# EDGAR Filing Document

**Accession Number:** 0001006415
**File Stem:** 0001752724-25-160414
**Filing Date:** 2025-6
**Character Count:** 248255
**Document Hash:** 59e6cadd6b7e5f0e986ba26600904d22
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-160414.hdr.sgml**: 20250626

**ACCESSION NUMBER**: 0001752724-25-160414

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250430

**FILED AS OF DATE**: 20250626

**DATE AS OF CHANGE**: 20250626

**PERIOD START**: 20251031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** HARTFORD MUTUAL FUNDS, INC
- **CENTRAL INDEX KEY:** 0001006415

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** MD
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07589
- **FILM NUMBER:** 251081298

**BUSINESS ADDRESS:**
- **STREET 1:** 690 LEE ROAD
- **CITY:** WAYNE
- **STATE:** PA
- **ZIP:** 19087
- **BUSINESS PHONE:** 610-386-4068

**MAIL ADDRESS:**
- **STREET 1:** 690 LEE ROAD
- **CITY:** WAYNE
- **STATE:** PA
- **ZIP:** 19087

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** HARTFORD MUTUAL FUNDS INC/CT
- **DATE OF NAME CHANGE:** 20190501

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** Hartford Multi-Asset Income & Growth Fund
- **DATE OF NAME CHANGE:** 20190501

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** HARTFORD MUTUAL FUNDS INC/CT
- **DATE OF NAME CHANGE:** 19970613

## Series and Classes Contracts Data

### The Hartford Emerging Markets Local Debt Fund (Series ID: S000032809)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000101254 | Class A      | HLDAX           |
| C000101255 | Class C      | HLDCX           |
| C000101256 | Class I      | HLDIX           |
| C000101257 | Class R3     | HLDRX           |
| C000101258 | Class R4     | HLDSX           |
| C000101259 | Class R5     | HLDTX           |
| C000101260 | Class Y      | HLDYX           |
| C000185755 | Class F      | HLDFX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** HARTFORD MUTUAL FUNDS, INC

- **b. Investment Company Act file number:** 811-07589

- **c. CIK number of Registrant:** 0001006415

- **d. LEI of Registrant:** 549300FJ4Q3QXIS6ZN84

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

  - **Street Address 1:** 690 LEE ROAD

  - **City:** WAYNE

  - **State:** PA

  - **Foreign country:** US

  - **Zip / Postal Code:** 19087

  - **Telephone number:** 610-386-4068

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

- **a. Name of Series:** The Hartford Emerging Markets Local Debt Fund

- **b. EDGAR series identifier (if any):** S000032809

- **c. LEI of Series:** CTK6OQ0ECNS76TIBBU69

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

- **a. Date of fiscal year-end:** 2025-10-31

- **b. Date as of which information is reported:** 2025-04-30

**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:** $25859060.37

**Total Liabilities:** $952511.55

**Net Assets:** $24906548.82

**Delayed Delivery Securities:** $219977.80

**Cash Not Reported:** $1312174.55

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -13.98000000 | **1-Year:** -352.94000000 | **5-Year:** -1018.75000000 | **10-Year:** -851.43000000 | **30-Year:** -288.43000000

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

- **3-Month:** -16.37000000 | **1-Year:** -433.43000000 | **5-Year:** -807.17000000 | **10-Year:** -95.38000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000185755 | 0.96%                | 1.36%                | 2.04%                |
| Class ID C000101258 | 0.92%                | 1.32%                | 2.00%                |
| Class ID C000101254 | 0.92%                | 1.32%                | 2.21%                |
| Class ID C000101259 | 0.77%                | 1.43%                | 2.15%                |
| Class ID C000101257 | 1.11%                | 1.06%                | 2.17%                |
| Class ID C000101260 | 0.96%                | 1.37%                | 2.06%                |
| Class ID C000101255 | 0.85%                | 1.24%                | 1.90%                |
| Class ID C000101256 | 0.95%                | 1.35%                | 2.03%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-17491.78               | $107595.30                                 |
| Month 2  | $13266.26                | $45927.99                                  |
| Month 3  | $-95149.85               | $409519.08                                 |

