES                                                                                                                | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  73071300000 | PA      | $18275777.01  | 0.48%             | 2035-01-24      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| GLOBAL SUKUK VENTURES                                      | Global Sukuk Ventures                                                                                                        | CUSIP: 000000000<br>LEI: 529900O7Y19DFQY7AW02 | Short            | DBT              | NUSS              | QA        |     -5495000 | PA      | $-5372423.42  | -0.14%            | 2035-11-10      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| HSBC Bank USA NA                                           | PURCHASED ZAR / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | ZA        |            1 | NC      | $-19497.98    | -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      | $8441.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UAE International Government Bonds                         | UAE International Government Bonds                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Short            | DBT              | NUSS              | AE        |     -5333000 | PA      | $-5443469.15  | -0.14%            | 2034-07-02      | Fixed         | 4.86%                 | Yes           |                  2 | On Loan: No      |
| TBC BANK GROUP PLC                                         | TBC Bank Group PLC                                                                                                           | CUSIP: 000000000<br>LEI: 213800T6NS9N2WQ3B328 | Long             | DBT              | CORP              | GB        |  41540000000 | PA      | $3497160.23   | 0.09%             | 2028-06-05      | Fixed         | 22.00%                | No            |                  2 | On Loan: No      |
| New York Mercantile Exchange                               | WTI CRUDE FUTURE AUG26                                                                                                       | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         -143 | NC      | $-1016072.20  | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| SRI LANKA GOVT BOND                                        | Sri Lanka Government Bonds                                                                                                   | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |    374000000 | PA      | $1211151.97   | 0.03%             | 2032-12-15      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                     | PURCHASED USD / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |            1 | NC      | $5307.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                          | Lebanon Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      2192000 | PA      | $556604.59    | 0.01%             | 2026-11-27      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED TWD / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | TW        |            1 | NC      | $-1434.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                    | Long: BMIG7JCZ8 TRS USD R V 00MSOFR TRS RV SOFRRATE-85BPS / Short: BMIG7JCZ8 TRS USD P E TRS PE JPEIDIVR                     | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               |  | US        |      4000000 | OU      | $17596.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED SEK / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | SE        |            1 | NC      | $-1066.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED ZMW / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | ZM        |            1 | NC      | $125470.81    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                           | PURCHASED USD / SOLD KZT                                                                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |            1 | NC      | $-242854.50   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                     | US 10YR ULTRA FUT JUN26                                                                                                      | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |          -18 | NC      | $23437.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Khang Dien House Trading and Investment JSC                | Khang Dien House Trading and Investment JSC                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | VN        |       667456 | NS      | $644448.53    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ZAMBIA GOVERNMENT BOND                                     | Zambia Government Bond                                                                                                       | CUSIP: 000000000<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |     40000000 | PA      | $2159107.08   | 0.06%             | 2028-02-16      | Fixed         | 14.50%                | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                           | PURCHASED USD / SOLD UGX                                                                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |            1 | NC      | $10889.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                            | Long: B92XUXPP2 CDS USD R V 03MEVENT 1 CCPSOVEREIGN / Short: B92XUXPP2 CDS USD P F  1.00000 2 CCPSOVEREIGN                   | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     54737000 | OU      | $-835501.74   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                            | Long: B978T5JP2 CDS USD R V 03MEVENT Z978T5M29 CCPCDX / Short: B978T5JP2 CDS USD P F  1.00000 Z978T5KM7 CCPCDX               | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     34255000 | OU      | $313392.49    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                                    | Hungary Government Bond                                                                                                      | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   4003140000 | PA      | $9157440.24   | 0.24%             | 2041-04-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FORTEBANK JSC                                              | ForteBank JSC                                                                                                                | CUSIP: 34955XAB7<br>LEI: 529900TH5WJ6KE8N8Z35 | Long             | DBT              | CORP              | KZ        |      4690000 | PA      | $4842965.85   | 0.13%             | 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        |       426000 | PA      | $201285.00    | 0.01%             | 2038-03-31      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Deutsche Bank AG                                           | PURCHASED USD / SOLD UYU                                                                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |            1 | NC      | $-26551.39    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED USD / SOLD UGX                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $46936.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                                                                        | CUSIP: 31335PK95<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        10157 | PA      | $10298.96     | 0.00%             | 2027-09-17      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED USD / SOLD KES                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $6554.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: SMIGH39T0 IRS PLN R F  4.24330 BMIGH39U7 CCPVANILLA / Short: SMIGH39T0 IRS PLN P V 06MWIBOR BMIGH39V5 CCPVANILLA       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     83578000 | OU      | $-339486.06   | -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      | $69751.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                                   | BB INDONESIA GOV REPO                                                                                                        | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | Long             | RA               | CORP              | US        |      5599912 | PA      | $5599912.50   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Cresud SACIF y A                                           | Cresud SACIF y A                                                                                                             | CUSIP: 226406106<br>LEI: 529900OJF9C0NUFNN613 | Long             | EC               | CORP              | AR        |        12229 | NS      | $137576.25    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD BRL                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-1773938.53  | -0.05%            |  |  |  | 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        |     60295989 | OU      | $481591.09    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ALBANIA GOVT BOND                                          | Albanian Government Bond                                                                                                     | CUSIP: 000000000<br>LEI: 254900EDM43U3SGRND29 | Long             | DBT              | NUSS              | AL        |     78200000 | PA      | $970696.67    | 0.03%             | 2027-02-23      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                         | PURCHASED USD / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |            1 | NC      | $-147520.85   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HDFC Asset Management Co Ltd                               | HDFC Asset Management Co Ltd                                                                                                 | CUSIP: 000000000<br>LEI: 3358002FLK8AK8WSEP31 | Long             | EC               | CORP              | IN        |        19700 | NS      | $565254.49    | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| HUNGARY                                                    | Hungary Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Short            | DBT              | NUSS              | HU        |     -5100000 | PA      | $-6138189.74  | -0.16%            | 2034-06-16      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                                   | Petroleos de Venezuela SA                                                                                                    | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |     16976486 | PA      | $6069093.75   | 0.16%             | 2022-10-28      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| State Bank of India                                        | State Bank of India                                                                                                          | CUSIP: 000000000<br>LEI: 5493001JZ37UBBZF6L49 | Long             | EC               | CORP              | IN        |        44600 | NS      | $504470.37    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TIMES CHINA HLDG LTD                                       | Times China Holdings Ltd                                                                                                     | CUSIP: 000000000<br>LEI: 2549000KTINB9ZPZP710 | Long             | DBT              | CORP              | KY        |      2244441 | PA      | $70138.78     | 0.00%             | 2032-09-30      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                     | PURCHASED USD / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |            1 | NC      | $-90618.41    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED VND / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | VN        |            1 | NC      | $7732.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PROVINCIA DE NEUQUEN                                       | Provincia De Neuquen Tranche A Term Loan                                                                                     | CUSIP: 000000000<br>LEI: 549300X5HUL4FRDNBN35 | Long             | LON              | CORP              | AR        |       477996 | PA      | $482775.65    | 0.01%             | 2027-05-28      | Floating      | 11.07%                | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-55400.55    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                           | PURCHASED KZT / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KZ        |            1 | NC      | $438160.80    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                     | PURCHASED USD / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |            1 | NC      | $11924.79     | 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      | $-17803.85    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF ALBANIA                                        | Albania Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 254900EDM43U3SGRND29 | Long             | DBT              | NUSS              | AL        |      3050000 | PA      | $3530774.83   | 0.09%             | 2031-11-23      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED PHP / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | PH        |            1 | NC      | $-55502.37    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                | Long: BMIF9ER00 CDS USD R F  1.00000 BMIF9ER18 CORPORATE / Short: BMIF9ER00 CDS USD P V 03MEVENT BMIF9ER26 CORPORATE         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | GB        |      1146000 | OU      | $-9036.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                                                                        | CUSIP: 31335PL78<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       151024 | PA      | $155387.82    | 0.00%             | 2030-02-17      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD INR                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $135355.78    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                           | PURCHASED KZT / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KZ        |            1 | NC      | $441594.89    | 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      | $292998.92    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                           | PURCHASED KZT / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KZ        |            1 | NC      | $853954.35    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED BRL / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | BR        |            1 | NC      | $178064.85    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                         | BMIGMA9F8 EATON VANCE                                                                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |     21000000 | OU      | $53907.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Vinhomes JSC                                               | Vinhomes JSC                                                                                                                 | CUSIP: 000000000<br>LEI: 2549007LS0F7J946DA02 | Long             | EC               | CORP              | VN        |       446400 | NS      | $2484607.39   | 0.07%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Citibank NA                                                | PURCHASED EUR / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |            1 | NC      | $-44254.22    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KAZAKH GOV BOND - MEOKAM                                   | Kazakhstan Government Bond - MEOKAM                                                                                          | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |   3045179000 | PA      | $6841339.56   | 0.18%             | 2030-10-09      | Fixed         | 16.95%                | No            |                  2 | On Loan: No      |
| SERBIA TREASURY BONDS                                      | Serbia Treasury Bonds                                                                                                        | CUSIP: 000000000<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |    898610000 | PA      | $9801809.86   | 0.26%             | 2031-10-26      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                          | PURCHASED ZAR / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | ZA        |            1 | NC      | $347561.50    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                     | PURCHASED EUR / SOLD HUF                                                                                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |            1 | NC      | $-26692.40    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities PLC                                    | BB BAHRAIN(KINGDOM OF) REPO                                                                                                  | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | Long             | RA               | CORP              | US        |       949016 | PA      | $949016.25    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                             | PURCHASED TWD / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | TW        |            1 | NC      | $-9083.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                                      | Venezuela Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |      4430000 | PA      | $2103142.50   | 0.06%             | 2025-04-21      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD COP                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-235411.78   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Arcos Dorados Holdings Inc                                 | Arcos Dorados Holdings Inc                                                                                                   | CUSIP: 000000000<br>LEI: 54930023P2MIZN13DQ85 | Long             | EC               | CORP              | VG        |        48862 | NS      | $435849.04    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED PHP / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | PH        |            1 | NC      | $-218038.93   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JSCB AGROBANK                                              | Jscb Agrobank                                                                                                                | CUSIP: 000000000<br>LEI: 254900JPMU0LFCP18673 | Long             | DBT              | CORP              | UZ        | 127710000000 | PA      | $11198888.36  | 0.30%             | 2028-09-15      | Fixed         | 20.75%                | No            |                  2 | On Loan: No      |
| Bank of America NA                                         | PURCHASED EUR / SOLD HUF                                                                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | XX        |            1 | NC      | $-28065.09    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Hindustan Aeronautics Ltd                                  | Hindustan Aeronautics Ltd                                                                                                    | CUSIP: 000000000<br>LEI: 335800AKDC7T933T3I86 | Long             | EC               | CORP              | IN        |         5200 | NS      | $238747.05    | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Egypt Government International Bonds                       | Egypt Government International Bonds                                                                                         | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Short            | DBT              | NUSS              | EG        |     -2694000 | PA      | $-2524915.64  | -0.07%            | 2050-05-29      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: SMIFYFNZ6 IRS CNY R F  1.62550 BMIFYFP01 CCPNDF / Short: SMIFYFNZ6 IRS CNY P V 00MCNRR BMIFYFP19 CCPNDF                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     74900000 | OU      | $42023.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Athens International Airport SA                            | Athens International Airport SA                                                                                              | CUSIP: 000000000<br>LEI: 213800BC45UCMQYR4995 | Long             | EC               | CORP              | GR        |        29513 | NS      | $336522.22    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                                                                        | CUSIP: 31335PKD6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |          205 | PA      | $211.81       | 0.00%             | 2030-03-17      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Staatsolie Maatschappij Suriname NV                        | Staatsolie Maatschappij Suriname NV 2025 Revolver                                                                            | CUSIP: 000000000<br>LEI: 254900R015RJG4RZ5G47 | Long             | LON              | CORP              | SR        |     22624387 | PA      | $22624386.83  | 0.60%             | 2032-04-26      | Fixed         | 1.93%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                           | PURCHASED KZT / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KZ        |            1 | NC      | $1201726.11   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| PORTEAST INVESTMENT PVT                                    | Porteast Investment Pvt Ltd                                                                                                  | CUSIP: 000000000<br>LEI: 335800QCR33GHNFNA954 | Long             | DBT              | CORP              | IN        |    510000000 | PA      | $6470527.19   | 0.17%             | 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        |    247000000 | PA      | $3099966.15   | 0.08%             | 2032-02-07      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                          | PURCHASED PLN / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | PL        |            1 | NC      | $-382833.91   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ALBANIA GOVT BOND                                          | Albanian Government Bond                                                                                                     | CUSIP: 000000000<br>LEI: 254900EDM43U3SGRND29 | Long             | DBT              | NUSS              | AL        |    293600000 | PA      | $3643356.47   | 0.10%             | 2027-07-10      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Motor Oil Hellas Corinth Refineries SA                     | Motor Oil Hellas Corinth Refineries SA                                                                                       | CUSIP: 000000000<br>LEI: 213800U3Y9UL7Y4QVM11 | Long             | EC               | CORP              | GR        |        28366 | NS      | $1266125.02   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW ZEALAND GVT ILB                                        | New Zealand Government Inflation Linked Bond                                                                                 | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |     23575711 | PA      | $13324528.73  | 0.35%             | 2040-09-20      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED EUR / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | XX        |            1 | NC      | $3493.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                                   | BB HUNGARY(REPUBLIC OF)REPO                                                                                                  | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | Long             | RA               | CORP              | US        |       271132 | PA      | $271132.24    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                              | CUSIP: 31410KU69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       141677 | PA      | $144163.72    | 0.00%             | 2029-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                             | PURCHASED PHP / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | PH        |            1 | NC      | $-204476.05   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities PLC                                    | BB SAUDI ARABIA KINGDOM REPO                                                                                                 | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | Long             | RA               | CORP              | US        |     10252025 | PA      | $10252024.56  | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                          | Lebanon Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      2969000 | PA      | $751992.03    | 0.02%             | 2020-06-19      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                            | Long: B97JNT7P5 CDS USD R V 03MEVENT Z97JNT7Z3 CCPCDX / Short: B97JNT7P5 CDS USD P F  5.00000 Z97JNT7U4 CCPCDX               | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     48125000 | OU      | $-3413905.69  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Ukraine Government International Bonds                     | Ukraine Government International Bonds                                                                                       | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      6082906 | PA      | $3616739.33   | 0.10%             | 2036-02-01      | Variable      | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Deutsche Bank AG                                           | PURCHASED KZT / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KZ        |            1 | NC      | $227304.74    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                          | Lebanon Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |     11474000 | PA      | $2943977.81   | 0.08%             | 2029-05-25      | 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        |     75128495 | PA      | $184084.45    | 0.00%             | 2037-09-15      | Variable      | 8.75%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                | PURCHASED HUF / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | HU        |            1 | NC      | $385184.08    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                | Long: SMIG8YVS9 IRS MXN R F  6.83200 BMIG8YVT7 CCPOIS / Short: SMIG8YVS9 IRS MXN P V 01MTIEF BMIG8YVU4 CCPOIS                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    110000000 | OU      | $-35895.06    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                     | PURCHASED USD / SOLD AED                                                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |            1 | NC      | $1157.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities PLC                                    | BB SAUDI ARABIA KINGDOM REPO                                                                                                 | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | Long             | RA               | CORP              | US        |      4588193 | PA      | $4588193.33   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED USD / SOLD AED                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-16015.68    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Oculis Holding AG                                          | Oculis Holding AG                                                                                                            | CUSIP: 000000000<br>LEI: 5067005370C2KK324336 | Long             | EC               | CORP              | CH        |        26940 | NS      | $725169.99    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Hungary Government International Bonds                     | Hungary Government International Bonds                                                                                       | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Short            | DBT              | NUSS              | HU        |    -10275000 | PA      | $-10297171.40 | -0.27%            | 2036-03-26      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| ALBANIA GOVT BOND                                          | Albanian Government Bond                                                                                                     | CUSIP: 000000000<br>LEI: 254900EDM43U3SGRND29 | Long             | DBT              | NUSS              | AL        |     81000000 | PA      | $1053149.15   | 0.03%             | 2040-02-19      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED USD / SOLD SAR                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-55888.52    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF POLAND                                         | Republic of Poland Government International Bond                                                                             | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Short            | DBT              | NUSS              | PL        |     -7156000 | PA      | $-7997562.93  | -0.21%            | 2029-03-07      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| Arion Banki HF                                             | Arion Banki HF                                                                                                               | CUSIP: 000000000<br>LEI: RIL4VBPDB0M7Z3KXSF19 | Long             | EC               | CORP              | IS        |      1881577 | NS      | $2945230.55   | 0.08%             |  |  |  | Yes           |                  2 | On Loan: No      |
| BNP Paribas SA                                             | PURCHASED EUR / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | XX        |            1 | NC      | $15.50        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Non Gold Pool                                                                                                    | CUSIP: 31300LA96<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       218143 | PA      | $224621.69    | 0.01%             | 2036-02-01      | Floating      | 6.21%                 | No            |                  2 | On Loan: No      |
| ZAMBIA GOVERNMENT BOND                                     | Zambia Government Bond                                                                                                       | CUSIP: 000000000<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |      8815000 | PA      | $490336.16    | 0.01%             | 2028-11-24      | Fixed         | 16.00%                | No            |                  2 | On Loan: No      |