**Designated Index Information**

- **Index Name:** HFMV Blended Benchmark

- **Index Identifier:** 70% JGENVUUG / 30% JBCDCOMP

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Bank of America NA                         | PURCHASED USD / SOLD IDR                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |          1 | NC      | $141.49       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC     | PURCHASED CZK / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | CZ        |          1 | NC      | $-589.54      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                         | PURCHASED NGN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | NG        |          1 | NC      | $-165.24      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                | PURCHASED UYU / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | UY        |          1 | NC      | $1638.10      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                | Long: S9D10Y1K7 IRS BRL R F 13.82500 99D10Y1K7 CCPNDFPREDISWAP / Short: S9D10Y1K7 IRS BRL P V 00MBRCDI 99D10Y1J0 CCPNDFPREDISWAP           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     425970 | OU      | $739.10       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INDIA GOVERNMENT BOND                      | India Government Bond                                                                                                                      | CUSIP: 000000000<br>LEI: 335800IV7VCDQGIOI391 | Long             | DBT              | NUSS              | IN        |    7960000 | PA      | $96688.23     | 0.39%             | 2034-12-02      | Fixed         | 6.79%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | XX        |          1 | NC      | $1300.18      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                | PURCHASED EGP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | EG        |          1 | NC      | $317.23       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STUDIO CITY FINANCE LTD                    | Studio City Finance Ltd                                                                                                                    | CUSIP: 000000000<br>LEI: 254900D6R731QAUIG324 | Long             | DBT              | CORP              | VG        |     200000 | PA      | $175615.85    | 0.71%             | 2029-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                     | PURCHASED THB / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | TH        |          1 | NC      | $-319.34      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ASIAN INFRASTRUCTURE INV                   | Asian Infrastructure Investment Bank/The                                                                                                   | CUSIP: 000000000<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | XX        |    5400000 | PA      | $65893.08     | 0.26%             | 2035-01-14      | Fixed         | 6.96%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC     | PURCHASED USD / SOLD CZK                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $-1167.24     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BONOS TESORERIA PESOS                      | Bonos de la Tesoreria de la Republica en pesos                                                                                             | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   30000000 | PA      | $34543.47     | 0.14%             | 2034-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| EUROPEAN BK RECON & DEV                    | European Bank for Reconstruction & Development                                                                                             | CUSIP: 000000000<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | XX        |    2000000 | PA      | $23797.71     | 0.10%             | 2031-03-14      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                | Long: S9D10H3L0 IRS BRL R F 14.74930 99D10H3L0 CCPNDFPREDISWAP / Short: S9D10H3L0 IRS BRL P V 00MBRCDI 99D10H3K2 CCPNDFPREDISWAP           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     407574 | OU      | $3338.00      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Eurex Deutschland                          | EURO-BUND FUTURE JUN25                                                                                                                     | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         -2 | NC      | $-855.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| DP WORLD SALAAM                            | DP World Salaam                                                                                                                            | CUSIP: 000000000<br>LEI: 549300SUYBT9X88E9435 | Long             | DBT              | CORP              | KY        |     200000 | PA      | $199400.00    | 0.80%             | 2025-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ENERGEAN ISRAEL FINANCE                    | Energean Israel Finance Ltd                                                                                                                | CUSIP: 000000000<br>LEI: 98450044QACBL3F8EB03 | Long             | DBT              | CORP              | IL        |      80000 | PA      | $72342.40     | 0.29%             | 2031-03-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                       | Indonesia Treasury Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  209000000 | PA      | $13070.81     | 0.05%             | 2035-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                | PURCHASED USD / SOLD PHP                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |          1 | NC      | $-2966.31     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| EUROPEAN BK RECON & DEV                    | European Bank for Reconstruction & Development                                                                                             | CUSIP: 000000000<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | XX        |   23700000 | PA      | $284202.23    | 1.14%             | 2031-07-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC     | PURCHASED TRY / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | TR        |          1 | NC      | $64.05        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                    | Hungary Government Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   18190000 | PA      | $51522.31     | 0.21%             | 2035-10-24      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                    | PURCHASED NZD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | NZ        |          1 | NC      | $1850.05      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                   | Thailand Government Bond                                                                                                                   | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    2065000 | PA      | $64561.05     | 0.26%             | 2028-12-17      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |          1 | NC      | $1644.14      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                    | Mexican Bonos                                                                                                                              | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     447800 | PA      | $20857.22     | 0.08%             | 2035-05-24      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                    | Mexican Bonos                                                                                                                              | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    1029200 | PA      | $47155.81     | 0.19%             | 2034-11-23      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                | Long: B9D100WJ0 IRS MXN R V 01MTIEF 99D100WK7 CCPOIS / Short: B9D100WJ0 IRS MXN P F  8.76500 99D100WJ0 CCPOIS                              | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    8645000 | OU      | $-8190.81     | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| YPF SOCIEDAD ANONIMA                       | YPF SA                                                                                                                                     | CUSIP: 000000000<br>LEI: 5493003N7447U18U5U53 | Long             | DBT              | CORP              | AR        |     169000 | PA      | $165683.92    | 0.67%             | 2027-07-21      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                | PURCHASED KZT / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | KZ        |          1 | NC      | $-1389.01     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                        | Malaysia Government Bond                                                                                                                   | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     289000 | PA      | $70055.21     | 0.28%             | 2035-05-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                         | PURCHASED PHP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | PH        |          1 | NC      | $850.73       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                | Long: S9D100X83 IRS MXN R F  8.66000 99D100X83 CCPOIS / Short: S9D100X83 IRS MXN P V 01MTIEF 99D100X75 CCPOIS                              | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    3344000 | OU      | $4669.90      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BONOS TESORERIA PESOS                      | Bonos de la Tesoreria de la Republica en pesos                                                                                             | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |  175000000 | PA      | $178480.30    | 0.72%             | 2030-09-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                | PURCHASED TRY / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | TR        |          1 | NC      | $1767.09      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                         | PURCHASED EGP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | EG        |          1 | NC      | $1622.99      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ADANI PORTS AND SPECIAL                    | Adani Ports & Special Economic Zone Ltd                                                                                                    | CUSIP: 000000000<br>LEI: 335800QOAXP5TM7OYP69 | Long             | DBT              | CORP              | IN        |     200000 | PA      | $188397.94    | 0.76%             | 2027-08-04      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                | PURCHASED PEN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | PE        |          1 | NC      | $-372.10      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                | PURCHASED USD / SOLD GBP                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-2811.07     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                     | PURCHASED BRL / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | BR        |          1 | NC      | $-109.35      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NOVA LJUBLJANSKA BANK                      | Nova Ljubljanska Banka dd                                                                                                                  | CUSIP: 000000000<br>LEI: 5493001BABFV7P27OW30 | Long             | DBT              | CORP              | SI        |     100000 | PA      | $118949.30    | 0.48%             | 2034-01-24      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| WE SODA INV HOLDING PLC                    | WE Soda Investments Holding PLC                                                                                                            | CUSIP: 92943TAC7<br>LEI: 984500SE38C07DB47A90 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $202620.00    | 0.81%             | 2031-02-14      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| IVANHOE MINES LTD                          | Ivanhoe Mines Ltd                                                                                                                          | CUSIP: 46579RAE4<br>LEI: 5299006XZISURYIA4G32 | Long             | DBT              | CORP              | CA        |     200000 | PA      | $195086.57    | 0.78%             | 2030-01-23      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                          | PURCHASED USD / SOLD CNH                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $-248.28      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                | PURCHASED USD / SOLD ZAR                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-2520.80     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                     | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |          1 | NC      | $-173.07      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC     | PURCHASED INR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | IN        |          1 | NC      | $138.56       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                           | PURCHASED IDR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | ID        |          1 | NC      | $1783.01      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                          | PURCHASED SGD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | SG        |          1 | NC      | $1659.25      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                         | 99D0ZWLD USD PUT ZAR CALL                                                                                                                  | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |     123000 | OU      | $1133.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AZULE ENERGY FINANCE PLC                   | Azule Energy Finance Plc                                                                                                                   | CUSIP: 05501YAA6<br>LEI: 2138006X6O82RJSQDB63 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $192800.00    | 0.77%             | 2030-01-23      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                       | Indonesia Treasury Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  489000000 | PA      | $29704.69     | 0.12%             | 2027-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                | Long: B9D10G274 IRS CLP R V 06MCLICP 99D10G282 CCPNDFCAMARAPROMEDIO / Short: B9D10G274 IRS CLP P F  5.48150 99D10G274 CCPNDFCAMARAPROMEDIO | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  304548000 | OU      | $-12552.86    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC     | PURCHASED USD / SOLD PLN                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $-2321.03     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                     | PURCHASED USD / SOLD ZAR                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |          1 | NC      | $-798.29      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                | PURCHASED PEN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | PE        |          1 | NC      | $-392.93      | -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      | $1176.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                      | China Government Bond                                                                                                                      | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     310000 | PA      | $43605.46     | 0.18%             | 2026-06-06      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                     | Asian Development Bank                                                                                                                     | CUSIP: 000000000<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |     200000 | PA      | $39535.96     | 0.16%             | 2030-07-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                | PURCHASED KZT / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | KZ        |          1 | NC      | $1352.19      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                     | PURCHASED USD / SOLD UYU                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-667.73      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                             | Czech Republic Government Bond                                                                                                             | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    4360000 | PA      | $211109.82    | 0.85%             | 2030-09-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                       | Las Vegas Sands Corp                                                                                                                       | CUSIP: 517834AN7<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |      20000 | PA      | $20112.54     | 0.08%             | 2030-06-14      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                    | PURCHASED NGN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | NG        |          1 | NC      | $-2734.77     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BONOS TESORERIA PESOS                      | Bonos de la Tesoreria de la Republica en pesos                                                                                             | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   20000000 | PA      | $20072.03     | 0.08%             | 2035-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                | Long: S9D0ZTSN7 IRS MXN R F  9.02000 99D0ZTSN7 CCPOIS / Short: S9D0ZTSN7 IRS MXN P V 01MTIEF 99D0ZTSM9 CCPOIS                              | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    5108000 | OU      | $15602.20     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                             | Czech Republic Government Bond                                                                                                             | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |     680000 | PA      | $26916.72     | 0.11%             | 2031-03-13      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                    | PURCHASED ZAR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | ZA        |          1 | NC      | $-562.04      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC     | PURCHASED USD / SOLD BRL                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $-8398.76     | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| BONOS DE TESORERIA                         | Peru Government Bond                                                                                                                       | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     300000 | PA      | $85015.83     | 0.34%             | 2039-08-12      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL                   | Brazil Notas do Tesouro Nacional Serie F                                                                                                   | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     118000 | PA      | $16604.17     | 0.07%             | 2035-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                      | China Government Bond                                                                                                                      | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |      30000 | PA      | $4392.75      | 0.02%             | 2044-08-15      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                        | Malaysia Government Bond                                                                                                                   | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |    1414000 | PA      | $328719.76    | 1.32%             | 2025-09-15      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                   | Thailand Government Bond                                                                                                                   | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    6326000 | PA      | $210499.58    | 0.85%             | 2033-06-17      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| BONOS DE TESORERIA                         | Peru Government Bond                                                                                                                       | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     123000 | PA      | $33141.41     | 0.13%             | 2037-08-12      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                       | PURCHASED MXN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | MX        |          1 | NC      | $-73070.36    | -0.29%            |  |  |  | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                       | Indonesia Treasury Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 1412000000 | PA      | $93236.23     | 0.37%             | 2034-03-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                    | PURCHASED PHP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | PH        |          1 | NC      | $2896.82      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRY GARDEN HLDGS                       | Country Garden Holdings Co Ltd                                                                                                             | CUSIP: 000000000<br>LEI: 549300MGHLPT1EFHGF84 | Long             | DBT              | CORP              | KY        |     205000 | PA      | $16609.10     | 0.07%             | 2030-01-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                   | Thailand Government Bond                                                                                                                   | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    2400000 | PA      | $82161.42     | 0.33%             | 2043-06-17      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| BANCA TRANSILVANIA                         | Banca Transilvania SA                                                                                                                      | CUSIP: 000000000<br>LEI: 549300RG3H390KEL8896 | Long             | DBT              | CORP              | RO        |     100000 | PA      | $117798.89    | 0.47%             | 2027-04-27      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                    | PURCHASED MYR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | MY        |          1 | NC      | $192.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                | Long: B9D0ZS2G2 IRS MXN R V 01MTIEF 99D0ZS2H0 CCPOIS / Short: B9D0ZS2G2 IRS MXN P F  8.91500 99D0ZS2G2 CCPOIS                              | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    4583000 | OU      | $-11410.42    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| MILLICOM INTL CELLULAR                     | Millicom International Cellular SA                                                                                                         | CUSIP: 000000000<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | LU        |     200000 | PA      | $178127.94    | 0.72%             | 2031-04-27      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                | PURCHASED GBP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | GB        |          1 | NC      | $1082.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                        | Malaysia Government Bond                                                                                                                   | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     255000 | PA      | $58741.60     | 0.24%             | 2040-05-22      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| BANCO DE CREDITO DEL PER                   | Banco de Credito del Peru S.A.                                                                                                             | CUSIP: 05971V2C8<br>LEI: 549300EQYQ8SCQZ4BY14 | Long             | DBT              | CORP              | PE        |     135000 | PA      | $134496.15    | 0.54%             | 2030-07-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                     | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |          1 | NC      | $3124.86      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                | PURCHASED PEN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | PE        |          1 | NC      | $968.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |          1 | NC      | $2019.22      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                        | Malaysia Government Bond                                                                                                                   | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     350000 | PA      | $82027.35     | 0.33%             | 2026-11-30      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                    | Romania Government Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     310000 | PA      | $67498.52     | 0.27%             | 2032-02-25      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |          1 | NC      | $2790.32      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BULGARIAN ENERGY HLD                       | Bulgarian Energy Holding EAD                                                                                                               | CUSIP: 000000000<br>LEI: 635400E1RWKJXPSBCV07 | Long             | DBT              | CORP              | BG        |     100000 | PA      | $106383.84    | 0.43%             | 2028-07-22      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC     | PURCHASED IDR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | ID        |          1 | NC      | $234.71       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                         | PURCHASED USD / SOLD HUF                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |          1 | NC      | $-810.10      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                   | Thailand Government Bond                                                                                                                   | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |     667000 | PA      | $22220.29     | 0.09%             | 2031-06-20      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                           | PURCHASED USD / SOLD PLN                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $-1265.37     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                   | Long: S9D10GBW9 IRS ZAR R F  8.93500 99D10GBW9 CCPVANILLA / Short: S9D10GBW9 IRS ZAR P V 03MJIBAR 99D10GBV1 CCPVANILLA                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    8516000 | OU      | $5603.43      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                       | Indonesia Treasury Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  418000000 | PA      | $25065.90     | 0.10%             | 2028-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Czech Republic                             | Czech Republic Government Bond                                                                                                             | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |     660000 | PA      | $29974.31     | 0.12%             | 2036-12-04      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| MALAYSIA INVESTMNT ISSUE                   | Malaysia Government Investment Issue                                                                                                       | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     174000 | PA      | $41471.28     | 0.17%             | 2029-07-09      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                | PURCHASED BRL / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | BR        |          1 | NC      | $376.18       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                    | Mexican Bonos                                                                                                                              | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    2920300 | PA      | $121617.49    | 0.49%             | 2042-11-13      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                    | Romania Government Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      10000 | PA      | $1851.46      | 0.01%             | 2034-10-11      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                   | Long: B9D10G571 IRS EUR R V 06MEURIB 99D10G589 CCPVANILLA / Short: B9D10G571 IRS EUR P F  2.44500 99D10G571 CCPVANILLA                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      81000 | OU      | $1553.61      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                | PURCHASED USD / SOLD COP                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $131.43       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                | PURCHASED PEN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | PE        |          1 | NC      | $139.62       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Czech Republic                             | Czech Republic Government Bond                                                                                                             | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    2440000 | PA      | $97575.19     | 0.39%             | 2030-05-15      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| TURKIYE GOVERNMENT BOND                    | Turkiye Government Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    2595712 | PA      | $56065.44     | 0.23%             | 2033-10-05      | Fixed         | 26.20%                | No            |                  2 | On Loan: No      |
| Bank of America NA                         | PURCHASED PLN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | PL        |          1 | NC      | $-165.57      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                        | Malaysia Government Bond                                                                                                                   | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     186000 | PA      | $46175.41     | 0.19%             | 2033-11-07      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                | PURCHASED USD / SOLD HUF                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-126.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TURKIYE GOVERNMENT BOND                    | Turkiye Government Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    3683000 | PA      | $81754.62     | 0.33%             | 2034-09-27      | Fixed         | 27.70%                | No            |                  2 | On Loan: No      |
| MHP LUX SA                                 | MHP Lux SA                                                                                                                                 | CUSIP: 000000000<br>LEI: 222100RHC7R1WZ1J3M44 | Long             | DBT              | CORP              | LU        |     200000 | PA      | $162389.20    | 0.65%             | 2029-09-19      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                         | PURCHASED USD / SOLD ZAR                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |          1 | NC      | $66.49        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| QNB FINANCE LTD                            | QNB Finance Ltd                                                                                                                            | CUSIP: 000000000<br>LEI: 549300MY0DXTHQEX5O57 | Long             | DBT              | CORP              | KY        |     290000 | PA      | $289913.00    | 1.16%             | 2025-05-12      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                         | PURCHASED USD / SOLD PLN                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |          1 | NC      | $-1457.66     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                   | Long: B9D10G977 IRS PLN R V 06MWIBOR 99D10G985 CCPVANILLA / Short: B9D10G977 IRS PLN P F  4.80500 99D10G977 CCPVANILLA                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    1251000 | OU      | $-15009.98    | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                        | PURCHASED USD / SOLD CNH                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |          1 | NC      | $-449.43      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                | PURCHASED ZAR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | ZA        |          1 | NC      | $-1733.50     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                     | Republic of Poland Government Bond                                                                                                         | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     424000 | PA      | $117086.97    | 0.47%             | 2029-04-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                         | 99D101KX USD PUT THB CALL                                                                                                                  | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |    -292000 | OU      | $-9379.62     | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                | PURCHASED THB / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | TH        |          1 | NC      | $-1126.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GLOBE TELECOM INC                          | Globe Telecom Inc                                                                                                                          | CUSIP: 000000000<br>LEI: 254900GPWI1816YIM923 | Long             | DBT              | CORP              | PH        |     200000 | PA      | $195450.16    | 0.78%             | 2026-08-02      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                | Long: S9D0XROC1 IRS BRL R F 10.19000 99D0XROC1 CCPNDFPREDISWAP / Short: S9D0XROC1 IRS BRL P V 00MBRCDI 99D0XROB3 CCPNDFPREDISWAP           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     754574 | OU      | $-13375.68    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                      | China Government Bond                                                                                                                      | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     590000 | PA      | $85425.25     | 0.34%             | 2030-06-25      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                | PURCHASED EGP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | EG        |          1 | NC      | $210.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                         | PURCHASED PLN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | PL        |          1 | NC      | $-1197.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                | PURCHASED HUF / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | HU        |          1 | NC      | $4927.88      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                | PURCHASED USD / SOLD INR                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-1014.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC     | PURCHASED USD / SOLD HUF                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $-389.66      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                          | PURCHASED USD / SOLD PLN                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $102.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                       | Indonesia Treasury Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  185000000 | PA      | $11170.21     | 0.04%             | 2042-06-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                         | 99D10QVJ USD CALL ZAR PUT                                                                                                                  | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |     186000 | OU      | $8646.77      | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                      | China Government Bond                                                                                                                      | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     600000 | PA      | $86685.35     | 0.35%             | 2034-05-25      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                      | China Government Bond                                                                                                                      | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |      90000 | PA      | $12450.22     | 0.05%             | 2055-01-15      | Fixed         | 1.92%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                     | PURCHASED THB / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | TH        |          1 | NC      | $-394.93      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC     | PURCHASED HUF / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | HU        |          1 | NC      | $2545.48      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                         | PURCHASED USD / SOLD PHP                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |          1 | NC      | $-433.52      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                | Long: S9D0WLPB6 IRS BRL R F 10.46750 99D0WLPB6 CCPNDFPREDISWAP / Short: S9D0WLPB6 IRS BRL P V 00MBRCDI 99D0WLP75 CCPNDFPREDISWAP           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     197766 | OU      | $-3185.08     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                | PURCHASED EGP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | EG        |          1 | NC      | $2274.25      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                | PURCHASED USD / SOLD INR                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-983.46      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                | PURCHASED ZAR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | ZA        |          1 | NC      | $-239.85      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL                   | Brazil Notas do Tesouro Nacional Serie F                                                                                                   | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     803000 | PA      | $127734.72    | 0.51%             | 2029-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC     | PURCHASED MXN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | MX        |          1 | NC      | $1361.90      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                | PURCHASED USD / SOLD BRL                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-977.37      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MALAYSIA INVESTMNT ISSUE                   | Malaysia Government Investment Issue                                                                                                       | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     455000 | PA      | $106013.42    | 0.43%             | 2026-03-31      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-2218.00     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                         | PURCHASED THB / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | TH        |          1 | NC      | $133.41       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                   | Long: B9D10G5Y2 IRS HUF R V 06MBUBOR 99D10G5Z9 CCPVANILLA / Short: B9D10G5Y2 IRS HUF P F  6.38000 99D10G5Y2 CCPVANILLA                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   72988000 | OU      | $-4384.59     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                    | Mexican Bonos                                                                                                                              | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    1078600 | PA      | $49853.18     | 0.20%             | 2038-11-18      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                    | Mexican Bonos                                                                                                                              | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    2362600 | PA      | $98943.85     | 0.40%             | 2047-11-07      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                     | U.S. Treasury Notes                                                                                                                        | CUSIP: 91282CMP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     270000 | PA      | $272278.13    | 1.09%             | 2027-02-28      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| IHS HOLDING LTD                            | IHS Holding Ltd                                                                                                                            | CUSIP: 000000000<br>LEI: 213800CLGMKL63VKTD94 | Long             | DBT              | CORP              | KY        |     200000 | PA      | $192788.59    | 0.77%             | 2030-05-29      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                | PURCHASED RON / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | RO        |          1 | NC      | $8004.76      | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                         | PURCHASED USD / SOLD KRW                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |          1 | NC      | $-1480.48     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ASIAN INFRASTRUCTURE INV                   | Asian Infrastructure Investment Bank/The                                                                                                   | CUSIP: 000000000<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | XX        |    5400000 | PA      | $64556.79     | 0.26%             | 2034-10-23      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                | PURCHASED USD / SOLD SGD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |          1 | NC      | $-2257.83     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $847.22       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                          | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |          1 | NC      | $217.62       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TURKCELL ILETISIM HIZMET                   | Turkcell Iletisim Hizmetleri AS                                                                                                            | CUSIP: 900111AD7<br>LEI: 7890003EX1LTLS2FFL84 | Long             | DBT              | CORP              | TR        |     200000 | PA      | $200072.80    | 0.80%             | 2032-01-24      | Fixed         | 7.65%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                   | Long: S9D10G4W7 IRS CZK R F  3.59100 99D10G4W7 CCPVANILLA / Short: S9D10G4W7 IRS CZK P V 06MPRIBO 99D10G4V9 CCPVANILLA                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    1950000 | OU      | $463.75       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                     | US 10YR ULTRA FUT JUN25                                                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |          4 | NC      | $3072.44      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank NA                                | PURCHASED KZT / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | KZ        |          1 | NC      | $-549.07      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                           | PURCHASED CNH / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | CN        |          1 | NC      | $-91.03       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                     | PURCHASED ZAR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | ZA        |          1 | NC      | $-15703.24    | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                         | PURCHASED HUF / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | HU        |          1 | NC      | $4250.48      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                | Long: S9D0YW5Q9 IRS BRL R F 11.72730 99D0YW5Q9 CCPNDFPREDISWAP / Short: S9D0YW5Q9 IRS BRL P V 00MBRCDI 99D0YW5N6 CCPNDFPREDISWAP           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     492505 | OU      | $-3070.03     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                           | PURCHASED PEN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | PE        |          1 | NC      | $217.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                        | PURCHASED USD / SOLD PLN                                                                                                                   | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |          1 | NC      | $-582.94      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of South Africa                   | Republic of South Africa Government Bond                                                                                                   | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    1450000 | PA      | $75543.77     | 0.30%             | 2030-01-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                             | PURCHASED THB / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | TH        |          1 | NC      | $570.49       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ZHONGSHENG GROUP                           | Zhongsheng Group Holdings Ltd                                                                                                              | CUSIP: 000000000<br>LEI: 3003005VYMEBAJNJ2Y26 | Long             | DBT              | CORP              | KY        |     200000 | PA      | $195685.43    | 0.79%             | 2028-01-30      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                | PURCHASED USD / SOLD CNH                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-265.18      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                     | PURCHASED MXN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | MX        |          1 | NC      | $19.90        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                | Long: S9D0WUOD3 IRS BRL R F 10.43500 99D0WUOD3 CCPNDFPREDISWAP / Short: S9D0WUOD3 IRS BRL P V 00MBRCDI 99D0WUOC5 CCPNDFPREDISWAP           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     214602 | OU      | $-2918.38     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                | PURCHASED SGD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | SG        |          1 | NC      | $415.68       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                       | Indonesia Treasury Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  651000000 | PA      | $39342.75     | 0.16%             | 2043-06-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC     | PURCHASED COP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | CO        |          1 | NC      | $-791.39      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                         | 99D0ZSGN EUR CALL HUF PUT                                                                                                                  | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | DE        |     234000 | OU      | $28.09        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANC CREDITO INVERSIONES                   | Banco de Credito e Inversiones SA                                                                                                          | CUSIP: 05890PZA7<br>LEI: 549300E9E5Y3PKW24142 | Long             | DBT              | CORP              | CL        |     200000 | PA      | $194869.10    | 0.78%             | 2027-10-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                         | PURCHASED USD / SOLD CZK                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |          1 | NC      | $-2233.91     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                | PURCHASED EGP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | EG        |          1 | NC      | $312.85       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                   | Thailand Government Bond                                                                                                                   | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |     960000 | PA      | $30872.92     | 0.12%             | 2034-06-17      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| MINERVA LUXEMBOURG SA                      | Minerva Luxembourg SA                                                                                                                      | CUSIP: 000000000<br>LEI: 222100NM3G3RCPGZ2Z17 | Long             | DBT              | CORP              | LU        |     200000 | PA      | $176004.22    | 0.71%             | 2031-03-18      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BONOS DE TESORERIA                         | Peru Government Bond                                                                                                                       | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     177000 | PA      | $44468.49     | 0.18%             | 2034-08-12      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                | Long: S9D0W5BH3 IRS BRL R F 10.32500 99D0W5BH3 CCPNDF / Short: S9D0W5BH3 IRS BRL P V 00MBRCDI 99D0W5BG5 CCPNDF                             | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     528733 | OU      | $-7222.47     | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                     | US 10YR NOTE (CBT)JUN25                                                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         -6 | NC      | $-6977.26     | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                     | 99D101KH USD PUT PLN CALL                                                                                                                  | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |     243000 | OU      | $21330.54     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC     | PURCHASED INR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | IN        |          1 | NC      | $703.47       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                          | PURCHASED USD / SOLD CZK                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $-1340.49     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                             | PURCHASED RON / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | RO        |          1 | NC      | $2707.57      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Eurex Deutschland                          | EURO-BOBL FUTURE JUN25                                                                                                                     | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |          2 | NC      | $734.38       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                    | Romania Government Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     425000 | PA      | $100442.11    | 0.40%             | 2028-10-30      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                | PURCHASED BRL / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | BR        |          1 | NC      | $43.08        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                | PURCHASED RSD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | RS        |          1 | NC      | $2858.64      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC     | PURCHASED USD / SOLD ZAR                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $4534.71      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Argentina                      | Argentine Bonos del Tesoro                                                                                                                 | CUSIP: 000000000<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    5840763 | PA      | $4025.45      | 0.02%             | 2026-10-17      | Fixed         | 15.50%                | No            |                  2 | On Loan: No      |
| Citibank NA                                | PURCHASED USD / SOLD COP                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-62.57       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ASIAN INFRASTRUCTURE INV                   | Asian Infrastructure Investment Bank/The                                                                                                   | CUSIP: 04522KAN6<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | XX        |    8300000 | PA      | $99226.18     | 0.40%             | 2034-10-23      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| OTP BANKA DD                               | OTP Banka dd                                                                                                                               | CUSIP: 000000000<br>LEI: 549300J0GSZ83GTKBZ89 | Long             | DBT              | CORP              | SI        |     100000 | PA      | $115438.49    | 0.46%             | 2028-04-03      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                | PURCHASED EGP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | EG        |          1 | NC      | $120.70       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK POLSKA KASA OPIEKI                    | Bank Polska Kasa Opieki SA                                                                                                                 | CUSIP: 000000000<br>LEI: 5493000LKS7B3UTF7H35 | Long             | DBT              | CORP              | PL        |     100000 | PA      | $116900.20    | 0.47%             | 2027-11-23      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                             | Czech Republic Government Bond                                                                                                             | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    1780000 | PA      | $70546.59     | 0.28%             | 2032-06-23      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| GALAXY PIPELINE ASSETS                     | Galaxy Pipeline Assets Bidco Ltd                                                                                                           | CUSIP: 000000000<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | JE        |     200000 | PA      | $168252.04    | 0.68%             | 2036-03-31      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                | Long: S9D0ZRF13 IRS MXN R F  9.11250 99D0ZRF13 CCPOIS / Short: S9D0ZRF13 IRS MXN P V 01MTIEF 99D0ZRF05 CCPOIS                              | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    2003000 | OU      | $6766.07      | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                     | PURCHASED UYU / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | UY        |          1 | NC      | $700.46       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                | PURCHASED COP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CO        |          1 | NC      | $281.05       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                    | Romania Government Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     315000 | PA      | $73037.72     | 0.29%             | 2030-04-29      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                          | PURCHASED USD / SOLD THB                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $-1245.91     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                | PURCHASED EGP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | EG        |          1 | NC      | $261.93       | 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      | $-159217.24   | -0.64%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                         | PURCHASED USD / SOLD INR                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |          1 | NC      | $-649.29      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                         | PURCHASED USD / SOLD ZAR                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |          1 | NC      | $1808.17      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                   | Long: B9D10LUO5 IRS HUF R V 06MBUBOR 99D10LUP2 CCPVANILLA / Short: B9D10LUO5 IRS HUF P F  6.67000 99D10LUO5 CCPVANILLA                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   75181000 | OU      | $-3299.90     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| FORTUNE STAR BVI LTD                       | Fortune Star BVI Ltd                                                                                                                       | CUSIP: 000000000<br>LEI: 2549008CU8NYQQRSNU62 | Long             | DBT              | CORP              | VG        |     100000 | PA      | $107769.05    | 0.43%             | 2026-10-02      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                        | Malaysia Government Bond                                                                                                                   | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     178000 | PA      | $43898.55     | 0.18%             | 2053-03-31      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| BULGARIA                                   | Bulgaria Government International Bond                                                                                                     | CUSIP: 000000000<br>LEI: 529900PG0XCL4LICL838 | Long             | DBT              | NUSS              | BG        |     174000 | PA      | $116022.47    | 0.47%             | 2050-09-23      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                   | Republic of South Africa Government Bond                                                                                                   | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    6690000 | PA      | $322522.79    | 1.29%             | 2035-02-28      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                | PURCHASED CZK / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CZ        |          1 | NC      | $14142.90     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC     | PURCHASED USD / SOLD MXN                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $-1104.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                | PURCHASED USD / SOLD BRL                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-1852.62     | -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      | $-239.30      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of South Africa                   | Republic of South Africa Government Bond                                                                                                   | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    2566000 | PA      | $97667.34     | 0.39%             | 2036-03-31      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                | PURCHASED USD / SOLD HUF                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |          1 | NC      | $-895.30      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BONOS TESORERIA PESOS                      | Bonos de la Tesoreria de la Republica en pesos                                                                                             | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   35000000 | PA      | $36644.38     | 0.15%             | 2028-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-1817.22     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                         | 99D10QVD USD PUT THB CALL                                                                                                                  | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |    -372000 | OU      | $-11727.30    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC     | PURCHASED USD / SOLD ZAR                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $384.43       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                   | Long: S9D10PEY2 IRS USD R F  4.30700 99D10PEY2 CCPOIS / Short: S9D10PEY2 IRS USD P V 12MSOFR 99D10PEX4 CCPOIS                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    9608000 | OU      | $-872.