| UBS AG                                                     | PURCHASED USD / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |            1 | NC      | $-58883.69    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                                                            | CUSIP: 31359UNJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        29375 | PA      | $29902.97     | 0.00%             | 2028-07-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| New York Mercantile Exchange                               | CRUDE OIL FUT OPT JUN26P 42                                                                                                  | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |           88 | NC      | $880.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BEACON RE COMMITTED                                        | BEACON RE COMMITTED                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2963783 | NS      | $2983047.59   | 0.08%             |  |  |  | No            |                  3 | On Loan: No      |
| Barclays Capital Securities Ltd.                           | BB ABU DHABI EMIRATE REPO                                                                                                    | CUSIP: 000000000<br>LEI: K9WDOH4D2PYBSLSOB484 | Long             | RA               | CORP              | US        |      5532988 | PA      | $5532987.50   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Budimex SA                                                 | Budimex SA                                                                                                                   | CUSIP: 000000000<br>LEI: 25940093SDJZW2C1V355 | Long             | EC               | CORP              | PL        |         4170 | NS      | $758119.25    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Transportadora de Gas del Sur SA                           | Transportadora de Gas del Sur SA                                                                                             | CUSIP: 893870204<br>LEI: 5299002TRC7IFQYSW596 | Long             | EC               | CORP              | AR        |        22385 | NS      | $682966.35    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                                     | PURCHASED NGN / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | NG        |            1 | NC      | $8584.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED USD / SOLD BHD                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-157312.74   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                | PURCHASED VND / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | VN        |            1 | NC      | $6987.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                     | PURCHASED EUR / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |            1 | NC      | $-7756.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                                   | BB HUNGARY GOVERNMENT REPO                                                                                                   | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | Long             | RA               | CORP              | US        |      4487099 | PA      | $4487098.88   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Islandsbanki HF                                            | Islandsbanki HF                                                                                                              | CUSIP: 000000000<br>LEI: 549300PZMFIQR79Q0T97 | Long             | EC               | CORP              | IS        |      2648039 | NS      | $3098655.21   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD PHP                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $17797.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                            | Long: B92XUVE45 CDS USD R V 03MEVENT 1 CCPSOVEREIGN / Short: B92XUVE45 CDS USD P F  1.00000 2 CCPSOVEREIGN                   | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    200746000 | OU      | $3814776.24   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED UGX / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | UG        |            1 | NC      | $-27723.05    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                           | PURCHASED USD / SOLD UYU                                                                                                     | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |            1 | NC      | $58086.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                | PURCHASED ISK / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | IS        |            1 | NC      | $544355.35    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                | PURCHASED USD / SOLD UYU                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $-33374.01    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED USD / SOLD KES                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $17984.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ALBANIA GOVT BOND                                          | Albanian Government Bond                                                                                                     | CUSIP: 000000000<br>LEI: 254900EDM43U3SGRND29 | Long             | DBT              | NUSS              | AL        |     31600000 | PA      | $390692.49    | 0.01%             | 2028-01-10      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                          | PURCHASED EUR / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |            1 | NC      | $-50205.45    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                          | EURO STOXX BANK JUN26                                                                                                        | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |        -2037 | NC      | $-2676209.49  | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD BRL                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-1673768.70  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED USD / SOLD SAR                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-58520.47    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                          | BMIGG0XR4 EATON VANCE                                                                                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |    -10000000 | OU      | $-37500.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                           | PURCHASED ZAR / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | ZA        |            1 | NC      | $-20949.08    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF MOZAMBIQUE                                     | Mozambique International Bond                                                                                                | CUSIP: 000000000<br>LEI: 213800759WLKYIKPER73 | Long             | DBT              | NUSS              | MZ        |       642000 | PA      | $527643.06    | 0.01%             | 2031-09-15      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| Bank of Cyprus Holdings PLC                                | Bank of Cyprus Holdings PLC                                                                                                  | CUSIP: 000000000<br>LEI: 635400L14KNHZXPUZM19 | Long             | EC               | CORP              | IE        |      1293000 | NS      | $14012030.07  | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                              | PURCHASED EUR / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | XX        |            1 | NC      | $11912.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RELIANCE COMMUNICATION                                     | Reliance Communications Ltd                                                                                                  | CUSIP: 000000000<br>LEI: 3358004XUDHE13A1HZ26 | Long             | DBT              | CORP              | IN        |      1800000 | PA      | $27000.00     | 0.00%             | 2020-11-06      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| HSBC Bank USA NA                                           | PURCHASED ZAR / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | ZA        |            1 | NC      | $-38229.92    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                          | Lebanon Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |       975000 | PA      | $247576.88    | 0.01%             | 2024-12-03      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Bank of America NA                                         | PURCHASED EUR / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | XX        |            1 | NC      | $141772.94    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Coteccons Construction JSC                                 | Coteccons Construction JSC                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | VN        |       266805 | NS      | $883336.24    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                           | PURCHASED KZT / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KZ        |            1 | NC      | $463319.23    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                           | PURCHASED EUR / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | XX        |            1 | NC      | $48036.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                                      | Venezuela Government International Bond                                                                                      | CUSIP: 922646AS3<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |      6470000 | PA      | $3414542.50   | 0.09%             | 2027-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                | PURCHASED ZAR / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | ZA        |            1 | NC      | $-172365.45   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Maruti Suzuki India Ltd                                    | Maruti Suzuki India Ltd                                                                                                      | CUSIP: 000000000<br>LEI: 335800D27PBEESKKD357 | Long             | EC               | CORP              | IN        |         3300 | NS      | $465566.45    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities PLC                                    | BMID0PTL1 EATON VANCE                                                                                                        | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | N/A              | DFE              |  | US        |     15600000 | OU      | $14523.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED USD / SOLD UGX                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $52285.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                           | PURCHASED ZAR / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | ZA        |            1 | NC      | $-41809.29    | -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      | $291301.83    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                                                                        | CUSIP: 31335PMR3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        81410 | PA      | $82380.45     | 0.00%             | 2029-08-17      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ICBC Standard Bank PLC                                     | PURCHASED RUB / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: F01VVKN4DRF2NWKGQ283 | N/A              | DFE              |  | RU        |            1 | NC      | $107807.72    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT BOND                                        | Sri Lanka Government Bonds                                                                                                   | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |    673000000 | PA      | $2169168.52   | 0.06%             | 2028-10-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                          | PURCHASED ZAR / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | ZA        |            1 | NC      | $337979.47    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital Securities Ltd.                           | BMIGDQFJ8 EATON VANCE                                                                                                        | CUSIP: 000000000<br>LEI: K9WDOH4D2PYBSLSOB484 | N/A              | DFE              |  | US        |    -10000000 | OU      | $-43340.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED HUF / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | HU        |            1 | NC      | $178283.13    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                | PURCHASED EUR / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |            1 | NC      | $57589.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD INR                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $8050.00      | 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      | $48181.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                | Long: SMIG8MX20 IRS MXN R F  6.82500 BMIG8MX38 CCPOIS / Short: SMIG8MX20 IRS MXN P V 01MTIEF BMIG8MX46 CCPOIS                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    103000000 | OU      | $-33606.12    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                           | PURCHASED ZAR / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | ZA        |            1 | NC      | $-19917.64    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF MONTENEGRO                                     | Montenegro Government International Bond                                                                                     | CUSIP: 000000000<br>LEI: 747800V014106FYLL014 | Long             | DBT              | NUSS              | ME        |     11663000 | PA      | $13779382.04  | 0.36%             | 2032-04-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Bank of America NA                                         | PURCHASED EUR / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | XX        |            1 | NC      | $-5564.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                         | PURCHASED USD / SOLD UGX                                                                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |            1 | NC      | $8112.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KAZAKH GOV BOND - MEUKAM                                   | Kazakhstan Government Bond - MEUKAM                                                                                          | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |    657741000 | PA      | $1354056.27   | 0.04%             | 2034-03-06      | Fixed         | 14.50%                | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD INR                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $12448.12     | 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      | $254576.38    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of the Philippine Islands                             | Bank of the Philippine Islands                                                                                               | CUSIP: 000000000<br>LEI: 549300UW4UH6XT2X8C50 | Long             | EC               | CORP              | PH        |       393220 | NS      | $572503.75    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                           | PURCHASED EUR / SOLD HUF                                                                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | XX        |            1 | NC      | $-157370.06   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED USD / SOLD AED                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-19677.23    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Emaar Properties PJSC                                      | Emaar Properties PJSC                                                                                                        | CUSIP: 000000000<br>LEI: 254900YWYEXYXK1BMP81 | Long             | EC               | CORP              | AE        |      1737560 | NS      | $5594940.36   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| KAZAKH GOV BOND - MEUKAM                                   | Kazakhstan Government Bond - MEUKAM                                                                                          | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |   4275318000 | PA      | $7428980.76   | 0.20%             | 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        |     13208000 | PA      | $3368700.40   | 0.09%             | 2024-04-22      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                             | PURCHASED TWD / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | TW        |            1 | NC      | $-4521.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                         | Ukraine Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      2602000 | PA      | $1997998.75   | 0.05%             | 2032-02-01      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs International                                | PURCHASED ILS / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | IL        |            1 | NC      | $595993.10    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                           | PURCHASED ZAR / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | ZA        |            1 | NC      | $-44019.89    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KAZAKH GOV BOND - MEUKAM                                   | Kazakhstan Government Bond - MEUKAM                                                                                          | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |   3469539000 | PA      | $7076504.58   | 0.19%             | 2031-05-12      | Fixed         | 14.00%                | No            |                  2 | On Loan: No      |
| Hungary Government International Bonds                     | Hungary Government International Bonds                                                                                       | CUSIP: 445545AF3<br>LEI: 5299003F3UFKGCCMAP43 | Short            | DBT              | NUSS              | HU        |      -600000 | PA      | $-705239.14   | -0.02%            | 2041-03-29      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED BRL / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | BR        |            1 | NC      | $19619.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                                                                        | CUSIP: 31335PLG8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        25710 | PA      | $26497.08     | 0.00%             | 2030-10-17      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                    | Philippine Government International Bond                                                                                     | CUSIP: 718286BM8<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |   1024000000 | PA      | $16037212.88  | 0.42%             | 2036-01-14      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                     | PURCHASED EUR / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |            1 | NC      | $-809.51      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: SMIGH3KN0 IRS PLN R F  4.25000 BMIGH3KQ3 CCPVANILLA / Short: SMIGH3KN0 IRS PLN P V 06MWIBOR BMIGH3KR1 CCPVANILLA       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     26714000 | OU      | $-106339.38   | -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      | $-136552.30   | -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      | $38015.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lebanon Government International Bonds                     | Lebanon Government International Bonds                                                                                       | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      1600000 | PA      | $406722.08    | 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        |      1266000 | PA      | $1227980.91   | 0.03%             | 2027-10-27      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                              | CUSIP: 31385W2S7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        24124 | PA      | $24866.87     | 0.00%             | 2033-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                          | EURO-BOBL FUTURE JUN26                                                                                                       | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         -211 | NC      | $391866.17    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Capital Securities Ltd.                           | Long: BMIFBP3C2 CDS USD R F  1.00000 BMIFBP3D0 CORPORATE / Short: BMIFBP3C2 CDS USD P V 03MEVENT BMIFBP3E8 CORPORATE         | CUSIP: 000000000<br>LEI: K9WDOH4D2PYBSLSOB484 | N/A              | DCR              |  | GB        |      5717000 | OU      | $-45077.97    | -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      | $10813.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                            | Long: B92XWEAA1 CDS USD R V 03MEVENT Z92XWEAB9 CCPSOVEREIGN / Short: B92XWEAA1 CDS USD P F  1.00000 Z92XWEAC7 CCPSOVEREIGN   | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     51000000 | OU      | $-365382.36   | -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      | $-46470.18    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED USD / SOLD UGX                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $93486.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                         | PURCHASED KZT / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | KZ        |            1 | NC      | $361998.84    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                           | PURCHASED UZS / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | UZ        |            1 | NC      | $3954.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                | PURCHASED USD / SOLD UGX                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $2384.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BENIN INTL GOV BOND                                        | Benin Government International Bond                                                                                          | CUSIP: 000000000<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |       565000 | PA      | $599924.86    | 0.02%             | 2035-01-22      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Barclays Capital Securities Ltd.                           | BB SAUDI GOVT INT REPO                                                                                                       | CUSIP: 000000000<br>LEI: K9WDOH4D2PYBSLSOB484 | Long             | RA               | CORP              | US        |      1698640 | PA      | $1698640.00   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                          | PURCHASED PLN / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | PL        |            1 | NC      | $-192110.46   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                | PURCHASED EUR / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |            1 | NC      | $2018.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                          | PURCHASED ZAR / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | ZA        |            1 | NC      | $-56875.43    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ZAMBIA GOVERNMENT BOND                                     | Zambia Government Bond                                                                                                       | CUSIP: 000000000<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |     97189000 | PA      | $5258043.19   | 0.14%             | 2036-02-16      | Fixed         | 16.60%                | No            |                  2 | On Loan: No      |
| Bharti Airtel Ltd                                          | Bharti Airtel Ltd                                                                                                            | CUSIP: 000000000<br>LEI: 335800KQ1FPKOQ84OR26 | Long             | EC               | CORP              | IN        |        25200 | NS      | $503746.15    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PROVINCE OF SANTA FE                                       | Province of Santa Fe                                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | AR        |      7406000 | PA      | $7276395.00   | 0.19%             | 2034-12-11      | Fixed         | 8.10%                 | Yes           |                  2 | On Loan: No      |
| Barclays Bank PLC                                          | PURCHASED EUR / SOLD PLN                                                                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |            1 | NC      | $-587749.72   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED TWD / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | TW        |            1 | NC      | $24543.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                             | PURCHASED USD / SOLD COP                                                                                                     | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | US        |            1 | NC      | $-29831.42    | -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      | $8623.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Corp America Airports SA                                   | Corp America Airports SA                                                                                                     | CUSIP: 000000000<br>LEI: 959800AWF26KMY2SXF71 | Long             | EC               | CORP              | LU        |        11484 | NS      | $286525.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank USA NA                                           | PURCHASED ZAR / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | ZA        |            1 | NC      | $-19451.36    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REP SRPSKA INTL BOND                                       | Republic of Srpska International Government Bond                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | BA        |      3180000 | PA      | $3786848.94   | 0.10%             | 2031-04-02      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED USD / SOLD TRY                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-117751.15   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BONO GAR PROV DEL CHUBUT                                   | Provincia del Chubut Argentina                                                                                               | CUSIP: 17127LAB1<br>LEI: 529900V5CYYSD8ADKQ03 | Long             | DBT              | NUSS              | AR        |     11927000 | PA      | $12314627.50  | 0.32%             | 2036-04-29      | Fixed         | 9.45%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD PHP                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $26557.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                          | PURCHASED USD / SOLD NZD                                                                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |            1 | NC      | $15006.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Vista Energy SAB de CV                                     | Vista Energy SAB de CV                                                                                                       | CUSIP: 92837L109<br>LEI: 549300UDOHP7958KNS89 | Long             | EC               | CORP              | MX        |        30067 | NS      | $2234579.44   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                           | PURCHASED UZS / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | UZ        |            1 | NC      | $38980.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UZBEKISTAN INTL BOND                                       | Republic of Uzbekistan International Bond                                                                                    | CUSIP: 000000000<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        | 112430000000 | PA      | $9773204.92   | 0.26%             | 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        |  73976100000 | PA      | $19944187.62  | 0.53%             | 2039-06-23      | Fixed         | 15.80%                | No            |                  2 | On Loan: No      |