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MEXICO CETES                               | Mexico Cetes                                                                                                                               | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    8798260 | PA      | $390191.31    | 1.57%             | 2027-01-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                   | Thailand Government Bond                                                                                                                   | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    2631000 | PA      | $79490.28     | 0.32%             | 2026-12-17      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                       | Indonesia Treasury Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  427000000 | PA      | $28555.75     | 0.11%             | 2039-04-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| OTP BANK NYRT                              | OTP Bank Nyrt                                                                                                                              | CUSIP: 000000000<br>LEI: 529900W3MOO00A18X956 | Long             | DBT              | CORP              | HU        |     135000 | PA      | $158287.54    | 0.64%             | 2029-01-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                             | PURCHASED USD / SOLD THB                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |          1 | NC      | $-501.15      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                | PURCHASED IDR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | ID        |          1 | NC      | $-5348.26     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Dominican Republic International Bonds     | Dominican Republic International Bonds                                                                                                     | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     110000 | PA      | $110374.00    | 0.44%             | 2027-01-25      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                | PURCHASED USD / SOLD BRL                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |          1 | NC      | $-8171.19     | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                | PURCHASED PLN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | PL        |          1 | NC      | $191.22       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                   | Long: S9D10G9K8 IRS PLN R F  4.92900 99D10G9K8 CCPVANILLA / Short: S9D10G9K8 IRS PLN P V 06MWIBOR 99D10G9J1 CCPVANILLA                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    2033000 | OU      | $27833.26     | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                           | PURCHASED USD / SOLD MYR                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $-1148.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                | PURCHASED USD / SOLD COP                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-2270.37     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                         | PURCHASED USD / SOLD ZAR                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |          1 | NC      | $-858.84      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                | PURCHASED USD / SOLD COP                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $358.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                | PURCHASED INR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | IN        |          1 | NC      | $1102.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC     | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $277.54       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                        | Malaysia Government Bond                                                                                                                   | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     839000 | PA      | $195650.17    | 0.79%             | 2027-05-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE                       | Raizen Fuels Finance SA                                                                                                                    | CUSIP: 75102XAE6<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |     200000 | PA      | $195692.17    | 0.79%             | 2037-02-25      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                | Long: S9D100WZ4 IRS MXN R F  9.12500 99D100WZ4 CCPOIS / Short: S9D100WZ4 IRS MXN P V 01MTIEF 99D100WY7 CCPOIS                              | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    5881000 | OU      | $2122.74      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC     | PURCHASED USD / SOLD ZAR                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $-818.78      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                | PURCHASED ZAR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | ZA        |          1 | NC      | $2905.18      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                          | PURCHASED HUF / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | HU        |          1 | NC      | $23452.02     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                   | Thailand Government Bond                                                                                                                   | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    2223000 | PA      | $75596.42     | 0.30%             | 2038-06-17      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| MALAYSIA INVESTMNT ISSUE                   | Malaysia Government Investment Issue                                                                                                       | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     385000 | PA      | $89267.36     | 0.36%             | 2030-10-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| PETRONAS CAPITAL LTD                       | Petronas Capital Ltd                                                                                                                       | CUSIP: 716743AV1<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |     200000 | PA      | $202938.89    | 0.81%             | 2031-01-03      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                        | Malaysia Government Bond                                                                                                                   | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     660000 | PA      | $170120.93    | 0.68%             | 2038-06-08      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                | Long: S9D10GDW7 IRS CLP R F  5.16000 99D10GDW7 CCPNDFCAMARAPROMEDIO / Short: S9D10GDW7 IRS CLP P V 12MCLICP 99D10GDV9 CCPNDFCAMARAPROMEDIO | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  305705000 | OU      | $2373.37      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC     | PURCHASED USD / SOLD PLN                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $-1783.31     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC     | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $-2768.23     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                       | Indonesia Treasury Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  302000000 | PA      | $18342.34     | 0.07%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC     | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $-2810.87     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                          | PURCHASED USD / SOLD THB                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $-7471.30     | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                       | Indonesia Treasury Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 1051000000 | PA      | $68198.50     | 0.27%             | 2032-06-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                          | PURCHASED TRY / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | TR        |          1 | NC      | $-7622.18     | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                     | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $974.61       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                | Long: S9D10G0W1 IRS CLP R F  5.16000 99D10G0W1 CCPNDFCAMARAPROMEDIO / Short: S9D10G0W1 IRS CLP P V 12MCLICP 99D10G0V3 CCPNDFCAMARAPROMEDIO | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  509508000 | OU      | $3955.62      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                   | Thailand Government Bond                                                                                                                   | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    3018000 | PA      | $90167.64     | 0.36%             | 2029-12-17      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                       | Indonesia Treasury Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 1207000000 | PA      | $71957.56     | 0.29%             | 2031-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                | PURCHASED KRW / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | KR        |          1 | NC      | $556.95       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC     | PURCHASED USD / SOLD HUF                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $-647.35      | -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      | $105085.70    | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                     | PURCHASED USD / SOLD INR                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-271.31      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                | PURCHASED BRL / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | BR        |          1 | NC      | $34186.25     | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                     | PURCHASED USD / SOLD THB                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-4871.66     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                         | PURCHASED SGD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | SG        |          1 | NC      | $2573.00      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                       | Colombian TES                                                                                                                              | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        | 1534500000 | PA      | $232091.01    | 0.93%             | 2036-07-09      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                     | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |          1 | NC      | $3591.51      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                | PURCHASED COP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CO        |          1 | NC      | $-1039.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                    | Mexican Bonos                                                                                                                              | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    1644800 | PA      | $83279.61     | 0.33%             | 2029-05-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                      | China Government Bond                                                                                                                      | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     290000 | PA      | $41806.23     | 0.17%             | 2028-05-13      | Fixed         | 3.01%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC     | PURCHASED BRL / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | BR        |          1 | NC      | $3232.36      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                   | Thailand Government Bond                                                                                                                   | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |     735000 | PA      | $23206.59     | 0.09%             | 2046-06-17      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| POWER FINANCE CORP LTD                     | Power Finance Corp Ltd                                                                                                                     | CUSIP: 000000000<br>LEI: 3358003Q6D9LIJJZ1614 | Long             | DBT              | CORP              | IN        |     150000 | PA      | $159984.26    | 0.64%             | 2028-09-21      | Fixed         | 1.84%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                     | Republic of Poland Government Bond                                                                                                         | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     400000 | PA      | $101715.36    | 0.41%             | 2027-07-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                           | PURCHASED USD / SOLD INR                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $-963.97      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                       | Indonesia Treasury Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  594000000 | PA      | $36974.00     | 0.15%             | 2038-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ERSTE&STEIERMAR BANK DD                    | Erste&Steiermaerkische Banka dd                                                                                                            | CUSIP: 000000000<br>LEI: 549300A2F46GR0UOM390 | Long             | DBT              | CORP              | HR        |     100000 | PA      | $117535.62    | 0.47%             | 2029-01-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.              | PURCHASED HUF / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | HU        |          1 | NC      | $-358.49      | -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      | $10203.69     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                       | Colombian TES                                                                                                                              | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   16100000 | PA      | $4064.61      | 0.02%             | 2033-02-09      | Fixed         | 13.25%                | No            |                  2 | On Loan: No      |
| GREENKO DUTCH BV                           | Greenko Dutch BV                                                                                                                           | CUSIP: 000000000<br>LEI: 724500PT585P4JPVRP08 | Long             | DBT              | CORP              | NL        |     176000 | PA      | $170368.00    | 0.68%             | 2026-03-29      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                      | China Government Bond                                                                                                                      | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     430000 | PA      | $60165.18     | 0.24%             | 2029-07-15      | Fixed         | 1.91%                 | No            |                  2 | On Loan: No      |
| THAIOIL TRSRY CENTER                       | Thaioil Treasury Center Co Ltd                                                                                                             | CUSIP: 88323AAH5<br>LEI: 549300NH03B9E8VGJR89 | Long             | DBT              | CORP              | TH        |     200000 | PA      | $123154.18    | 0.49%             | 2050-06-18      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MEXICO CETES                               | Mexico Cetes                                                                                                                               | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |          0 | PA      | $0.00         | 0.00%             | 2026-11-26      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                     | Republic of Poland Government Bond                                                                                                         | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      70000 | PA      | $17182.29     | 0.07%             | 2029-10-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                | PURCHASED USD / SOLD COP                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $1108.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                           | PURCHASED CZK / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | CZ        |          1 | NC      | $1807.06      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                    | Teva Pharmaceutical Finance Netherlands III BV                                                                                             | CUSIP: 88167AAE1<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |     100000 | PA      | $96623.82     | 0.39%             | 2026-10-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                | PURCHASED USD / SOLD UYU                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-912.28      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                         | PURCHASED MXN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | MX        |          1 | NC      | $1389.42      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                     | PURCHASED USD / SOLD INR                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-1630.93     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                | PURCHASED USD / SOLD IDR                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |          1 | NC      | $-787.24      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC     | PURCHASED USD / SOLD CNH                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $-328.94      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                   | Long: S9D10G7W4 IRS PLN R F  5.18000 99D10G7W4 CCPVANILLA / Short: S9D10G7W4 IRS PLN P V 03MWIBOR 99D10G7V6 CCPVANILLA                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    7195000 | OU      | $17043.14     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                         | 99D107XQ USD PUT INR CALL                                                                                                                  | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |     240000 | OU      | $7985.76      | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                      | China Government Bond                                                                                                                      | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     340000 | PA      | $49153.66     | 0.20%             | 2027-12-03      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| BULGARIA                                   | Bulgaria Government International Bond                                                                                                     | CUSIP: 000000000<br>LEI: 529900PG0XCL4LICL838 | Long             | DBT              | NUSS              | BG        |      59000 | PA      | $66169.80     | 0.27%             | 2044-09-05      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                   | Republic of South Africa Government Bond                                                                                                   | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     371770 | PA      | $12834.13     | 0.05%             | 2041-02-28      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                    | International Bank for Reconstruction & Development                                                                                        | CUSIP: 000000000<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |    6000000 | PA      | $71545.12     | 0.29%             | 2035-01-21      | Fixed         | 6.71%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                    | Romania Government Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      30000 | PA      | $6182.35      | 0.02%             | 2029-07-25      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| UBS AG                                     | PURCHASED USD / SOLD THB                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |          1 | NC      | $-892.64      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                   | Long: S9D10GBK5 IRS ZAR R F  8.36700 99D10GBK5 CCPVANILLA / Short: S9D10GBK5 IRS ZAR P V 03MJIBAR 99D10GBJ8 CCPVANILLA                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    2640000 | OU      | $2368.58      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NBK SPC LTD                                | NBK SPC Ltd                                                                                                                                | CUSIP: 62877P2A1<br>LEI: 549300P1ANDK86KWB419 | Long             | DBT              | CORP              | AE        |     200000 | PA      | $205000.00    | 0.82%             | 2030-06-06      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                           | PURCHASED USD / SOLD IDR                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $-807.31      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VTB BANK (VTB CAPITAL SA                   | VTB Bank OJSC Via VTB Capital SA                                                                                                           | CUSIP: 000000000<br>LEI: 529900Z143LRJYE8LK88 | Long             | DBT              | CORP              | LU        |     235000 | PA      | $0.00         | 0.00%             | 2022-10-17      | Fixed         | 6.95%                 | No            |                  3 | On Loan: No      |
| Citibank NA                                | PURCHASED USD / SOLD TRY                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $902.74       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                         | PURCHASED USD / SOLD PLN                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |          1 | NC      | $-1111.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                             | PURCHASED CNH / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | CN        |          1 | NC      | $-267.08      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                | PURCHASED CNH / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CN        |          1 | NC      | $-12921.11    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC     | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $36.06        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                         | 99D101KP USD CALL THB PUT                                                                                                                  | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |    -292000 | OU      | $-1402.77     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                         | PURCHASED USD / SOLD TRY                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |          1 | NC      | $-1700.61     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                | PURCHASED INR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | IN        |          1 | NC      | $330.68       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International PLC                   | PURCHASED CZK / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: DGQCSV2PHVF7I2743539 | N/A              | DFE              |  | CZ        |          1 | NC      | $3285.17      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC     | PURCHASED INR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | IN        |          1 | NC      | $41.99        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                | Long: S9D10VCI6 IRS BRL R F 14.30000 99D10VCI6 CCPNDFPREDISWAP / Short: S9D10VCI6 IRS BRL P V 00MBRCDI 99D10VCH8 CCPNDFPREDISWAP           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     606938 | OU      | $3104.45      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC     | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | XX        |          1 | NC      | $2437.07      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC     | PURCHASED USD / SOLD RON                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $-362.92      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                       | Indonesia Treasury Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  899000000 | PA      | $53291.20     | 0.21%             | 2033-05-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                   | Long: B9D10GB74 IRS ZAR R V 03MJIBAR 99D10GB82 CCPVANILLA / Short: B9D10GB74 IRS ZAR P F  7.90500 99D10GB74 CCPVANILLA                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   11800000 | OU      | $-9976.95     | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                         | 99D0ZWL5 USD CALL ZAR PUT                                                                                                                  | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |     123000 | OU      | $2639.83      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                      | China Government Bond                                                                                                                      | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     310000 | PA      | $43355.54     | 0.17%             | 2031-09-15      | Fixed         | 1.87%                 | No            |                  2 | On Loan: No      |
| VEDANTA RESOURCES                          | Vedanta Resources Finance II PLC                                                                                                           | CUSIP: 92243XAM3<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $183808.16    | 0.74%             | 2030-07-24      | Fixed         | 9.48%                 | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL                   | Brazil Notas do Tesouro Nacional Serie F                                                                                                   | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    1370000 | PA      | $228385.79    | 0.92%             | 2027-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                    | Inter-American Development Bank                                                                                                            | CUSIP: 000000000<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |   15000000 | PA      | $182090.22    | 0.73%             | 2033-04-17      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC     | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | XX        |          1 | NC      | $2047.43      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                         | PURCHASED USD / SOLD HUF                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |          1 | NC      | $-8406.26     | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                             | Czech Republic Government Bond                                                                                                             | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |     220000 | PA      | $10684.81     | 0.04%             | 2034-04-14      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                   | Republic of South Africa Government Bond                                                                                                   | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    1660000 | PA      | $68032.25     | 0.27%             | 2048-02-28      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                     | US ULTRA BOND CBT JUN25                                                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |          1 | NC      | $-213.03      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Citibank NA                                | PURCHASED USD / SOLD INR                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-590.56      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ECOPETROL SA                               | Ecopetrol SA                                                                                                                               | CUSIP: 279158AP4<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |     176000 | PA      | $143747.46    | 0.58%             | 2031-11-02      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                             | Czech Republic Government Bond                                                                                                             | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |     330000 | PA      | $10283.21     | 0.04%             | 2040-04-24      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                | PURCHASED KRW / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | KR        |          1 | NC      | $-706.25      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                         | PURCHASED CAD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | CA        |          1 | NC      | $1982.33      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                     | 99D101K9 USD CALL PLN PUT                                                                                                                  | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |     243000 | OU      | $391.72       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                          | PURCHASED PLN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | PL        |          1 | NC      | $17751.99     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                       | Indonesia Treasury Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 1026000000 | PA      | $60234.23     | 0.24%             | 2027-04-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                       | Colombian TES                                                                                                                              | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  364300000 | PA      | $74921.75     | 0.30%             | 2030-09-18      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL                   | Brazil Notas do Tesouro Nacional Serie F                                                                                                   | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     257000 | PA      | $37437.53     | 0.15%             | 2033-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| EUROPEAN BK RECON & DEV                    | European Bank for Reconstruction & Development                                                                                             | CUSIP: 000000000<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | XX        |    4200000 | PA      | $68818.21     | 0.28%             | 2036-10-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Czech Republic                             | Czech Republic Government Bond                                                                                                             | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    1220000 | PA      | $47717.80     | 0.19%             | 2033-10-13      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                         | PURCHASED IDR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | ID        |          1 | NC      | $2690.64      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                    | Hungary Government Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |          0 | PA      | $0.00         | 0.00%             | 2033-04-20      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |          1 | NC      | $4028.15      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of South Africa                   | Republic of South Africa Government Bond                                                                                                   | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    1606000 | PA      | $66851.48     | 0.27%             | 2044-01-31      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                        | Malaysia Government Bond                                                                                                                   | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     218000 | PA      | $48148.79     | 0.19%             | 2031-04-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                    | Hungary Government Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   19360000 | PA      | $45093.50     | 0.18%             | 2031-10-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                     | Republic of Poland Government Bond                                                                                                         | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     635000 | PA      | $169064.88    | 0.68%             | 2029-07-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                         | PURCHASED KZT / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | KZ        |          1 | NC      | $-1845.62     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                        | PURCHASED USD / SOLD NZD                                                                                                                   | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |          1 | NC      | $-1904.09     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                     | PURCHASED USD / SOLD THB                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $105.92       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                      | China Government Bond                                                                                                                      | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     230000 | PA      | $33345.74     | 0.13%             | 2034-02-25      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                             | Czech Republic Government Bond                                                                                                             | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    3000000 | PA      | $141801.79    | 0.57%             | 2032-11-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                | Long: S9D10WGV1 IRS BRL R F 14.25250 99D10WGV1 CCPNDFPREDISWAP / Short: S9D10WGV1 IRS BRL P V 00MBRCDI 99D10WGU3 CCPNDFPREDISWAP           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     418075 | OU      | $2458.63      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SASOL FINANCING USA LLC                    | Sasol Financing USA LLC                                                                                                                    | CUSIP: 000000000<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |     200000 | PA      | $176500.00    | 0.71%             | 2027-11-08      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                   | Thailand Government Bond                                                                                                                   | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    1078000 | PA      | $31324.90     | 0.13%             | 2035-06-17      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                     | Republic of Poland Government Bond                                                                                                         | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     481000 | PA      | $125313.34    | 0.50%             | 2034-10-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ASIAN INFRASTRUCTURE INV                   | Asian Infrastructure Investment Bank/The                                                                                                   | CUSIP: 000000000<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | XX        |    3000000 | PA      | $34149.50     | 0.14%             | 2031-12-08      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                     | PURCHASED MXN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | MX        |          1 | NC      | $2670.44      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MBANK SA                                   | mBank SA                                                                                                                                   | CUSIP: 000000000<br>LEI: 259400DZXF7UJKK2AY35 | Long             | DBT              | CORP              | PL        |     100000 | PA      | $109506.99    | 0.44%             | 2027-09-21      | Fixed         | 0.97%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                | PURCHASED USD / SOLD COP                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $63.25        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL                   | Brazil Notas do Tesouro Nacional Serie F                                                                                                   | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    1476000 | PA      | $222526.65    | 0.89%             | 2031-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Citibank NA                                | PURCHASED USD / SOLD HUF                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-2331.44     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MALAYSIA INVESTMNT ISSUE                   | Malaysia Government Investment Issue                                                                                                       | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |    1421000 | PA      | $330156.10    | 1.33%             | 2025-08-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                         | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |          1 | NC      | $-2931.61     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                   | Long: S9D10G688 IRS HUF R F  6.50000 99D10G688 CCPVANILLA / Short: S9D10G688 IRS HUF P V 06MBUBOR 99D10G670 CCPVANILLA                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   82361000 | OU      | $5445.70      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                | PURCHASED MXN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | MX        |          1 | NC      | $707.56       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BONOS TESORERIA PESOS                      | Bonos de la Tesoreria de la Republica en pesos                                                                                             | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   10000000 | PA      | $10659.44     | 0.04%             | 2034-10-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                | PURCHASED INR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | IN        |          1 | NC      | $1579.56      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| EUROPEAN BK RECON & DEV                    | European Bank for Reconstruction & Development                                                                                             | CUSIP: 000000000<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | XX        |    2000000 | PA      | $29245.35     | 0.12%             | 2036-05-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                | PURCHASED MXN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | MX        |          1 | NC      | $-62345.06    | -0.25%            |  |  |  | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                        | Malaysia Government Bond                                                                                                                   | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     225000 | PA      | $57335.37     | 0.23%             | 2042-10-15      | 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      | $177.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                | Long: S9D0ZY402 IRS BRL R F 14.04930 99D0ZY402 CCPNDFPREDISWAP / Short: S9D0ZY402 IRS BRL P V 00MBRCDI 99D0ZY3Z6 CCPNDFPREDISWAP           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    1432474 | OU      | $15.92        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                    | PURCHASED USD / SOLD INR                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |          1 | NC      | $-849.86      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC     | PURCHASED MXN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | MX        |          1 | NC      | $195.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                   | Republic of South Africa Government Bond                                                                                                   | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     649000 | PA      | $34721.84     | 0.14%             | 2053-03-31      | Fixed         | 11.63%                | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                          | PURCHASED USD / SOLD CNH                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $-845.61      | -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      | $-1580.66     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC     | PURCHASED USD / SOLD HUF                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $-2167.61     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                | PURCHASED ZAR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | ZA        |          1 | NC      | $1142.