| SSI Securities Corp                                        | SSI Securities Corp                                                                                                          | CUSIP: 000000000<br>LEI: 213800IF2RICE613K743 | Long             | EC               | CORP              | VN        |      1604400 | NS      | $1693113.97   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD PHP                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $215793.05    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                                                                        | CUSIP: 31335PMQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        51582 | PA      | $53938.87     | 0.00%             | 2032-03-25      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                                       | Colombian TES                                                                                                                | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  94426400000 | PA      | $25084286.00  | 0.66%             | 2033-02-09      | Fixed         | 13.25%                | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-14879.22    | -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      | $52777.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED UGX / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | UG        |            1 | NC      | $-61061.68    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sjova-Almennar Tryggingar hf                               | Sjova-Almennar Tryggingar hf                                                                                                 | CUSIP: 000000000<br>LEI: 213800R3IXBON2LBEI63 | Long             | EC               | CORP              | IS        |       191700 | NS      | $62397.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                           | PURCHASED KZT / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KZ        |            1 | NC      | $89135.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                | PURCHASED KES / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | KE        |            1 | NC      | $-42030.96    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                     | PURCHASED EUR / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |            1 | NC      | $-22650.65    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                         | PURCHASED USD / SOLD UYU                                                                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |            1 | NC      | $-41323.87    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                          | PURCHASED USD / SOLD NZD                                                                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |            1 | NC      | $75662.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                                                            | CUSIP: 31359R3U4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        15520 | PA      | $15830.65     | 0.00%             | 2028-04-18      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                             | PURCHASED USD / SOLD PHP                                                                                                     | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | US        |            1 | NC      | $288836.19    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                | BMIGJKBG5 EATON VANCE                                                                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |     21200000 | OU      | $33856.40     | 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      | $41748.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD COP                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-125128.80   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Wipro Ltd                                                  | Wipro Ltd                                                                                                                    | CUSIP: 000000000<br>LEI: 335800IFS1IJHESG8362 | Long             | EC               | CORP              | IN        |       899000 | NS      | $1915558.21   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                | PURCHASED USD / SOLD ILS                                                                                                     | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |            1 | NC      | $-337434.62   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                                                            | CUSIP: 31359VU27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        36673 | PA      | $37136.42     | 0.00%             | 2029-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                             | Long: BMIG9TUN1 CDS USD R V 03MEVENT BMIG9TUQ4 SOVEREIGN / Short: BMIG9TUN1 CDS USD P F  1.00000 BMIG9TUP6 SOVEREIGN         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | FR        |     40642000 | OU      | $-620356.64   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                | PURCHASED USD / SOLD VND                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $-290.28      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Techcom Securities JSC                                     | Techcom Securities JSC                                                                                                       | CUSIP: 000000000<br>LEI: 254900HZTWFQ8DNFXG27 | Long             | EC               | CORP              | VN        |       667738 | NS      | $1287118.85   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                              | CUSIP: 31363WDP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |           13 | PA      | $13.27        | 0.00%             | 2026-07-20      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT BOND                                        | Sri Lanka Government Bonds                                                                                                   | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |     40000000 | PA      | $113716.98    | 0.00%             | 2033-06-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Military Commercial Joint Stock Bank                       | Military Commercial Joint Stock Bank                                                                                         | CUSIP: 000000000<br>LEI: 5493007XE88E8JRNTJ93 | Long             | EC               | CORP              | VN        |      1471877 | NS      | $1458793.23   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD INR                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $22850.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                          | STOXX EUROPE 600 JUN26                                                                                                       | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |        -1378 | NC      | $-1777384.10  | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Global Markets, Inc.                             | PURCHASED USD / SOLD PHP                                                                                                     | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | US        |            1 | NC      | $298099.95    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                      | Indonesia Government International Bond                                                                                      | CUSIP: 455780DK9<br>LEI: 529900FWX0GRR7WG5W79 | Short            | DBT              | NUSS              | ID        |     -8900000 | PA      | $-7122978.21  | -0.19%            | 2052-03-31      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ZAMBIA GOVERNMENT BOND                                     | Zambia Government Bond                                                                                                       | CUSIP: 000000000<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |      4455000 | PA      | $223401.35    | 0.01%             | 2031-09-20      | Fixed         | 13.00%                | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED PHP / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | PH        |            1 | NC      | $-108796.02   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED USD / SOLD UGX                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $38177.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CORP ANDINA DE FOMENTO                                     | Corp Andina de Fomento                                                                                                       | CUSIP: 000000000<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | NUSS              | XX        |    452000000 | PA      | $4755552.03   | 0.13%             | 2034-04-26      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-257190.26   | -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      | $-75285.61    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED USD / SOLD SEK                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-327.47      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SBA IO Trust                                               | SBAIO 2018-2 Trust                                                                                                           | CUSIP: 78414CAA7<br>LEI: N/A                  | Long             | ABS-O            | USGA              | US        |     46345374 | PA      | $2373958.37   | 0.06%             | 2044-07-25      | Variable      | 2.26%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED KES / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | KE        |            1 | NC      | $-23796.10    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED USD / SOLD SAR                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-62164.56    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MHP LUX SA                                                 | MHP Lux SA                                                                                                                   | CUSIP: 000000000<br>LEI: 222100RHC7R1WZ1J3M44 | Long             | DBT              | CORP              | LU        |      5309000 | PA      | $5450822.24   | 0.14%             | 2029-07-28      | Fixed         | 10.50%                | Yes           |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                             | PURCHASED USD / SOLD PHP                                                                                                     | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | US        |            1 | NC      | $403490.23    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                           | PURCHASED USD / SOLD ILS                                                                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |            1 | NC      | $-90075.16    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD COP                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-1283.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Central Puerto SA                                          | Central Puerto SA                                                                                                            | CUSIP: 155038201<br>LEI: 2549005JLIWQ6B7VNR38 | Long             | EC               | CORP              | AR        |        30447 | NS      | $429607.17    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Aldar Properties PJSC                                      | Aldar Properties PJSC                                                                                                        | CUSIP: 000000000<br>LEI: 98450048CD8AEF13B480 | Long             | EC               | CORP              | AE        |      1776620 | NS      | $3736416.48   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| LAMDA Development SA                                       | LAMDA Development SA                                                                                                         | CUSIP: 000000000<br>LEI: 213800C7PQZVF38FYL54 | Long             | EC               | CORP              | GR        |        30988 | NS      | $220743.48    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                         | PURCHASED EUR / SOLD HUF                                                                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | XX        |            1 | NC      | $-3315.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                     | PURCHASED EUR / SOLD HUF                                                                                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |            1 | NC      | $-153613.86   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                             | PURCHASED EUR / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | XX        |            1 | NC      | $-47082.63    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                           | PURCHASED KZT / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KZ        |            1 | NC      | $429801.63    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                          | PURCHASED HUF / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | HU        |            1 | NC      | $751743.07    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: SMIG6NG94 IRS KRW R F  3.40865 BMIG6NGA1 CCPNDF / Short: SMIG6NG94 IRS KRW P V 03MKSDA BMIG6NGB9 CCPNDF                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  17995000000 | OU      | $-203341.56   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HELLENiQ ENERGY Holdings S.A.                              | HELLENiQ ENERGY Holdings S.A.                                                                                                | CUSIP: 000000000<br>LEI: 213800YUBJMZYR1SNG35 | Long             | EC               | CORP              | GR        |        34400 | NS      | $397098.84    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital Securities Ltd.                           | BB SAUDI ARABIA KINGDOM REPO                                                                                                 | CUSIP: 000000000<br>LEI: K9WDOH4D2PYBSLSOB484 | Long             | RA               | CORP              | US        |      3384790 | PA      | $3384790.00   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-175013.36   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT BOND                                        | Sri Lanka Government Bonds                                                                                                   | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |     75128495 | PA      | $182418.10    | 0.00%             | 2038-09-15      | Variable      | 8.75%                 | No            |                  2 | On Loan: No      |
| Hellenic Telecommunications Organization SA                | Hellenic Telecommunications Organization SA                                                                                  | CUSIP: 000000000<br>LEI: ELPUFM0XZRZO4LFXW404 | Long             | EC               | CORP              | GR        |        74862 | NS      | $1600536.70   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                                   | BB EGYPT GOVERNMENT REPO                                                                                                     | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | Long             | RA               | CORP              | US        |      3581621 | PA      | $3581620.98   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-653325.19   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-85063.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                     | PURCHASED USD / SOLD ILS                                                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |            1 | NC      | $-2020164.72  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                                   | BB INDONESIA (REPUBLIC OF)                                                                                                   | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | Long             | STIV             | NUSS              | US        |     10485300 | PA      | $10485300.00  | 0.28%             | 2027-02-05      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| ARMENIAN TREASURY BONDS                                    | Republic of Armenia Treasury Bonds                                                                                           | CUSIP: 000000000<br>LEI: 5299000H77JSW90G7935 | Long             | DBT              | NUSS              | AM        |    618877000 | PA      | $1806022.38   | 0.05%             | 2050-10-29      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD INR                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $403.67       | 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      | $-2865.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                                   | BB REPUBLIC AZERBAIJAN REPO                                                                                                  | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | Long             | RA               | CORP              | US        |      5880647 | PA      | $5880646.80   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-41200.29    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                                   | BB SAUDI ARABIA REPO                                                                                                         | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | Long             | RA               | CORP              | US        |      3628424 | PA      | $3628423.58   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                          | Lebanon Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      1478000 | PA      | $376514.43    | 0.01%             | 2028-11-03      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                | Long: SMIG2AVW8 IRS MXN R F  7.07750 BMIG2AVX6 CCPOIS / Short: SMIG2AVW8 IRS MXN P V 01MTIEF BMIG2AVY4 CCPOIS                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    882000000 | OU      | $-27805.33    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TURKIYE GOVERNMENT BOND                                    | Turkiye Government Bond                                                                                                      | CUSIP: 000000000<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     88644000 | PA      | $1965735.96   | 0.05%             | 2029-07-04      | Floating      | 40.92%                | No            |                  2 | On Loan: No      |
| JPMorgan Securities PLC                                    | BMIG6RDB3 EATON VANCE                                                                                                        | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | N/A              | DFE              |  | US        |      6700000 | OU      | $47603.50     | 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      | $37842.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                | BMIGMCYZ2 EATON VANCE                                                                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |     13000000 | OU      | $33371.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ARMENIAN TREASURY BONDS                                    | Republic of Armenia Treasury Bonds                                                                                           | CUSIP: 000000000<br>LEI: 5299000H77JSW90G7935 | Long             | DBT              | NUSS              | AM        |    673150000 | PA      | $1959821.50   | 0.05%             | 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        |      3481000 | PA      | $882868.63    | 0.02%             | 2023-01-27      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Vietnam Technological & Commercial Joint Stock Bank        | Vietnam Technological & Commercial Joint Stock Bank                                                                          | CUSIP: 000000000<br>LEI: 5493001XNKHV3FNIUD50 | Long             | EC               | CORP              | VN        |      1180800 | NS      | $1517146.25   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                | BMIF6CSE6 EATON VANCE                                                                                                        | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |     -1518000 | OU      | $-143220.26   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF ALBANIA                                        | Albania Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 254900EDM43U3SGRND29 | Long             | DBT              | NUSS              | AL        |      6602000 | PA      | $8091554.15   | 0.21%             | 2028-06-09      | Fixed         | 5.90%                 | Yes           |                  2 | On Loan: No      |
| BEACON RE UNCOMMITTED                                      | BEACON RE UNCOMMITTED                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3536217 | NS      | $3536217.00   | 0.09%             |  |  |  | No            |                  3 | On Loan: No      |
| Hagar hf                                                   | Hagar hf                                                                                                                     | CUSIP: 000000000<br>LEI: 635400TICHH43JJTNP54 | Long             | EC               | CORP              | IS        |      1767490 | NS      | $1733595.04   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| UZBEKISTAN INTL BOND                                       | Republic of Uzbekistan International Bond                                                                                    | CUSIP: 000000000<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |  12500000000 | PA      | $1110064.19   | 0.03%             | 2027-05-29      | Fixed         | 16.62%                | Yes           |                  2 | On Loan: No      |
| Barclays Bank PLC                                          | PURCHASED USD / SOLD NZD                                                                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |            1 | NC      | $162095.41    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital Securities Ltd.                           | BMIGJKBH3 EATON VANCE                                                                                                        | CUSIP: 000000000<br>LEI: K9WDOH4D2PYBSLSOB484 | N/A              | DFE              |  | US        |      4000000 | OU      | $6388.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICBC Standard Bank PLC                                     | Long: BMIG5TCJ4 TRS UZS R F   .00000 ACI38DMT5 BOND TRS / Short: BMIG5TCJ4 TRS USD P V 00MSOFR SOFRRATE + 0BPS               | CUSIP: 000000000<br>LEI: F01VVKN4DRF2NWKGQ283 | N/A              | DIR              |  | UZ        |   8652690773 | OU      | $758063.73    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ICBC Standard Bank PLC                                     | PURCHASED KZT / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: F01VVKN4DRF2NWKGQ283 | N/A              | DFE              |  | KZ        |            1 | NC      | $206839.27    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| New Zealand Government Bonds                               | New Zealand Government Bonds                                                                                                 | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |      1360000 | PA      | $771469.37    | 0.02%             | 2054-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                         | PURCHASED EUR / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | XX        |            1 | NC      | $-65127.01    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                           | PURCHASED ZAR / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | ZA        |            1 | NC      | $-16933.40    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| YPF SA                                                     | YPF SA                                                                                                                       | CUSIP: 984245100<br>LEI: 5493003N7447U18U5U53 | Long             | EC               | CORP              | AR        |        64680 | NS      | $2920948.80   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| KAZAKH GOV BOND - MEUKAM                                   | Kazakhstan Government Bond - MEUKAM                                                                                          | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |     87910000 | PA      | $182597.73    | 0.00%             | 2032-03-06      | Fixed         | 14.60%                | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                           | PURCHASED USD / SOLD KZT                                                                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |            1 | NC      | $-163041.86   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD INR                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $7377.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED USD / SOLD SAR                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-121987.67   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                         | PURCHASED USD / SOLD UYU                                                                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |            1 | NC      | $-81844.18    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                | PURCHASED VND / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | VN        |            1 | NC      | $2025.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                                      | PRIMARY ALUMNM OP DEC26C 3700                                                                                                | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |          451 | NC      | $1494726.75   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-149170.50   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD INR                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $104575.90    | 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      | $673854.39    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                                   | BB EGYPT GOVERNMENT REPO                                                                                                     | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | Long             | RA               | CORP              | US        |      2825871 | PA      | $2825871.30   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD PHP                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $252256.81    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                            | Long: B92XV2A18 CDS USD R V 03MEVENT Z92XV2A26 CCPSOVEREIGN / Short: B92XV2A18 CDS USD P F  1.00000 Z92XV2A34 CCPSOVEREIGN   | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     27220000 | OU      | $-602847.33   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital Securities Ltd.                           | BMIG48252 EATON VANCE                                                                                                        | CUSIP: 000000000<br>LEI: K9WDOH4D2PYBSLSOB484 | N/A              | DFE              |  | US        |     70472000 | OU      | $295768.96    | 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      | $163963.22    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD BRL                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-95813.62    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Piraeus Bank SA                                            | Piraeus Bank SA                                                                                                              | CUSIP: 000000000<br>LEI: 213800OYHR1MPQ5VJL60 | Long             | EC               | CORP              | GR        |       352537 | NS      | $3337484.70   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Fidelity Bank PLC                                          | Fidelity Bank PLC                                                                                                            | CUSIP: 000000000<br>LEI: 029200298A5K5WI0F567 | Long             | EC               | CORP              | NG        |      1331659 | NS      | $19304.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS                                        | Braskem Netherlands Finance BV                                                                                               | CUSIP: 000000000<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |      7812000 | PA      | $4624000.92   | 0.12%             | 2030-01-31      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| The Federal Republic of Nigeria                            | Nigeria OMO Bill                                                                                                             | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        |   7299556000 | PA      | $5305873.89   | 0.14%             | 2026-05-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                              | PURCHASED SEK / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | SE        |            1 | NC      | $-569285.87   | -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      | $19949.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital Securities Ltd.                           | BB SAUDI ARABIA REPO                                                                                                         | CUSIP: 000000000<br>LEI: K9WDOH4D2PYBSLSOB484 | Long             | RA               | CORP              | US        |      3465315 | PA      | $3465315.00   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                | Long: SMIGBCLX3 IRS MXN R F  7.03500 BMIGBCLY1 CCPOIS / Short: SMIGBCLX3 IRS MXN P V 01MTIEF BMIGBCLZ8 CCPOIS                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   1061946000 | OU      | $-158363.30   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                          | Lebanon Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |       520000 | PA      | $138206.90    | 0.00%             | 2021-04-12      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Eurex Deutschland                                          | EURO STOXX 50 PR                                                                                                             | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |          591 | NC      | $58283.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Saigon Thuong Tin Commercial JSB                           | Saigon Thuong Tin Commercial JSB                                                                                             | CUSIP: 000000000<br>LEI: 549300Y3VZJ8PV4GR334 | Long             | EC               | CORP              | VN        |       456800 | NS      | $1172420.88   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED USD / SOLD UGX                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $59734.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED USD / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-151288.41   | -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      | $-33406.03    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Banco BBVA Argentina SA                                    | Banco BBVA Argentina SA                                                                                                      | CUSIP: 058934100<br>LEI: 579100KKDBKJFDKKD024 | Long             | EC               | CORP              | AR        |        47072 | NS      | $671246.72    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SRI LANKA GOVT BOND                                        | Sri Lanka Government Bonds                                                                                                   | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |     75128495 | PA      | $179635.88    | 0.00%             | 2040-09-15      | Variable      | 8.75%                 | No            |                  2 | On Loan: No      |