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MELCO RESORTS FINANCE                      | Melco Resorts Finance Ltd                                                                                                                  | CUSIP: 000000000<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |     200000 | PA      | $180474.94    | 0.72%             | 2029-12-04      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                | PURCHASED KZT / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | KZ        |          1 | NC      | $-1466.39     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                       | Colombian TES                                                                                                                              | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  359700000 | PA      | $62324.42     | 0.25%             | 2034-10-18      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| CNTL AMR BOTTLING CORP                     | Central American Bottling Corp / CBC Bottling Holdco SL / Beliv Holdco SL                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | VG        |      30000 | PA      | $28708.88     | 0.12%             | 2029-04-27      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                       | Indonesia Treasury Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 2337000000 | PA      | $141762.98    | 0.57%             | 2038-06-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                | PURCHASED USD / SOLD PEN                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-79.21       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                    | Inter-American Development Bank                                                                                                            | CUSIP: 000000000<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |    8000000 | PA      | $96919.94     | 0.39%             | 2033-08-08      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                | PURCHASED RSD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | RS        |          1 | NC      | $584.61       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                     | Standard Chartered PLC                                                                                                                     | CUSIP: 000000000<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $207725.17    | 0.83%             | 2029-01-09      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| FS LUXEMBOURG SARL                         | FS Luxembourg Sarl                                                                                                                         | CUSIP: 30315XAC8<br>LEI: 222100EKR3JUJPGGOY81 | Long             | DBT              | CORP              | LU        |     200000 | PA      | $201057.40    | 0.81%             | 2031-02-12      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                | PURCHASED USD / SOLD CAD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-9351.49     | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                | Long: S9D10V891 IRS CLP R F  4.87000 99D10V891 CCPNDFCAMARAPROMEDIO / Short: S9D10V891 IRS CLP P V 06MCLICP 99D10V883 CCPNDFCAMARAPROMEDIO | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |  150881000 | OU      | $1104.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                   | Long: S9D10XPA5 IRS USD R F  3.68650 99D10XPA5 CCPOIS / Short: S9D10XPA5 IRS USD P V 12MSOFR 99D10XP98 CCPOIS                              | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     687000 | OU      | $702.88       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                | PURCHASED USD / SOLD ZAR                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $88.09        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC     | PURCHASED INR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | IN        |          1 | NC      | $836.82       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                        | Malaysia Government Bond                                                                                                                   | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     260000 | PA      | $60789.99     | 0.24%             | 2026-07-15      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| AES PANAMA GENERATION HL                   | AES Panama Generation Holdings SRL                                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | PA        |     189633 | PA      | $165843.89    | 0.67%             | 2030-05-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UBS AG                                     | PURCHASED USD / SOLD PLN                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |          1 | NC      | $-2134.47     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                     | PURCHASED USD / SOLD CZK                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-862.42      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                        | PURCHASED MXN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | MX        |          1 | NC      | $4714.11      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC     | PURCHASED EUR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | XX        |          1 | NC      | $-116.12      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                | PURCHASED USD / SOLD SGD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-735.91      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC     | PURCHASED ZAR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | ZA        |          1 | NC      | $-1721.59     | -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      | $-3583.37     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                      | China Government Bond                                                                                                                      | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     700000 | PA      | $99447.92     | 0.40%             | 2028-04-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                         | 99D107XI USD CALL INR PUT                                                                                                                  | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |     240000 | OU      | $533.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                       | Colombian TES                                                                                                                              | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  444000000 | PA      | $81577.92     | 0.33%             | 2032-06-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BONOS TESORERIA PESOS                      | Bonos de la Tesoreria de la Republica en pesos                                                                                             | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   95000000 | PA      | $102324.94    | 0.41%             | 2033-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                        | Malaysia Government Bond                                                                                                                   | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     402000 | PA      | $101801.00    | 0.41%             | 2037-04-07      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                           | PURCHASED USD / SOLD CNH                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $-7.76        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TERMOCANDELARIA POWER                      | Termocandelaria Power SA                                                                                                                   | CUSIP: 000000000<br>LEI: 549300YDORW43JL6G659 | Long             | DBT              | CORP              | ES        |     200000 | PA      | $199038.00    | 0.80%             | 2031-09-17      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| AMERICA MOVIL SAB DE CV                    | America Movil SAB de CV                                                                                                                    | CUSIP: 02364WBL8<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |    2000000 | PA      | $101386.28    | 0.41%             | 2031-01-27      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                | PURCHASED USD / SOLD CLP                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-81.44       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                       | Indonesia Treasury Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 6324000000 | PA      | $377215.17    | 1.51%             | 2035-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                        | Malaysia Government Bond                                                                                                                   | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     582000 | PA      | $136521.15    | 0.55%             | 2034-07-05      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                         | 99D10QV7 USD CALL THB PUT                                                                                                                  | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |    -372000 | OU      | $-6482.47     | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                   | Thailand Government Bond                                                                                                                   | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    1166000 | PA      | $33056.76     | 0.13%             | 2042-06-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                             | Czech Republic Government Bond                                                                                                             | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    2820000 | PA      | $122120.60    | 0.49%             | 2035-05-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                     | US LONG BOND(CBT) JUN25                                                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |          4 | NC      | $-1380.96     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs International                | PURCHASED USD / SOLD HUF                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |          1 | NC      | $-374.56      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                | PURCHASED INR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | IN        |          1 | NC      | $28785.48     | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                | PURCHASED INR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | IN        |          1 | NC      | $1971.11      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PINGAN REAL ESTATE CAP                     | Pingan Real Estate Capital Ltd                                                                                                             | CUSIP: 000000000<br>LEI: 655600MZ4W5VY0OEG119 | Long             | DBT              | CORP              | HK        |     200000 | PA      | $191012.99    | 0.77%             | 2026-07-29      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC     | PURCHASED PLN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | PL        |          1 | NC      | $149.46       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                   | Thailand Government Bond                                                                                                                   | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    3690000 | PA      | $124868.08    | 0.50%             | 2032-06-25      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| UBS AG                                     | PURCHASED USD / SOLD ZAR                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |          1 | NC      | $-2253.42     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                | PURCHASED NGN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | NG        |          1 | NC      | $-2956.55     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                           | PURCHASED USD / SOLD MYR                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $-1087.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                             | PURCHASED MYR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | MY        |          1 | NC      | $7711.28      | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC     | PURCHASED INR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | IN        |          1 | NC      | $830.75       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC     | PURCHASED MXN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | MX        |          1 | NC      | $-134.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                   | Uruguay Government International Bond                                                                                                      | CUSIP: 760942BF8<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    1655500 | PA      | $39501.10     | 0.16%             | 2033-07-20      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.              | PURCHASED CZK / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | CZ        |          1 | NC      | $-185.64      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SAN MIGUEL INDUSTRIAS                      | SAN Miguel Industrias Pet SA / NG PET R&P Latin America SA                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | PE        |     200000 | PA      | $183500.00    | 0.74%             | 2028-08-02      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                           | PURCHASED USD / SOLD CLP                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $584.81       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                             | PURCHASED USD / SOLD MYR                                                                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |          1 | NC      | $-1753.45     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                    | Mexican Bonos                                                                                                                              | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    6616600 | PA      | $273392.56    | 1.10%             | 2053-07-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                | PURCHASED BRL / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | BR        |          1 | NC      | $317.90       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC     | PURCHASED USD / SOLD COP                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $-536.26      | -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      | $-2743.46     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                | PURCHASED INR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | IN        |          1 | NC      | $1134.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                          | PURCHASED USD / SOLD HUF                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $-4720.81     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| INDIA GOVERNMENT BOND                      | India Government Bond                                                                                                                      | CUSIP: 000000000<br>LEI: 335800IV7VCDQGIOI391 | Long             | DBT              | NUSS              | IN        |    5890000 | PA      | $71848.46     | 0.29%             | 2034-10-07      | Fixed         | 6.79%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC     | PURCHASED USD / SOLD MXN                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $-499.38      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                   | Long: B9D10G3V0 IRS CZK R V 06MPRIBO 99D10G3W8 CCPVANILLA / Short: B9D10G3V0 IRS CZK P F  3.36800 99D10G3V0 CCPVANILLA                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   10130000 | OU      | $-1617.02     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                         | 99D10QVP USD PUT ZAR CALL                                                                                                                  | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |     186000 | OU      | $4142.41      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                          | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $-2895.44     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                | PURCHASED TRY / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | TR        |          1 | NC      | $-1437.78     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                           | PURCHASED USD / SOLD MYR                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $-1115.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of South Africa                   | Republic of South Africa Government Bond                                                                                                   | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    3027000 | PA      | $150976.24    | 0.61%             | 2032-03-31      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                     | US 5YR NOTE (CBT) JUN25                                                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |          5 | NC      | $4329.59      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ASIAN INFRASTRUCTURE INV                   | Asian Infrastructure Investment Bank/The                                                                                                   | CUSIP: 000000000<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | XX        |   11300000 | PA      | $133043.16    | 0.53%             | 2033-06-30      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| ASIAN INFRASTRUCTURE INV                   | Asian Infrastructure Investment Bank/The                                                                                                   | CUSIP: 000000000<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | XX        |    4500000 | PA      | $53854.88     | 0.22%             | 2029-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                           | PURCHASED PLN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | PL        |          1 | NC      | $2033.21      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                          | PURCHASED CNH / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CN        |          1 | NC      | $100.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                       | Indonesia Treasury Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 1424000000 | PA      | $84426.47     | 0.34%             | 2034-02-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                   | Long: B9D10G8V5 IRS PLN R V 06MWIBOR 99D10G8W3 CCPVANILLA / Short: B9D10G8V5 IRS PLN P F  4.72650 99D10G8V5 CCPVANILLA                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    2954000 | OU      | $-28614.40    | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC     | PURCHASED HUF / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | HU        |          1 | NC      | $2490.51      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                | PURCHASED THB / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | TH        |          1 | NC      | $-1261.98     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                     | PURCHASED THB / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | TH        |          1 | NC      | $1742.71      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                | PURCHASED USD / SOLD PEN                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-929.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                             | Czech Republic Government Bond                                                                                                             | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    1330000 | PA      | $56806.78     | 0.23%             | 2033-03-03      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                         | PURCHASED THB / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | TH        |          1 | NC      | $7093.64      | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC     | PURCHASED USD / SOLD INR                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $-363.24      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                         | PURCHASED USD / SOLD ZAR                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |          1 | NC      | $-621.17      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC     | PURCHASED INR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | IN        |          1 | NC      | $570.71       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                | PURCHASED USD / SOLD CNH                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-342.09      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.            | Long: B9D10Q017 CDS USD R V 03MEVENT 2 CCPCDX / Short: B9D10Q017 CDS USD P F  1.00000 1 CCPCDX                                             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     475000 | OU      | $20492.48     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| LEVIATHAN BOND LTD                         | Leviathan Bond Ltd                                                                                                                         | CUSIP: 000000000<br>LEI: 254900D9T8VKYVQNZ220 | Long             | DBT              | CORP              | IL        |      50000 | PA      | $48313.80     | 0.19%             | 2030-06-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| LCH Ltd.                                   | Long: B9D10G5J5 IRS HUF R V 06MBUBOR 99D10G5K2 CCPVANILLA / Short: B9D10G5J5 IRS HUF P F  6.19410 99D10G5J5 CCPVANILLA                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  343485000 | OU      | $-6689.80     | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC     | PURCHASED CZK / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | CZ        |          1 | NC      | $294.84       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC     | PURCHASED USD / SOLD KRW                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $-1441.74     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                     | PURCHASED USD / SOLD MXN                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-3122.12     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                          | PURCHASED USD / SOLD HUF                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $29.61        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC     | PURCHASED USD / SOLD BRL                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |          1 | NC      | $-820.49      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                           | PURCHASED USD / SOLD THB                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $-148.55      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                           | PURCHASED USD / SOLD CNH                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $67.94        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                             | Czech Republic Government Bond                                                                                                             | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |     560000 | PA      | $19847.96     | 0.08%             | 2037-07-30      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd. | PURCHASED USD / SOLD AUD                                                                                                                   | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | N/A              | DFE              |  | US        |          1 | NC      | $-813.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                      | China Government Bond                                                                                                                      | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     210000 | PA      | $28830.47     | 0.12%             | 2035-02-15      | Fixed         | 1.61%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                      | China Government Bond                                                                                                                      | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     250000 | PA      | $47380.29     | 0.19%             | 2050-09-14      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                   | Thailand Government Bond                                                                                                                   | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    1102000 | PA      | $33524.39     | 0.13%             | 2031-12-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MALAYSIA INVESTMNT ISSUE                   | Malaysia Government Investment Issue                                                                                                       | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     210000 | PA      | $50574.72     | 0.20%             | 2030-09-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                        | PURCHASED MXN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | MX        |          1 | NC      | $1886.13      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| KALLPA GENERACION SA                       | Kallpa Generacion SA                                                                                                                       | CUSIP: 48344FAB6<br>LEI: 549300NG1PWEI5BZG095 | Long             | DBT              | CORP              | PE        |     200000 | PA      | $202700.00    | 0.81%             | 2032-01-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                     | PURCHASED USD / SOLD THB                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-3263.76     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo Bank NA                        | PURCHASED MXN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: KB1H1DSPRFMYMCUFXT09 | N/A              | DFE              |  | MX        |          1 | NC      | $21938.19     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                     | PURCHASED USD / SOLD INR                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-899.77      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                | PURCHASED PEN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | PE        |          1 | NC      | $-792.92      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                     | PURCHASED USD / SOLD EUR                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |          1 | NC      | $-61.66       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                     | Republic of Poland Government Bond                                                                                                         | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     610000 | PA      | $131687.12    | 0.53%             | 2032-04-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                           | PURCHASED THB / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | TH        |          1 | NC      | $-295.67      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                        | PURCHASED USD / SOLD ZAR                                                                                                                   | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |          1 | NC      | $2028.76      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                           | PURCHASED PLN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | PL        |          1 | NC      | $1598.94      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                     | PURCHASED USD / SOLD BRL                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |          1 | NC      | $-1393.05     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| INDIA GOVERNMENT BOND                      | India Government Bond                                                                                                                      | CUSIP: 000000000<br>LEI: 335800IV7VCDQGIOI391 | Long             | DBT              | NUSS              | IN        |    3480000 | PA      | $43202.77     | 0.17%             | 2033-08-14      | Fixed         | 7.18%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                    | Hungary Government Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   19550000 | PA      | $36085.99     | 0.14%             | 2038-10-27      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                     | US 2YR NOTE (CBT) JUN25                                                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |          3 | NC      | $2183.68      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| INDIA GOVERNMENT BOND                      | India Government Bond                                                                                                                      | CUSIP: 000000000<br>LEI: 335800IV7VCDQGIOI391 | Long             | DBT              | NUSS              | IN        |   18590000 | PA      | $233955.37    | 0.94%             | 2053-06-19      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                          | PURCHASED USD / SOLD THB                                                                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $-59.09       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                | PURCHASED MXN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | MX        |          1 | NC      | $-177.05      | -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      | $1138.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                    | PURCHASED PEN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | PE        |          1 | NC      | $37.56        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PT TOWER BERSAMA INFRAST                   | PT Tower Bersama Infrastructure Tbk                                                                                                        | CUSIP: 000000000<br>LEI: 213800ELUARKGNPAPY10 | Long             | DBT              | CORP              | ID        |     200000 | PA      | $195579.45    | 0.79%             | 2026-01-20      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                | PURCHASED USD / SOLD PEN                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-62.60       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                      | China Government Bond                                                                                                                      | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    1200000 | PA      | $174972.50    | 0.70%             | 2030-03-25      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                       | Colombian TES                                                                                                                              | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        | 1528700000 | PA      | $275491.09    | 1.11%             | 2042-05-28      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                     | PURCHASED COP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CO        |          1 | NC      | $826.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                | Long: S9D10LTM1 IRS BRL R F 14.48750 99D10LTM1 CCPNDFPREDISWAP / Short: S9D10LTM1 IRS BRL P V 00MBRCDI 99D10LTL3 CCPNDFPREDISWAP           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     709594 | OU      | $4547.98      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                | PURCHASED COP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CO        |          1 | NC      | $557.54       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VEON HOLDINGS BV                           | VEON Holdings BV                                                                                                                           | CUSIP: 000000000<br>LEI: 5493000XDKGUH5NQGE22 | Long             | DBT              | CORP              | NL        |     200000 | PA      | $179366.00    | 0.72%             | 2027-11-25      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                | PURCHASED USD / SOLD MXN                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-140.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                      | China Government Bond                                                                                                                      | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     390000 | PA      | $58556.99     | 0.24%             | 2033-02-25      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.              | PURCHASED USD / SOLD MXN                                                                                                                   | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $30021.24     | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                | PURCHASED USD / SOLD INR                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-1867.25     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                | PURCHASED EGP / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | EG        |          1 | NC      | $1305.60      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                | PURCHASED USD / SOLD HUF                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-262.13      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                   | Long: S9D10G6K1 IRS HUF R F  6.53610 99D10G6K1 CCPVANILLA / Short: S9D10G6K1 IRS HUF P V 06MBUBOR 99D10G6J4 CCPVANILLA                     | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  161040000 | OU      | $6629.54      | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                           | PURCHASED USD / SOLD MYR                                                                                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $-902.63      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fixed Income Clearing Corp                 | FIXED INC CLEARING CORP.REPO                                                                                                               | CUSIP: 000000000<br>LEI: 549300H47WTHXPU08X20 | Long             | RA               | CORP              | US        |     225959 | PA      | $225959.00    | 0.91%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                     | PURCHASED USD / SOLD THB                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-1880.59     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                         | PURCHASED USD / SOLD ZAR                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |          1 | NC      | $266.66       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC     | PURCHASED TRY / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | TR        |          1 | NC      | $-353.37      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                         | PURCHASED USD / SOLD INR                                                                                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |          1 | NC      | $-1006.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                | PURCHASED USD / SOLD PEN                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-365.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                       | Indonesia Treasury Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 2743000000 | PA      | $166526.54    | 0.67%             | 2033-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                     | PURCHASED AUD / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | AU        |          1 | NC      | $-3.57        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                | PURCHASED USD / SOLD BRL                                                                                                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |          1 | NC      | $-918.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                       | Indonesia Treasury Bond                                                                                                                    | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 1341000000 | PA      | $79092.34     | 0.32%             | 2032-04-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC     | PURCHASED ZAR / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | ZA        |          1 | NC      | $43.60        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                        | Malaysia Government Bond                                                                                                                   | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     446000 | PA      | $105507.17    | 0.42%             | 2029-08-15      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                   | Republic of South Africa Government Bond                                                                                                   | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    4530000 | PA      | $199426.12    | 0.80%             | 2040-01-31      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC     | PURCHASED MXN / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | MX        |          1 | NC      | $2241.63      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                     | PURCHASED USD / SOLD IDR                                                                                                                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |          1 | NC      | $107.02       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AES ANDES SA                               | AES Andes SA                                                                                                                               | CUSIP: 00111VAA5<br>LEI: 549300IF4IFG0FS0RM26 | Long             | DBT              | CORP              | CL        |     200000 | PA      | $203175.20    | 0.82%             | 2029-03-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| TRUST FIBRAUNO                             | Trust Fibra Uno                                                                                                                            | CUSIP: 89834JAA1<br>LEI: N/A                  | Long             | DBT              |  | MX        |     200000 | PA      | $197992.90    | 0.79%             | 2034-02-13      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                | PURCHASED THB / SOLD USD                                                                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | TH        |          1 | NC      | $8095.98      | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                   | Thailand Government Bond                                                                                                                   | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    2220000 | PA      | $68400.82     | 0.27%             | 2029-03-17      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                    | Mexican Bonos                                                                                                                              | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    7342500 | PA      | $357093.44    | 1.43%             | 2027-03-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-05-19

**Name of Applicant:** HARTFORD MUTUAL FUNDS, INC

**Signature:** William Zook

**Name of Signer:** William Zook

**Title:** Assistant Treasurer