| Grupa Kety SA                                              | Grupa Kety SA                                                                                                                | CUSIP: 000000000<br>LEI: 2594007JKYYF3WGI0129 | Long             | EC               | CORP              | PL        |         2041 | NS      | $623367.17    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED PHP / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | PH        |            1 | NC      | $-113967.45   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Zenith Bank PLC                                            | Zenith Bank PLC                                                                                                              | CUSIP: 000000000<br>LEI: 029200268F8M5YI5I629 | Long             | EC               | CORP              | NG        |     11224146 | NS      | $1066806.16   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                           | PURCHASED KZT / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KZ        |            1 | NC      | $460002.36    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                     | PURCHASED EUR / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |            1 | NC      | $548.07       | 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      | $-617055.99   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| PROVINCIA DE CORDOBA                                       | Provincia de Cordoba                                                                                                         | CUSIP: 74408DAF1<br>LEI: 5299006CLM2Z97AATT29 | Long             | DBT              | NUSS              | AR        |      5382000 | PA      | $5606698.50   | 0.15%             | 2032-07-02      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| New York Mercantile Exchange                               | CRUDE OIL FUT OPT JUN26P 50                                                                                                  | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |           77 | NC      | $770.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICBC Standard Bank PLC                                     | PURCHASED KZT / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: F01VVKN4DRF2NWKGQ283 | N/A              | DFE              |  | KZ        |            1 | NC      | $1004130.64   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                                   | BB INDONESIA REPO                                                                                                            | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | Long             | RA               | CORP              | US        |      7770368 | PA      | $7770367.50   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital Securities Ltd.                           | Long: BMIG0YX89 CDS USD R V 03MEVENT BMIG0YXA4 SOVEREIGN / Short: BMIG0YX89 CDS USD P F  5.00000 BMIG0YX97 SOVEREIGN         | CUSIP: 000000000<br>LEI: K9WDOH4D2PYBSLSOB484 | N/A              | DCR              |  | GB        |       540000 | OU      | $-13676.16    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                | BMIG6Z1A0 EATON VANCE                                                                                                        | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |       300000 | OU      | $2140.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TUNISIAN REPUBLIC                                          | Tunisian Republic                                                                                                            | CUSIP: 000000000<br>LEI: 254900B5LFB16S9T2T11 | Long             | DBT              | NUSS              | TN        |    300000000 | PA      | $1553818.72   | 0.04%             | 2033-02-03      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SUNAC CHINA HOLDINGS LTD                                   | Sunac China Holdings Ltd                                                                                                     | CUSIP: 000000000<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | KY        |      2205476 | PA      | $567910.07    | 0.01%             | 2028-06-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Bills                                                                                                          | CUSIP: 912797TN7<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |     32560000 | PA      | $32313832.72  | 0.85%             | 2026-07-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: BMIGJVHX8 IRS TWD R V 03MCPTW BMIGJVHZ3 CCPNDF / Short: BMIGJVHX8 IRS TWD P F  2.11950 BMIGJVHY6 CCPNDF                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    417000000 | OU      | $92173.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                         | PURCHASED USD / SOLD UYU                                                                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |            1 | NC      | $35840.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Vietnam Prosperity JSC Bank                                | Vietnam Prosperity JSC Bank                                                                                                  | CUSIP: 000000000<br>LEI: 254900A0PM1YPJVDW880 | Long             | EC               | CORP              | VN        |       562500 | NS      | $565601.55    | 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      | $262202.07    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL                                   | Brazil Notas do Tesouro Nacional Serie B                                                                                     | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     45664000 | PA      | $40500027.38  | 1.07%             | 2035-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ZAMBIA GOVERNMENT BOND                                     | Zambia Government Bond                                                                                                       | CUSIP: 000000000<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |     25612000 | PA      | $1423179.76   | 0.04%             | 2033-01-26      | Fixed         | 16.85%                | No            |                  2 | On Loan: No      |
| Bank of America NA                                         | PURCHASED KZT / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | KZ        |            1 | NC      | $348343.54    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| New Zealand Government Bonds                               | New Zealand Government Bonds                                                                                                 | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |     37000000 | PA      | $21018688.64  | 0.55%             | 2036-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                           | PURCHASED HUF / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | HU        |            1 | NC      | $57415.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                | PURCHASED EUR / SOLD HUF                                                                                                     | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | XX        |            1 | NC      | $-478.49      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT BOND                                        | Sri Lanka Government Bonds                                                                                                   | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |     75128495 | PA      | $176546.91    | 0.00%             | 2043-09-15      | Variable      | 8.75%                 | No            |                  2 | On Loan: No      |
| BANK OF GEORGIA JSC                                        | Bank of Georgia JSC                                                                                                          | CUSIP: 000000000<br>LEI: 549300RPLD8RXL49Z691 | Long             | DBT              | CORP              | GE        |      3777000 | PA      | $3958314.66   | 0.10%             | 2029-07-16      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| Citibank NA                                                | PURCHASED USD / SOLD ZAR                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $-2575014.19  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                          | PURCHASED CZK / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CZ        |            1 | NC      | $71935.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| First HoldCo Plc                                           | First HoldCo Plc                                                                                                             | CUSIP: 000000000<br>LEI: 029200370B2O2ZA1C754 | Long             | EC               | CORP              | NG        |     11959968 | NS      | $559893.68    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| VP Bank Securities Ltd Co                                  | VP Bank Securities Ltd Co                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | VN        |       637390 | NS      | $665898.22    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Ghana Government International Bonds                       | Ghana Government International Bonds                                                                                         | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |       407810 | PA      | $404008.25    | 0.01%             | 2026-07-03      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                | S+P500 EMINI OPTN JUN26P 6100                                                                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |          250 | NC      | $166250.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Bank & Trust Co.                              | PURCHASED USD / SOLD GBP                                                                                                     | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |            1 | NC      | $-446719.99   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF KENYA                                          | Republic of Kenya Government International Bond                                                                              | CUSIP: 000000000<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |      1373000 | PA      | $1311585.81   | 0.03%             | 2033-10-09      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                            | Long: B9796YTF3 CDS USD R V 03MEVENT Z9796YTR7 CCPCDX / Short: B9796YTF3 CDS USD P F  5.00000 Z9796YTL0 CCPCDX               | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    108853470 | OU      | $-7898600.45  | -0.21%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF PARAGUAY                                       | Paraguay Government International Bond                                                                                       | CUSIP: 000000000<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |  15872000000 | PA      | $2599587.11   | 0.07%             | 2031-02-09      | Fixed         | 7.90%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD INR                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $11369.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                | PURCHASED VND / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | VN        |            1 | NC      | $-4017.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SM Investments Corp                                        | SM Investments Corp                                                                                                          | CUSIP: 000000000<br>LEI: 254900YB8UATFP21AF80 | Long             | EC               | CORP              | PH        |        93640 | NS      | $923358.89    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                                      | Venezuela Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |      9421000 | PA      | $4557408.75   | 0.12%             | 2024-10-13      | 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        |  41119200000 | PA      | $11531052.20  | 0.30%             | 2035-11-08      | Fixed         | 16.25%                | No            |                  2 | On Loan: No      |
| Nomura International PLC                                   | BB HUNGARY (GOVERNMENT)                                                                                                      | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | Long             | STIV             | NUSS              | US        |      3243602 | PA      | $3243602.25   | 0.09%             | 2027-03-26      | Variable      | 3.20%                 | No            |                  2 | On Loan: No      |
| Nomura International PLC                                   | BB BAHRAIN GOV REPO                                                                                                          | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | Long             | RA               | CORP              | US        |      2360563 | PA      | $2360562.75   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital Securities Ltd.                           | Long: BMIFBP1V2 CDS USD R F  1.00000 BMIFBP1W0 CORPORATE / Short: BMIFBP1V2 CDS USD P V 03MEVENT BMIFBP1X8 CORPORATE         | CUSIP: 000000000<br>LEI: K9WDOH4D2PYBSLSOB484 | N/A              | DCR              |  | GB        |      3209000 | OU      | $-10502.38    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kazakhstan Government International Bonds                  | Kazakhstan Government International Bonds                                                                                    | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Short            | DBT              | NUSS              | KZ        |     -4548000 | PA      | $-4166376.68  | -0.11%            | 2044-10-14      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED ILS / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | IL        |            1 | NC      | $486912.37    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED USD / SOLD UGX                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $41426.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nigeria OMO Bill                                           | Nigeria OMO Bill                                                                                                             | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        |   1007060000 | PA      | $705275.06    | 0.02%             | 2026-07-10      | None          | 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      | $30500.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                                      | Venezuela Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |      6187400 | PA      | $3116902.75   | 0.08%             | 2023-05-07      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| EUROPE ASIA INVST FIN BV                                   | Europe Asia Investment Finance BV                                                                                            | CUSIP: 000000000<br>LEI: 724500NLUHSB0SRCRO66 | Long             | DBT              | CORP              | NL        |  62624565000 | PA      | $5258037.71   | 0.14%             | 2026-07-21      | Fixed         | 18.70%                | Yes           |                  3 | On Loan: No      |
| Ideal Holdings SA                                          | Ideal Holdings SA                                                                                                            | CUSIP: 000000000<br>LEI: 2138005HALN2BC9VUD41 | Long             | EC               | CORP              | GR        |        22813 | NS      | $156426.22    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED PHP / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | PH        |            1 | NC      | $-106481.12   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED USD / SOLD SAR                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-65205.00    | -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      | $130142.38    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Vinh Hoan Corp                                             | Vinh Hoan Corp                                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | VN        |       348300 | NS      | $809039.15    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                                      | Venezuela Government International Bond                                                                                      | CUSIP: 922646AT1<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |       942000 | PA      | $534585.00    | 0.01%             | 2018-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Liberty Latin America Ltd                                  | Liberty Latin America Ltd                                                                                                    | CUSIP: 000000000<br>LEI: 213800YWQHEAX7CAVO83 | Long             | EC               | CORP              | BM        |       564900 | NS      | $4694319.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| The Federal Republic of Nigeria                            | Nigeria OMO Bill                                                                                                             | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        |  34517137000 | PA      | $24270055.93  | 0.64%             | 2026-07-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                         | Long: BMIG1TUK5 CDS USD R V 03MEVENT BMIG1TUM1 SOVEREIGN / Short: BMIG1TUK5 CDS USD P F  5.00000 BMIG1TUL3 SOVEREIGN         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              |  | US        |       963000 | OU      | $-24389.16    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                | PURCHASED VND / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | VN        |            1 | NC      | $18829.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ZAMBIA GOVERNMENT BOND                                     | Zambia Government Bond                                                                                                       | CUSIP: 000000000<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |     19824000 | PA      | $1107484.19   | 0.03%             | 2035-12-22      | Fixed         | 17.50%                | No            |                  2 | On Loan: No      |
| Duc Giang Chemicals JSC                                    | Duc Giang Chemicals JSC                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | VN        |        73500 | NS      | $149662.80    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                              | PURCHASED USD / SOLD GBP                                                                                                     | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |            1 | NC      | $-13802.42    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED USD / SOLD KWD                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $59807.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ayala Corp                                                 | Ayala Corp                                                                                                                   | CUSIP: 000000000<br>LEI: 254900QJ68UH8GKNGI69 | Long             | EC               | CORP              | PH        |        47840 | NS      | $363748.13    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                    | Long: BMIFA9JN8 CDS USD R F  1.00000 BMIFA9JN8_FEE CORPORATE / Short: BMIFA9JN8 CDS USD P V 03MEVENT BMIFA9JN8_PRO CORPORATE | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCR              |  | US        |      2193000 | OU      | $-16400.42    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                           | PURCHASED KZT / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KZ        |            1 | NC      | $1241690.68   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                                      | Venezuela Government International Bond                                                                                      | CUSIP: 922646BL7<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |       447000 | PA      | $234675.00    | 0.01%             | 2034-01-13      | None          | 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      | $76055.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD COP                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-288318.01   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                                   | BB INDONESIA REPO                                                                                                            | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | Long             | RA               | CORP              | US        |     13968454 | PA      | $13968454.50  | 0.37%             |  |  |  | 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        |     45540939 | OU      | $387189.70    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                | PURCHASED ILS / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | IL        |            1 | NC      | $1326190.01   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Argentina Bonar Bonds                                      | Argentina Bonar Bonds                                                                                                        | CUSIP: 000000000<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     62725000 | PA      | $38343792.50  | 1.01%             | 2030-07-09      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| PROVINCIA DE CORDOBA                                       | Provincia de Cordoba                                                                                                         | CUSIP: 74408DAG9<br>LEI: 5299006CLM2Z97AATT29 | Long             | DBT              | NUSS              | AR        |      2973000 | PA      | $2876377.50   | 0.08%             | 2035-02-03      | Fixed         | 8.60%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                     | US 2YR NOTE (CBT) JUN26                                                                                                      | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |          -29 | NC      | $54195.54     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                              | CUSIP: 31416BUU0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       273688 | PA      | $286911.29    | 0.01%             | 2032-04-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| UZBEK INDUSTRIAL AND CON                                   | Uzbek Industrial and Construction Bank ATB                                                                                   | CUSIP: 000000000<br>LEI: 213800C2NIFPFTXYIU69 | Long             | DBT              | CORP              | UZ        |      7110000 | PA      | $7430720.87   | 0.20%             | 2030-10-23      | Fixed         | 9.45%                 | Yes           |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: SMIBBV3W4 IRS EUR R F  3.00880 2 CCPVANILLA / Short: SMIBBV3W4 IRS EUR P V 06MEURIB 1 CCPVANILLA                       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      1780576 | OU      | $11636.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Skagi Hf                                                   | Skagi Hf                                                                                                                     | CUSIP: 000000000<br>LEI: 213800QFQIHO7KG2P786 | Long             | EC               | CORP              | IS        |      2290750 | NS      | $351310.90    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED USD / SOLD OMR                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-2879.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Vietnam Joint Stock Commercial Bank for Industry and Trade | Vietnam Joint Stock Commercial Bank for Industry and Trade                                                                   | CUSIP: 000000000<br>LEI: 213800LHW17DHRGTI512 | Long             | EC               | CORP              | VN        |       423929 | NS      | $564002.80    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital Securities Ltd.                           | BB ABU DHABI EMIRATE REPO                                                                                                    | CUSIP: 000000000<br>LEI: K9WDOH4D2PYBSLSOB484 | Long             | RA               | CORP              | US        |      5400675 | PA      | $5400675.00   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| ZAMBIA GOVERNMENT BOND                                     | Zambia Government Bond                                                                                                       | CUSIP: 000000000<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |     17975000 | PA      | $1012960.26   | 0.03%             | 2032-12-22      | Fixed         | 16.95%                | No            |                  2 | On Loan: No      |
| Republic of Azerbaijan International Bonds                 | Republic of Azerbaijan International Bonds                                                                                   | CUSIP: 000000000<br>LEI: 549300P74FF45UQVU281 | Short            | DBT              | NUSS              | AZ        |     -5883000 | PA      | $-5530514.23  | -0.15%            | 2032-09-01      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD INR                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $637343.53    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Asia Commercial Bank JSC                                   | Asia Commercial Bank JSC                                                                                                     | CUSIP: 000000000<br>LEI: 5493001VSLUXY7LJS086 | Long             | EC               | CORP              | VN        |      2067600 | NS      | $1849338.72   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: SMIG6DEV9 IRS KRW R F  3.44200 BMIG6DEW7 CCPNDF / Short: SMIG6DEV9 IRS KRW P V 03MKSDA BMIG6DEX5 CCPNDF                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  19572000000 | OU      | $-200820.17   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                         | PURCHASED KZT / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | KZ        |            1 | NC      | $656839.18    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED KES / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | KE        |            1 | NC      | $-24149.95    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                             | PURCHASED PHP / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | PH        |            1 | NC      | $-96341.65    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                | Long: SMIFX9KX9 IRS MXN R F  7.30000 BMIFX9KY7 CCPOIS / Short: SMIFX9KX9 IRS MXN P V 01MTIEF BMIFX9KZ4 CCPOIS                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    641000000 | OU      | $129524.67    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                                                                        | CUSIP: 31335PL86<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        29370 | PA      | $30574.20     | 0.00%             | 2035-06-17      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| WOW AIR EHF                                                | Wow Air hf                                                                                                                   | CUSIP: 000000000<br>LEI: 549300LW49V05P8Z2H93 | Long             | DBT              | CORP              | IS        |      3679200 | PA      | $0.00         | 0.00%             | 2099-12-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Gemadept Corp                                              | Gemadept Corp                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | VN        |       768500 | NS      | $2200165.00   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF SURINAME INT                                   | Suriname Government International Bond                                                                                       | CUSIP: 000000000<br>LEI: 254900SYU4G5JM13TN77 | Long             | DBT              | NUSS              | SR        |      2071000 | PA      | $2155393.25   | 0.06%             | 2030-11-06      | Fixed         | 7.70%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Securities PLC                                    | BMIGF3SJ3 EATON VANCE                                                                                                        | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | N/A              | DFE              |  | US        |     10000000 | OU      | $107020.00    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                          | PURCHASED EUR / SOLD PLN                                                                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |            1 | NC      | $-686258.26   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| EGYPT GOVERNMENT BOND                                      | Egypt Government Bond                                                                                                        | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |   1199713000 | PA      | $22223173.50  | 0.59%             | 2027-10-01      | Fixed         | 24.46%                | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD PHP                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $47756.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: SMIGAXEZ1 IRS KRW R F  3.37500 BMIGAXF07 CCPNDF / Short: SMIGAXEZ1 IRS KRW P V 03MKSDA BMIGAXF15 CCPNDF                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  23197000000 | OU      | $-286449.79   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                | PURCHASED EUR / SOLD HUF                                                                                                     | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | XX        |            1 | NC      | $-2999454.62  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| CrediaBank SA                                              | CrediaBank SA                                                                                                                | CUSIP: 000000000<br>LEI: 213800FFWYE3BQ1CU978 | Long             | EC               | CORP              | GR        |      1154564 | NS      | $1637971.26   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-1144.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: SMIFF6VG0 IRS PLN R F  4.70500 BMIFF6VH8 CCPVANILLA / Short: SMIFF6VG0 IRS PLN P V 06MWIBOR BMIFF6VJ4 CCPVANILLA       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    390150000 | OU      | $-188186.46   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ZAMBIA GOVERNMENT BOND                                     | Zambia Government Bond                                                                                                       | CUSIP: 000000000<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |       732000 | PA      | $48363.50     | 0.00%             | 2040-02-17      | Fixed         | 22.80%                | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED EUR / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | XX        |            1 | NC      | $2574.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                         | PURCHASED USD / SOLD ILS                                                                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |            1 | NC      | $-982793.80   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED USD / SOLD SAR                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-65205.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                           | PURCHASED USD / SOLD KZT                                                                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |            1 | NC      | $-249906.67   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED UGX / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | UG        |            1 | NC      | $-105941.27   | -0.00%            |  |  |  | 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        |    804068570 | NS      | $804068569.77 | 21.18%            |  |  |  | No            |                  1 | On Loan: No      |
| UGANDA GOVERNMENT BOND                                     | Republic of Uganda Government Bonds                                                                                          | CUSIP: 000000000<br>LEI: 549300NF1DEFHG8XLQ11 | Long             | DBT              | NUSS              | UG        |    330800000 | PA      | $84828.19     | 0.00%             | 2034-06-22      | Fixed         | 14.25%                | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD COP                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-222313.67   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                     | PURCHASED USD / SOLD ILS                                                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |            1 | NC      | $-697152.97   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| JSCB AGROBANK                                              | Jscb Agrobank                                                                                                                | CUSIP: 000000000<br>LEI: 254900JPMU0LFCP18673 | Long             | DBT              | CORP              | UZ        |      7973000 | PA      | $8691860.35   | 0.23%             | 2029-10-02      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| SRI LANKA GOVT BOND                                        | Sri Lanka Government Bonds                                                                                                   | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |     85000000 | PA      | $279775.03    | 0.01%             | 2029-06-15      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                                   | Petroleos de Venezuela SA                                                                                                    | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |      8231586 | PA      | $3745371.63   | 0.10%             | 2021-11-17      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs International                                | BMIG64SF9 EATON VANCE                                                                                                        | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |     14000000 | OU      | $98476.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD COP                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-192188.31   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED TWD / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | TW        |            1 | NC      | $32323.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                | PURCHASED USD / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $-27001.12    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria                            | Nigeria OMO Bill                                                                                                             | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        |   4029556000 | PA      | $2814434.78   | 0.07%             | 2026-07-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                                                            | CUSIP: 31359XSV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         6306 | PA      | $6519.85      | 0.00%             | 2030-02-25      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                     | PURCHASED EUR / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |            1 | NC      | $8239.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                                                                        | CUSIP: 31335PK53<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         3210 | PA      | $3301.50      | 0.00%             | 2030-04-17      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED PHP / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | PH        |            1 | NC      | $-88904.01    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                           | PURCHASED KZT / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KZ        |            1 | NC      | $220550.48    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ZAMBIA GOVERNMENT BOND                                     | Zambia Government Bond                                                                                                       | CUSIP: 000000000<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |     23801000 | PA      | $1329605.69   | 0.04%             | 2032-11-24      | Fixed         | 17.00%                | No            |                  2 | On Loan: No      |
| Qatar Government International Bonds                       | Qatar Government International Bonds                                                                                         | CUSIP: 000000000<br>LEI: 52990074F6OJOAXK4P65 | Short            | DBT              | NUSS              | QA        |     -5190000 | PA      | $-4942822.25  | -0.13%            | 2048-04-23      | Fixed         | 5.10%                 | Yes           |                  2 | On Loan: No      |
| Barclays Capital Securities Ltd.                           | BB BAHRAIN REPO                                                                                                              | CUSIP: 000000000<br>LEI: K9WDOH4D2PYBSLSOB484 | Long             | RA               | CORP              | US        |      2967750 | PA      | $2967750.00   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                     | PURCHASED EUR / SOLD HUF                                                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |            1 | NC      | $-98017.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                           | PURCHASED KZT / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KZ        |            1 | NC      | $321660.10    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                     | PURCHASED EUR / SOLD HUF                                                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |            1 | NC      | $-4027963.88  | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| ZAMBIA GOVERNMENT BOND                                     | Zambia Government Bond                                                                                                       | CUSIP: 000000000<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |     14104000 | PA      | $783703.12    | 0.02%             | 2028-10-27      | Fixed         | 16.00%                | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                           | Long: BMIG9AZS6 CDS EUR R V 03MEVENT BMIG9AZU1 CORPORATE / Short: BMIG9AZS6 CDS EUR P F  1.00000 BMIG9AZT4 CORPORATE         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              |  | GB        |      1984000 | OU      | $10639.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                            | Long: B92XX79X7 CDS USD R V 03MEVENT Z92XX79Y5 CCPSOVEREIGN / Short: B92XX79X7 CDS USD P F  1.00000 Z92XX79Z2 CCPSOVEREIGN   | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     46290000 | OU      | $35487.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                | PURCHASED USD / SOLD UYU                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $13751.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                                   | BB UNITED ARAB EMIRATES REPO                                                                                                 | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | Long             | RA               | CORP              | US        |      5717243 | PA      | $5717242.65   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Non Gold Pool                                                                                                    | CUSIP: 3128HDZJ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         2213 | PA      | $2190.52      | 0.00%             | 2029-06-01      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| ZAMBIA GOVERNMENT BOND                                     | Zambia Government Bond                                                                                                       | CUSIP: 000000000<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |      7934000 | PA      | $553765.41    | 0.01%             | 2034-11-25      | Fixed         | 22.50%                | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                          | Long: BEV4JRXD3 CDS USD R V 03MEVENT 1 SOVEREIGN / Short: BEV4JRXD3 CDS USD P F  1.00000 2 SOVEREIGN                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              |  | US        |     14533000 | OU      | $-214845.99   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED TRY / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | TR        |            1 | NC      | $79616.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                                       | Colombian TES                                                                                                                | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   3102000000 | PA      | $615347.08    | 0.02%             | 2032-06-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ARMENIA                                        | Republic of Armenia International Bond                                                                                       | CUSIP: 000000000<br>LEI: 5299000H77JSW90G7935 | Short            | DBT              | NUSS              | AM        |     -2972000 | PA      | $-2736809.09  | -0.07%            | 2031-02-02      | Fixed         | 3.60%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                     | PURCHASED EUR / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |            1 | NC      | $1019.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ZAMBIA GOVERNMENT BOND                                     | Zambia Government Bond                                                                                                       | CUSIP: 000000000<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |     44665000 | PA      | $2423194.88   | 0.06%             | 2033-02-16      | Fixed         | 16.00%                | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED SEK / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | SE        |            1 | NC      | $-48695.46    | -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      | $15648.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD INR                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $9179.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                           | PURCHASED USD / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |            1 | NC      | $64.04        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                           | PURCHASED USD / SOLD KZT                                                                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |            1 | NC      | $-211275.40   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD IDR                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $1012333.51   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED USD / SOLD NGN                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-12835.47    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria                            | Nigeria OMO Bill                                                                                                             | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        |  24723920000 | PA      | $17149261.39  | 0.45%             | 2026-08-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Bank for Foreign Trade of Vietnam JSC                      | Bank for Foreign Trade of Vietnam JSC                                                                                        | CUSIP: 000000000<br>LEI: 2549004TS5QUBFGAWE51 | Long             | EC               | CORP              | VN        |       390958 | NS      | $889956.50    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Ambuja Cements Ltd                                         | Ambuja Cements Ltd                                                                                                           | CUSIP: 000000000<br>LEI: 335800NT6LQHR1428E20 | Long             | EC               | CORP              | IN        |        98100 | NS      | $461382.08    | 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      | $-9766.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                | Long: SMIG9AZV9 IRS MXN R F  6.79100 BMIG9AZW7 CCPOIS / Short: SMIG9AZV9 IRS MXN P V 01MTIEF BMIG9AZX5 CCPOIS                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     72000000 | OU      | $-26648.47    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                | PURCHASED USD / SOLD AED                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $-6159.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Bills                                                                                                          | CUSIP: 912797RF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |     47440000 | PA      | $47112777.86  | 1.24%             | 2026-07-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: SMIBAVNT0 IRS EUR R F  3.17080 2 CCPVANILLA / Short: SMIBAVNT0 IRS EUR P V 06MEURIB 1 CCPVANILLA                       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      1199881 | OU      | $14865.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fortis Healthcare Ltd                                      | Fortis Healthcare Ltd                                                                                                        | CUSIP: 000000000<br>LEI: 3358001Q5ZJC4M83WH02 | Long             | EC               | CORP              | IN        |        59500 | NS      | $581945.02    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Angola Government International Bonds                      | Angola Government International Bonds                                                                                        | CUSIP: 000000000<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |      3116000 | PA      | $2982761.18   | 0.08%             | 2049-11-26      | Fixed         | 9.12%                 | Yes           |                  2 | On Loan: No      |
| Abu Dhabi Government International Bonds                   | Abu Dhabi Government International Bonds                                                                                     | CUSIP: 000000000<br>LEI: 213800FER4348CINTA77 | Short            | DBT              | NUSS              | AE        |     -9174000 | PA      | $-5880689.50  | -0.15%            | 2051-09-15      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| ICBC Standard Bank PLC                                     | PURCHASED RUB / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: F01VVKN4DRF2NWKGQ283 | N/A              | DFE              |  | RU        |            1 | NC      | $6579.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                | PURCHASED USD / SOLD HKD                                                                                                     | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |            1 | NC      | $28418.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED KZT / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | KZ        |            1 | NC      | $409038.76    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| EDEN RE II LTD                                             | Eden Re II Ltd                                                                                                               | CUSIP: 27954JAA5<br>LEI: 549300LKX8PCP3SC3F42 | Long             | DBT              | CORP              | BM        |        93023 | PA      | $582130.26    | 0.02%             | 2030-03-19      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| REPUBLIC OF VENEZUELA                                      | Venezuela Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |      1029500 | PA      | $526331.88    | 0.01%             | 2028-05-07      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| New Zealand Government Bonds                               | New Zealand Government Bonds                                                                                                 | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |     41020000 | PA      | $23961291.73  | 0.63%             | 2035-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                | PURCHASED ZAR / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | ZA        |            1 | NC      | $16444.34     | 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      | $67001.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SONANGOL FINANCE LTD                                       | Sonangol Finance Ltd                                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | AO        |      2925000 | PA      | $2995630.21   | 0.08%             | 2031-01-29      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae II Pool                                                                                                           | CUSIP: 36225BTN8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         1881 | PA      | $1907.85      | 0.00%             | 2028-11-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                          | PURCHASED EUR / SOLD PLN                                                                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |            1 | NC      | $-950185.97   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                              | PURCHASED USD / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |            1 | NC      | $55055.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                           | PURCHASED USD / SOLD KZT                                                                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |            1 | NC      | $-78049.51    | -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      | $13259.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: BMIFASWV3 IRS PLN R V 03MWIBOR BMIFASWX9 CCPVANILLA / Short: BMIFASWV3 IRS PLN P F  4.48500 BMIFASWW1 CCPVANILLA       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     90904000 | OU      | $120850.06    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD INR                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $42595.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                | PURCHASED USD / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $-42116.25    | -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      | $30630.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd.                 | RRP NEW ZEALAND CASH/RRP REPO                                                                                                | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | Short            | RA               | CORP              | NZ        |     -1305661 | PA      | $-771319.17   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                            | Long: B97J5BG17 CDS USD R V 03MEVENT Z97J5BJ14 CCPCDX / Short: B97J5BG17 CDS USD P F  1.00000 Z97J5BH16 CCPCDX               | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    202782000 | OU      | $5598375.04   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF UZBEKIS                                   | National Bank of Uzbekistan                                                                                                  | CUSIP: 000000000<br>LEI: 253400TZJ7T1YULTGN68 | Long             | DBT              | NUSS              | UZ        |  90660000000 | PA      | $7943684.55   | 0.21%             | 2027-07-05      | Fixed         | 19.88%                | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-258673.93   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                | PURCHASED USD / SOLD UYU                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $101352.16    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                          | PURCHASED USD / SOLD ZAR                                                                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |            1 | NC      | $-327447.74   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                                   | Petroleos de Venezuela SA                                                                                                    | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |      9478400 | PA      | $4490392.00   | 0.12%             | 2035-05-17      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Nomura International PLC                                   | BB QATAR GOVERNMENT REPO                                                                                                     | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | Long             | RA               | CORP              | US        |      5442688 | PA      | $5442688.13   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED USD / SOLD UGX                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $45833.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ALBANIA GOVT BOND                                          | Albanian Government Bond                                                                                                     | CUSIP: 000000000<br>LEI: 254900EDM43U3SGRND29 | Long             | DBT              | NUSS              | AL        |     90600000 | PA      | $1139480.23   | 0.03%             | 2030-01-22      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-214823.74   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MONGOLIA INTL BOND                                         | Mongolia Government International Bond                                                                                       | CUSIP: 60937LAJ4<br>LEI: N/A                  | Long             | DBT              | NUSS              | MN        |       600000 | PA      | $617931.80    | 0.02%             | 2030-02-25      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ZAMBIA GOVERNMENT BOND                                     | Zambia Government Bond                                                                                                       | CUSIP: 000000000<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |     26445000 | PA      | $1516215.42   | 0.04%             | 2040-11-24      | Fixed         | 18.99%                | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                                      | Venezuela Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |      4066000 | PA      | $1794122.50   | 0.05%             | 2018-12-01      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                              | CUSIP: 31412BLZ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        34593 | PA      | $37144.52     | 0.00%             | 2031-02-01      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| ICBC Standard Bank PLC                                     | Long: BMIG8M224 TRS UZS R F   .00000 ACI38KYX7 BOND TRS / Short: BMIG8M224 TRS USD P V 00MSOFR SOFRRATE+0BPS                 | CUSIP: 000000000<br>LEI: F01VVKN4DRF2NWKGQ283 | N/A              | DIR              |  | UZ        |  17096759570 | OU      | $1465545.77   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                           | PURCHASED UZS / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | UZ        |            1 | NC      | $41255.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ALBANIA GOVT BOND                                          | Albanian Government Bond                                                                                                     | CUSIP: 000000000<br>LEI: 254900EDM43U3SGRND29 | Long             | DBT              | NUSS              | AL        |    876300000 | PA      | $11391488.88  | 0.30%             | 2029-07-22      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                           | PURCHASED USD / SOLD AED                                                                                                     | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |            1 | NC      | $-141.07      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                           | PURCHASED EUR / SOLD HUF                                                                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | XX        |            1 | NC      | $-11103.64    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                | BMIGE00M3 EATON VANCE                                                                                                        | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |     -9000000 | OU      | $-35001.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT BOND                                        | Sri Lanka Government Bonds                                                                                                   | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |   1043000000 | PA      | $3369765.73   | 0.09%             | 2029-12-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                           | PURCHASED USD / SOLD KZT                                                                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |            1 | NC      | $-252180.90   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| DLF Ltd                                                    | DLF Ltd                                                                                                                      | CUSIP: 000000000<br>LEI: 335800PJLUEOB8914F48 | Long             | EC               | CORP              | IN        |        84900 | NS      | $528471.26    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                         | PURCHASED USD / SOLD AED                                                                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |            1 | NC      | $13096.15     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: SMIG6RBX7 IRS KRW R F  3.47450 BMIG6RBY5 CCPNDF / Short: SMIG6RBX7 IRS KRW P V 03MKSDA BMIG6RBZ2 CCPNDF                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  14708700000 | OU      | $-136022.75   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Bills                                                                                                          | CUSIP: 912797QN0<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    171700000 | PA      | $171478184.20 | 4.52%             | 2026-05-14      | 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      | $-10282.14    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                              | CUSIP: 31385HJZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       398435 | PA      | $395882.28    | 0.01%             | 2035-08-01      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                                                                        | CUSIP: 3128MAE96<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       370662 | PA      | $387664.54    | 0.01%             | 2035-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                         | PURCHASED USD / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |            1 | NC      | $986.15       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                                   | BB SAUDI INT BOND REPO                                                                                                       | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | Long             | RA               | CORP              | US        |      2188286 | PA      | $2188286.10   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED EUR / SOLD HUF                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | XX        |            1 | NC      | $-267.99      | -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      | $5603.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                           | PURCHASED USD / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |            1 | NC      | $-124089.71   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Osaka Exchange                                             | JPN 10Y BOND(OSE) JUN26                                                                                                      | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DIR              |  | JP        |           -1 | NC      | $16352.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED TWD / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | TW        |            1 | NC      | $29236.19     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPM Lending Facility                                       | JPM Lending Facility                                                                                                         | CUSIP: 000000000<br>LEI: 6354009QIELPOGEAFS09 | Long             | ABS-MBS          | CORP              | US        |      7012500 | PA      | $7037036.74   | 0.19%             | 2029-07-15      | Variable      | 10.65%                | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                           | PURCHASED ZAR / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | ZA        |            1 | NC      | $-17865.98    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD INR                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $10021.46     | 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      | $32275.57     | 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      | $102274.66    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ZAMBIA GOVERNMENT BOND                                     | Zambia Government Bond                                                                                                       | CUSIP: 000000000<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |     28208000 | PA      | $1577700.61   | 0.04%             | 2035-11-24      | Fixed         | 17.50%                | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED TRY / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | TR        |            1 | NC      | $614466.50    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MONGOLIA INTL BOND                                         | Mongolia Government International Bond                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | MN        |      4200000 | PA      | $4325522.59   | 0.11%             | 2030-02-25      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: SMIFARFN2 IRS PLN R F  4.58500 BMIFARFP7 CCPVANILLA / Short: SMIFARFN2 IRS PLN P V 06MWIBOR BMIFARFQ5 CCPVANILLA       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     90904000 | OU      | $-88072.65    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Vingroup JSC                                               | Vingroup JSC                                                                                                                 | CUSIP: 000000000<br>LEI: 254900MJ9C15O3O1V757 | Long             | EC               | CORP              | VN        |       443476 | NS      | $3630549.03   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital Securities Ltd.                           | BB ABU DHABI EMIRATE REPO                                                                                                    | CUSIP: 000000000<br>LEI: K9WDOH4D2PYBSLSOB484 | Long             | RA               | CORP              | US        |      3560445 | PA      | $3560445.00   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Abu Dhabi Government International Bonds                   | Abu Dhabi Government International Bonds                                                                                     | CUSIP: 000000000<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | AE        |      2000000 | PA      | $2049245.46   | 0.05%             | 2034-04-30      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Deutsche Bank AG                                           | PURCHASED UGX / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | UG        |            1 | NC      | $-15938.47    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities PLC                                    | BB SAUDI ARABIA KINGDOM REPO                                                                                                 | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | Long             | RA               | CORP              | US        |      3986072 | PA      | $3986072.50   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                         | PURCHASED UYU / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | UY        |            1 | NC      | $-44697.50    | -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      | $-31019.07    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STATE BANK JSC                                             | State Bank JSC                                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | MN        |      2510000 | PA      | $2505523.77   | 0.07%             | 2028-09-25      | Fixed         | 8.90%                 | Yes           |                  2 | On Loan: No      |
| Bank of America NA                                         | PURCHASED EUR / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | XX        |            1 | NC      | $139088.27    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                | PURCHASED USD / SOLD EGP                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $22719.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED PHP / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | PH        |            1 | NC      | $-58791.53    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ARMENIAN TREASURY BONDS                                    | Republic of Armenia Treasury Bonds                                                                                           | CUSIP: 000000000<br>LEI: 5299000H77JSW90G7935 | Long             | DBT              | NUSS              | AM        |   1439030000 | PA      | $4019239.88   | 0.11%             | 2028-04-29      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD PHP                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $17967.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                     | PURCHASED USD / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |            1 | NC      | $-87702.09    | -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      | $80279.30     | 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      | $407.95       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                          | Lebanon Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      4863000 | PA      | $1245359.83   | 0.03%             | 2028-03-20      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Bank of America NA                                         | PURCHASED EUR / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | XX        |            1 | NC      | $-61508.85    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                          | Lebanon Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      1763000 | PA      | $448898.59    | 0.01%             | 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        |      5789000 | OU      | $-45645.69    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: SMIGH4DK2 IRS PLN R F  4.17000 BMIGH4DL0 CCPVANILLA / Short: SMIGH4DK2 IRS PLN P V 06MWIBOR BMIGH4DM8 CCPVANILLA       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     23717000 | OU      | $-117409.88   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                           | PURCHASED HUF / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | HU        |            1 | NC      | $71562.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED USD / SOLD UGX                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $41527.31     | 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      | $4749.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                          | PURCHASED USD / SOLD ZAR                                                                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |            1 | NC      | $-1002000.24  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                                     | Egypt Government International Bond                                                                                          | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      7211000 | PA      | $7799667.32   | 0.21%             | 2033-02-04      | Fixed         | 9.45%                 | Yes           |                  2 | On Loan: No      |
| KINGDOM OF BAHRAIN                                         | Bahrain Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 549300RODM1WN85LFQ95 | Short            | DBT              | NUSS              | BH        |     -2638000 | PA      | $-2689868.09  | -0.07%            | 2037-07-07      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED BRL / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | BR        |            1 | NC      | $49994.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital Securities Ltd.                           | BMIGDQFN9 EATON VANCE                                                                                                        | CUSIP: 000000000<br>LEI: K9WDOH4D2PYBSLSOB484 | N/A              | DFE              |  | US        |     10000000 | OU      | $100670.00    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Grupo Financiero Galicia SA                                | Grupo Financiero Galicia SA                                                                                                  | CUSIP: 399909100<br>LEI: 5299008H3AXIXV5G3C23 | Long             | EC               | CORP              | AR        |        85214 | NS      | $3522746.76   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD PHP                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $18449.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                    | BMIGF1M12 EATON VANCE                                                                                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | DE        |    100000000 | OU      | $23472.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                         | PURCHASED USD / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |            1 | NC      | $-61578.66    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF SURINAME INT                                   | Suriname Government International Bond                                                                                       | CUSIP: 86886PAE2<br>LEI: 254900SYU4G5JM13TN77 | Long             | DBT              | NUSS              | SR        |      5364000 | PA      | $5582583.00   | 0.15%             | 2030-11-06      | Fixed         | 7.70%                 | No            |                  2 | On Loan: No      |
| Alpha Bank SA                                              | Alpha Bank SA                                                                                                                | CUSIP: 000000000<br>LEI: 213800DBQIB6VBNU5C64 | Long             | EC               | CORP              | GR        |       485181 | NS      | $1947142.64   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                             | Long: BMIG8XYQ2 CDS USD R V 03MEVENT BMIG8XYS8 SOVEREIGN / Short: BMIG8XYQ2 CDS USD P F  1.00000 BMIG8XYR0 SOVEREIGN         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCR              |  | FR        |     31500000 | OU      | $-480813.80   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital Securities Ltd.                           | BB BAHRAIN CASH/BB REPO                                                                                                      | CUSIP: 000000000<br>LEI: K9WDOH4D2PYBSLSOB484 | Long             | RA               | CORP              | US        |      1806750 | PA      | $1806750.12   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                         | PURCHASED UYU / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | UY        |            1 | NC      | $-1651.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                           | PURCHASED KZT / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KZ        |            1 | NC      | $223475.30    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Egypt Government International Bonds                       | Egypt Government International Bonds                                                                                         | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Short            | DBT              | NUSS              | EG        |     -7227000 | PA      | $-7013223.24  | -0.18%            | 2033-09-30      | Fixed         | 7.30%                 | Yes           |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                | Long: BMIGGW9B6 IRS MXN R V 01MTIEF BMIGGW9D2 CCPOIS / Short: BMIGGW9B6 IRS MXN P F  7.53920 BMIGGW9C4 CCPOIS                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   2352070000 | OU      | $-792299.60   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                | PURCHASED USD / SOLD HKD                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $73258.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                | BMIGE00N1 EATON VANCE                                                                                                        | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |      9000000 | OU      | $92304.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tata Steel Ltd                                             | Tata Steel Ltd                                                                                                               | CUSIP: 000000000<br>LEI: 335800E6C75YGSGD5T66 | Long             | EC               | CORP              | IN        |       227300 | NS      | $508278.39    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Egypt Government International Bonds                       | Egypt Government International Bonds                                                                                         | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Short            | DBT              | NUSS              | EG        |     -1011000 | PA      | $-936129.05   | -0.02%            | 2051-09-30      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                     | PURCHASED EUR / SOLD HUF                                                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |            1 | NC      | $-258359.33   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| TIMES CHINA HLDG LTD                                       | Times China Holdings Ltd                                                                                                     | CUSIP: 000000000<br>LEI: 2549000KTINB9ZPZP710 | Long             | DBT              | CORP              | KY        |       601674 | PA      | $20306.50     | 0.00%             | 2029-03-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: BMIGFN5Q8 IRS PLN R V 06MWIBOR BMIGFN5T2 CCPVANILLA / Short: BMIGFN5Q8 IRS PLN P F  4.69680 BMIGFN5S4 CCPVANILLA       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    175401605 | OU      | $-251803.50   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                           | PURCHASED KZT / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KZ        |            1 | NC      | $1767338.02   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                           | PURCHASED KZT / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KZ        |            1 | NC      | $169943.86    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD INR                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $17097.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                                   | BB ABU DHABI (EMIRATE OF)                                                                                                    | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | Long             | STIV             | NUSS              | US        |      2894889 | PA      | $2894889.38   | 0.08%             | 2027-03-05      | Variable      | 3.20%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                            | Long: B92XV1XH0 CDS USD R V 03MEVENT Z92XV1XJ6 CCPSOVEREIGN / Short: B92XV1XH0 CDS USD P F  1.00000 Z92XV1XK3 CCPSOVEREIGN   | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    147330000 | OU      | $-4865626.29  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| MONGOLIA INTL BOND                                         | Mongolia Government International Bond                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | MN        |       400000 | PA      | $425834.79    | 0.01%             | 2029-06-05      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| ALBANIEN, REPUBLIK AL TREASURY                             | ALBANIEN, REPUBLIK AL TREASURY                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | NUSS              | AL        |     93120000 | PA      | $1140714.28   | 0.03%             | 2026-06-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| Asian Paints Ltd                                           | Asian Paints Ltd                                                                                                             | CUSIP: 000000000<br>LEI: 335800HEHXGYRUNERD75 | Long             | EC               | CORP              | IN        |        16400 | NS      | $425554.30    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Siminn HF                                                  | Siminn HF                                                                                                                    | CUSIP: 000000000<br>LEI: 254900X9GQZM6UGXYF10 | Long             | EC               | CORP              | IS        |      3639484 | NS      | $358892.15    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED EUR / SOLD CZK                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | XX        |            1 | NC      | $-57742.27    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                          | PURCHASED ILS / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | IL        |            1 | NC      | $1558313.31   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                | BMIGF1M04 EATON VANCE                                                                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |     63000000 | OU      | $14935.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital Securities Ltd.                           | BB KAZAKHSTAN GOV REPO                                                                                                       | CUSIP: 000000000<br>LEI: K9WDOH4D2PYBSLSOB484 | Long             | RA               | CORP              | US        |      1501728 | PA      | $1501727.50   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED UGX / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | UG        |            1 | NC      | $-20137.96    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT BOND                                        | Sri Lanka Government Bonds                                                                                                   | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |    571000000 | PA      | $1845144.98   | 0.05%             | 2029-09-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                           | PURCHASED ZAR / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | ZA        |            1 | NC      | $-40335.36    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF ALBANIA                                        | Albania Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 254900EDM43U3SGRND29 | Long             | DBT              | NUSS              | AL        |      6476000 | PA      | $7559670.77   | 0.20%             | 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        |     -1897000 | OU      | $-177737.52   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                           | PURCHASED USD / SOLD UYU                                                                                                     | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |            1 | NC      | $45539.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Metlen Energy & Metals PLC                                 | Metlen Energy & Metals PLC                                                                                                   | CUSIP: 000000000<br>LEI: 213800ZSR3HVKMMPVG86 | Long             | EC               | CORP              | GB        |        64250 | NS      | $2715352.78   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                           | PURCHASED UZS / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | UZ        |            1 | NC      | $80686.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital Securities Ltd.                           | Poland Government International Bonds                                                                                        | CUSIP: 000000000<br>LEI: K9WDOH4D2PYBSLSOB484 | Long             | RA               | CORP              | LU        |      3985000 | PA      | $4676994.00   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                              | CUSIP: 31410FSQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        35262 | PA      | $35902.35     | 0.00%             | 2031-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ARDSHININVESTBK (DILIJAN                                   | Ardshinbank CJSC Via Dilijan Finance BV                                                                                      | CUSIP: 000000000<br>LEI: 549300DCGXFXAP2FEV07 | Long             | DBT              | CORP              | NL        |      1362000 | PA      | $1371407.80   | 0.04%             | 2031-01-22      | Fixed         | 6.60%                 | Yes           |                  2 | On Loan: No      |
| FPT DIGITAL RETAIL JSC                                     | FPT DIGITAL RETAIL JSC                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | VN        |       181125 | NS      | $1023011.72   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                     | PURCHASED EUR / SOLD HUF                                                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |            1 | NC      | $-679252.02   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT BOND                                        | Sri Lanka Government Bonds                                                                                                   | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |     75128495 | PA      | $178478.85    | 0.00%             | 2041-09-15      | Variable      | 8.75%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: SMIG6RCM0 IRS KRW R F  3.47160 BMIG6RCN8 CCPNDF / Short: SMIG6RCM0 IRS KRW P V 03MKSDA BMIG6RCP3 CCPNDF                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   8997300000 | OU      | $-84017.87    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE                                       | Raizen Fuels Finance SA                                                                                                      | CUSIP: 000000000<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |      5815000 | PA      | $3188073.75   | 0.08%             | 2035-01-17      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| VMOS SA                                                    | VMOS SA TERM LOAN                                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | AR        |     12400640 | PA      | $12400640.00  | 0.33%             | 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        |      9558208 | PA      | $3774536.34   | 0.10%             | 2024-05-16      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED TWD / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | TW        |            1 | NC      | $6790.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD COP                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-74737.33    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ALPHA HOLDING SA                                           | Alpha Holding SA de CV                                                                                                       | CUSIP: 000000000<br>LEI: 549300R872G37EN6NT94 | Long             | DBT              | CORP              | MX        |      3667223 | PA      | $27504.17     | 0.00%             | 2025-02-10      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD INR                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $12808.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hoa Phat Group JSC                                         | Hoa Phat Group JSC                                                                                                           | CUSIP: 000000000<br>LEI: 549300ODJEFGL5CWKD32 | Long             | EC               | CORP              | VN        |       843750 | NS      | $889847.20    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ZAMBIA GOVERNMENT BOND                                     | Zambia Government Bond                                                                                                       | CUSIP: 000000000<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |     17631000 | PA      | $984957.62    | 0.03%             | 2031-01-26      | Fixed         | 16.10%                | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                           | PURCHASED USD / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |            1 | NC      | $3397.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cenergy Holdings SA                                        | Cenergy Holdings SA                                                                                                          | CUSIP: 000000000<br>LEI: 549300P50MFNOHG4U221 | Long             | EC               | CORP              | BE        |        30003 | NS      | $844489.86    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED BRL / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | BR        |            1 | NC      | $5059.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                                                            | CUSIP: 313920CC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       296857 | PA      | $300638.30    | 0.01%             | 2031-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FPT Corp                                                   | FPT Corp                                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | VN        |       713377 | NS      | $2049648.01   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                          | Lebanon Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |     13556000 | PA      | $3430752.48   | 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        |     27186441 | PA      | $27050508.51  | 0.71%             | 2031-04-28      | Floating      | 10.41%                | No            |                  2 | On Loan: No      |
| SBI Life Insurance Co Ltd                                  | SBI Life Insurance Co Ltd                                                                                                    | CUSIP: 000000000<br>LEI: 335800WMVIESQUO95586 | Long             | EC               | CORP              | IN        |        21600 | NS      | $414843.21    | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Eurohold Bulgaria AD                                       | Eurohold Bulgaria AD                                                                                                         | CUSIP: 000000000<br>LEI: 74780000J0W85Y204X80 | Long             | EC               | CORP              | BG        |      5122901 | NS      | $6564275.50   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                         | BMIGB9X09 EATON VANCE                                                                                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |     13600000 | OU      | $107140.80    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Phat Dat Real Estate Development Corp                      | Phat Dat Real Estate Development Corp                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | VN        |       458136 | NS      | $287581.54    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                           | PURCHASED USD / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |            1 | NC      | $-11462.41    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UltraTech Cement Ltd                                       | UltraTech Cement Ltd                                                                                                         | CUSIP: 000000000<br>LEI: 335800PC9O9B4BQHG814 | Long             | EC               | CORP              | IN        |         3900 | NS      | $478524.52    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank for Investment and Development of Vietnam JSC         | Bank for Investment and Development of Vietnam JSC                                                                           | CUSIP: 000000000<br>LEI: 254900FSO240QVE6NR86 | Long             | EC               | CORP              | VN        |       835200 | NS      | $1273714.72   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| MONGOLIA INTL BOND                                         | Mongolia Government International Bond                                                                                       | CUSIP: 60937LAL9<br>LEI: N/A                  | Long             | DBT              | NUSS              | MN        |       200000 | PA      | $201848.86    | 0.01%             | 2032-03-09      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                                | PURCHASED UGX / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | UG        |            1 | NC      | $-14161.09    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                           | PURCHASED ZAR / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | ZA        |            1 | NC      | $-44967.34    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                     | US ULTRA BOND CBT JUN26                                                                                                      | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |          396 | NC      | $-1970390.35  | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| The Federal Republic of Nigeria                            | Nigeria OMO Bill                                                                                                             | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        |  45135829000 | PA      | $31958913.96  | 0.84%             | 2026-06-30      | None          | 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        |      1157000 | PA      | $873535.00    | 0.02%             | 2031-11-01      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $-225737.17   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                | Long: SMIE5RR32 IRS MXN R F  9.13000 BMIE5RR32 CCPOIS / Short: SMIE5RR32 IRS MXN P V 01MTIEF BMIE5RR32 CCPOIS                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     13120000 | OU      | $34568.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KAZAKH GOV BOND - MEUKAM                                   | Kazakhstan Government Bond - MEUKAM                                                                                          | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |   3956257000 | PA      | $8392689.43   | 0.22%             | 2032-02-05      | Fixed         | 15.18%                | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                          | PURCHASED EUR / SOLD RON                                                                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |            1 | NC      | $-90826.28    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICICI Prudential Life Insurance Co Ltd                     | ICICI Prudential Life Insurance Co Ltd                                                                                       | CUSIP: 000000000<br>LEI: 2138006W2MGOSH69C607 | Long             | EC               | CORP              | IN        |        67400 | NS      | $365837.59    | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA SA TSA                              | PETROLEOS DE VENEZUELA SA TSA                                                                                                | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | US        |       100000 | PA      | $115500.00    | 0.00%             | 2027-10-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ZAMBIA GOVERNMENT BOND                                     | Zambia Government Bond                                                                                                       | CUSIP: 000000000<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |     20274000 | PA      | $1147467.88   | 0.03%             | 2030-11-24      | Fixed         | 16.49%                | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                                                            | CUSIP: 31392ASN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       128656 | PA      | $132103.51    | 0.00%             | 2031-12-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                | Long: SMIFLBMY3 IRS MXN R F  6.93360 BMIFLBMZ0 CCPOIS / Short: SMIFLBMY3 IRS MXN P V 01MTIEF BMIFLBN06 CCPOIS                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    884900000 | OU      | $-109621.52   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                                   | BB HUNGARY GOVERNMENT REPO                                                                                                   | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | Long             | RA               | CORP              | US        |      2515517 | PA      | $2515516.51   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                           | PURCHASED KZT / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KZ        |            1 | NC      | $182529.62    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                           | PURCHASED EUR / SOLD HUF                                                                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | XX        |            1 | NC      | $-73258.09    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VOUSSOIR RE SEGREGATED ACC                                 | VOUSSOIR RE SEGREGATED ACC                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |         4531 | NS      | $6165556.98   | 0.16%             |  |  |  | No            |                  3 | On Loan: No      |
| NIGERIA GOVERNMENT BOND                                    | Nigeria Government Bond                                                                                                      | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |   1503940000 | PA      | $1170787.35   | 0.03%             | 2031-02-21      | Fixed         | 18.50%                | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED USD / SOLD EGP                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $630653.93    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED USD / SOLD BHD                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-16209.38    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KAZAKH GOV BOND - MEUKAM                                   | Kazakhstan Government Bond - MEUKAM                                                                                          | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |    979231000 | PA      | $1680339.98   | 0.04%             | 2033-08-23      | Fixed         | 10.69%                | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                           | PURCHASED KZT / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KZ        |            1 | NC      | $218239.76    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | BMIGCK405 EATON VANCE                                                                                                        | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |      6300000 | OU      | $50305.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                          | PURCHASED EUR / SOLD PLN                                                                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |            1 | NC      | $-510184.02   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                | PURCHASED USD / SOLD ZAR                                                                                                     | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |            1 | NC      | $402407.74    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED USD / SOLD HKD                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $73524.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED UGX / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | UG        |            1 | NC      | $-111603.52   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                     | PURCHASED ILS / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | IL        |            1 | NC      | $682842.04    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Persistent Systems Ltd                                     | Persistent Systems Ltd                                                                                                       | CUSIP: 000000000<br>LEI: 3358006QYD77Z66S1J89 | Long             | EC               | CORP              | IN        |        33700 | NS      | $1721846.80   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                             | PURCHASED USD / SOLD PHP                                                                                                     | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | US        |            1 | NC      | $40347.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TIMES CHINA HLDG LTD                                       | Times China Holdings Ltd                                                                                                     | CUSIP: 000000000<br>LEI: 2549000KTINB9ZPZP710 | Long             | DBT              | CORP              | KY        |       557875 | PA      | $4184.06      | 0.00%             | 2027-03-30      | None          | 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      | $38970.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco Macro SA                                             | Banco Macro SA                                                                                                               | CUSIP: 05961W105<br>LEI: 579100KKDKKIFEBKK040 | Long             | EC               | CORP              | AR        |        29680 | NS      | $2136960.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD PHP                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $119510.38    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KAZAKH GOV BOND - MEUKAM                                   | Kazakhstan Government Bond - MEUKAM                                                                                          | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |   6966116000 | PA      | $13963399.95  | 0.37%             | 2035-02-13      | Fixed         | 14.00%                | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                           | PURCHASED UZS / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | UZ        |            1 | NC      | $52289.64     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED USD / SOLD AED                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-2488.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                          | Lebanon Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |     13319000 | PA      | $3396345.00   | 0.09%             | 2020-04-14      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED TRY / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | TR        |            1 | NC      | $21098.62     | 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      | $15454.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Bills                                                                                                          | CUSIP: 912797TE7<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    100000000 | PA      | $99446410.00  | 2.62%             | 2026-06-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED USD / SOLD KES                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-11712.24    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                                   | BB EGYPT GOVERNMENT REPO                                                                                                     | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | Long             | RA               | CORP              | US        |      2158445 | PA      | $2158445.21   | 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      | $-173072.65   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nova Ljubljanska Banka dd                                  | Nova Ljubljanska Banka dd                                                                                                    | CUSIP: 66980N203<br>LEI: 5493001BABFV7P27OW30 | Long             | EC               | CORP              | SI        |       157872 | NS      | $8279826.58   | 0.22%             |  |  |  | Yes           |                  2 | On Loan: No      |
| New York Mercantile Exchange                               | CRUDE OIL FUT OPT JUN26P 60                                                                                                  | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          196 | NC      | $5880.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JBT Marel Corp                                             | JBT Marel Corp                                                                                                               | CUSIP: 477839104<br>LEI: 5493007CT6ATBZ2L6826 | Long             | EC               | CORP              | US        |         1771 | NS      | $209155.10    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UZBEK INDUSTRIAL AND CON                                   | Uzbek Industrial and Construction Bank ATB                                                                                   | CUSIP: 000000000<br>LEI: 213800C2NIFPFTXYIU69 | Long             | DBT              | CORP              | UZ        | 232110000000 | PA      | $21002910.91  | 0.55%             | 2027-07-24      | Fixed         | 21.00%                | Yes           |                  2 | On Loan: No      |
| ZAMBIA GOVERNMENT BOND                                     | Zambia Government Bond                                                                                                       | CUSIP: 000000000<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |     45500000 | PA      | $2472941.10   | 0.07%             | 2029-02-16      | Fixed         | 14.90%                | No            |                  2 | On Loan: No      |
| Grupo Supervielle SA                                       | Grupo Supervielle SA                                                                                                         | CUSIP: 40054A108<br>LEI: 549300IQJL3KLZ3IYQ14 | Long             | EC               | CORP              | AR        |        41256 | NS      | $339536.88    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Zambia Government International Bonds                      | Zambia Government International Bonds                                                                                        | CUSIP: 000000000<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |      1014000 | PA      | $694898.32    | 0.02%             | 2053-12-31      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| Chicago Board of Trade                                     | US LONG BOND(CBT) JUN26                                                                                                      | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |          538 | NC      | $-368390.18   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| SRI LANKA GOVT BOND                                        | Sri Lanka Government Bonds                                                                                                   | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |    329000000 | PA      | $1063430.51   | 0.03%             | 2030-10-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD PHP                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $29962.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                | BMIGBX564 EATON VANCE                                                                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |      9000000 | OU      | $71325.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                                      | Venezuela Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |      8013300 | PA      | $3684114.68   | 0.10%             | 2019-10-13      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| NEW ZEALAND GVT ILB                                        | New Zealand Government Inflation Linked Bond                                                                                 | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |     27804814 | PA      | $16780757.79  | 0.44%             | 2050-09-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED USD / SOLD SAR                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-64796.29    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICICI Bank Ltd                                             | ICICI Bank Ltd                                                                                                               | CUSIP: 000000000<br>LEI: R7RX8ER1V4666J8D1I38 | Long             | EC               | CORP              | IN        |        35300 | NS      | $473667.14    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                          | PURCHASED PLN / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | PL        |            1 | NC      | $-190492.13   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                          | Lebanon Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      1983000 | PA      | $520259.88    | 0.01%             | 2032-03-23      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED USD / SOLD AED                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-2339.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: BMIGFN414 IRS CZK R V 06MPRIBO BMIGFN430 CCPVANILLA / Short: BMIGFN414 IRS CZK P F  4.62230 BMIGFN422 CCPVANILLA       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    405572277 | OU      | $-138003.95   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                                       | Colombian TES                                                                                                                | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  22876000000 | PA      | $5952303.15   | 0.16%             | 2030-02-27      | Fixed         | 12.50%                | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                     | Asian Development Bank                                                                                                       | CUSIP: 000000000<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |  17111900000 | PA      | $1479689.37   | 0.04%             | 2028-06-26      | Fixed         | 14.50%                | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED TWD / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | TW        |            1 | NC      | $22795.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NIGERIA GOVERNMENT BOND                                    | Nigeria Government Bond                                                                                                      | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |   5523304000 | PA      | $4563184.42   | 0.12%             | 2034-02-21      | Fixed         | 19.00%                | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED USD / SOLD OMR                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-2617.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF PARAGUAY                                       | Paraguay Government International Bond                                                                                       | CUSIP: 699149AP5<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |  55698000000 | PA      | $9122467.41   | 0.24%             | 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        |     10823825 | PA      | $4302470.44   | 0.11%             | 2026-11-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Ukraine Government International Bonds                     | Ukraine Government International Bonds                                                                                       | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      2846812 | PA      | $1455859.94   | 0.04%             | 2036-02-01      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Bills                                                                                                          | CUSIP: 912797QX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    106139000 | PA      | $105704434.03 | 2.78%             | 2026-06-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                              | CUSIP: 3138ET6P6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         3870 | PA      | $3961.18      | 0.00%             | 2032-02-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GABON                                          | Gabon Government International Bond                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | GA        |       542000 | PA      | $458264.41    | 0.01%             | 2031-02-06      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED PHP / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | PH        |            1 | NC      | $-382160.38   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS                                        | Braskem Netherlands Finance BV                                                                                               | CUSIP: 000000000<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |      5385000 | PA      | $3089643.75   | 0.08%             | 2033-02-13      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| EUROPEAN BK RECON & DEV                                    | European Bank for Reconstruction & Development                                                                               | CUSIP: 000000000<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | XX        |       400516 | PA      | $418596.49    | 0.01%             | 2027-03-01      | Fixed         | 17.35%                | Yes           |                  2 | On Loan: No      |
| ARMENIAN TREASURY BONDS                                    | Republic of Armenia Treasury Bonds                                                                                           | CUSIP: 000000000<br>LEI: 5299000H77JSW90G7935 | Long             | DBT              | NUSS              | AM        |   4241233000 | PA      | $12213359.09  | 0.32%             | 2033-10-29      | Fixed         | 9.60%                 | No            |                  2 | On Loan: No      |
| ABU DHABI GOVT INT'L                                       | Abu Dhabi Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 213800FER4348CINTA77 | Short            | DBT              | NUSS              | AE        |     -2133000 | PA      | $-2057393.66  | -0.05%            | 2036-03-05      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Bank of America NA                                         | PURCHASED ISK / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | IS        |            1 | NC      | $-15463.96    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                           | PURCHASED EUR / SOLD HUF                                                                                                     | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | XX        |            1 | NC      | $-62758.14    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                           | PURCHASED KZT / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KZ        |            1 | NC      | $510836.79    | 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        |      4347630 | PA      | $2900086.59   | 0.08%             | 2038-06-15      | Variable      | 1.50%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                          | PURCHASED ZAR / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | ZA        |            1 | NC      | $-42183.82    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Staatsolie Maatschappij Suriname NV                        | Staatsolie Maatschappij Suriname NV 2025 Term Loan                                                                           | CUSIP: 000000000<br>LEI: 254900R015RJG4RZ5G47 | Long             | LON              | CORP              | SR        |      2375613 | PA      | $2409914.65   | 0.06%             | 2032-05-24      | Floating      | 9.17%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                          | PURCHASED EUR / SOLD CZK                                                                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |            1 | NC      | $-54312.62    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                                   | BB INDONESIA (REPUBLIC OF)                                                                                                   | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | Long             | STIV             | NUSS              | US        |     10235794 | PA      | $10235793.96  | 0.27%             | 2027-02-05      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                     | PURCHASED EUR / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |            1 | NC      | $133574.23    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: SMIFYFR09 IRS CNY R F  1.62530 BMIFYFR17 CCPNDF / Short: SMIFYFR09 IRS CNY P V 00MCNRR BMIFYFR25 CCPNDF                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    149413000 | OU      | $83620.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                           | PURCHASED KZT / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KZ        |            1 | NC      | $-381.64      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ALBANIA GOVT BOND                                          | Albanian Government Bond                                                                                                     | CUSIP: 000000000<br>LEI: 254900EDM43U3SGRND29 | Long             | DBT              | NUSS              | AL        |    487600000 | PA      | $6336940.01   | 0.17%             | 2029-01-26      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: BMIGFNAN9 IRS PLN R V 06MWIBOR BMIGFNAQ2 CCPVANILLA / Short: BMIGFNAN9 IRS PLN P F  4.90595 BMIGFNAP4 CCPVANILLA       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     74513703 | OU      | $-193176.89   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                             | PURCHASED TWD / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | TW        |            1 | NC      | $43477.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                | PURCHASED USD / SOLD UYU                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $69385.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities PLC                                    | BMIG6DJ51 EATON VANCE                                                                                                        | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | N/A              | DFE              |  | US        |     14000000 | OU      | $99470.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                            | Long: S92XV4TT3 CDS USD R F  1.00000 Z92XV4TV8 CCPSOVEREIGN / Short: S92XV4TT3 CDS USD P V 03MEVENT Z92XV4TU0 CCPSOVEREIGN   | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     17542000 | OU      | $259329.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ayala Land Inc                                             | Ayala Land Inc                                                                                                               | CUSIP: 000000000<br>LEI: 254900EWT10TQ6DKTV34 | Long             | EC               | CORP              | PH        |      1510100 | NS      | $371558.32    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LETRA TESOURO NACIONAL                                     | Brazil Letras do Tesouro Nacional                                                                                            | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    383200000 | PA      | $73231012.00  | 1.93%             | 2026-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED ZMW / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | ZM        |            1 | NC      | $59600.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                         | PURCHASED USD / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |            1 | NC      | $-1232.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF ANGOLA                                         | Angolan Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |      4720000 | PA      | $5041271.43   | 0.13%             | 2031-01-15      | Fixed         | 9.24%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                     | PURCHASED RON / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | RO        |            1 | NC      | $46275.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                     | PURCHASED USD / SOLD ILS                                                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |            1 | NC      | $-725131.29   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| DEVELOPMENT BANK OF KAZA                                   | Development Bank of Kazakhstan JSC                                                                                           | CUSIP: 48129VAC0<br>LEI: 213800LCDPGJ1BI7KX98 | Long             | DBT              | NUSS              | KZ        |   3466500000 | PA      | $7254775.99   | 0.19%             | 2027-04-15      | Fixed         | 13.00%                | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED UGX / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | UG        |            1 | NC      | $-10229.27    | -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      | $9611.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                                    | Hungary Government Bond                                                                                                      | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    164600000 | PA      | $391333.04    | 0.01%             | 2051-04-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                | BMIGMCTR6 EATON VANCE                                                                                                        | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |     18000000 | OU      | $46206.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                | PURCHASED USD / SOLD SAR                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $-9903.86     | -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      | $42968.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Refrigeration Electrical Engineering Corp                  | Refrigeration Electrical Engineering Corp                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | VN        |       380599 | NS      | $871858.11    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Kvika banki hf                                             | Kvika banki hf                                                                                                               | CUSIP: 000000000<br>LEI: 254900WR3I1Z9NPC7D84 | Long             | EC               | CORP              | IS        |      6468924 | NS      | $818363.31    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: SMIBAAR05 IRS EUR R F  3.02580 2 CCPVANILLA / Short: SMIBAAR05 IRS EUR P V 06MEURIB 1 CCPVANILLA                       | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      3628800 | OU      | $23245.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: SMIGAXXK3 IRS KRW R F  3.37400 BMIGAXXL1 CCPNDF / Short: SMIGAXXK3 IRS KRW P V 03MKSDA BMIGAXXM9 CCPNDF                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  15445000000 | OU      | $-191204.77   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Ghana Government International Bonds                       | Ghana Government International Bonds                                                                                         | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |      3403750 | PA      | $3341248.91   | 0.09%             | 2029-07-03      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: BMIGKG397 IRS TWD R V 03MCPTW BMIGKG3B2 CCPNDF / Short: BMIGKG397 IRS TWD P F  2.14000 BMIGKG3A4 CCPNDF                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    645000000 | OU      | $123743.83    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KAZAKH GOV BOND - MEUKAM                                   | Kazakhstan Government Bond - MEUKAM                                                                                          | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |   4212153000 | PA      | $7466964.45   | 0.20%             | 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        |   1722389000 | PA      | $31979381.02  | 0.84%             | 2030-05-20      | Fixed         | 19.98%                | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED USD / SOLD PHP                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |            1 | NC      | $174878.60    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| New York Mercantile Exchange                               | CRUDE OIL FUT OPT DEC26P 58                                                                                                  | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |           58 | NC      | $94540.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NIGERIA GOVERNMENT BOND                                    | Nigeria Government Bond                                                                                                      | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |   1604202000 | PA      | $1560602.69   | 0.04%             | 2035-01-29      | Fixed         | 22.60%                | No            |                  2 | On Loan: No      |
| Barclays Capital Securities Ltd.                           | BB KAZAKHSTAN GOV REPO                                                                                                       | CUSIP: 000000000<br>LEI: K9WDOH4D2PYBSLSOB484 | Long             | RA               | CORP              | US        |      1768479 | PA      | $1768478.76   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                                   | BB INDONESIA(REPUBLIC OF)                                                                                                    | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | Long             | STIV             | NUSS              | US        |      6077820 | PA      | $6077820.00   | 0.16%             | 2027-01-27      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                                    | Hungary Government Bond                                                                                                      | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   6385380000 | PA      | $15272833.40  | 0.40%             | 2038-10-27      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Dabur India Ltd                                            | Dabur India Ltd                                                                                                              | CUSIP: 000000000<br>LEI: 335800MJPUA2E1FSFL38 | Long             | EC               | CORP              | IN        |        99500 | NS      | $464272.31    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                | Long: BMIGGW8Z4 IRS MXN R V 01MTIEF BMIGGW918 CCPOIS / Short: BMIGGW8Z4 IRS MXN P F  7.53000 BMIGGW900 CCPOIS                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    849000000 | OU      | $-277817.43   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Saigon Beer Alcohol Beverage Corp                          | Saigon Beer Alcohol Beverage Corp                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | VN        |       454900 | NS      | $820331.20    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                          | PURCHASED USD / SOLD HKD                                                                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |            1 | NC      | $11394.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LETRA TESOURO NACIONAL                                     | Brazil Letras do Tesouro Nacional                                                                                            | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    175000000 | PA      | $34578449.25  | 0.91%             | 2026-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| International Container Terminal Services Inc              | International Container Terminal Services Inc                                                                                | CUSIP: 000000000<br>LEI: 254900FU1MWK0I0Q4J61 | Long             | EC               | CORP              | PH        |       162290 | NS      | $1880885.93   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED USD / SOLD AED                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-18935.08    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital Securities Ltd.                           | Poland Government International Bonds                                                                                        | CUSIP: 000000000<br>LEI: K9WDOH4D2PYBSLSOB484 | Long             | RA               | CORP              | LU        |      1195500 | PA      | $1403098.20   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                         | PURCHASED HUF / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | HU        |            1 | NC      | $-80594.17    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae REMICS                                                                                                            | CUSIP: 31397UBN8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       647929 | PA      | $479145.40    | 0.01%             | 2041-05-25      | Floating      | 2.22%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                          | PURCHASED ILS / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | IL        |            1 | NC      | $438389.65    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                                                                        | CUSIP: 3128C6R76<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        51533 | PA      | $50931.65     | 0.00%             | 2035-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                           | PURCHASED UZS / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | UZ        |            1 | NC      | $22823.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: SMIFU84K0 IRS CNY R F  1.58950 BMIFU84L8 CCPNDF / Short: SMIFU84K0 IRS CNY P V 00MCNRR BMIFU84M6 CCPNDF                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    110000000 | OU      | $37623.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                             | PURCHASED PHP / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | PH        |            1 | NC      | $-106652.32   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TVS Motor Co Ltd                                           | TVS Motor Co Ltd                                                                                                             | CUSIP: 000000000<br>LEI: 335800URVL13UQEWM152 | Long             | EC               | CORP              | IN        |        13900 | NS      | $514743.25    | 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        |      1066000 | PA      | $1251110.57   | 0.03%             | 2028-01-06      | Floating      | 7.86%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                | Long: SMIGDNAF8 IRS MXN R F  7.56300 BMIGDNAG6 CCPOIS / Short: SMIGDNAF8 IRS MXN P V 01MTIEF BMIGDNAH4 CCPOIS                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    979500000 | OU      | $228365.89    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital Securities Ltd.                           | Long: BMIG4L3F0 CDS EUR R V 03MEVENT BMIG4L3H6 CORPORATE / Short: BMIG4L3F0 CDS EUR P F   .25000 BMIG4L3G8 CORPORATE         | CUSIP: 000000000<br>LEI: K9WDOH4D2PYBSLSOB484 | N/A              | DCR              |  | GB        |     38049000 | OU      | $204036.84    | 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      | $-107480.38   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                         | PURCHASED KZT / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | KZ        |            1 | NC      | $285163.51    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                | PURCHASED UGX / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | UG        |            1 | NC      | $-9062.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: SMIG6GKV5 IRS KRW R F  3.44450 BMIG6GKW3 CCPNDF / Short: SMIG6GKV5 IRS KRW P V 03MKSDA BMIG6GKX1 CCPNDF                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   8997000000 | OU      | $-91613.26    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                                   | BB SAUDI ARABIA REPO                                                                                                         | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | Long             | RA               | CORP              | US        |      4146680 | PA      | $4146680.00   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                     | PURCHASED ISK / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | IS        |            1 | NC      | $14243.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT BOND                                        | Sri Lanka Government Bonds                                                                                                   | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |   2231000000 | PA      | $6317202.40   | 0.17%             | 2033-11-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Non Gold Pool                                                                                                    | CUSIP: 3128SGAA8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        41794 | PA      | $40991.16     | 0.00%             | 2035-01-01      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| JPMorgan Securities PLC                                    | BMIGF3T11 EATON VANCE                                                                                                        | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | N/A              | DFE              |  | US        |    -10000000 | OU      | $-27870.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                                     | U.S. Treasury Bills                                                                                                          | CUSIP: 912797SV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    109171800 | PA      | $108955124.53 | 2.87%             | 2026-05-21      | None          | 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      | $-11666.42    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                                         | PURCHASED ZAR / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | ZA        |            1 | NC      | $880896.22    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| One 97 Communications Ltd                                  | One 97 Communications Ltd                                                                                                    | CUSIP: 000000000<br>LEI: 335800ZRHU5J6GSTMI23 | Long             | EC               | CORP              | IN        |        44100 | NS      | $512509.59    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: SMIFYFLK1 IRS CNY R F  1.62650 BMIFYFLL9 CCPNDF / Short: SMIFYFLK1 IRS CNY P V 00MCNRR BMIFYFLM7 CCPNDF                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     59757000 | OU      | $33947.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Saudi Government International Bonds                       | Saudi Government International Bonds                                                                                         | CUSIP: 000000000<br>LEI: 635400FMICXSM3SI3H65 | Short            | DBT              | NUSS              | SA        |     -4270000 | PA      | $-3898799.93  | -0.10%            | 2050-01-16      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| PetroVietnam Gas JSC                                       | PetroVietnam Gas JSC                                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | VN        |       402400 | NS      | $1152235.95   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: BMIGKAHU8 IRS TWD R V 03MCPTW BMIGKAHW4 CCPNDF / Short: BMIGKAHU8 IRS TWD P F  2.13350 BMIGKAHV6 CCPNDF                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    199000000 | OU      | $40019.83     | 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      | $-4349.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ukraine Government International Bonds                     | Ukraine Government International Bonds                                                                                       | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     12148000 | PA      | $7466860.04   | 0.20%             | 2034-02-01      | Variable      | 4.50%                 | Yes           |                  2 | On Loan: No      |
| BB EGYPT ARAB REPUBLIC OF BO                               | BB EGYPT ARAB REPUBLIC OF BO                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | NUSS              | US        |      2915042 | PA      | $2915041.50   | 0.08%             | 2027-04-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| KAZAKH GOV BOND - MEUKAM                                   | Kazakhstan Government Bond - MEUKAM                                                                                          | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |   1226683000 | PA      | $2316921.20   | 0.06%             | 2029-07-28      | Fixed         | 10.55%                | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED CLP / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | CL        |            1 | NC      | $-829.22      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria                            | Nigeria OMO Bill                                                                                                             | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        |   9663323000 | PA      | $6866995.02   | 0.18%             | 2026-06-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: SMIFYHUR2 IRS CNY R F  1.61950 BMIFYHUS0 CCPNDF / Short: SMIFYHUR2 IRS CNY P V 00MCNRR BMIFYHUT8 CCPNDF                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    122116000 | OU      | $63357.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ABSA BANK LTD                                              | Absa Bank Ltd                                                                                                                | CUSIP: 000000000<br>LEI: SLI1CVYMJ21DST0Q8K25 | Long             | SN               | CORP              | ZA        |   1442100000 | PA      | $637566.99    | 0.02%             | 2050-09-27      | Fixed         | 13.75%                | No            |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE                                       | Raizen Fuels Finance SA                                                                                                      | CUSIP: 000000000<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |      7703000 | PA      | $4236650.00   | 0.11%             | 2032-07-08      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Barclays Capital Securities Ltd.                           | BB REPUBLIC ARMENIA REPO                                                                                                     | CUSIP: 000000000<br>LEI: K9WDOH4D2PYBSLSOB484 | Long             | RA               | CORP              | US        |      2886555 | PA      | $2886555.00   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| EDEN RE II LTD SERIES 2022 1 C                             | EDEN RE II LTD SERIES 2022 1 C                                                                                               | CUSIP: 000000000<br>LEI: 549300LKX8PCP3SC3F42 | Long             | STIV             | CORP              | US        |         9412 | NS      | $32785.97     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae I Pool                                                                                                            | CUSIP: 36201VYZ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        77143 | PA      | $80679.71     | 0.00%             | 2032-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SUNAC CHINA HOLDINGS LTD                                   | Sunac China Holdings Ltd                                                                                                     | CUSIP: 000000000<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | KY        |      2984834 | PA      | $488766.57    | 0.01%             | 2026-06-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                                | PURCHASED USD / SOLD UYU                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |            1 | NC      | $98724.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE Endex Derivatives                                      | DUTCH TTF OPT FSM SEP26C 85                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | NL        |          217 | NC      | $412768.18    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs International                                | PURCHASED ILS / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | IL        |            1 | NC      | $37280.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                           | PURCHASED RUB / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | RU        |            1 | NC      | $12099.06     | 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      | $-4597.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                           | PURCHASED USD / SOLD UAH                                                                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |            1 | NC      | $-10199.53    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                     | PURCHASED JPY / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | JP        |            1 | NC      | $10158.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Reitir fasteignafelag hf                                   | Reitir fasteignafelag hf                                                                                                     | CUSIP: 000000000<br>LEI: 967600GFEYNJK2W4G048 | Long             | EC               |  | IS        |       875641 | NS      | $810739.86    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                                   | BB EGYPT(ARABREPUBLICOF)REPO                                                                                                 | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | Long             | RA               | CORP              | US        |      3278649 | PA      | $3278649.15   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Phu Nhuan Jewelry JSC                                      | Phu Nhuan Jewelry JSC                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | VN        |       438210 | NS      | $1126884.29   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| JUMBO SA                                                   | JUMBO SA                                                                                                                     | CUSIP: 000000000<br>LEI: 549300TGIVUUMY40MZ05 | Long             | EC               | CORP              | GR        |        48994 | NS      | $1337274.40   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                            | Long: B92XX4HP2 CDS USD R V 03MEVENT Z92XX4HQ0 CCPSOVEREIGN / Short: B92XX4HP2 CDS USD P F  1.00000 Z92XX4HR8 CCPSOVEREIGN   | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |      8500000 | OU      | $1166438.17   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                        | PURCHASED CLP / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | CL        |            1 | NC      | $-29575.18    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                           | PURCHASED HUF / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | HU        |            1 | NC      | $2794976.51   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                            | Long: B92XXG4Z7 CDS USD R V 03MEVENT Z92XXG503 CCPSOVEREIGN / Short: B92XXG4Z7 CDS USD P F  1.00000 Z92XXG511 CCPSOVEREIGN   | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     38000000 | OU      | $98735.78     | 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      | $-75866.06    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Muthoot Finance Ltd                                        | Muthoot Finance Ltd                                                                                                          | CUSIP: 000000000<br>LEI: 335800HAMJMBFL4RRF02 | Long             | EC               | CORP              | IN        |        12100 | NS      | $438452.88    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                                                              | CUSIP: 31371Y2S9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       223287 | PA      | $219904.52    | 0.01%             | 2033-12-01      | Floating      | 4.13%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED USD / SOLD TRY                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-647438.19   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital Securities Ltd.                           | BB BAHRAIN GOVERNMENT REPO                                                                                                   | CUSIP: 000000000<br>LEI: K9WDOH4D2PYBSLSOB484 | Long             | RA               | CORP              | US        |      2760920 | PA      | $2760920.00   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                     | PURCHASED USD / SOLD ILS                                                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |            1 | NC      | $-724295.32   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria                            | Nigeria OMO Bill                                                                                                             | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        |  28555407000 | PA      | $18513626.38  | 0.49%             | 2027-01-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| New York Mercantile Exchange                               | CRUDE OIL FUT OPT DEC26P 55                                                                                                  | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          224 | NC      | $280000.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank PLC                                          | PURCHASED ZAR / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | ZA        |            1 | NC      | $-25192.17    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KAZAKH GOV BOND - MEUKAM                                   | Kazakhstan Government Bond - MEUKAM                                                                                          | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |   3288706000 | PA      | $5840971.92   | 0.15%             | 2028-12-10      | Fixed         | 7.22%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                          | BMIGG0X86 EATON VANCE                                                                                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |     10000000 | OU      | $120740.00    | 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      | $100375.20    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities PLC                                    | BMIG48L44 EATON VANCE                                                                                                        | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | N/A              | DIR              |  | US        |     60632000 | NC      | $553509.53    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                                       | Colombian TES                                                                                                                | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  38770100000 | PA      | $8125618.34   | 0.21%             | 2031-03-26      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Times China Holdings Ltd                                   | Times China Holdings Ltd                                                                                                     | CUSIP: 000000000<br>LEI: 2549000KTINB9ZPZP710 | Long             | EC               | CORP              | KY        |      1518847 | NS      | $10567.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Loma Negra Cia Industrial Argentina SA                     | Loma Negra Cia Industrial Argentina SA                                                                                       | CUSIP: 54150E104<br>LEI: 529900VKOQQJ8U9DDK92 | Long             | EC               | CORP              | AR        |        16420 | NS      | $181276.80    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                           | PURCHASED USD / SOLD SAR                                                                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |            1 | NC      | $-62545.97    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED USD / SOLD SAR                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-57154.27    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                | Long: SMIFLB5X4 IRS MXN R F  6.93600 BMIFLB5Y2 CCPOIS / Short: SMIFLB5X4 IRS MXN P V 01MTIEF BMIFLB5Z9 CCPOIS                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    567000000 | OU      | $-69029.34    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                                   | Long: SMIFYPB61 IRS CNY R F  1.60450 BMIFYPB79 CCPNDF / Short: SMIFYPB61 IRS CNY P V 00MCNRR BMIFYPB87 CCPNDF                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     45014000 | OU      | $18602.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED USD / SOLD ZAR                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-131718.57   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NIGERIA GOVERNMENT BOND                                    | Nigeria Government Bond                                                                                                      | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |  11771379000 | PA      | $9017377.46   | 0.24%             | 2032-06-25      | Fixed         | 17.95%                | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                          | Lebanon Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      6931000 | PA      | $1817026.66   | 0.05%             | 2031-04-22      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Citibank NA                                                | PURCHASED EUR / SOLD ISK                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |            1 | NC      | $-1782.10     | -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      | $-5307.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                           | PURCHASED USD / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |            1 | NC      | $1313.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                                   | BB EGYPT(ARABREPUBLICOF)REPO                                                                                                 | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | Long             | RA               | CORP              | US        |      4447894 | PA      | $4447894.50   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                     | PURCHASED USD / SOLD KES                                                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |            1 | NC      | $6207.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                | PURCHASED VND / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | VN        |            1 | NC      | $5262.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED USD / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-10518.15    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SRI LANKA GOVT BOND                                        | Sri Lanka Government Bonds                                                                                                   | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |     75128495 | PA      | $177454.33    | 0.00%             | 2042-09-15      | Variable      | 8.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF KENYA                                          | Republic of Kenya Government International Bond                                                                              | CUSIP: 000000000<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |      1402000 | PA      | $1324899.67   | 0.03%             | 2039-02-26      | Fixed         | 8.70%                 | Yes           |                  2 | On Loan: No      |
| The Federal Republic of Nigeria                            | Nigeria OMO Bill                                                                                                             | CUSIP: 000000000<br>LEI: 549300G1JG004Y3K8S97 | Long             | STIV             | NUSS              | NG        |  14641344000 | PA      | $9467662.19   | 0.25%             | 2027-01-19      | None          | 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      | $38197.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                                     | Republic of Poland Government Bond                                                                                           | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    282447051 | PA      | $71512208.41  | 1.88%             | 2036-08-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                    | PURCHASED USD / SOLD NGN                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |            1 | NC      | $-45893.95    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                          | Lebanon Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |       330000 | PA      | $83841.45     | 0.00%             | 2020-03-09      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Public Power Corp SA                                       | Public Power Corp SA                                                                                                         | CUSIP: 000000000<br>LEI: 213800T9Y5XCOVRZ4Y57 | Long             | EC               | CORP              | GR        |       119835 | NS      | $2544410.14   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Hampidjan HF                                               | Hampidjan HF                                                                                                                 | CUSIP: 000000000<br>LEI: 25490002T5TRM5T6US82 | Long             | EC               | CORP              | IS        |       356548 | NS      | $259994.23    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-05-26

**Name of Applicant:** Global Macro Portfolio

**Signature:** James Kirchner

**Name of Signer:** James Kirchner

**Title:** Treasurer